# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-25-271510
**Filing Date:** 2025-11
**Character Count:** 457200
**Document Hash:** 89040aa73e923b623b7ef1f9115bc2fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-271510.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001193125-25-271510

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM TREASURER'S SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **CENTRAL INDEX KEY:** 0000828806

**ORGANIZATION NAME:**
- **EIN:** 586213968
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251461199

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST (INVESCO TREASURER'S SERIES TRUST)
- **DATE OF NAME CHANGE:** 20100430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES TRUST
- **DATE OF NAME CHANGE:** 20040707

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM TREASURERS SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

## Series and Classes Contracts Data

### Invesco Premier Portfolio (Series ID: S000000173)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000397 | Investor Class            | IMRXX           |
| C000029748 | Institutional Class       | IPPXX           |
| C000173345 | Personal Investment Class | IPVXX           |
| C000173346 | Private Investment Class  | IPTXX           |
| C000173347 | Reserve Class             | IRVXX           |
| C000173348 | Resource Class            | IRCXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000828806

### General Information

**Report for (YYYY-MM-DD):** 2025-10-31

**Registrant Full Name:** Invesco Treasurer's Series Trust

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier Portfolio

**LEI of Series:** 54930008H3X1FEUL6Y34

**EDGAR Series Identifier:** S000000173

**Total number of share classes in the series:** 6

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Invesco Advisers, Inc.                                    | 801-33949         |
| Independent Public Accountant | Pricewaterhouse Coopers LLP<br>City: Houston<br>State: TX |  |
| Administrator                 | None                                                      |  |
| Transfer Agent                | Invesco Investment Services, Inc.<br>CIK: 0000896852      | 084-05432         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-19862

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 29 days

- **WAL:** 72 days

- **Total Value of Portfolio Securities:** $9989865299.26

- **Amortized Cost of Portfolio Securities:** $9988176053.36

- **Cash:** $75786.37

- **Total Other Assets:** $53672781.28

- **Total Liabilities:** $50444083.48

- **Net Assets of Series:** $9991480537.53

- **Number of Shares Outstanding (Series):** 9991018369.5300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $3453542083.84            | $5197487758.04             | 34.9000%                  | 52.5200%                   |
| 2025-10-02 | $3467891778.25            | $5225027723.16             | 35.0300%                  | 52.7800%                   |
| 2025-10-03 | $3810483833.44            | $5277650049.07             | 38.4900%                  | 53.3100%                   |
| 2025-10-06 | $3817253493.57            | $5199510521.35             | 38.3000%                  | 52.1600%                   |
| 2025-10-07 | $3530048140.14            | $5202180182.51             | 35.4600%                  | 52.2500%                   |
| 2025-10-08 | $3402286806.68            | $5161280175.32             | 34.2000%                  | 51.8800%                   |
| 2025-10-09 | $3684140983.47            | $5166315678.38             | 36.9900%                  | 51.8700%                   |
| 2025-10-10 | $3765576424.81            | $5172836424.81             | 37.7700%                  | 51.8800%                   |
| 2025-10-13 | $3765576424.81            | $5172836424.81             | 37.7700%                  | 51.8800%                   |
| 2025-10-14 | $3565595898.58            | $5182731398.58             | 35.6400%                  | 51.8100%                   |
| 2025-10-15 | $3497996633.28            | $5201992883.28             | 34.9500%                  | 51.9800%                   |
| 2025-10-16 | $3515102874.46            | $5282243707.79             | 35.0600%                  | 52.6800%                   |
| 2025-10-17 | $3789172694.23            | $5317340305.34             | 37.8500%                  | 53.1100%                   |
| 2025-10-20 | $3877918351.09            | $5411166295.53             | 38.6600%                  | 53.9500%                   |
| 2025-10-21 | $3594518732.89            | $5357703371.68             | 35.8300%                  | 53.4100%                   |
| 2025-10-22 | $3517934075.72            | $5367940464.52             | 35.1200%                  | 53.5900%                   |
| 2025-10-23 | $3525136517.04            | $5337320433.64             | 35.1900%                  | 53.2800%                   |
| 2025-10-24 | $3902729923.67            | $5349931368.07             | 38.7400%                  | 53.1100%                   |
| 2025-10-27 | $3873814915.30            | $5356068943.08             | 38.6600%                  | 53.4500%                   |
| 2025-10-28 | $3575440883.88            | $5187632550.74             | 35.6200%                  | 51.6900%                   |
| 2025-10-29 | $3543960322.15            | $5113003377.86             | 35.1400%                  | 50.6900%                   |
| 2025-10-30 | $3349595739.71            | $5061810184.28             | 33.3700%                  | 50.4300%                   |
| 2025-10-31 | $3702075786.37            | $5149229119.80             | 36.8700%                  | 51.2800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.3600%             |
| 2025-10-02 | 4.3600%             |
| 2025-10-03 | 4.3600%             |
| 2025-10-06 | 4.3600%             |
| 2025-10-07 | 4.3600%             |
| 2025-10-08 | 4.3500%             |
| 2025-10-09 | 4.3500%             |
| 2025-10-10 | 4.3500%             |
| 2025-10-13 | 4.3400%             |
| 2025-10-14 | 4.3400%             |
| 2025-10-15 | 4.3500%             |
| 2025-10-16 | 4.3600%             |
| 2025-10-17 | 4.3700%             |
| 2025-10-20 | 4.3900%             |
| 2025-10-21 | 4.3900%             |
| 2025-10-22 | 4.3900%             |
| 2025-10-23 | 4.3900%             |
| 2025-10-24 | 4.3900%             |
| 2025-10-27 | 4.3900%             |
| 2025-10-28 | 4.4000%             |
| 2025-10-29 | 4.4000%             |
| 2025-10-30 | 4.4000%             |
| 2025-10-31 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0003                      |
|  |  |
| 2025-10-02 | 1.0003                      |
|  |  |
| 2025-10-03 | 1.0003                      |
|  |  |
| 2025-10-06 | 1.0002                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0002                      |
|  |  |
| 2025-10-10 | 1.0002                      |
|  |  |
| 2025-10-13 | 1.0002                      |
|  |  |
| 2025-10-14 | 1.0003                      |
|  |  |
| 2025-10-15 | 1.0003                      |
|  |  |
| 2025-10-16 | 1.0003                      |
|  |  |
| 2025-10-17 | 1.0003                      |
|  |  |
| 2025-10-20 | 1.0003                      |
|  |  |
| 2025-10-21 | 1.0003                      |
|  |  |
| 2025-10-22 | 1.0003                      |
|  |  |
| 2025-10-23 | 1.0003                      |
|  |  |
| 2025-10-24 | 1.0003                      |
|  |  |
| 2025-10-27 | 1.0003                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0002                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $300723125.78

- **Number of Shares Outstanding:** 300712494.4120

- **Expense Reimbursement/Waiver:** 18170.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1532297.36               | $1274265.43             |
| 2025-10-02 | $1623438.88               | $338105.69              |
| 2025-10-03 | $1808796.87               | $2517314.68             |
| 2025-10-06 | $3851912.67               | $7906573.63             |
| 2025-10-07 | $1263485.30               | $1057100.97             |
| 2025-10-08 | $712989.34                | $955283.32              |
| 2025-10-09 | $683502.81                | $2997141.74             |
| 2025-10-10 | $556375.80                | $1249831.34             |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $347260.31                | $1577098.89             |
| 2025-10-15 | $12084312.18              | $1837677.90             |
| 2025-10-16 | $1292214.10               | $1091246.90             |
| 2025-10-17 | $1101212.40               | $18137068.82            |
| 2025-10-20 | $630962.98                | $735893.24              |
| 2025-10-21 | $1333833.75               | $371110.83              |
| 2025-10-22 | $271555.63                | $619869.15              |
| 2025-10-23 | $1336495.42               | $586999.62              |
| 2025-10-24 | $825004.54                | $1377549.99             |
| 2025-10-27 | $502904.62                | $1501720.62             |
| 2025-10-28 | $2572579.48               | $1262121.85             |
| 2025-10-29 | $442420.40                | $593628.53              |
| 2025-10-30 | $943637.63                | $757482.53              |
| 2025-10-31 | $899320.16                | $528001.57              |

**Total Gross Subscriptions (Month):** $36616512.63

**Total Gross Redemptions (Month):** $49273087.24

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.1800%           |
| 2025-10-02 | 4.1800%           |
| 2025-10-03 | 4.1800%           |
| 2025-10-06 | 4.1800%           |
| 2025-10-07 | 4.1800%           |
| 2025-10-08 | 4.1700%           |
| 2025-10-09 | 4.1700%           |
| 2025-10-10 | 4.1700%           |
| 2025-10-13 | 4.1600%           |
| 2025-10-14 | 4.1600%           |
| 2025-10-15 | 4.1700%           |
| 2025-10-16 | 4.1800%           |
| 2025-10-17 | 4.1900%           |
| 2025-10-20 | 4.2100%           |
| 2025-10-21 | 4.2100%           |
| 2025-10-22 | 4.2100%           |
| 2025-10-23 | 4.2100%           |
| 2025-10-24 | 4.2100%           |
| 2025-10-27 | 4.2100%           |
| 2025-10-28 | 4.2200%           |
| 2025-10-29 | 4.2200%           |
| 2025-10-30 | 4.2200%           |
| 2025-10-31 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 83.9200%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $9689959370.49

- **Number of Shares Outstanding:** 9689507872.2450

- **Expense Reimbursement/Waiver:** 573581.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $107440566.19             | $55781926.37            |
| 2025-10-02 | $53196591.93              | $45324390.63            |
| 2025-10-03 | $37520011.94              | $33513028.24            |
| 2025-10-06 | $59872646.03              | $34153002.84            |
| 2025-10-07 | $62587757.98              | $36446901.15            |
| 2025-10-08 | $40634565.62              | $46055556.36            |
| 2025-10-09 | $44094433.44              | $31199552.18            |
| 2025-10-10 | $39392909.85              | $36101976.57            |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $69808188.32              | $49237380.14            |
| 2025-10-15 | $60313550.19              | $55845124.15            |
| 2025-10-16 | $57383561.10              | $36918082.35            |
| 2025-10-17 | $38213093.43              | $36436404.34            |
| 2025-10-20 | $40693998.20              | $30918594.45            |
| 2025-10-21 | $39296577.77              | $36866918.99            |
| 2025-10-22 | $49762008.92              | $72808441.83            |
| 2025-10-23 | $38276968.87              | $30786457.53            |
| 2025-10-24 | $60185623.97              | $58284894.33            |
| 2025-10-27 | $39970794.43              | $45059026.29            |
| 2025-10-28 | $67100757.29              | $55949870.95            |
| 2025-10-29 | $56509778.13              | $58452723.04            |
| 2025-10-30 | $44159823.92              | $45787649.16            |
| 2025-10-31 | $56652314.52              | $49403516.00            |

**Total Gross Subscriptions (Month):** $1163066522.04

**Total Gross Redemptions (Month):** $981331417.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.1800%           |
| 2025-10-02 | 4.1800%           |
| 2025-10-03 | 4.1800%           |
| 2025-10-06 | 4.1800%           |
| 2025-10-07 | 4.1800%           |
| 2025-10-08 | 4.1700%           |
| 2025-10-09 | 4.1700%           |
| 2025-10-10 | 4.1700%           |
| 2025-10-13 | 4.1600%           |
| 2025-10-14 | 4.1600%           |
| 2025-10-15 | 4.1700%           |
| 2025-10-16 | 4.1800%           |
| 2025-10-17 | 4.1900%           |
| 2025-10-20 | 4.2100%           |
| 2025-10-21 | 4.2100%           |
| 2025-10-22 | 4.2100%           |
| 2025-10-23 | 4.2100%           |
| 2025-10-24 | 4.2100%           |
| 2025-10-27 | 4.2100%           |
| 2025-10-28 | 4.2200%           |
| 2025-10-29 | 4.2200%           |
| 2025-10-30 | 4.2200%           |
| 2025-10-31 | 4.2000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 52.2200%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $32522.75

- **Number of Shares Outstanding:** 32521.6100

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $67.59                    | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $67.59

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.6400%           |
| 2025-10-02 | 3.6400%           |
| 2025-10-03 | 3.6400%           |
| 2025-10-06 | 3.6400%           |
| 2025-10-07 | 3.6300%           |
| 2025-10-08 | 3.6300%           |
| 2025-10-09 | 3.6300%           |
| 2025-10-10 | 3.6200%           |
| 2025-10-13 | 3.6200%           |
| 2025-10-14 | 3.6200%           |
| 2025-10-15 | 3.6300%           |
| 2025-10-16 | 3.6400%           |
| 2025-10-17 | 3.6500%           |
| 2025-10-20 | 3.6600%           |
| 2025-10-21 | 3.6700%           |
| 2025-10-22 | 3.6700%           |
| 2025-10-23 | 3.6700%           |
| 2025-10-24 | 3.6700%           |
| 2025-10-27 | 3.6700%           |
| 2025-10-28 | 3.6800%           |
| 2025-10-29 | 3.6800%           |
| 2025-10-30 | 3.6700%           |
| 2025-10-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 36.5000%         | 0.0000%              |
| Retail investor |  | 63.5000%         | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $27784.58

- **Number of Shares Outstanding:** 27783.2300

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $90.92                    | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $90.92

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8800%           |
| 2025-10-02 | 3.8800%           |
| 2025-10-03 | 3.8800%           |
| 2025-10-06 | 3.8800%           |
| 2025-10-07 | 3.8800%           |
| 2025-10-08 | 3.8800%           |
| 2025-10-09 | 3.8700%           |
| 2025-10-10 | 3.8700%           |
| 2025-10-13 | 3.8700%           |
| 2025-10-14 | 3.8700%           |
| 2025-10-15 | 3.8700%           |
| 2025-10-16 | 3.8800%           |
| 2025-10-17 | 3.8900%           |
| 2025-10-20 | 3.9100%           |
| 2025-10-21 | 3.9100%           |
| 2025-10-22 | 3.9100%           |
| 2025-10-23 | 3.9100%           |
| 2025-10-24 | 3.9100%           |
| 2025-10-27 | 3.9200%           |
| 2025-10-28 | 3.9200%           |
| 2025-10-29 | 3.9300%           |
| 2025-10-30 | 3.9200%           |
| 2025-10-31 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 43.4800%         | 0.0000%              |
| Retail investor |  | 55.0700%         | 55.0700%             |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $11625.59

- **Number of Shares Outstanding:** 11625.0200

- **Expense Reimbursement/Waiver:** 1.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $32.70                    | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $32.70

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.3200%           |
| 2025-10-02 | 3.3200%           |
| 2025-10-03 | 3.3200%           |
| 2025-10-06 | 3.3200%           |
| 2025-10-07 | 3.3200%           |
| 2025-10-08 | 3.3100%           |
| 2025-10-09 | 3.3100%           |
| 2025-10-10 | 3.3100%           |
| 2025-10-13 | 3.3000%           |
| 2025-10-14 | 3.3100%           |
| 2025-10-15 | 3.3100%           |
| 2025-10-16 | 3.3200%           |
| 2025-10-17 | 3.3300%           |
| 2025-10-20 | 3.3500%           |
| 2025-10-21 | 3.3500%           |
| 2025-10-22 | 3.3500%           |
| 2025-10-23 | 3.3500%           |
| 2025-10-24 | 3.3500%           |
| 2025-10-27 | 3.3600%           |
| 2025-10-28 | 3.3600%           |
| 2025-10-29 | 3.3700%           |
| 2025-10-30 | 3.3600%           |
| 2025-10-31 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 100.0000%        | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $726108.34

- **Number of Shares Outstanding:** 726073.0100

- **Expense Reimbursement/Waiver:** 43.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0003          |
|  |  |
| 2025-10-02 | 1.0003          |
|  |  |
| 2025-10-03 | 1.0002          |
|  |  |
| 2025-10-06 | 1.0002          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0002          |
|  |  |
| 2025-10-10 | 1.0002          |
|  |  |
| 2025-10-13 | 1.0002          |
|  |  |
| 2025-10-14 | 1.0003          |
|  |  |
| 2025-10-15 | 1.0003          |
|  |  |
| 2025-10-16 | 1.0003          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0003          |
|  |  |
| 2025-10-21 | 1.0003          |
|  |  |
| 2025-10-22 | 1.0003          |
|  |  |
| 2025-10-23 | 1.0003          |
|  |  |
| 2025-10-24 | 1.0002          |
|  |  |
| 2025-10-27 | 1.0003          |
|  |  |
| 2025-10-28 | 1.0003          |
|  |  |
| 2025-10-29 | 1.0002          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $2457.92                  | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $2457.92

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0200%           |
| 2025-10-02 | 4.0200%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-13 | 4.0000%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0100%           |
| 2025-10-16 | 4.0200%           |
| 2025-10-17 | 4.0300%           |
| 2025-10-20 | 4.0500%           |
| 2025-10-21 | 4.0500%           |
| 2025-10-22 | 4.0500%           |
| 2025-10-23 | 4.0500%           |
| 2025-10-24 | 4.0500%           |
| 2025-10-27 | 4.0500%           |
| 2025-10-28 | 4.0600%           |
| 2025-10-29 | 4.0600%           |
| 2025-10-30 | 4.0600%           |
| 2025-10-31 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 98.3200%         | 78.5700%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ANZ New Zealand Int'l Ltd.

- **C.1 - Title:** ANZ New Zealand Int'l Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3C28, C.4 - ISIN: US0018A3C280, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $49326290.00
- **C.18.a - Value (excl. sponsor support):** $49326290.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.620000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABY5, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $100052250.00
- **C.18.a - Value (excl. sponsor support):** $100052250.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABZ2, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $100044620.00
- **C.18.a - Value (excl. sponsor support):** $100044620.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Altoona-Blair County Development Corp.

- **C.1 - Title:** Altoona-Blair County Development Corp.; Series 2015, VRD Bonds (LOC-PNC Bank, N.A.) 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 021752AA8, C.4 - ISIN: US021752AA87, C.3 - LEI: 549300UTMGMP6XD0ZY27
- **C.18 - Value (incl. sponsor support):** $17850000.00
- **C.18.a - Value (excl. sponsor support):** $17850000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2035-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's) 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WLX6, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $80000351.20
- **C.18.a - Value (excl. sponsor support):** $80000351.20
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's) 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WMD9, C.4 - ISIN: US03482WMD91, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $50001457.00
- **C.18.a - Value (excl. sponsor support):** $50001457.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC (CEP-Societe Generale S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LY44, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $99955000.00
- **C.18.a - Value (excl. sponsor support):** $99955000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 8: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC (CEP-Credit Agricole Corporate & Investment Bank S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UAM4, C.4 - ISIN: US04821UAM45, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $39640000.00
- **C.18.a - Value (excl. sponsor support):** $39640000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBP0, C.4 - ISIN: US05253CBP05, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $64185550.00
- **C.18.a - Value (excl. sponsor support):** $64185550.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Banco Santander, S.A.

- **C.1 - Title:** Banco Santander, S.A. 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHC9, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100019800.00
- **C.18.a - Value (excl. sponsor support):** $100019800.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.630000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25002448.75
- **C.18.a - Value (excl. sponsor support):** $25002448.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSH8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $75052537.50
- **C.18.a - Value (excl. sponsor support):** $75052537.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKT1, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $25026232.50
- **C.18.a - Value (excl. sponsor support):** $25026232.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PE69, C.4 - ISIN: US06054PE696, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $48976500.00
- **C.18.a - Value (excl. sponsor support):** $48976500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PEM4, C.4 - ISIN: US06054PEM41, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $9780000.00
- **C.18.a - Value (excl. sponsor support):** $9780000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.610000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $80037639.20
- **C.18.a - Value (excl. sponsor support):** $80037639.20
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Bank of America, N.A.

- **C.1 - Title:** Bank of America NA 4.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RD25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25004435.25
- **C.18.a - Value (excl. sponsor support):** $25004435.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EBL3, C.4 - ISIN: US06741EBL39, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $29622900.00
- **C.18.a - Value (excl. sponsor support):** $29622900.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECC2, C.4 - ISIN: US06741ECC21, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49262000.00
- **C.18.a - Value (excl. sponsor support):** $49262000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FYH4, C.4 - ISIN: US06741FYH45, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $74856877.50
- **C.18.a - Value (excl. sponsor support):** $74856877.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.270000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQS5, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $100005300.00
- **C.18.a - Value (excl. sponsor support):** $100005300.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEQ0, C.4 - ISIN: US06745GEQ01, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50004070.00
- **C.18.a - Value (excl. sponsor support):** $50004070.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TA80, C.4 - ISIN: US12509TA808, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $49617000.00
- **C.18.a - Value (excl. sponsor support):** $49617000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TB30, C.4 - ISIN: US12509TB301, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $64319450.00
- **C.18.a - Value (excl. sponsor support):** $64319450.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: California (State of) Public Finance Authority

- **C.1 - Title:** California (State of) Public Finance Authority (Adventist Health System West): Series 2024C, VRD RB (LOC-PNC Bank, N.A.) 4.180000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJJ2, C.4 - ISIN: US13606DJJ28, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $41005850.70
- **C.18.a - Value (excl. sponsor support):** $41005850.70
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMZ2, C.4 - ISIN: US13606DMZ23, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $80018701.60
- **C.18.a - Value (excl. sponsor support):** $80018701.60
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Caterpillar Financial Services Corp.

- **C.1 - Title:** Caterpillar Financial Services Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 14912DYE3, C.3 - LEI: EDBQKYOPJUCJKLOJDE72
- **C.18 - Value (incl. sponsor support):** $14977050.00
- **C.18.a - Value (excl. sponsor support):** $14977050.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBU0, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $75039697.50
- **C.18.a - Value (excl. sponsor support):** $75039697.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.490000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBW6, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $55003135.00
- **C.18.a - Value (excl. sponsor support):** $55003135.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AYE1, C.4 - ISIN: US17327AYE18, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $24962000.00
- **C.18.a - Value (excl. sponsor support):** $24962000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BEE1, C.4 - ISIN: US17327BEE11, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $24470520.00
- **C.18.a - Value (excl. sponsor support):** $24470520.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Collateralized Commercial Paper V Co., LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co., LLC (CEP-JPMorgan Securities LLC) 4.330000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RML0, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $50005500.00
- **C.18.a - Value (excl. sponsor support):** $50005500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Collateralized Commercial Paper V Co., LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co., LLC (CEP-JPMorgan Securities LLC) 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMQ9, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $50011880.50
- **C.18.a - Value (excl. sponsor support):** $50011880.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series B (CEP-Goldman Sachs International)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LBR7, C.4 - ISIN: US20632LBR78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $14804100.00
- **C.18.a - Value (excl. sponsor support):** $14804100.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series B (CEP-Goldman Sachs International) 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PDG8, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $35001050.00
- **C.18.a - Value (excl. sponsor support):** $35001050.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series A (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0YR7, C.4 - ISIN: US2063C0YR73, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $61588924.80
- **C.18.a - Value (excl. sponsor support):** $61588924.80
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series A (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0ZH8, C.4 - ISIN: US2063C0ZH82, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50789487.68
- **C.18.a - Value (excl. sponsor support):** $50789487.68
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JT62, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50000455.00
- **C.18.a - Value (excl. sponsor support):** $50000455.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JXF7, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50067800.00
- **C.18.a - Value (excl. sponsor support):** $50067800.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0YC0, C.4 - ISIN: US2332K0YC07, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $9987000.00
- **C.18.a - Value (excl. sponsor support):** $9987000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DL1, C.4 - ISIN: US2332K1DL18, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $49073000.00
- **C.18.a - Value (excl. sponsor support):** $49073000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G79, C.4 - ISIN: US2332K1G791, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $38934400.00
- **C.18.a - Value (excl. sponsor support):** $38934400.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia) 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GQG4, C.3 - LEI: 549300F0VEQZBI4UA309
- **C.18 - Value (incl. sponsor support):** $95002119.45
- **C.18.a - Value (excl. sponsor support):** $95002119.45
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia) 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRC2, C.3 - LEI: 549300F0VEQZBI4UA309
- **C.18 - Value (incl. sponsor support):** $59999863.20
- **C.18.a - Value (excl. sponsor support):** $59999863.20
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 4.703000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJN6, C.4 - ISIN: US40054PJN69, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $149958300.00
- **C.18.a - Value (excl. sponsor support):** $149958300.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJU0, C.4 - ISIN: US40054PJU03, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $50023350.00
- **C.18.a - Value (excl. sponsor support):** $50023350.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GG36, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25007747.50
- **C.18.a - Value (excl. sponsor support):** $25007747.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGB8, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25006620.00
- **C.18.a - Value (excl. sponsor support):** $25006620.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RE11, C.4 - ISIN: US45685RE118, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $39211600.00
- **C.18.a - Value (excl. sponsor support):** $39211600.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Jets Stadium Development, LLC

- **C.1 - Title:** Jets Stadium Development, LLC; Series 2014 A-4B, VRD Bonds (LOC-Sumitomo Mitsui Banking Corp.) 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $12600000.00
- **C.18.a - Value (excl. sponsor support):** $12600000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 52: Jets Stadium Development, LLC

- **C.1 - Title:** Jets Stadium Development, LLC; Series 2014 A-4C, VRD Bonds (LOC-Sumitomo Mitsui Banking Corp.) 4.550000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $27300000.00
- **C.18.a - Value (excl. sponsor support):** $27300000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 53: Kreditanstalt fur Wiederaufbau

- **C.1 - Title:** Kreditanstalt fur Wiederaufbau
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCC8, C.4 - ISIN: US48246UCC80, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $49286000.00
- **C.18.a - Value (excl. sponsor support):** $49286000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: KEB Hana Bank

- **C.1 - Title:** KEB Hana Bank 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48723KDL1, C.3 - LEI: 6RPK2YDJN6L35AS0M510
- **C.18 - Value (incl. sponsor support):** $100033590.00
- **C.18.a - Value (excl. sponsor support):** $100033590.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: KEB Hana Bank

- **C.1 - Title:** KEB Hana Bank 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48723KDQ0, C.4 - ISIN: US48723KDQ04, C.3 - LEI: 6RPK2YDJN6L35AS0M510
- **C.18 - Value (incl. sponsor support):** $49998795.00
- **C.18.a - Value (excl. sponsor support):** $49998795.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Keep Memory Alive

- **C.1 - Title:** Keep Memory Alive; Series 2013, VRD Bonds (LOC-PNC Bank, N.A.) 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13160000.00
- **C.18.a - Value (excl. sponsor support):** $13160000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 57: Korea Development Bank

- **C.1 - Title:** Korea Development Bank 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BR37, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50025500.00
- **C.18.a - Value (excl. sponsor support):** $50025500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Korea Development Bank

- **C.1 - Title:** Korea Development Bank
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5006E3AT7, C.4 - ISIN: US5006E3AT78, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49520500.00
- **C.18.a - Value (excl. sponsor support):** $49520500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Liberty Street Funding LLC

- **C.1 - Title:** Liberty Street Funding LLC (CEP-Bank of Nova Scotia)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UB33, C.4 - ISIN: US53127UB334, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24738250.00
- **C.18.a - Value (excl. sponsor support):** $24738250.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Lion Bay Funding  LLC

- **C.1 - Title:** Lion Bay Funding LLC (Multi-CEP's) 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAT3, C.4 - ISIN: US53620AAT34, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $35000551.95
- **C.18.a - Value (excl. sponsor support):** $35000551.95
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HDQ1, C.4 - ISIN: US53943HDQ11, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49050500.00
- **C.18.a - Value (excl. sponsor support):** $49050500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943RZ85, C.4 - ISIN: US53943RZ859, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $26852555.95
- **C.18.a - Value (excl. sponsor support):** $26852555.95
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SB97, C.4 - ISIN: US53943SB973, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $50877047.20
- **C.18.a - Value (excl. sponsor support):** $50877047.20
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBB2, C.4 - ISIN: US53943SBB25, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49041008.00
- **C.18.a - Value (excl. sponsor support):** $49041008.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC96, C.4 - ISIN: US53943SC963, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49289000.00
- **C.18.a - Value (excl. sponsor support):** $49289000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D5D7, C.4 - ISIN: US60683D5D70, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $100002700.00
- **C.18.a - Value (excl. sponsor support):** $100002700.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAC8, C.4 - ISIN: US60683FAC86, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $100016050.00
- **C.18.a - Value (excl. sponsor support):** $100016050.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Mont Blanc Capital Corp.

- **C.1 - Title:** Mont Blanc Capital Corp. (CEP-ING Bank N.V.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P4ZF0, C.4 - ISIN: US6117P4ZF09, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $29851800.00
- **C.18.a - Value (excl. sponsor support):** $29851800.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Mont Blanc Capital Corp.

- **C.1 - Title:** Mont Blanc Capital Corp. (CEP-ING Bank N.V.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P5BJ5, C.4 - ISIN: US6117P5BJ51, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $20166378.18
- **C.18.a - Value (excl. sponsor support):** $20166378.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455FY75, C.4 - ISIN: US62455FY752, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99922000.00
- **C.18.a - Value (excl. sponsor support):** $99922000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd. 4.240000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GR80, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $75001140.00
- **C.18.a - Value (excl. sponsor support):** $75001140.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VLY4, C.4 - ISIN: US67984VLY47, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $35013841.45
- **C.18.a - Value (excl. sponsor support):** $35013841.45
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VMA5, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50041300.00
- **C.18.a - Value (excl. sponsor support):** $50041300.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VMT4, C.4 - ISIN: US67984VMT43, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50003500.00
- **C.18.a - Value (excl. sponsor support):** $50003500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984XKY1, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $38770560.00
- **C.18.a - Value (excl. sponsor support):** $38770560.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985EHM2, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $48607200.00
- **C.18.a - Value (excl. sponsor support):** $48607200.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RCW1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25006450.00
- **C.18.a - Value (excl. sponsor support):** $25006450.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.400000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RDR1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25001326.25
- **C.18.a - Value (excl. sponsor support):** $25001326.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust (CEP-Bank of Montreal) 4.340000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEE6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50016825.00
- **C.18.a - Value (excl. sponsor support):** $50016825.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888XA63, C.4 - ISIN: US75888XA638, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $49629500.00
- **C.18.a - Value (excl. sponsor support):** $49629500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC (CEP-MEP)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888XA97, C.4 - ISIN: US75888XA976, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $56558820.00
- **C.18.a - Value (excl. sponsor support):** $56558820.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC (CEP-BNP Paribas S.A.) 4.540000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EPB5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $9999970.00
- **C.18.a - Value (excl. sponsor support):** $9999970.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.300000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSA9, C.4 - ISIN: US85325VSA97, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $90000200.70
- **C.18.a - Value (excl. sponsor support):** $90000200.70
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSL5, C.4 - ISIN: US86565GSL58, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $50008730.00
- **C.18.a - Value (excl. sponsor support):** $50008730.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTA8, C.4 - ISIN: US86565GTA84, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $50005195.00
- **C.18.a - Value (excl. sponsor support):** $50005195.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTV2, C.4 - ISIN: US86565GTV22, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $29998122.00
- **C.18.a - Value (excl. sponsor support):** $29998122.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Swedbank AB

- **C.1 - Title:** Swedbank AB 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP25, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $25038150.00
- **C.18.a - Value (excl. sponsor support):** $25038150.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC ( CEP - Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603HFV5, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $48465900.00
- **C.18.a - Value (excl. sponsor support):** $48465900.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5D4, C.4 - ISIN: US89115D5D47, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50007352.50
- **C.18.a - Value (excl. sponsor support):** $50007352.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DKY1, C.4 - ISIN: US89115DKY12, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $100138937.00
- **C.18.a - Value (excl. sponsor support):** $100138937.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GZ41, C.4 - ISIN: US89233GZ419, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49813500.00
- **C.18.a - Value (excl. sponsor support):** $49813500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: UBS AG

- **C.1 - Title:** UBS AG 4.659000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXQ4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $100009223.00
- **C.18.a - Value (excl. sponsor support):** $100009223.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: UBS AG

- **C.1 - Title:** UBS AG 4.728000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYK6, C.4 - ISIN: US90276JYK68, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $25017713.75
- **C.18.a - Value (excl. sponsor support):** $25017713.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: UBS AG

- **C.1 - Title:** UBS AG 4.673000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYP5, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $35013383.30
- **C.18.a - Value (excl. sponsor support):** $35013383.30
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: UBS AG

- **C.1 - Title:** UBS AG 4.558000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYU4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50008500.00
- **C.18.a - Value (excl. sponsor support):** $50008500.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: UBS AG

- **C.1 - Title:** UBS AG 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYY6, C.4 - ISIN: US90276JYY62, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50009320.00
- **C.18.a - Value (excl. sponsor support):** $50009320.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: UBS AG

- **C.1 - Title:** UBS AG 4.604000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZB5, C.4 - ISIN: US90276JZB50, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $30005551.20
- **C.18.a - Value (excl. sponsor support):** $30005551.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: University of Texas System Board of Regents

- **C.1 - Title:** University of Texas System Board of Regents; Subseries 2016 G-2, VRD RB 4.100000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 91514AEY7, C.4 - ISIN: US91514AEY73, C.3 - LEI: TEHUYFNKZR6XVWLGEU86
- **C.18 - Value (incl. sponsor support):** $27550000.00
- **C.18.a - Value (excl. sponsor support):** $27550000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2045-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: Ziegler Realty LLC

- **C.1 - Title:** Ziegler Realty LLC; Series 2007, VRD (LOC-Wells Fargo Bank, N.A.) 4.410000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98952NAA9, C.4 - ISIN: US98952NAA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3800000.00
- **C.18.a - Value (excl. sponsor support):** $3800000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2033-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SS488, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7SS488
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACCELERATE360 HOLDINGS LLC     SR SEC GLBL 31   | 2031-12-01      | 11.0000% | 0.0000% | $65011315.00       | $74167075.20       | Corporate Debt Securities |
| AKUMIN INC                     SR SEC GLBL 27   | 2027-08-01      | 9.0000%  | 0.0000% | $27889000.00       | $27022488.77       | Corporate Debt Securities |
| BNP PARIBAS MEDIUM TERM 0.0 07OCT26             | 2026-10-07      | 0.0000%  | 0.0000% | $2996000.00        | $2865644.04        | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28   | 2028-08-01      | 8.7500%  | 0.0000% | $24883000.00       | $23752164.42       | Corporate Debt Securities |
| GS FIN CORP                    SR GLBL EQTY 26  | 2026-02-12      | 0.0000%  | 0.0000% | $1000000.00        | $1166018.00        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 051419-051449 | 2049-05-14      | 4.0945%  | 0.0000% | $4200000.00        | $4156730.35        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 031124-031164 | 2064-03-11      | 4.4177%  | 0.0000% | $8829000.00        | $8680348.28        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 34    | 2034-10-23      | 6.2540%  | 0.0000% | $770000.00         | $851411.93         | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          CD 4.5%31        | 2031-09-30      | 4.5000%  | 0.0000% | $2000.00           | $1750.24           | Money Market              |
| JPMORGAN CHASE BK N A          33               | 2033-08-30      | 4.8000%  | 0.0000% | $4000.00           | $3767.85           | Money Market              |
| JPMORGAN CHASE BK N A          32               | 2032-03-30      | 4.0000%  | 0.0000% | $4000.00           | $3467.87           | Money Market              |
| JPMORGAN CHASE BK N A          CD ZERO LKD 26   | 2026-04-30      | 0.0000%  | 0.0000% | $4000.00           | $3980.00           | Money Market              |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31 | 2031-03-15      | 3.5000%  | 0.0000% | $6835000.00        | $4858469.89        | Corporate Debt Securities |
| CLARITEV CORPORATION           SR SEC GLBL 31   | 2031-03-31      | 6.7500%  | 0.0000% | $18445664.00       | $14975573.46       | Corporate Debt Securities |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26 | 2026-03-01      | 9.7500%  | 0.0000% | $4000.00           | $2705.00           | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30   | 2030-06-23      | 13.8750% | 0.0000% | $26389000.00       | $29335954.92       | Corporate Debt Securities |

### Security 101: Societe Generale

- **C.1 - Title:** Societe Generale 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SSUR7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV7SSUR7
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALBERTSONS INC                 SR DEB 8.7%30       | 2030-05-01      | 8.7000%  | 0.0000% | $5000.00           | $5716.60           | Corporate Debt Securities                         |
| BREAD FINANCIAL HOLDINGS INC   SR GLBL 144A 29     | 2029-03-15      | 9.7500%  | 0.0000% | $3000.00           | $3242.06           | Corporate Debt Securities                         |
| BSTN COML MTG TR 2025-HUB      D      20410415 FLT | 2041-04-15      | 6.3668%  | 0.0000% | $712000.00         | $708263.92         | Private Label Collateralized Mortgage Obligations |
| BX TR 2019-IMC                 G      20340417 FLT | 2034-04-17      | 7.6783%  | 0.0000% | $158411.00         | $153420.49         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS BANK PLC              FR 4.4%061727       | 2027-06-17      | 4.4000%  | 0.0000% | $1444000.00        | $1473833.04        | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33      | 2033-07-15      | 10.0000% | 0.0000% | $664000.00         | $733230.12         | Corporate Debt Securities                         |
| BEAR STRNS MTG FDG 2006-AR3    I-A-1  20361025 FLT | 2036-10-25      | 4.4655%  | 0.0000% | $46423275.00       | $4446293.69        | Private Label Collateralized Mortgage Obligations |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28    | 2028-03-15      | 8.3000%  | 0.0000% | $2000.00           | $2160.11           | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  GLBL NT 8.875%29    | 2029-04-12      | 8.8750%  | 0.0000% | $321000.00         | $350356.74         | Corporate Debt Securities                         |
| BX TR 2021-SDMF                G      20340915 FLT | 2034-09-15      | 7.0315%  | 0.0000% | $37427.00          | $34586.82          | Private Label Collateralized Mortgage Obligations |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 27      | 2027-03-15      | 5.6250%  | 0.0000% | $130000.00         | $130609.38         | Corporate Debt Securities                         |
| THE CIGNA GROUP                SR GLBL NT 36       | 2036-01-15      | 5.2500%  | 0.0000% | $1000.00           | $1027.86           | Corporate Debt Securities                         |
| CWALT INC 2005-62              1-A-2  20351225 FLT | 2035-12-25      | 6.1087%  | 0.0000% | $25000.00          | $880.59            | Private Label Collateralized Mortgage Obligations |
| CATERPILLAR FINL SVCS MTNS BE  FR 0.8%111325       | 2025-11-13      | 0.8000%  | 0.0000% | $1000.00           | $1002.51           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR -P NT 7.6%39     | 2039-09-15      | 7.6000%  | 0.0000% | $79000.00          | $79029.32          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $250000.00         | $225739.10         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR SEC GLBL 26      | 2026-12-01      | 5.2500%  | 0.0000% | $75000.00          | $75520.88          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR SEC GLBL 28      | 2028-12-01      | 5.7500%  | 0.0000% | $3364000.00        | $3310439.51        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 30       | 2030-04-29      | 6.8750%  | 0.0000% | $16000.00          | $16359.70          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $2000.00           | $1836.76           | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $612000.00         | $678480.62         | Corporate Debt Securities                         |
| EDISON INTL                    PERP SR GLBL -B     | 2099-12-31      | 5.0000%  | 0.0000% | $1000.00           | $986.75            | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-01-15      | 6.0000%  | 0.0000% | $120000.00         | $122337.60         | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-07-15      | 5.5000%  | 0.0000% | $779000.00         | $789143.88         | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 33     | 2033-09-15      | 6.0000%  | 0.0000% | $1000.00           | $975.42            | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-10-01      | 7.1250%  | 0.0000% | $30000.00          | $31182.53          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD3.5%51    | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $737.99            | Corporate Debt Securities                         |
| EXXON MOBIL CORP               GLBL NT 3.452%51    | 2051-04-15      | 3.4520%  | 0.0000% | $36000.00          | $26625.75          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 6.375%37      | 2037-03-15      | 6.3750%  | 0.0000% | $308000.00         | $284104.08         | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            PERP SB H NT5.1%    | 2099-12-31      | 7.2961%  | 0.0000% | $30000.00          | $30218.48          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 31      | 2031-03-15      | 8.6250%  | 0.0000% | $2000.00           | $2132.94           | Corporate Debt Securities                         |
| GEO GROUP INC                  SR GLBL NT 31       | 2031-04-15      | 10.2500% | 0.0000% | $7000.00           | $7691.01           | Corporate Debt Securities                         |
| GTE CALIF INC                  SR -F DEB6.75%27    | 2027-05-15      | 6.7500%  | 0.0000% | $301000.00         | $316388.63         | Corporate Debt Securities                         |
| GSAMP TRUST 2006-FM1           A-1    20360425 FLT | 2036-04-25      | 4.4255%  | 0.0000% | $83073.00          | $3370.17           | Asset-Backed Securities                           |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT      | 2099-12-31      | 5.7500%  | 0.0000% | $1000.00           | $994.85            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        FR 5.5%031539       | 2039-03-15      | 5.5000%  | 0.0000% | $1000.00           | $1045.11           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB GLBL 61       | 2061-02-01      | 4.3000%  | 0.0000% | $28000.00          | $18275.88          | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.55%32     | 2032-10-15      | 4.5500%  | 0.0000% | $240000.00         | $244856.07         | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $1000.00           | $1048.81           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 27       | 2027-10-15      | 3.9500%  | 0.0000% | $1000.00           | $1001.50           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $992.00            | $1007.63           | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $4198000.00        | $4072325.87        | Corporate Debt Securities                         |
| M D C HLDGS INC                CR SEN SR GLBL31    | 2031-01-15      | 2.5000%  | 0.0000% | $36000.00          | $32174.90          | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $518.00            | $479.03            | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $1000.00           | $1009.38           | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $166000.00         | $167650.45         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR SEC GLBL 27      | 2027-02-15      | 5.8750%  | 0.0000% | $500000.00         | $506934.79         | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 34     | 2034-11-01      | 6.2500%  | 0.0000% | $134000.00         | $142254.40         | Corporate Debt Securities                         |
| NRG ENERGY INC                 1LIEN GLBL 30       | 2030-10-15      | 4.7340%  | 0.0000% | $87000.00          | $87009.96          | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 26       | 2026-06-15      | 6.7500%  | 0.0000% | $2127000.00        | $2203657.08        | Corporate Debt Securities                         |
| NEW GOLD INC CDA               SR GLBL 144A 32     | 2032-04-01      | 6.8750%  | 0.0000% | $3000.00           | $3149.96           | Corporate Debt Securities                         |
| NUCOR CORP                     SR GLBL NT5.1%35    | 2035-06-01      | 5.1000%  | 0.0000% | $110000.00         | $116014.07         | Corporate Debt Securities                         |
| OCEANEERING INTL INC           SR GLBL NT 6%28     | 2028-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3071.85           | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 33       | 2033-04-15      | 3.2500%  | 0.0000% | $6110000.00        | $5409332.36        | Corporate Debt Securities                         |
| PRA GROUP INC                  SR 144A NT 30       | 2030-01-31      | 8.8750%  | 0.0000% | $55000.00          | $57046.96          | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           FR 4.15%022560      | 2060-02-25      | 4.1500%  | 0.0000% | $366000.00         | $280313.20         | Corporate Debt Securities                         |
| PAGAYA U S HLDG CO LLC         SR GLBL 144A 30     | 2030-08-01      | 8.8750%  | 0.0000% | $1000.00           | $938.21            | Corporate Debt Securities                         |
| PETSMART INC / PETSMART FINAN  1LIEN GLBL 32       | 2032-09-15      | 7.5000%  | 0.0000% | $47000.00          | $47960.60          | Corporate Debt Securities                         |
| QVC INC                        SR SEC GLBL NT28    | 2028-09-01      | 4.3750%  | 0.0000% | $787000.00         | $394060.08         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL NT 26       | 2026-09-15      | 6.7500%  | 0.0000% | $244000.00         | $246385.10         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $23000.00          | $23727.16          | Corporate Debt Securities                         |
| STRUCTURED ASSET MTG 2007-AR6  A-2    20470825 FLT | 2047-08-25      | 5.8387%  | 0.0000% | $25276.00          | $803.29            | Private Label Collateralized Mortgage Obligations |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34     | 2034-02-01      | 6.2500%  | 0.0000% | $2315000.00        | $2375431.79        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-02-01      | 6.2500%  | 0.0000% | $1552000.00        | $1579354.00        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $20383000.00       | $20455189.79       | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 31     | 2031-05-15      | 8.5000%  | 0.0000% | $243000.00         | $250671.10         | Corporate Debt Securities                         |
| U.S. Treasury                                      | 2026-08-06      | 0.0000%  | 0.0000% | $100.00            | $97.25             | U.S. Treasuries (including strips)                |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $1000.00           | $1002.71           | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30     | 2030-01-15      | 6.0000%  | 0.0000% | $9000.00           | $8248.56           | Corporate Debt Securities                         |
| VALARIS LTD                    SR SEC 144A NT30    | 2030-04-30      | 8.3750%  | 0.0000% | $19131000.00       | $19946171.91       | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31       | 2031-06-15      | 3.0000%  | 0.0000% | $1000.00           | $936.33            | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $5358000.00        | $6036898.79        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $387000.00         | $390471.82         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $178000.00         | $143431.51         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 4.1250%  | 0.0000% | $32000.00          | $30625.25          | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 29     | 2029-12-15      | 5.1250%  | 0.0000% | $2000000.00        | $2004857.50        | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28      | 2028-06-01      | 6.2500%  | 0.0000% | $72000.00          | $75181.08          | Corporate Debt Securities                         |
| GRUPO AVAL LTD                 SR GLBL REGS 30     | 2030-02-04      | 4.3750%  | 0.0000% | $1048000.00        | $1000055.46        | Corporate Debt Securities                         |
| JAGUAR LAND ROVER PLC          SR GLBL REGS 28     | 2028-01-15      | 5.8750%  | 0.0000% | $419000.00         | $426326.39         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       PERP SUB GLBL       | 2099-12-31      | 6.4130%  | 0.0000% | $1000.00           | $1058.58           | Corporate Debt Securities                         |
| PERU LNG S.R.L.                SR GLBL REGS 30     | 2030-03-22      | 5.3750%  | 0.0000% | $4104000.00        | $2993919.15        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL REGS 29     | 2029-01-15      | 4.5000%  | 0.0000% | $143000.00         | $134109.69         | Corporate Debt Securities                         |
| COVANTA HLDG CORP              SR REGS NT 29       | 2029-12-01      | 4.8750%  | 0.0000% | $431000.00         | $412308.61         | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $5000.00           | $5540.20           | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 27      | 2027-10-15      | 5.8750%  | 0.0000% | $292000.00         | $292651.48         | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL REGS 29     | 2029-02-01      | 4.1250%  | 0.0000% | $162000.00         | $157289.45         | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC REGS NT31    | 2031-04-30      | 7.1250%  | 0.0000% | $35000.00          | $36769.25          | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR GLBL REGS 29     | 2029-06-01      | 4.8750%  | 0.0000% | $30000.00          | $26835.08          | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL REGS 28     | 2028-04-01      | 6.1250%  | 0.0000% | $30000.00          | $28002.73          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL REGS NT4%31    | 2031-04-15      | 4.0000%  | 0.0000% | $3804.00           | $3460.95           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $1779.00           | $1807.03           | Corporate Debt Securities                         |
| NRG ENERGY INC                 PERP REGS NT        | 2099-12-31      | 10.2500% | 0.0000% | $1000.00           | $1109.46           | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL REGS 32     | 2032-03-01      | 3.5000%  | 0.0000% | $23000.00          | $21246.56          | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL REGS 29     | 2029-04-01      | 8.0000%  | 0.0000% | $67000.00          | $68690.86          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL REGS 28     | 2028-07-15      | 4.0000%  | 0.0000% | $6000.00           | $5889.23           | Corporate Debt Securities                         |
| URBAN ONE INC                  SR SEC GLBL 28      | 2028-02-01      | 7.3750%  | 0.0000% | $69000.00          | $36634.69          | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB -B REGS    | 2099-12-31      | 7.0000%  | 0.0000% | $45000.00          | $46608.05          | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC REGS NT29    | 2029-12-01      | 3.7500%  | 0.0000% | $2000.00           | $1945.21           | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL REGS 29     | 2029-10-01      | 5.1250%  | 0.0000% | $40000.00          | $40185.63          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR REGS NT 31       | 2031-02-15      | 7.1250%  | 0.0000% | $48000.00          | $52322.96          | Corporate Debt Securities                         |
| GREENKO WIND PROJS MAURITIUS L SR GLBL REGS 28     | 2028-09-27      | 7.2500%  | 0.0000% | $200000.00         | $204067.17         | Corporate Debt Securities                         |
| NORDEA BK ABP MED TERM NTS     FR 6.3%             | 2099-12-31      | 6.3000%  | 0.0000% | $211000.00         | $215915.24         | Corporate Debt Securities                         |

### Security 102: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.1930%  | 0.0000% | $1001.00           | $1004.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.1670%  | 0.0000% | $4654417.00        | $172593.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $371.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $788.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $771.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $861.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $183.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $7785.00           | $6752.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $100.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $35977.00          | $28521.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7154%  | 0.0000% | $8561.00           | $8641.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1022.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $969.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1000.00           | $737.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.8328%  | 0.0000% | $2002.00           | $1406.48           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-09-01      | 4.0000%  | 0.0000% | $1001.00           | $103.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $73380.00          | $18508.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $117833.00         | $113990.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $236.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $279.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $444.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.8700%  | 0.0000% | $130000.00         | $133617.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $897.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $924.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1001.00           | $289.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $41717.00          | $15066.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1028.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $122464.00         | $22997.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $682.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $23997.00          | $18774.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $696.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $8684271.00        | $14882.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1000.00           | $56.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $558.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $791.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $668.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $673.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $145000.00         | $124961.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $871.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $3655.00           | $3521.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $447000.00         | $5414.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.75           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $119.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $45247.00          | $35232.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $1000.00           | $799.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $711.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $229258.00         | $41862.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $36537.00          | $34402.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1030.00           | $1038.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $43473.00          | $42678.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2889202.00        | $2957317.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $99283.00          | $97021.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $8057.00           | $7973.65           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $152769.00         | $153227.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.7338%  | 0.0000% | $21239389.00       | $21198876.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $77131.00          | $76487.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0614%  | 0.0000% | $1000.00           | $1001.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $12702.00          | $7808.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $645.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.7838%  | 0.0000% | $26615.00          | $21748.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0338%  | 0.0000% | $1001.00           | $705.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.5338%  | 0.0000% | $21001298.00       | $20505846.36       | Agency Collateralized Mortgage Obligation |

### Security 103: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8VE7U1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8VE7U1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 2024-NQM4   M-1    20690825 FLT                 | 2069-08-25      | 5.9290%  | 0.0000% | $477858.00         | $481951.73         | Private Label Collateralized Mortgage Obligations |
| Asian Development Bank                                             | 2027-01-12      | 4.1250%  | 0.0000% | $1352000.00        | $1374057.88        | Other Instrument                                  |
| Asian Development Bank                                             | 2029-04-12      | 4.9500%  | 0.0000% | $6890000.00        | $7100041.65        | Other Instrument                                  |
| BSPRT ISSUER LLC 2023-FL0      A-S    20350917 FLT                 | 2035-09-17      | 6.8912%  | 0.0000% | $12729000.00       | $12796880.47       | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2021-NQM2     A-1    20600325 FLT                 | 2060-03-25      | 0.9700%  | 0.0000% | $38272154.00       | $3050776.53        | Private Label Collateralized Mortgage Obligations |
| BROOKFIELD CORP TREAS LTD                                          | 2025-12-29      | 0.0000%  | 0.0000% | $104901.00         | $104128.19         | Money Market                                      |
| CARS-DB4 LLP 2020-1            A-5    20500215 3.48000             | 2050-02-15      | 3.4800%  | 0.0000% | $654574.00         | $625742.96         | Private Label Collateralized Mortgage Obligations |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28                       | 2028-06-30      | 4.1250%  | 0.0000% | $2149000.00        | $2187381.14        | Corporate Debt Securities                         |
| DB MASTER FIN LLC 2019-1       A-2III 20490520 4.35200             | 2049-05-20      | 4.3520%  | 0.0000% | $734000.00         | $687737.03         | Asset-Backed Securities                           |
| DOMINOS PIZZA MSTER 2019-1     A-2    20491025 3.66800             | 2049-10-25      | 3.6680%  | 0.0000% | $2403000.00        | $2224130.68        | Asset-Backed Securities                           |
| EXPORT-IMPORT BK INDIA         FR 3.25%011530                      | 2030-01-15      | 3.2500%  | 0.0000% | $380000.00         | $366114.48         | Other Instrument                                  |
| EXPORT-IMPORT BK INDIA         FR 3.25%011530                      | 2030-01-15      | 3.2500%  | 0.0000% | $380000.00         | $366114.48         | Other Instrument                                  |
| Government National Mortgage Association                           | 2051-09-20      | 6.0000%  | 0.0000% | $64265.00          | $65055.35          | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association                           | 2055-10-20      | 6.5000%  | 0.0000% | $3478586.00        | $3683400.51        | Agency Mortgage-Backed Securities                 |
| International Bank for Reconstruction and Development (World Bank) | 2026-08-27      | 4.0000%  | 0.0000% | $816000.00         | $822389.28         | Other Instrument                                  |
| International Bank for Reconstruction and Development (World Bank) | 2034-02-01      | 5.6700%  | 0.0000% | $290000.00         | $299343.08         | Other Instrument                                  |
| MFI LLC 2022-B1                A      20371120 FLT                 | 2037-11-20      | 6.0522%  | 0.0000% | $12040500.00       | $12069245.37       | Private Label Collateralized Mortgage Obligations |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49                     | 2049-12-01      | 5.2120%  | 0.0000% | $114000.00         | $114639.16         | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT                 | 2042-02-18      | 5.4751%  | 0.0000% | $790000.00         | $785744.56         | Private Label Collateralized Mortgage Obligations |
| UNITED MEXICAN STATES          SR GLBL NT 5%51                     | 2051-04-27      | 5.0000%  | 0.0000% | $1009000.00        | $840665.17         | Other Instrument                                  |
| UNITED MEXICAN STATES          SR GLBL NT 5%51                     | 2051-04-27      | 5.0000%  | 0.0000% | $1009000.00        | $840665.17         | Other Instrument                                  |
| UNITED MEXICAN STATES          SR GLBL NT 31                       | 2031-03-22      | 4.7500%  | 0.0000% | $1000.00           | $997.11            | Other Instrument                                  |
| UNITED MEXICAN STATES          SR GLBL NT 31                       | 2031-03-22      | 4.7500%  | 0.0000% | $1000.00           | $997.11            | Other Instrument                                  |
| VERUS SECURITIZATIN TR 2025-R1 A-3    20650525 FLT                 | 2065-05-25      | 5.7740%  | 0.0000% | $429546.00         | $412417.76         | Private Label Collateralized Mortgage Obligations |
| WENDYS FDG LLC 2018-1          A-2-II 20480315 3.88400             | 2048-03-15      | 3.8840%  | 0.0000% | $2343000.00        | $2139897.84        | Asset-Backed Securities                           |
| WENDYS FDG LLC 2019-1          A-2-II 20490615 4.08000             | 2049-06-15      | 4.0800%  | 0.0000% | $182000.00         | $157591.75         | Asset-Backed Securities                           |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8XRH88, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8XRH88
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASP UNIFRAX HOLDINGS INC       SR PIK 144A NT29         | 2029-09-30      | 11.1750% | 0.0000% | $790.00            | $730.21            | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26           | 2026-04-20      | 5.5000%  | 0.0000% | $1443000.00        | $241490.32         | Corporate Debt Securities                         |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29           | 2029-04-20      | 5.7500%  | 0.0000% | $98000.00          | $99012.07          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28            | 2028-03-15      | 4.6500%  | 0.0000% | $2000.00           | $2042.52           | Corporate Debt Securities                         |
| ALLY FINL INC                  PERP JR SB GLBL          | 2099-12-31      | 4.7000%  | 0.0000% | $1000.00           | $989.57            | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP          | 2099-12-31      | 4.7000%  | 0.0000% | $2000.00           | $1880.04           | Corporate Debt Securities                         |
| AMERICAN AGCREDIT ACA          PERP JR GLBL             | 2099-12-31      | 5.2500%  | 0.0000% | $449000.00         | $442470.79         | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54         | 2054-12-15      | 6.9500%  | 0.0000% | $13029000.00       | $14600239.49       | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31           | 2031-12-02      | 2.6000%  | 0.0000% | $22000.00          | $20036.08          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 30            | 2030-08-20      | 1.2500%  | 0.0000% | $2000.00           | $1769.91           | Corporate Debt Securities                         |
| ARES CLO LTD 2016-41R2         E-R    20340417 FLT      | 2034-04-17      | 10.9162% | 0.0000% | $2490375.00        | $2493018.84        | Asset-Backed Securities                           |
| ASHLAND INC                    SR GLBL 144A 31          | 2031-09-01      | 3.3750%  | 0.0000% | $109000.00         | $97883.63          | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48         | 2048-03-27      | 7.0000%  | 0.0000% | $3000.00           | $3098.49           | Corporate Debt Securities                         |
| ASSURANT CLO 2018-3            E      20311020 FLT      | 2031-10-20      | 10.2960% | 0.0000% | $2621825.00        | $2615181.34        | Asset-Backed Securities                           |
| BKV UPSTREAM MIDSTREAM         SR GLBL 144A 30          | 2030-10-15      | 7.5000%  | 0.0000% | $1000.00           | $1007.15           | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 30            | 2030-08-15      | 2.8750%  | 0.0000% | $164000.00         | $151096.39         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           ALT TIER I 85            | 2085-11-26      | 6.8750%  | 0.0000% | $1000.00           | $1049.03           | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR GLBL 144A 32          | 2032-03-15      | 7.3750%  | 0.0000% | $392000.00         | $390208.07         | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33           | 2033-07-15      | 10.0000% | 0.0000% | $1455000.00        | $1606701.53        | Corporate Debt Securities                         |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28          | 2028-03-01      | 4.8750%  | 0.0000% | $1069000.00        | $1010915.89        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4.85%42            | 2042-07-01      | 4.8500%  | 0.0000% | $852000.00         | $702445.60         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45         | 2045-01-15      | 4.6000%  | 0.0000% | $25000.00          | $19476.11          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29         | 2029-06-01      | 4.2000%  | 0.0000% | $377000.00         | $376295.01         | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 55         | 2055-06-01      | 6.5000%  | 0.0000% | $985000.00         | $1052328.03        | Corporate Debt Securities                         |
| CNA FINL CORP                  SR GLBL NT5.2%35         | 2035-08-15      | 5.2000%  | 0.0000% | $566000.00         | $574609.49         | Corporate Debt Securities                         |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.59000  | 2033-02-15      | 6.5900%  | 0.0000% | $100000.00         | $97802.79          | Asset-Backed Securities                           |
| CVS HEALTH CORP                JR SB GLBL -B 54         | 2054-12-10      | 6.7500%  | 0.0000% | $538000.00         | $573533.56         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 30            | 2030-02-15      | 3.3750%  | 0.0000% | $211000.00         | $195733.10         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55         | 2055-02-15      | 7.0000%  | 0.0000% | $51000.00          | $54168.01          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT61         | 2061-12-01      | 4.4000%  | 0.0000% | $396000.00         | $278892.24         | Corporate Debt Securities                         |
| RRD PARENT INC                 SR GLBL PIK 31           | 2031-10-15      | 10.0000% | 0.0000% | $7240.00           | $12810.78          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB GLBL -W         | 2079-12-31      | 4.0000%  | 0.0000% | $122000.00         | $122372.91         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -CC         | 2099-12-31      | 7.1250%  | 0.0000% | $2535000.00        | $2648572.23        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -DD         | 2099-12-31      | 7.0000%  | 0.0000% | $80000.00          | $86871.02          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL          | 2099-12-31      | 6.7500%  | 0.0000% | $3000.00           | $3097.26           | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT         | 2099-12-31      | 6.8750%  | 0.0000% | $754000.00         | $789291.18         | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29          | 2029-06-01      | 7.5000%  | 0.0000% | $202000.00         | $205306.74         | Corporate Debt Securities                         |
| COMERICA INC                   SR GLBL NT 4%29          | 2029-02-01      | 4.0000%  | 0.0000% | $151000.00         | $150879.20         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2005A 35         | 2035-03-01      | 5.3000%  | 0.0000% | $333000.00         | $348289.14         | Corporate Debt Securities                         |
| DIAMOND FGN ASSET CO / DIAMOND SR SEC GLBL 30           | 2030-10-01      | 8.5000%  | 0.0000% | $523000.00         | $558102.31         | Corporate Debt Securities                         |
| DOMINION ENERGY INC            PERP SUB GLBL -C         | 2079-12-31      | 4.3500%  | 0.0000% | $1000.00           | $988.33            | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77         | 2077-01-15      | 6.0000%  | 0.0000% | $85000.00          | $86655.80          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 83         | 2083-01-15      | 7.6250%  | 0.0000% | $52000.00          | $57556.70          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84         | 2084-01-15      | 8.2500%  | 0.0000% | $35000.00          | $38462.99          | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC           SR SEC GLBL 31           | 2031-04-15      | 6.6250%  | 0.0000% | $1000.00           | $998.20            | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -H          | 2079-12-31      | 6.5000%  | 0.0000% | $41000.00          | $42378.10          | Corporate Debt Securities                         |
| ENTEGRIS INC                   SR SEC GLBL 29           | 2029-04-15      | 4.7500%  | 0.0000% | $1499000.00        | $1494954.37        | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG FR 1.75%111530           | 2030-11-15      | 1.7500%  | 0.0000% | $16000.00          | $14187.67          | Corporate Debt Securities                         |
| EXETER ATMBL REC TR 2022-4     E      20300315 8.23000  | 2030-03-15      | 8.2300%  | 0.0000% | $8943000.00        | $9124442.54        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE TR 2022-6    E      20300617 11.61000 | 2030-06-17      | 11.6100% | 0.0000% | $12223000.00       | $13231177.49       | Asset-Backed Securities                           |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30            | 2030-04-15      | 5.8750%  | 0.0000% | $3000.00           | $3109.94           | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.55%64          | 2064-08-15      | 5.5500%  | 0.0000% | $73000.00          | $72233.99          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            PERP SB H NT5.1%         | 2099-12-31      | 7.2961%  | 0.0000% | $13000.00          | $13094.68          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 4%30          | 2030-11-13      | 4.0000%  | 0.0000% | $1302000.00        | $1247923.60        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31            | 2031-06-17      | 3.6250%  | 0.0000% | $479000.00         | $441280.21         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR NT 6.05%31            | 2031-03-05      | 6.0500%  | 0.0000% | $706000.00         | $729722.38         | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27            | 2027-01-15      | 6.6250%  | 0.0000% | $59000.00          | $60316.11          | Corporate Debt Securities                         |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535          | 2035-11-15      | 4.4180%  | 0.0000% | $1978000.00        | $1983793.89        | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33            | 2033-12-01      | 6.7500%  | 0.0000% | $66000.00          | $73311.81          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT           | 2099-12-31      | 5.7500%  | 0.0000% | $411000.00         | $408884.04         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -C         | 2099-12-31      | 5.7000%  | 0.0000% | $375000.00         | $378270.00         | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             EXT JR SB GLBL66         | 2066-11-15      | 6.4755%  | 0.0000% | $1501000.00        | $1275520.31        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        TIER I PERP GLBL         | 2099-12-31      | 3.8000%  | 0.0000% | $20000.00          | $20067.00          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP          | 2099-12-31      | 3.6500%  | 0.0000% | $197000.00         | $194571.48         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26         | 2026-11-16      | 3.5000%  | 0.0000% | $2000.00           | $2022.66           | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28            | 2028-03-01      | 5.7500%  | 0.0000% | $72000.00          | $72664.80          | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29           | 2029-04-15      | 12.2500% | 0.0000% | $92000.00          | $99719.21          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I PERP          | 2099-12-31      | 8.0000%  | 0.0000% | $200000.00         | $214189.56         | Corporate Debt Securities                         |
| HALCYON LN ADV FDG LTD 2018-2  D      20310122 FLT      | 2031-01-22      | 11.0190% | 0.0000% | $1202175.00        | $1195099.89        | Asset-Backed Securities                           |
| HUNTINGTON BANCSHARES INC      PERP JR SB GLBL          | 2099-12-31      | 4.4500%  | 0.0000% | $1000.00           | $982.78            | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29           | 2029-05-01      | 9.1250%  | 0.0000% | $337783.00         | $320999.41         | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT      | 2067-10-25      | 6.8190%  | 0.0000% | $117645.00         | $79673.34          | Private Label Collateralized Mortgage Obligations |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT32         | 2032-09-30      | 7.8750%  | 0.0000% | $5332000.00        | $5229099.07        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 29          | 2029-02-15      | 7.0000%  | 0.0000% | $159000.00         | $166030.63         | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31           | 2031-01-31      | 5.8750%  | 0.0000% | $435000.00         | $452825.45         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 27            | 2027-09-22      | 1.4700%  | 0.0000% | $303000.00         | $296295.37         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT3.7%46         | 2046-03-01      | 3.7000%  | 0.0000% | $317000.00         | $263869.74         | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           SR GLBL NT 35            | 2035-05-15      | 5.1500%  | 0.0000% | $905000.00         | $929288.19         | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28         | 2028-11-01      | 5.8750%  | 0.0000% | $219000.00         | $166780.55         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC 144A NT31         | 2031-01-07      | 7.6250%  | 0.0000% | $13000.00          | $13654.34          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30          | 2030-04-01      | 4.5000%  | 0.0000% | $3263.00           | $3086.83           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 34            | 2034-03-31      | 7.0000%  | 0.0000% | $3620.00           | $3779.77           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87         | 2087-03-07      | 7.8000%  | 0.0000% | $1000.00           | $1161.85           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51         | 2051-12-15      | 4.1250%  | 0.0000% | $42000.00          | $41801.48          | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL          | 2099-12-31      | 7.3040%  | 0.0000% | $1000.00           | $1024.25           | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL          | 2079-12-31      | 3.5000%  | 0.0000% | $90000.00          | $87305.70          | Corporate Debt Securities                         |
| MCF CLO IX LTD 2019-1RR        E-R    20360417 FLT      | 2036-04-17      | 11.9416% | 0.0000% | $2038677.00        | $2038562.77        | Asset-Backed Securities                           |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31         | 2031-03-15      | 3.5000%  | 0.0000% | $1821000.00        | $1294407.27        | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28         | 2028-03-27      | 5.2000%  | 0.0000% | $3000.00           | $3062.30           | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT27         | 2027-04-15      | 7.8750%  | 0.0000% | $88000.00          | $89668.92          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.892%102236          | 2036-10-22      | 4.8920%  | 0.0000% | $92000.00          | $91865.96          | Corporate Debt Securities                         |
| MYLAN INC                      5.2%48                   | 2048-04-15      | 5.2000%  | 0.0000% | $1189000.00        | $981330.58         | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29           | 2029-11-15      | 12.0000% | 0.0000% | $25.00             | $7.13              | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTG  2025-NQM3 A-1    20650525 FLT      | 2065-05-25      | 5.5300%  | 0.0000% | $3143260.00        | $2887547.99        | Private Label Collateralized Mortgage Obligations |
| NORTHWEST NAT HLDG CO          JR SB GLBL DB 55         | 2055-09-15      | 7.0000%  | 0.0000% | $2000.00           | $2101.17           | Corporate Debt Securities                         |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27           | 2027-06-30      | 10.0000% | 0.0000% | $5602.00           | $2287.48           | Corporate Debt Securities                         |
| OBX TRUST 2025-NQM15           B-2    20650725 FLT      | 2065-07-25      | 7.1802%  | 0.0000% | $564786.00         | $546839.09         | Private Label Collateralized Mortgage Obligations |
| OCCIDENTAL PETE CORP           SR GLBL NT 31            | 2031-09-15      | 7.8750%  | 0.0000% | $40000.00          | $46159.70          | Corporate Debt Securities                         |
| ODEON FINCO PLC                SR SEC GLBL 27           | 2027-11-01      | 12.7500% | 0.0000% | $2410000.00        | $2644097.36        | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30            | 2030-03-15      | 7.8750%  | 0.0000% | $492000.00         | $522962.79         | Corporate Debt Securities                         |
| PAGAYA AI DEBT TRUST 2025-6    E      20330415 8.47600  | 2033-04-15      | 8.4760%  | 0.0000% | $2770320.00        | $2786362.92        | Asset-Backed Securities                           |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 34          | 2034-02-15      | 6.7500%  | 0.0000% | $1000.00           | $1039.00           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34          | 2034-12-15      | 5.0000%  | 0.0000% | $2000.00           | $2066.10           | Corporate Debt Securities                         |
| RRD PARENT INC                 PERP JR SB GLBL          | 2099-12-31      | 12.0000% | 0.0000% | $2000.00           | $2345.00           | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL 144A 30          | 2030-05-01      | 3.8750%  | 0.0000% | $12948000.00       | $12648189.06       | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 32          | 2032-02-01      | 7.1250%  | 0.0000% | $390000.00         | $418716.67         | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR 144A NT6.5%29         | 2029-02-15      | 6.5000%  | 0.0000% | $61000.00          | $60249.23          | Corporate Debt Securities                         |
| SASOL FING USA LLC             SR GLBL NT6.5%28         | 2028-09-27      | 6.5000%  | 0.0000% | $200000.00         | $198159.78         | Corporate Debt Securities                         |
| SASOL FING USA LLC             SR GLBL NT 26            | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $299092.71         | Corporate Debt Securities                         |
| SHELF DRILLING HLDGS LTD       SR SEC 144A 29           | 2029-04-15      | 9.6250%  | 0.0000% | $2111000.00        | $2225775.95        | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 30          | 2030-03-01      | 5.5000%  | 0.0000% | $263000.00         | $228940.62         | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 27          | 2027-02-01      | 4.2500%  | 0.0000% | $75000.00          | $75393.38          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29           | 2029-11-30      | 9.3750%  | 0.0000% | $300000.00         | $326385.75         | Corporate Debt Securities                         |
| STAPLES INC                    SR SEC 144A NT29         | 2029-09-01      | 10.7500% | 0.0000% | $150000.00         | $148558.00         | Corporate Debt Securities                         |
| STARWOOD RTL PPTY TR 2014-STAR A      20271115 FLT      | 2027-11-15      | 7.2500%  | 0.0000% | $247342.00         | $114989.55         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET INV 2005-9    M2     20351125 FLT      | 2035-11-25      | 4.7805%  | 0.0000% | $264010.00         | $179591.53         | Asset-Backed Securities                           |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT      | 2037-02-25      | 4.4505%  | 0.0000% | $100001.00         | $54563.24          | Asset-Backed Securities                           |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34            | 2034-03-15      | 6.7500%  | 0.0000% | $1000.00           | $1004.90           | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28           | 2028-06-30      | 13.5000% | 0.0000% | $80000.00          | $89936.00          | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB COCO 76            | 2076-08-15      | 5.8750%  | 0.0000% | $61000.00          | $61769.18          | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32         | 2032-03-15      | 7.6250%  | 0.0000% | $119000.00         | $126994.78         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C14       A-S    20511215 FLT      | 2051-12-15      | 4.7494%  | 0.0000% | $593972.00         | $589490.98         | Private Label Collateralized Mortgage Obligations |
| USAA CAP CORP                  FR 4.375%060128          | 2028-06-01      | 4.3750%  | 0.0000% | $165000.00         | $169510.71         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29         | 2029-08-15      | 3.8750%  | 0.0000% | $21000.00          | $20024.35          | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33            | 2033-02-15      | 7.2500%  | 0.0000% | $2000.00           | $1866.41           | Corporate Debt Securities                         |
| VIPER ENERGY PARTNERS LLC      SR GLBL NT4.9%30         | 2030-08-01      | 4.9000%  | 0.0000% | $45000.00          | $46162.30          | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT32         | 2032-08-15      | 6.6250%  | 0.0000% | $8000.00           | $7812.88           | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL          | 2099-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1078.28           | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP SUB GLBL FF         | 2099-12-31      | 6.8500%  | 0.0000% | $1714000.00        | $1815936.34        | Corporate Debt Securities                         |
| WESTERN DIGITAL CORP           SR GLBL NT3.1%32         | 2032-02-01      | 3.1000%  | 0.0000% | $45000.00          | $41373.00          | Corporate Debt Securities                         |
| WULF COMPUTE LLC               1LIEN AMZ 144A30         | 2030-10-15      | 7.7500%  | 0.0000% | $2000.00           | $2075.24           | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31            | 2031-02-15      | 7.1250%  | 0.0000% | $2000.00           | $2180.12           | Corporate Debt Securities                         |
| WYNN MACAU LTD                 SR GLBL 144A 34          | 2034-02-15      | 6.7500%  | 0.0000% | $502000.00         | $512919.76         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP          | 2099-12-31      | 6.8500%  | 0.0000% | $1322000.00        | $1362180.72        | Corporate Debt Securities                         |
| ALTICE FRANCE LUX 3            SR REGS NT 10%33         | 2033-01-15      | 10.0000% | 0.0000% | $368000.00         | $348965.40         | Corporate Debt Securities                         |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31         | 2031-06-30      | 9.5000%  | 0.0000% | $5.00              | $5.03              | Corporate Debt Securities                         |
| XPO INC                        SR SEC GLBL 28           | 2028-06-01      | 6.2500%  | 0.0000% | $188000.00         | $196306.15         | Corporate Debt Securities                         |

### Security 105: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.360000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8ZBQB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8ZBQB4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMC NETWORKS INC               SR GLBL NT 29            | 2029-02-15      | 4.2500%  | 0.0000% | $434000.00         | $377103.56         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29         | 2029-06-15      | 8.5000%  | 0.0000% | $100000.00         | $108218.11         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR 144A NT 27            | 2027-10-15      | 6.7500%  | 0.0000% | $94000.00          | $94593.14          | Corporate Debt Securities                         |
| ALLO ISSUER LLC 2023-1         C      20530620 12.18000 | 2053-06-20      | 12.1800% | 0.0000% | $1377000.00        | $1464836.99        | Asset-Backed Securities                           |
| ALLSTATE CORP                  SR GLBL NT 26            | 2026-12-15      | 3.2800%  | 0.0000% | $2000.00           | $2006.46           | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48         | 2048-03-27      | 7.0000%  | 0.0000% | $8318000.00        | $8591089.18        | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR SEC GLBL 30           | 2030-10-15      | 14.0000% | 0.0000% | $978000.00         | $998375.00         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 33          | 2033-06-01      | 4.5000%  | 0.0000% | $5349000.00        | $4766493.90        | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            1LIEN 144A NT 30         | 2030-07-15      | 9.7500%  | 0.0000% | $223000.00         | $239920.13         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -CC         | 2099-12-31      | 7.1250%  | 0.0000% | $140000.00         | $146272.23         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29           | 2029-09-30      | 9.0000%  | 0.0000% | $198000.00         | $206508.06         | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 28          | 2028-10-01      | 3.3750%  | 0.0000% | $85000.00          | $81081.71          | Corporate Debt Securities                         |
| CONNECT HLDG II LLC            SR SEC 144A NT31         | 2031-04-03      | 10.5000% | 0.0000% | $38963000.00       | $38543628.24       | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29           | 2029-08-15      | 9.5000%  | 0.0000% | $720000.00         | $682787.20         | Corporate Debt Securities                         |
| DANAOS CORPORATION             SR GLBL 144A 32          | 2032-10-15      | 6.8750%  | 0.0000% | $4801000.00        | $4740332.70        | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29         | 2029-12-01      | 2.5000%  | 0.0000% | $6000.00           | $5716.12           | Corporate Debt Securities                         |
| EDISON INTL                    SR GLBL NT 28            | 2028-03-15      | 4.1250%  | 0.0000% | $1000.00           | $988.25            | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76              | 2076-06-15      | 6.7500%  | 0.0000% | $50000.00          | $51567.13          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84         | 2084-01-15      | 8.5000%  | 0.0000% | $1655000.00        | $1942459.71        | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 28          | 2028-06-15      | 4.7500%  | 0.0000% | $816000.00         | $817815.15         | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.1%43         | 2043-04-15      | 4.1000%  | 0.0000% | $1000.00           | $809.87            | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 32            | 2032-03-19      | 6.5320%  | 0.0000% | $2792000.00        | $2937409.22        | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31            | 2031-05-15      | 9.1250%  | 0.0000% | $50000.00          | $55309.32          | Corporate Debt Securities                         |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.45000  | 2028-06-16      | 5.4500%  | 0.0000% | $3000.00           | $2014.27           | Asset-Backed Securities                           |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32          | 2032-11-15      | 8.3750%  | 0.0000% | $2000.00           | $2114.59           | Corporate Debt Securities                         |
| GARDEN SPINCO CORP             SR 144A NT 30            | 2030-07-20      | 8.6250%  | 0.0000% | $624000.00         | $674811.02         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT           | 2099-12-31      | 5.7500%  | 0.0000% | $1000.00           | $994.85            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL          | 2099-12-31      | 7.5000%  | 0.0000% | $1397000.00        | $1532488.04        | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC              SR GLBL NT3.5%29         | 2029-07-15      | 3.5000%  | 0.0000% | $2000.00           | $1960.95           | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC      GLBL NT 2.55%30          | 2030-02-04      | 2.5500%  | 0.0000% | $417000.00         | $389028.68         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 34          | 2034-01-15      | 8.3750%  | 0.0000% | $66000.00          | $66234.18          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.9%52         | 2052-07-27      | 4.9000%  | 0.0000% | $1755000.00        | $1618082.70        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR NT 6.07%27            | 2027-10-22      | 6.0700%  | 0.0000% | $1650000.00        | $1682286.38        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 60            | 2060-09-01      | 2.4500%  | 0.0000% | $288000.00         | $166706.88         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 29          | 2029-07-15      | 3.7500%  | 0.0000% | $326000.00         | $292148.70         | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30           | 2030-08-15      | 9.8750%  | 0.0000% | $441000.00         | $485813.19         | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL          | 2079-12-31      | 3.5000%  | 0.0000% | $1000.00           | $970.06            | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31         | 2031-03-15      | 3.5000%  | 0.0000% | $2641000.00        | $1877281.49        | Corporate Debt Securities                         |
| WARNERMEDIA HLDGS INC          SR GLBL NT 52            | 2052-03-15      | 5.1410%  | 0.0000% | $2000.00           | $1525.76           | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28         | 2028-05-01      | 5.2500%  | 0.0000% | $1000.00           | $962.95            | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29            | 2029-05-01      | 7.8750%  | 0.0000% | $481000.00         | $441127.51         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 0.985%121026          | 2026-12-10      | 0.9850%  | 0.0000% | $1000.00           | $1000.32           | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32           | 2032-02-15      | 8.3750%  | 0.0000% | $59000.00          | $61379.50          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29          | 2029-06-15      | 5.2500%  | 0.0000% | $21297000.00       | $21787753.87       | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 36          | 2036-01-15      | 6.0000%  | 0.0000% | $1000.00           | $1021.14           | Corporate Debt Securities                         |
| NEPTUNE BIDCO US INC           SR SEC GLBL 29           | 2029-04-15      | 9.2900%  | 0.0000% | $317000.00         | $314374.89         | Corporate Debt Securities                         |
| NEW RESIDENTIAL MTG  2025-NQM3 A-1    20650525 FLT      | 2065-05-25      | 5.5300%  | 0.0000% | $506740.00         | $465515.44         | Private Label Collateralized Mortgage Obligations |
| OCP CLO 2025-45 LTD            A      20381015 FLT      | 2038-10-15      | 0.0100%  | 0.0000% | $703700.00         | $703693.86         | Asset-Backed Securities                           |
| OLYMPUS WTR US HLDG CORP       1LIEN GLBL 33            | 2033-02-15      | 7.2500%  | 0.0000% | $1000.00           | $1000.24           | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL 144A 30          | 2030-04-01      | 6.6250%  | 0.0000% | $569000.00         | $470239.14         | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 29          | 2029-10-01      | 5.0000%  | 0.0000% | $1018000.00        | $930652.21         | Corporate Debt Securities                         |
| PAGAYA AI DEBT TRUST 2025-6    E      20330415 8.47600  | 2033-04-15      | 8.4760%  | 0.0000% | $1725000.00        | $1734989.48        | Asset-Backed Securities                           |
| QVC INC                        SR SEC GLBL NT34         | 2034-08-15      | 5.4500%  | 0.0000% | $14000.00          | $6251.08           | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30         | 2030-12-01      | 11.0000% | 0.0000% | $805000.00         | $826689.38         | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32          | 2032-12-31      | 4.3750%  | 0.0000% | $106000.00         | $79500.97          | Corporate Debt Securities                         |
| SMYRNA READY MIX LLC           SR SEC 144A NT31         | 2031-11-15      | 8.8750%  | 0.0000% | $33000.00          | $36155.58          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 29           | 2029-11-30      | 9.3750%  | 0.0000% | $119000.00         | $129466.35         | Corporate Debt Securities                         |
| STRUCTURED ASSET SECS 2007-BC1 M1     20370225 FLT      | 2037-02-25      | 4.4505%  | 0.0000% | $404005.00         | $220436.01         | Asset-Backed Securities                           |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31          | 2031-06-01      | 5.0000%  | 0.0000% | $23000.00          | $22333.77          | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 6%27          | 2027-04-15      | 6.0000%  | 0.0000% | $2783000.00        | $2791729.34        | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 34            | 2034-03-15      | 6.7500%  | 0.0000% | $2466000.00        | $2478077.23        | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR NT 4%32               | 2032-01-15      | 4.0000%  | 0.0000% | $453000.00         | $434860.87         | Corporate Debt Securities                         |
| TURNING PT BRANDS INC          SR SEC 144A NT32         | 2032-03-15      | 7.6250%  | 0.0000% | $61000.00          | $65098.17          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30          | 2030-01-15      | 6.0000%  | 0.0000% | $4000.00           | $3666.03           | Corporate Debt Securities                         |
| WOLVERINE WORLD WIDE INC       SR GLBL 144A 29          | 2029-08-15      | 4.0000%  | 0.0000% | $27000.00          | $24987.27          | Corporate Debt Securities                         |
| ZAYO ISSUER LLC 2025-2         A-2    20550620 5.95300  | 2055-06-20      | 5.9530%  | 0.0000% | $81960.00          | $84205.78          | Asset-Backed Securities                           |
| ALTICE FRANCE LUX 3            SR REGS NT 10%33         | 2033-01-15      | 10.0000% | 0.0000% | $2000.00           | $1896.55           | Corporate Debt Securities                         |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.140000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV93RFL2, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV93RFL2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INC                    SR GLBL -L NT 52        | 2052-05-15      | 5.2500%  | 0.0000% | $3436000.00        | $3298416.83        | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 2.75%31         | 2031-06-01      | 2.7500%  | 0.0000% | $14000.00          | $12999.26          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES            SR GLBL NT 36           | 2036-11-30      | 4.7500%  | 0.0000% | $415000.00         | $427674.79         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 34           | 2034-04-04      | 4.9500%  | 0.0000% | $15000.00          | $15593.14          | Corporate Debt Securities                         |
| AGL CLO LTD 2025-42            A-1    20380722 FLT     | 2038-07-22      | 5.5692%  | 0.0000% | $315000.00         | $321896.55         | Asset-Backed Securities                           |
| AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.8%33          | 2033-03-03      | 4.8000%  | 0.0000% | $88000.00          | $90506.53          | Corporate Debt Securities                         |
| AIR PRODUCTS AND CHEMICALS INC SR GLBL NT4.3%28        | 2028-06-11      | 4.3000%  | 0.0000% | $2000.00           | $2050.86           | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR -2015A NT 45         | 2045-03-01      | 3.7500%  | 0.0000% | $5000.00           | $4048.40           | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2020A 30        | 2030-09-15      | 1.4500%  | 0.0000% | $100000.00         | $88251.28          | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2022A 32        | 2032-03-15      | 3.0500%  | 0.0000% | $100000.00         | $93014.72          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30           | 2030-12-15      | 1.4500%  | 0.0000% | $175000.00         | $152564.61         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 44           | 2044-12-05      | 4.9500%  | 0.0000% | $391000.00         | $394825.93         | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT 61           | 2061-05-12      | 3.2500%  | 0.0000% | $99000.00          | $67855.29          | Corporate Debt Securities                         |
| AMAZON COM INC                 SR GLBL NT4.7%32        | 2032-12-01      | 4.7000%  | 0.0000% | $2000.00           | $2096.39           | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD4.5%49        | 2049-03-15      | 4.5000%  | 0.0000% | $70000.00          | $61765.20          | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD2.9%51        | 2051-06-15      | 2.9000%  | 0.0000% | $3000.00           | $2002.52           | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31           | 2031-02-01      | 3.3750%  | 0.0000% | $22000.00          | $20235.10          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       GLBL -Q NT 33           | 2033-03-01      | 5.6250%  | 0.0000% | $3000.00           | $3192.41           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            3.125%26                | 2026-05-20      | 3.1250%  | 0.0000% | $30000.00          | $30268.67          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP            SR GLBL NT4.4%26        | 2026-02-15      | 4.4000%  | 0.0000% | $257000.00         | $259358.97         | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31          | 2031-03-15      | 2.7000%  | 0.0000% | $33000.00          | $30479.46          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT1.7%28        | 2028-10-01      | 1.7000%  | 0.0000% | $60000.00          | $56424.40          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51           | 2051-10-01      | 2.9500%  | 0.0000% | $38000.00          | $25515.04          | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT     | 2038-04-20      | 5.4844%  | 0.0000% | $2399990.00        | $2418829.45        | Asset-Backed Securities                           |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35          | 2035-02-15      | 5.2000%  | 0.0000% | $13750000.00       | $14207294.44       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4%28            | 2028-09-15      | 4.0000%  | 0.0000% | $1118000.00        | $1118649.68        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A SR GLBL NT4.6%32        | 2032-09-15      | 4.6000%  | 0.0000% | $992000.00         | $996184.04         | Corporate Debt Securities                         |
| APA CORPORATION                GLBL NT 6.75%55         | 2055-02-15      | 6.7500%  | 0.0000% | $1000.00           | $1017.22           | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $3000.00           | $2674.38           | Corporate Debt Securities                         |
| APIDOS CLO 2017-28R            C-2-R  20381020 FLT     | 2038-10-20      | 8.3240%  | 0.0000% | $3847076.00        | $3922195.65        | Asset-Backed Securities                           |
| APPLE INC                      SR NT 3.45%45           | 2045-02-09      | 3.4500%  | 0.0000% | $14000.00          | $11236.94          | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 26           | 2026-02-23      | 3.2500%  | 0.0000% | $1023000.00        | $1026159.93        | Corporate Debt Securities                         |
| ARES CLO LTD 2024-74           D      20361015 FLT     | 2036-10-15      | 6.8545%  | 0.0000% | $2287610.00        | $2248344.23        | Asset-Backed Securities                           |
| ARES STRATEGIC INCOME FD       SR GLBL 144A 30         | 2030-09-09      | 5.8000%  | 0.0000% | $2000.00           | $2034.52           | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT 4%29         | 2029-01-17      | 4.0000%  | 0.0000% | $80000.00          | $80997.96          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR GLBL NT0.7%26        | 2026-04-08      | 0.7000%  | 0.0000% | $2000.00           | $1972.24           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT29        | 2029-01-07      | 2.7170%  | 0.0000% | $18000.00          | $17190.25          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54        | 2054-10-15      | 6.6250%  | 0.0000% | $1153000.00        | $1155437.95        | Corporate Debt Securities                         |
| ATLAS SR LN FDG LTD 2024-24    D1     20380120 FLT     | 2038-01-20      | 7.4844%  | 0.0000% | $1570545.00        | $1571325.42        | Asset-Backed Securities                           |
| ATMOS ENERGY CORP              SR GLBL NT 52           | 2052-10-15      | 5.7500%  | 0.0000% | $65000.00          | $67636.76          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26         | 2026-02-21      | 2.1250%  | 0.0000% | $316000.00         | $314860.16         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 28           | 2028-02-28      | 4.7500%  | 0.0000% | $13000.00          | $13300.18          | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 30           | 2030-09-08      | 5.2500%  | 0.0000% | $82000.00          | $86162.59          | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26           | 2026-08-13      | 4.6500%  | 0.0000% | $2000.00           | $2028.75           | Corporate Debt Securities                         |
| BPCE                           FR 5.203%011827         | 2027-01-18      | 5.2030%  | 0.0000% | $3500000.00        | $3593981.42        | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 5.894%120534         | 2034-12-05      | 5.8940%  | 0.0000% | $572000.00         | $623697.20         | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT     | 2042-10-20      | 5.6698%  | 0.0000% | $2991124.00        | $2974548.83        | Private Label Collateralized Mortgage Obligations |
| BAKER HUGHES HLDGS LLC         SR NT 5.125%40          | 2040-09-15      | 5.1250%  | 0.0000% | $15050000.00       | $14903542.60       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.202%042529         | 2029-04-25      | 5.2020%  | 0.0000% | $2109000.00        | $2162119.38        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT          | 2079-12-31      | 3.7500%  | 0.0000% | $1000.00           | $983.98            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627         | 2027-04-26      | 4.9470%  | 0.0000% | $1000.00           | $1004.98           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SUB GLBL COCO 85        | 2085-04-27      | 7.3500%  | 0.0000% | $2999000.00        | $3135851.87        | Corporate Debt Securities                         |
| BARCLAYS PLC                   LW TIER II 26           | 2026-05-12      | 5.2000%  | 0.0000% | $240000.00         | $246632.80         | Corporate Debt Securities                         |
| BELL CDA                       SR GLBL-US8 NT33        | 2033-05-11      | 5.1000%  | 0.0000% | $85000.00          | $88566.74          | Corporate Debt Securities                         |
| BIOGEN INC                     SR GLBL NT5.2%45        | 2045-09-15      | 5.2000%  | 0.0000% | $58000.00          | $54547.52          | Corporate Debt Securities                         |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47        | 2047-10-02      | 4.0000%  | 0.0000% | $3000.00           | $2402.44           | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  GLBL NT 5%34            | 2034-12-06      | 5.0000%  | 0.0000% | $54000.00          | $55342.92          | Corporate Debt Securities                         |
| BLOCK FINL LLC                 CR SEN SR GLBL30        | 2030-08-15      | 3.8750%  | 0.0000% | $4000.00           | $3898.76           | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 6.25%34         | 2034-04-18      | 6.2500%  | 0.0000% | $1959000.00        | $2044034.20        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL50        | 2050-05-01      | 5.8050%  | 0.0000% | $2000.00           | $2065.49           | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL26        | 2026-02-01      | 2.7500%  | 0.0000% | $27000.00          | $27072.76          | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL64        | 2064-05-01      | 7.0080%  | 0.0000% | $93000.00          | $110827.17         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.633%30        | 2030-04-06      | 3.6330%  | 0.0000% | $16000.00          | $15720.69          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61        | 2061-02-08      | 3.3790%  | 0.0000% | $3000.00           | $2037.57           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34        | 2034-11-17      | 5.2270%  | 0.0000% | $4000.00           | $4238.53           | Corporate Debt Securities                         |
| BRIGHTHOUSE FINL INC           SR GLBL NT 30           | 2030-05-15      | 5.6250%  | 0.0000% | $11000.00          | $11494.75          | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT4.5%45        | 2045-07-15      | 4.5000%  | 0.0000% | $25000.00          | $22528.25          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45          | 2045-04-01      | 4.1500%  | 0.0000% | $50000.00          | $43005.42          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51         | 2051-09-15      | 3.3000%  | 0.0000% | $50000.00          | $35812.83          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 53          | 2053-01-15      | 4.4500%  | 0.0000% | $85000.00          | $74666.79          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55        | 2055-03-15      | 5.5000%  | 0.0000% | $2000.00           | $2034.60           | Corporate Debt Securities                         |
| CF MTG  2019-CF1 TR            A-5    20520517 3.78570 | 2052-05-17      | 3.7857%  | 0.0000% | $2787288.00        | $2734328.83        | Private Label Collateralized Mortgage Obligations |
| CIFC  FUNDING LTD 2024-3       C      20370721 FLT     | 2037-07-21      | 6.0700%  | 0.0000% | $1500000.00        | $1506714.15        | Asset-Backed Securities                           |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT4.5%30        | 2030-10-16      | 4.5000%  | 0.0000% | $1073000.00        | $1075650.31        | Corporate Debt Securities                         |
| CRH AMERICA FINANCE INC        SR GLBL NT4.4%31        | 2031-02-09      | 4.4000%  | 0.0000% | $2000.00           | $2005.58           | Corporate Debt Securities                         |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT     | 2067-05-25      | 5.1690%  | 0.0000% | $6044013.00        | $5598656.88        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT1.3%27        | 2027-08-21      | 1.3000%  | 0.0000% | $650000.00         | $619188.56         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30           | 2030-08-21      | 1.7500%  | 0.0000% | $400000.00         | $354481.11         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31           | 2031-01-30      | 5.2500%  | 0.0000% | $2000.00           | $2089.85           | Corporate Debt Securities                         |
| CAMERON LNG LLC                SR SEC GLBL 35          | 2035-01-15      | 3.3020%  | 0.0000% | $100000.00         | $88945.26          | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30           | 2030-04-24      | 2.3750%  | 0.0000% | $302000.00         | $276859.05         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 30           | 2030-09-11      | 4.6310%  | 0.0000% | $42000.00          | $42752.36          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26          | 2026-07-28      | 3.7500%  | 0.0000% | $5000.00           | $5030.29           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          LW TIER II 32           | 2032-07-29      | 2.3590%  | 0.0000% | $3000.00           | $2623.92           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 30         | 2030-04-23      | 2.1250%  | 0.0000% | $341000.00         | $312493.16         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR SEC 144A NT29        | 2029-08-15      | 7.0000%  | 0.0000% | $2000.00           | $2132.99           | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL DEB 36          | 2036-08-15      | 6.0500%  | 0.0000% | $1000.00           | $1131.27           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AB BD 48        | 2048-03-01      | 3.9500%  | 0.0000% | $1000.00           | $815.82            | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35        | 2035-03-01      | 5.0500%  | 0.0000% | $87000.00          | $88896.31          | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR GLBL NT 34           | 2034-04-15      | 5.6500%  | 0.0000% | $2000.00           | $2075.76           | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL FL NT 28        | 2028-02-26      | 4.7595%  | 0.0000% | $83000.00          | $83864.94          | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6%37              | 2037-05-11      | 6.0000%  | 0.0000% | $39000.00          | $43742.53          | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2018-IVR      C-R    20380119 FLT     | 2038-01-19      | 5.6316%  | 0.0000% | $1250000.00        | $1251137.60        | Asset-Backed Securities                           |
| COCA COLA CO                   SR GLBL NT2.5%51        | 2051-03-15      | 2.5000%  | 0.0000% | $2000.00           | $1245.27           | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 5%34         | 2034-05-13      | 5.0000%  | 0.0000% | $33000.00          | $35289.32          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR GLBL NT2.8%51        | 2051-01-15      | 2.8000%  | 0.0000% | $2000.00           | $1231.51           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 121 BD46        | 2046-06-15      | 3.6500%  | 0.0000% | $40000.00          | $31994.36          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON CO         1M GLBL 127 BD49        | 2049-11-15      | 3.2000%  | 0.0000% | $3000.00           | $2143.49           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 27        | 2027-03-15      | 3.2000%  | 0.0000% | $50000.00          | $49703.44          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48        | 2048-04-01      | 4.0000%  | 0.0000% | $20000.00          | $16369.47          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 53        | 2053-01-15      | 5.2500%  | 0.0000% | $98000.00          | $96991.42          | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT 47           | 2047-10-01      | 4.8750%  | 0.0000% | $50000.00          | $45939.13          | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD4.9%29        | 2029-02-15      | 4.9000%  | 0.0000% | $14000.00          | $14510.50          | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR NT 4.375%28          | 2028-01-15      | 4.3750%  | 0.0000% | $710000.00         | $716185.48         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 3.25%011430          | 2030-01-14      | 3.2500%  | 0.0000% | $568000.00         | $542042.08         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%                 | 2099-12-31      | 6.7000%  | 0.0000% | $911000.00         | $928587.87         | Corporate Debt Securities                         |
| CUMMINS INC                    SR GLBL NT 54           | 2054-02-20      | 5.4500%  | 0.0000% | $2000.00           | $2030.44           | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31         | 2031-06-15      | 4.3750%  | 0.0000% | $3000.00           | $2960.90           | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT3.9%42        | 2042-06-09      | 3.9000%  | 0.0000% | $7000.00           | $6224.91           | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 50           | 2050-04-15      | 3.7500%  | 0.0000% | $1478000.00        | $1188247.95        | Corporate Debt Securities                         |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29        | 2029-01-10      | 5.3730%  | 0.0000% | $7632000.00        | $7910854.20        | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT6.2%34        | 2034-12-15      | 6.2000%  | 0.0000% | $12000.00          | $13866.87          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.8%60        | 2060-05-13      | 3.8000%  | 0.0000% | $77000.00          | $59825.41          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%49        | 2049-05-15      | 4.8000%  | 0.0000% | $98000.00          | $82568.27          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT4.8%31        | 2031-01-15      | 4.8000%  | 0.0000% | $1000.00           | $1003.99           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30           | 2030-02-01      | 2.4500%  | 0.0000% | $2000.00           | $1881.95           | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 54           | 2054-03-15      | 5.5500%  | 0.0000% | $7000.00           | $7125.52           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL 144A 31         | 2031-05-15      | 3.6250%  | 0.0000% | $30000.00          | $28584.46          | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT7.5%27        | 2027-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1048.30           | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL C 144A50        | 2050-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1333.93           | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 5%35         | 2035-09-30      | 5.0000%  | 0.0000% | $1000.00           | $995.78            | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 55           | 2055-09-30      | 5.7500%  | 0.0000% | $7000.00           | $6939.74           | Corporate Debt Securities                         |
| ENTERGY LA LLC                 1M GLBL BD2.9%51        | 2051-03-15      | 2.9000%  | 0.0000% | $3000.00           | $1956.68           | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC           1M GLBL BD 34           | 2034-06-01      | 5.4500%  | 0.0000% | $8000.00           | $8557.67           | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL 47 BD 55        | 2055-04-15      | 5.8000%  | 0.0000% | $3000.00           | $3118.10           | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL FDG      GLBL 144A 30            | 2030-06-09      | 4.9500%  | 0.0000% | $80000.00          | $83094.80          | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG FR 1.75%111530          | 2030-11-15      | 1.7500%  | 0.0000% | $1130000.00        | $1002004.27        | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31           | 2031-07-15      | 2.9500%  | 0.0000% | $2000.00           | $1837.45           | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT5.1%45        | 2045-06-15      | 5.1000%  | 0.0000% | $2000.00           | $1925.45           | Corporate Debt Securities                         |
| FMR CORP                       SR 144A NT 39           | 2039-11-15      | 6.4500%  | 0.0000% | $1000.00           | $1138.90           | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2024-26    B      20380115 FLT     | 2038-01-15      | 5.8045%  | 0.0000% | $1836310.00        | $1845729.90        | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37        | 2037-01-25      | 6.2000%  | 0.0000% | $3529000.00        | $3820260.13        | Corporate Debt Securities                         |
| GA GLOBAL FUNDING TRUST        SR SEC GLBL 26          | 2026-01-15      | 1.6250%  | 0.0000% | $47000.00          | $46953.22          | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 4%30         | 2030-06-30      | 4.0000%  | 0.0000% | $7000.00           | $6976.22           | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT6.8%27        | 2027-10-01      | 6.8000%  | 0.0000% | $3000.00           | $3144.17           | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR NT -2012A 42         | 2042-03-15      | 4.3000%  | 0.0000% | $15536000.00       | $13918771.45       | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025C 35        | 2035-03-15      | 5.2000%  | 0.0000% | $7509000.00        | $7792873.57        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34           | 2034-04-15      | 5.3750%  | 0.0000% | $824000.00         | $875622.68         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27           | 2027-03-12      | 4.3150%  | 0.0000% | $2000.00           | $2024.75           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34          | 2034-10-24      | 6.5610%  | 0.0000% | $22000.00          | $24656.63          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 31           | 2031-10-21      | 4.3690%  | 0.0000% | $1000.00           | $997.61            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.75%37          | 2037-10-01      | 6.7500%  | 0.0000% | $83000.00          | $93674.21          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30        | 2030-02-07      | 2.6000%  | 0.0000% | $258000.00         | $243282.82         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32           | 2032-04-22      | 2.6150%  | 0.0000% | $1000.00           | $909.66            | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27          | 2027-05-21      | 5.4140%  | 0.0000% | $3000.00           | $3091.33           | Corporate Debt Securities                         |
| HF SINCLAIR CORP               SR GLBL NT 31           | 2031-01-15      | 5.7500%  | 0.0000% | $87000.00          | $91723.28          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 35           | 2035-07-15      | 6.7500%  | 0.0000% | $2000.00           | $2099.49           | Corporate Debt Securities                         |
| HCA INC.                       5.375%26                | 2026-09-01      | 5.3750%  | 0.0000% | $3000.00           | $3037.85           | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34           | 2034-07-01      | 6.3750%  | 0.0000% | $2000.00           | $2068.16           | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 32           | 2032-02-24      | 4.9500%  | 0.0000% | $3000.00           | $3132.58           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43            | 2043-04-01      | 4.2000%  | 0.0000% | $2000.00           | $1762.22           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT 64           | 2064-03-01      | 5.3500%  | 0.0000% | $35000.00          | $34518.28          | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 35           | 2035-05-01      | 5.5500%  | 0.0000% | $16000.00          | $16977.17          | Corporate Debt Securities                         |
| HYUNDAI AUTO REC TR 2024-B     A-3    20290315 4.84000 | 2029-03-15      | 4.8400%  | 0.0000% | $261000.00         | $264049.29         | Asset-Backed Securities                           |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT     | 2067-10-25      | 6.8190%  | 0.0000% | $1882712.00        | $1275038.88        | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT 49           | 2049-11-15      | 3.2500%  | 0.0000% | $300000.00         | $206506.83         | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 32           | 2032-08-05      | 4.1500%  | 0.0000% | $112000.00         | $109574.52         | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS&FRAGRANC SR GLBL 144A 27         | 2027-10-15      | 1.8320%  | 0.0000% | $8000.00           | $7626.67           | Corporate Debt Securities                         |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT     | 2053-06-25      | 5.3902%  | 0.0000% | $777490.00         | $697491.75         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR GLBL NT 33           | 2033-01-25      | 2.9630%  | 0.0000% | $480000.00         | $443928.64         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 37           | 2037-03-03      | 3.6250%  | 0.0000% | $505000.00         | $463847.69         | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT4.5%27        | 2027-03-01      | 4.5000%  | 0.0000% | $3000.00           | $3052.26           | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT4.3%28        | 2028-05-15      | 4.3000%  | 0.0000% | $570000.00         | $585707.93         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT2.1%30        | 2030-06-01      | 2.1000%  | 0.0000% | $929000.00         | $853332.95         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33          | 2033-07-31      | 5.4000%  | 0.0000% | $218000.00         | $230929.58         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32           | 2032-04-01      | 4.5500%  | 0.0000% | $2000.00           | $2001.36           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 5%26         | 2026-02-27      | 5.0000%  | 0.0000% | $2000.00           | $2017.82           | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.75%30         | 2030-02-12      | 4.7500%  | 0.0000% | $82000.00          | $85074.48          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32        | 2032-06-15      | 3.9000%  | 0.0000% | $29000.00          | $28838.28          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 33           | 2033-01-15      | 5.2500%  | 0.0000% | $20000.00          | $21360.17          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35        | 2035-04-01      | 5.4000%  | 0.0000% | $1565000.00        | $1583607.85        | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 55         | 2055-05-01      | 5.7000%  | 0.0000% | $322000.00         | $342626.78         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31        | 2031-10-15      | 4.5000%  | 0.0000% | $381000.00         | $383821.30         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34           | 2034-05-09      | 4.8750%  | 0.0000% | $20000.00          | $21023.83          | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL NT 35           | 2035-03-15      | 5.6500%  | 0.0000% | $100000.00         | $102229.94         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 3.125%25          | 2025-11-03      | 3.1250%  | 0.0000% | $73000.00          | $74099.48          | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49           | 2049-07-15      | 4.2500%  | 0.0000% | $100000.00         | $85451.39          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27           | 2027-02-22      | 3.6770%  | 0.0000% | $4000.00           | $4013.54           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332         | 2032-02-13      | 1.7940%  | 0.0000% | $1000.00           | $880.05            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.994%041229         | 2029-04-12      | 4.9940%  | 0.0000% | $1935000.00        | $1976129.82        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829         | 2029-10-18      | 4.1330%  | 0.0000% | $4000.00           | $3995.13           | Corporate Debt Securities                         |
| MUTUAL OF OMAHA COS GLOBAL FDG SR 144A NT 5%30         | 2030-04-01      | 5.0000%  | 0.0000% | $89000.00          | $91189.99          | Corporate Debt Securities                         |
| NETFLIX INC.                   SR GLBL 144A 30         | 2030-06-15      | 4.8750%  | 0.0000% | $1151000.00        | $1202664.55        | Corporate Debt Securities                         |
| NEVADA POWER CO                SR SEC -CC NT 29        | 2029-05-01      | 3.7000%  | 0.0000% | $50000.00          | $50113.00          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27           | 2027-03-27      | 2.7500%  | 0.0000% | $62000.00          | $61283.11          | Corporate Debt Securities                         |
| NORTHERN NAT GAS CO DEL        SR GLBL 144A 49         | 2049-01-15      | 4.3000%  | 0.0000% | $121000.00         | $100732.63         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47        | 2047-09-15      | 3.6000%  | 0.0000% | $11000.00          | $8564.93           | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL -2035 35        | 2035-05-15      | 5.0500%  | 0.0000% | $6000.00           | $6309.89           | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30        | 2030-04-01      | 4.2000%  | 0.0000% | $55000.00          | $54899.90          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     SR SEC NT 7%32          | 2032-05-01      | 7.0000%  | 0.0000% | $40000.00          | $46877.60          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT4.7%34        | 2034-09-27      | 4.7000%  | 0.0000% | $428000.00         | $414213.64         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 34           | 2034-02-15      | 4.8500%  | 0.0000% | $11000.00          | $11287.75          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40        | 2040-07-01      | 4.5000%  | 0.0000% | $398821.00         | $354815.09         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%55        | 2055-10-15      | 6.1000%  | 0.0000% | $244000.00         | $246519.03         | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT 4%47         | 2047-05-02      | 4.0000%  | 0.0000% | $8000.00           | $6855.91           | Corporate Debt Securities                         |
| PEPSICO INC                    SR GLBL NT4.5%29        | 2029-07-17      | 4.5000%  | 0.0000% | $50000.00          | $51663.00          | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR FLT NT 27            | 2027-02-16      | 4.8615%  | 0.0000% | $50000.00          | $50619.60          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 41           | 2041-11-15      | 4.3750%  | 0.0000% | $5000.00           | $4587.42           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.5%42            | 2042-03-20      | 4.5000%  | 0.0000% | $100000.00         | $91014.50          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 42           | 2042-08-21      | 3.8750%  | 0.0000% | $14000.00          | $11770.01          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.875%43          | 2043-11-15      | 4.8750%  | 0.0000% | $32000.00          | $30750.69          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 30           | 2030-04-30      | 4.3750%  | 0.0000% | $7000.00           | $7032.48           | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26           | 2026-01-15      | 1.1250%  | 0.0000% | $1000.00           | $997.01            | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   50 144A NT4.8%28        | 2028-01-09      | 4.8000%  | 0.0000% | $5000.00           | $5135.67           | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 33           | 2033-06-15      | 4.9500%  | 0.0000% | $30000.00          | $31519.20          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 28           | 2028-09-15      | 3.8750%  | 0.0000% | $15000.00          | $15033.02          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 30           | 2030-04-15      | 2.2500%  | 0.0000% | $6000.00           | $5543.10           | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 31           | 2031-02-01      | 1.7500%  | 0.0000% | $1000.00           | $883.93            | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M BD-19 6.5%38         | 2038-08-01      | 6.5000%  | 0.0000% | $20000.00          | $22775.40          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.85%080134          | 2034-08-01      | 4.8500%  | 0.0000% | $9000.00           | $9210.01           | Corporate Debt Securities                         |
| PUBLIC STORAGE OPER CO         SR GLBL NT 29           | 2029-01-15      | 5.1250%  | 0.0000% | $2000.00           | $2093.10           | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.65%35           | 2035-05-20      | 4.6500%  | 0.0000% | $2000.00           | $2053.09           | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 4.3%052047           | 2047-05-20      | 4.3000%  | 0.0000% | $20000.00          | $17655.21          | Corporate Debt Securities                         |
| RR LTD 2025-38                 C-1    20400416 FLT     | 2040-04-16      | 6.4045%  | 0.0000% | $5800000.00        | $5775700.69        | Asset-Backed Securities                           |
| REPUBLIC SVCS INC              SR GLBL NT 32           | 2032-02-15      | 1.7500%  | 0.0000% | $34000.00          | $29358.13          | Corporate Debt Securities                         |
| REYNOLDS AMERICAN INC          SR GLBL NT 45           | 2045-08-15      | 5.8500%  | 0.0000% | $14000.00          | $14153.58          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             144A NT 5.5%31          | 2031-01-11      | 5.5000%  | 0.0000% | $7000.00           | $7414.02           | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             -20251 144A NT30        | 2030-01-09      | 5.2500%  | 0.0000% | $25000.00          | $26279.83          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40            | 2040-11-02      | 5.2000%  | 0.0000% | $60000.00          | $61946.47          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR GLBL NT 51           | 2051-11-02      | 2.7500%  | 0.0000% | $60000.00          | $38938.03          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               CR SEN SR GLBL31        | 2031-02-18      | 5.0000%  | 0.0000% | $100000.00         | $93928.89          | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 1.95%31         | 2031-07-15      | 1.9500%  | 0.0000% | $7000.00           | $6262.56           | Corporate Debt Securities                         |
| SALESFORCE INC                 GLBL NT 2.7%41          | 2041-07-15      | 2.7000%  | 0.0000% | $3000.00           | $2239.17           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -CCCC 35        | 2035-04-15      | 5.4000%  | 0.0000% | $17000.00          | $17677.11          | Corporate Debt Securities                         |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36           | 2036-09-22      | 5.1360%  | 0.0000% | $188000.00         | $187667.49         | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 29           | 2029-05-22      | 3.2500%  | 0.0000% | $14000.00          | $13800.28          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 31           | 2031-03-11      | 1.6500%  | 0.0000% | $100000.00         | $87483.17          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26           | 2026-05-10      | 2.8750%  | 0.0000% | $5000.00           | $5037.83           | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL 144A 30         | 2030-07-15      | 6.1250%  | 0.0000% | $100000.00         | $104540.47         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54           | 2054-10-01      | 6.1760%  | 0.0000% | $2796000.00        | $2736268.12        | Corporate Debt Securities                         |
| SOLVENTUM CORP                 SR GLBL NT5.6%34        | 2034-03-23      | 5.6000%  | 0.0000% | $3000.00           | $3146.58           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2010B 40        | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $890.89            | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2017A 47        | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1538.83           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M GLBL EEE BD55        | 2055-06-15      | 6.0000%  | 0.0000% | $2000.00           | $2166.70           | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51           | 2051-09-15      | 3.7500%  | 0.0000% | $4000.00           | $3965.25           | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL 144A 36         | 2036-08-12      | 5.4000%  | 0.0000% | $7000.00           | $7223.44           | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48        | 2048-11-15      | 3.7950%  | 0.0000% | $226000.00         | $183446.27         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     4.85%48                 | 2048-11-15      | 4.8500%  | 0.0000% | $94000.00          | $84831.61          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 31           | 2031-03-30      | 3.1520%  | 0.0000% | $710000.00         | $683834.13         | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 36           | 2036-10-23      | 4.7840%  | 0.0000% | $5873000.00        | $5863738.93        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43            | 2043-11-08      | 4.8000%  | 0.0000% | $1000.00           | $978.96            | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28                | 2028-07-19      | 3.9440%  | 0.0000% | $72000.00          | $72645.49          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41        | 2041-09-17      | 2.9300%  | 0.0000% | $14000.00          | $10548.30          | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL            SR GLBL NT3.7%26        | 2026-08-04      | 3.7000%  | 0.0000% | $2000.00           | $2007.14           | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL DEB 32          | 2032-11-01      | 6.3500%  | 0.0000% | $3000.00           | $3429.15           | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         FR 4.665%030638         | 2038-03-06      | 4.6650%  | 0.0000% | $253000.00         | $233811.85         | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 29           | 2029-02-19      | 3.4550%  | 0.0000% | $66000.00          | $65294.73          | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 30           | 2030-01-10      | 2.8290%  | 0.0000% | $16000.00          | $15383.11          | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD5.2%34        | 2034-04-01      | 5.2000%  | 0.0000% | $46000.00          | $47794.61          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.75%47           | 2047-11-15      | 3.7500%  | 0.0000% | $47000.00          | $37963.86          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 30           | 2030-10-15      | 4.6500%  | 0.0000% | $29000.00          | $29779.13          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47           | 2047-10-15      | 3.7500%  | 0.0000% | $29000.00          | $22618.74          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 4%29         | 2029-05-15      | 4.0000%  | 0.0000% | $33000.00          | $33555.87          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT4.9%31        | 2031-04-15      | 4.9000%  | 0.0000% | $50000.00          | $51421.89          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 64           | 2064-07-15      | 5.7500%  | 0.0000% | $11000.00          | $11250.26          | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48        | 2048-02-15      | 3.3940%  | 0.0000% | $1000.00           | $765.62            | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT3.7%61        | 2061-03-22      | 3.7000%  | 0.0000% | $300000.00         | $212150.50         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52        | 2052-05-15      | 5.6250%  | 0.0000% | $230000.00         | $224904.92         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35        | 2035-10-15      | 5.2500%  | 0.0000% | $2000.00           | $1997.35           | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT4.1%27        | 2027-04-28      | 4.1000%  | 0.0000% | $2502000.00        | $2517091.23        | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN A      20370715 FLT     | 2037-07-15      | 5.6746%  | 0.0000% | $101000.00         | $101254.73         | Private Label Collateralized Mortgage Obligations |
| WILLIS-KNIGHTON MED CTR        SR GLBL SINK 48         | 2048-09-01      | 4.8130%  | 0.0000% | $64000.00          | $57604.59          | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 37           | 2037-04-01      | 5.9500%  | 0.0000% | $22000.00          | $24009.00          | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL REGS 28         | 2028-01-26      | 2.8500%  | 0.0000% | $144000.00         | $140152.56         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26           | 2026-04-15      | 4.2500%  | 0.0000% | $300000.00         | $300258.25         | Corporate Debt Securities                         |
| REGATTA FUND LTD 2021-24R      A-R    20380120 FLT     | 2038-01-20      | 5.2044%  | 0.0000% | $1748760.00        | $1754508.51        | Asset-Backed Securities                           |
| ALPEK SA DE CV                 SR GLBL REGS 31         | 2031-02-25      | 3.2500%  | 0.0000% | $1428000.00        | $1224321.58        | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR REGS NT 26           | 2026-08-13      | 4.6500%  | 0.0000% | $21000.00          | $21301.88          | Corporate Debt Securities                         |
| HARLEY DAVIDSON FINL SVCS INC  FR 3.05%021427          | 2027-02-14      | 3.0500%  | 0.0000% | $100000.00         | $99195.36          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 26         | 2026-04-27      | 1.6250%  | 0.0000% | $258000.00         | $254633.24         | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR REGS NT 26           | 2026-11-13      | 5.2650%  | 0.0000% | $201000.00         | $208475.19         | Corporate Debt Securities                         |

### Security 107: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV94E6A4, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV94E6A4
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON COM INC                 COM       | 2099-12-31      | 0.0000%  | 0.0000% | $53844.00          | $11999673.84       | Equities   |
| AMERICAN ELEC PWR CO INC       COM       | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $121.89            | Equities   |
| APPLE INC                      COM       | 2099-12-31      | 0.0000%  | 0.0000% | $14336.00          | $3890790.40        | Equities   |
| BANDWIDTH INC                  COM CL A  | 2099-12-31      | 0.0000%  | 0.0000% | $126600.00         | $2039526.00        | Equities   |
| BROADCOM INC                   COM       | 2099-12-31      | 0.0000%  | 0.0000% | $31874.00          | $11999604.78       | Equities   |
| CSX CORP                       COM       | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $35.64             | Equities   |
| CENTERPOINT ENERGY INC         COM       | 2099-12-31      | 0.0000%  | 0.0000% | $29999.00          | $1167261.09        | Equities   |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A      | 2099-12-31      | 0.0000%  | 0.0000% | $70000.00          | $5053300.00        | Equities   |
| DEERE & CO                     COM       | 2099-12-31      | 0.0000%  | 0.0000% | $25783.00          | $11999666.03       | Equities   |
| GENERAL DYNAMICS CORP          COM       | 2099-12-31      | 0.0000%  | 0.0000% | $34785.00          | $11988998.10       | Equities   |
| GENERAL MTRS CO                COM       | 2099-12-31      | 0.0000%  | 0.0000% | $174748.00         | $11999945.16       | Equities   |
| GODADDY INC                    CL A      | 2099-12-31      | 0.0000%  | 0.0000% | $42356.00          | $5368199.44        | Equities   |
| GOLDMAN SACHS GROUP INC        COM       | 2099-12-31      | 0.0000%  | 0.0000% | $15186.00          | $11999369.76       | Equities   |
| HERITAGE INSURANCE HLDGS INC   COM       | 2099-12-31      | 0.0000%  | 0.0000% | $50000.00          | $1166500.00        | Equities   |
| INTEL CORP                     COM       | 2099-12-31      | 0.0000%  | 0.0000% | $141295.00         | $5674407.20        | Equities   |
| INTERACTIVE BROKERS GROUP INC  COM CL A  | 2099-12-31      | 0.0000%  | 0.0000% | $175156.00         | $11999937.56       | Equities   |
| INTERCONTINENTAL EXCHANGE INC  COM       | 2099-12-31      | 0.0000%  | 0.0000% | $18000.00          | $2673360.00        | Equities   |
| INTERPUBLIC GROUP COS INC      COM       | 2099-12-31      | 0.0000%  | 0.0000% | $54679.00          | $1405797.09        | Equities   |
| JPMORGAN CHASE & CO.           COM       | 2099-12-31      | 0.0000%  | 0.0000% | $38779.00          | $11999773.76       | Equities   |
| KENVUE INC                     COM       | 2099-12-31      | 0.0000%  | 0.0000% | $205923.00         | $2932343.52        | Equities   |
| LIBERTY BROADBAND CORP         COM SER A | 2099-12-31      | 0.0000%  | 0.0000% | $20000.00          | $1062400.00        | Equities   |
| MATRIX SVC CO                  COM       | 2099-12-31      | 0.0000%  | 0.0000% | $135200.00         | $2025296.00        | Equities   |
| MIDDLEBY CORP                  COM       | 2099-12-31      | 0.0000%  | 0.0000% | $97450.00          | $11999993.00       | Equities   |
| MONGODB INC                    CL A      | 2099-12-31      | 0.0000%  | 0.0000% | $34528.00          | $11999861.12       | Equities   |
| MONSTER BEVERAGE CORP NEW      COM       | 2099-12-31      | 0.0000%  | 0.0000% | $150000.00         | $9985500.00        | Equities   |
| NERDWALLET INC                 COM CL A  | 2099-12-31      | 0.0000%  | 0.0000% | $254261.00         | $2944342.38        | Equities   |
| NVIDIA CORPORATION             COM       | 2099-12-31      | 0.0000%  | 0.0000% | $59140.00          | $11998914.60       | Equities   |
| PEPSICO INC                    COM       | 2099-12-31      | 0.0000%  | 0.0000% | $51500.00          | $7598825.00        | Equities   |
| PHILIP MORRIS INTL INC         COM       | 2099-12-31      | 0.0000%  | 0.0000% | $82327.00          | $11999983.52       | Equities   |
| PROTO LABS INC                 COM       | 2099-12-31      | 0.0000%  | 0.0000% | $41000.00          | $2174230.00        | Equities   |
| ROBLOX CORP                    CL A      | 2099-12-31      | 0.0000%  | 0.0000% | $106194.00         | $11999922.00       | Equities   |
| ROSS STORES INC                COM       | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $158.07            | Equities   |
| T-MOBILE US INC                COM       | 2099-12-31      | 0.0000%  | 0.0000% | $15361.00          | $3235794.65        | Equities   |
| TESLA INC                      COM       | 2099-12-31      | 0.0000%  | 0.0000% | $23006.00          | $10124940.60       | Equities   |
| UNITEDHEALTH GROUP INC         COM       | 2099-12-31      | 0.0000%  | 0.0000% | $34804.00          | $11998679.00       | Equities   |
| WARNER BROS DISCOVERY INC      COM SER A | 2099-12-31      | 0.0000%  | 0.0000% | $450000.00         | $9729000.00        | Equities   |
| AERCAP HOLDINGS NV             SHS       | 2099-12-31      | 0.0000%  | 0.0000% | $28866.00          | $3763549.08        | Equities   |

### Security 108: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.160000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV94E6D8, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV94E6D8
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 39    | 2039-01-23      | 5.4500%  | 0.0000% | $24373000.00       | $25751442.10       | Corporate Debt Securities |
| Banco Santander, S.A.                           | 2028-08-08      | 5.5880%  | 0.0000% | $13000000.00       | $13641526.89       | Corporate Debt Securities |
| CITADEL FINANCE LLC            SR 144A NT5.9%30 | 2030-02-10      | 5.9000%  | 0.0000% | $1000000.00        | $1024055.00        | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.414%27   | 2027-05-21      | 5.4140%  | 0.0000% | $8567000.00        | $8827798.52        | Corporate Debt Securities |
| EQUINOR ASA                    SR NT 5.1%40     | 2040-08-17      | 5.1000%  | 0.0000% | $3200000.00        | $3254757.33        | Corporate Debt Securities |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49 | 2049-09-01      | 3.3000%  | 0.0000% | $1000.00           | $718.38            | Corporate Debt Securities |

### Security 109: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV94JAT7, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV94JAT7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       SR NT 5.55%41    | 2041-08-15      | 5.5500%  | 0.0000% | $30000000.00       | $30662900.00       | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT 27    | 2027-11-01      | 1.3750%  | 0.0000% | $16400000.00       | $15596974.00       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-04-26      | 4.3230%  | 0.0000% | $17473000.00       | $17537657.38       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-09-26      | 4.4500%  | 0.0000% | $32300000.00       | $32223009.36       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.2%35 | 2035-09-26      | 5.2000%  | 0.0000% | $31429000.00       | $31217657.44       | Corporate Debt Securities |
| PERNOD RICARD SA               GLBL 144A NT 42  | 2042-01-15      | 5.5000%  | 0.0000% | $30000000.00       | $30261950.00       | Corporate Debt Securities |

### Security 110: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSS3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV94VSS3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO 2025-39 LTD            A-1    20380420 FLT                 | 2038-04-20      | 5.0144%  | 0.0000% | $3229142.00        | $3228212.62        | Asset-Backed Securities                           |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT                 | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1516407.23        | Private Label Collateralized Mortgage Obligations |
| AGL CLO LTD 2025-42            A-1    20380722 FLT                 | 2038-07-22      | 5.5692%  | 0.0000% | $434811.00         | $444330.67         | Asset-Backed Securities                           |
| AIR LEASE CORP                 SR GLBL NT 28                       | 2028-10-01      | 4.6250%  | 0.0000% | $118000.00         | $118700.23         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.9%40                    | 2040-08-15      | 1.9000%  | 0.0000% | $30000.00          | $20712.03          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 48                       | 2048-10-06      | 4.4390%  | 0.0000% | $1000.00           | $885.23            | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40                    | 2040-09-01      | 5.1000%  | 0.0000% | $1000.00           | $891.46            | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 27                       | 2027-02-09      | 3.3500%  | 0.0000% | $122000.00         | $122266.03         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 4%28                     | 2028-05-10      | 4.0000%  | 0.0000% | $618000.00         | $632770.20         | Corporate Debt Securities                         |
| ARES CLO LTD 2024-74           D      20361015 FLT                 | 2036-10-15      | 6.8545%  | 0.0000% | $250064.00         | $245771.77         | Asset-Backed Securities                           |
| ARES STRATEGIC INCOME FD       SR GLBL NT5.7%28                    | 2028-03-15      | 5.7000%  | 0.0000% | $1830000.00        | $1865782.60        | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649                     | 2049-09-06      | 4.7580%  | 0.0000% | $295000.00         | $255968.30         | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT                 | 2042-10-20      | 5.6698%  | 0.0000% | $102023.00         | $101457.64         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 3.946%012349                     | 2049-01-23      | 3.9460%  | 0.0000% | $398000.00         | $329664.15         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132                     | 2032-07-21      | 2.2990%  | 0.0000% | $669000.00         | $600083.71         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534                     | 2034-04-25      | 5.2880%  | 0.0000% | $300000.00         | $311571.40         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J                     | 2099-12-31      | 6.3000%  | 0.0000% | $9349000.00        | $9716275.46        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627                     | 2027-04-26      | 4.9470%  | 0.0000% | $3516000.00        | $3533499.42        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.441%060928                     | 2028-06-09      | 4.4410%  | 0.0000% | $48000.00          | $49140.67          | Corporate Debt Securities                         |
| BANK 2019-BNK20                A-3    20620915 3.01100             | 2062-09-15      | 3.0110%  | 0.0000% | $395000.00         | $372333.39         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12               A-3    20571217 FLT                 | 2057-12-17      | 5.9020%  | 0.0000% | $25465.00          | $26916.56          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B4       C      20510717 FLT                 | 2051-07-17      | 4.5139%  | 0.0000% | $1550000.00        | $1341025.20        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B6       A-S    20511012 FLT                 | 2051-10-12      | 4.4410%  | 0.0000% | $34651.00          | $33622.17          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B10      B      20620317 FLT                 | 2062-03-17      | 4.1800%  | 0.0000% | $225000.00         | $205511.48         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2022-B35 A-5    20550517 FLT                 | 2055-05-17      | 4.4427%  | 0.0000% | $125000.00         | $122889.41         | Private Label Collateralized Mortgage Obligations |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40                     | 2040-09-23      | 5.8750%  | 0.0000% | $100000.00         | $101185.42         | Corporate Debt Securities                         |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT4.5%30                    | 2030-10-16      | 4.5000%  | 0.0000% | $350000.00         | $350864.50         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27                    | 2027-08-21      | 1.3000%  | 0.0000% | $3858000.00        | $3675122.23        | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT3.4%26                    | 2026-09-15      | 3.4000%  | 0.0000% | $9825000.00        | $9781224.17        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            -2012 SINK BD 42                    | 2042-11-01      | 4.3500%  | 0.0000% | $1000.00           | $899.17            | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR GLBL NT4.9%35                    | 2035-08-15      | 4.9000%  | 0.0000% | $2419000.00        | $2466217.54        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34                       | 2034-02-26      | 5.0500%  | 0.0000% | $1213000.00        | $1264683.57        | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT 31                       | 2031-03-15      | 1.3750%  | 0.0000% | $37000.00          | $32375.63          | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50                    | 2050-10-01      | 3.9100%  | 0.0000% | $2000.00           | $1534.88           | Corporate Debt Securities                         |
| DXC TECHNOLOGY CO              SR GLBL NT1.8%26                    | 2026-09-15      | 1.8000%  | 0.0000% | $1097000.00        | $1074807.69        | Corporate Debt Securities                         |
| ERP OPER LTD PARTNERSHIP       SR NT 4.5%44                        | 2044-07-01      | 4.5000%  | 0.0000% | $1000.00           | $912.04            | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42                    | 2042-01-15      | 5.5000%  | 0.0000% | $852000.00         | $856621.63         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26                       | 2026-03-01      | 3.0430%  | 0.0000% | $4335000.00        | $4341423.03        | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 5.836%092235                     | 2035-09-22      | 5.8360%  | 0.0000% | $1000.00           | $1028.38           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.9%34                    | 2034-01-15      | 4.9000%  | 0.0000% | $1000.00           | $1010.97           | Corporate Debt Securities                         |
| FIVE CORNERS FDG TR IV         144A NT 5.997%53                    | 2053-02-15      | 5.9970%  | 0.0000% | $356000.00         | $376370.44         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 37                       | 2037-09-15      | 6.3500%  | 0.0000% | $8000.00           | $9046.91           | Corporate Debt Securities                         |
| FORTRESS CR BSL LTD 2025-23    A      20381015 FLT                 | 2038-10-15      | 5.5564%  | 0.0000% | $250000.00         | $252203.86         | Asset-Backed Securities                           |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.95000             | 2050-04-15      | 4.9500%  | 0.0000% | $684000.00         | $542964.62         | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37                    | 2037-01-25      | 6.2000%  | 0.0000% | $3263000.00        | $3532306.27        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34                       | 2034-04-15      | 5.3750%  | 0.0000% | $17000.00          | $18065.03          | Corporate Debt Securities                         |
| GREYWOLF CLO VI LTD 2018-6     B      20310426 FLT                 | 2031-04-26      | 6.0696%  | 0.0000% | $831596.00         | $832539.36         | Asset-Backed Securities                           |
| HSBC HLDGS PLC                 SUB GLBL NT 26                      | 2026-11-23      | 4.3750%  | 0.0000% | $3069000.00        | $3130655.78        | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34                       | 2034-07-01      | 6.3750%  | 0.0000% | $191000.00         | $197509.28         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.4%032932                       | 2032-03-29      | 5.4000%  | 0.0000% | $7217000.00        | $7495143.18        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 4.5%091830                       | 2030-09-18      | 4.5000%  | 0.0000% | $935000.00         | $937809.68         | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60                     | 2060-09-15      | 3.0000%  | 0.0000% | $140000.00         | $85584.01          | Corporate Debt Securities                         |
| International Bank for Reconstruction and Development (World Bank) | 2032-01-15      | 4.6250%  | 0.0000% | $76000.00          | $79995.29          | Other Instrument                                  |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT                 | 2053-06-25      | 5.3902%  | 0.0000% | $136780.00         | $122706.30         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 6.07%27                       | 2027-10-22      | 6.0700%  | 0.0000% | $2549000.00        | $2598877.56        | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 26                       | 2026-03-01      | 2.4500%  | 0.0000% | $476000.00         | $475573.19         | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35                    | 2035-03-15      | 5.8000%  | 0.0000% | $2499000.00        | $2648567.93        | Corporate Debt Securities                         |
| LOUISVILLE GAS & ELEC CO       1M GLBL BD 49                       | 2049-04-01      | 4.2500%  | 0.0000% | $3000.00           | $2507.50           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 32                       | 2032-09-01      | 4.9500%  | 0.0000% | $44000.00          | $44517.00          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33                     | 2033-01-15      | 5.0000%  | 0.0000% | $411000.00         | $416384.56         | Corporate Debt Securities                         |
| MSCI INC                       SR GLBL 144A 30                     | 2030-09-01      | 3.6250%  | 0.0000% | $99000.00          | $94919.39          | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55                    | 2055-03-15      | 6.3500%  | 0.0000% | $792000.00         | $845502.68         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.1%37                    | 2037-02-06      | 4.1000%  | 0.0000% | $240000.00         | $236042.53         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT3.4%26                    | 2026-09-15      | 3.4000%  | 0.0000% | $222000.00         | $222143.07         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     GLBL FLT NT 31                      | 2031-07-08      | 5.5482%  | 0.0000% | $967000.00         | $979276.26         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2019-L3   A-4    20521118 3.12700             | 2052-11-18      | 3.1270%  | 0.0000% | $100000.00         | $95204.38          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 1.794%021332                     | 2032-02-13      | 1.7940%  | 0.0000% | $1000.00           | $880.05            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 0.985%121026                     | 2026-12-10      | 0.9850%  | 0.0000% | $1000.00           | $1000.32           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.971%072238                     | 2038-07-22      | 3.9710%  | 0.0000% | $1000.00           | $913.15            | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.164%042029                     | 2029-04-20      | 5.1640%  | 0.0000% | $20000.00          | $20488.16          | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 102225-101829                    | 2029-10-18      | 5.2082%  | 0.0000% | $22000.00          | $22047.61          | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT2.7%30                    | 2030-06-22      | 2.7000%  | 0.0000% | $1841000.00        | $1726222.85        | Corporate Debt Securities                         |
| NEWMONT CORP                   SR GLBL NT2.8%29                    | 2029-10-01      | 2.8000%  | 0.0000% | $11000.00          | $10469.51          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54                    | 2054-06-15      | 6.7500%  | 0.0000% | $4244000.00        | $4706850.64        | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.1%27                    | 2027-05-17      | 3.1000%  | 0.0000% | $2000.00           | $2008.32           | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27                    | 2027-09-01      | 3.6000%  | 0.0000% | $737000.00         | $734796.37         | Corporate Debt Securities                         |
| ONEOK PARTNERS LP              GTD SR NT6.85%37                    | 2037-10-15      | 6.8500%  | 0.0000% | $1200000.00        | $1330565.33        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35                     | 2035-08-15      | 6.0000%  | 0.0000% | $62000.00          | $65999.41          | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL -49TH 52                    | 2052-06-15      | 2.9000%  | 0.0000% | $100000.00         | $62150.56          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 SR GLBL NT 35                       | 2035-03-15      | 4.9500%  | 0.0000% | $21000.00          | $21045.67          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 1%26                     | 2026-04-23      | 1.0000%  | 0.0000% | $2000.00           | $1973.10           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 4.65%101830                      | 2030-10-18      | 4.6500%  | 0.0000% | $59000.00          | $59855.50          | Corporate Debt Securities                         |
| SAGARD- HALSEYPT CLO 2025-10   B      20381020 FLT                 | 2038-10-20      | 5.6297%  | 0.0000% | $250000.00         | $250261.17         | Asset-Backed Securities                           |
| SCHWAB CHARLES CORP            PERP SUB -I NT4%                    | 2079-12-31      | 4.0000%  | 0.0000% | $2086000.00        | $2079422.15        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2016-3          B-2    20461125 FLT                 | 2046-11-25      | 3.6030%  | 0.0000% | $2842620.00        | $1457270.32        | Private Label Collateralized Mortgage Obligations |
| SERENITY-PEACE PARK CLO 2025-1 A-1    20381025 FLT                 | 2038-10-25      | 5.2526%  | 0.0000% | $266300.00         | $268382.31         | Asset-Backed Securities                           |
| SOCIETE GENERALE               FR 6.066%011935                     | 2035-01-19      | 6.0660%  | 0.0000% | $3177000.00        | $3398813.37        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 27                       | 2027-08-01      | 5.1130%  | 0.0000% | $5198000.00        | $5406829.65        | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48                    | 2048-11-15      | 3.7950%  | 0.0000% | $1000.00           | $811.71            | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43                        | 2043-11-08      | 4.8000%  | 0.0000% | $2000.00           | $1957.93           | Corporate Debt Securities                         |
| TD SYNNEX CORPORATION          SR GLBL NT5.3%35                    | 2035-10-10      | 5.3000%  | 0.0000% | $1000.00           | $1003.84           | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537                       | 2037-03-15      | 5.7000%  | 0.0000% | $129000.00         | $138896.02         | Corporate Debt Securities                         |
| TOTALENERGIES CAP SA           GLBL NT 5.638%64                    | 2064-04-05      | 5.6380%  | 0.0000% | $2000.00           | $2003.25           | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C14       A-S    20511215 FLT                 | 2051-12-15      | 4.7494%  | 0.0000% | $31028.00          | $30793.92          | Private Label Collateralized Mortgage Obligations |
| UNITED OVERSEAS BK LTD         FR 3.863%100732                     | 2032-10-07      | 3.8630%  | 0.0000% | $3524000.00        | $3500452.73        | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733                     | 2033-01-27      | 2.6770%  | 0.0000% | $429000.00         | $387918.94         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52                    | 2052-05-15      | 5.6250%  | 0.0000% | $531000.00         | $519237.02         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428                     | 2028-03-24      | 3.5260%  | 0.0000% | $395000.00         | $393129.26         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.557%072534                     | 2034-07-25      | 5.5570%  | 0.0000% | $987000.00         | $1053019.11        | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 1.15%26                     | 2026-06-03      | 1.1500%  | 0.0000% | $943000.00         | $931774.37         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 4.043%27                    | 2027-08-26      | 4.0430%  | 0.0000% | $228000.00         | $230356.96         | Corporate Debt Securities                         |
| WESTPAC BKG CORP               SR GLBL NT4.6%26                    | 2026-10-20      | 4.6000%  | 0.0000% | $33000.00          | $33249.41          | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 32                     | 2032-02-02      | 3.8280%  | 0.0000% | $794000.00         | $728770.78         | Corporate Debt Securities                         |

### Security 111: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV94W3X7, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: BIV94W3X7
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIANCE RES OP PART LP/ALLIAN SR GLBL 144A 29  | 2029-06-15      | 8.6250%  | 0.0000% | $2132000.00        | $2326296.27        | Corporate Debt Securities |
| AMER SPORTS CO                 SR SEC 144A NT31 | 2031-02-16      | 6.7500%  | 0.0000% | $496000.00         | $522699.68         | Corporate Debt Securities |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30 | 2030-08-15      | 10.0000% | 0.0000% | $210000.00         | $232802.03         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $4596000.00        | $3409390.68        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR SEC GLBL 28   | 2028-09-30      | 11.0000% | 0.0000% | $786000.00         | $837614.00         | Corporate Debt Securities |
| BELLRING BRANDS INC            SR 144A NT 7%30  | 2030-03-15      | 7.0000%  | 0.0000% | $2254000.00        | $2345477.34        | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30  | 2030-03-01      | 4.7500%  | 0.0000% | $202000.00         | $194125.37         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2099-12-31      | 7.6250%  | 0.0000% | $85000.00          | $90327.56          | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 28    | 2028-10-15      | 5.6250%  | 0.0000% | $150000.00         | $102914.06         | Corporate Debt Securities |
| DISH DBS CORPORATION           SR GLBL NT 28    | 2028-07-01      | 7.3750%  | 0.0000% | $1195000.00        | $1141456.03        | Corporate Debt Securities |
| DISH DBS CORPORATION           SR SEC GLBL 28   | 2028-12-01      | 5.7500%  | 0.0000% | $1376000.00        | $1354091.79        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30   | 2030-05-15      | 8.7500%  | 0.0000% | $3867000.00        | $4197888.45        | Corporate Debt Securities |
| GLOBAL MARINE INC              SR GLBL NT 7%28  | 2028-06-01      | 7.0000%  | 0.0000% | $5181000.00        | $5124872.50        | Corporate Debt Securities |
| GOTO GROUP INC                 SR SEC GLBL 28   | 2028-05-01      | 5.5000%  | 0.0000% | $1965000.00        | $1647292.25        | Corporate Debt Securities |
| ITAU UNIBANCO HLDG S A         FR 6%022730      | 2030-02-27      | 6.0000%  | 0.0000% | $393000.00         | $416532.84         | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $1750000.00        | $1731951.42        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31    | 2031-10-01      | 3.6250%  | 0.0000% | $27000.00          | $24590.81          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $2993000.00        | $2920417.26        | Corporate Debt Securities |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030  | 2030-09-30      | 6.1250%  | 0.0000% | $618000.00         | $617261.06         | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $2449000.00        | $2359484.63        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 32   | 2032-03-01      | 6.6250%  | 0.0000% | $1188000.00        | $1240452.18        | Corporate Debt Securities |

### Security 112: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV950Y87, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV950Y87
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BBCMS MTG TR 2020-C7           A-S    20530417 FLT     | 2053-04-17      | 2.4440%  | 0.0000% | $176000.00         | $154575.29         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2023-C7     A-2    20561215 6.77000 | 2056-12-15      | 6.7700%  | 0.0000% | $94000.00          | $99575.95          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2024-C9     A-5    20570717 5.75920 | 2057-07-17      | 5.7592%  | 0.0000% | $725000.00         | $774529.34         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C5            X-A    20570817 FLT     | 2057-08-17      | 1.1594%  | 0.0000% | $3354000.00        | $128246.35         | Private Label Collateralized Mortgage Obligations |
| BMO 2023-C5 MTG TR 2023-C5     D      20560616 4.00000 | 2056-06-16      | 4.0000%  | 0.0000% | $300000.00         | $233664.10         | Private Label Collateralized Mortgage Obligations |
| BPR 2022-SSP                   A      20390516 FLT     | 2039-05-16      | 7.0322%  | 0.0000% | $100000.00         | $100312.54         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2022-C2             A-S    20540717 FLT     | 2054-07-17      | 4.8098%  | 0.0000% | $230000.00         | $227295.24         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2023-C4             A-5    20560217 FLT     | 2056-02-17      | 5.1166%  | 0.0000% | $1300000.00        | $1334197.54        | Private Label Collateralized Mortgage Obligations |
| BX MTG TRUST 2023-DELC         A      20380615 FLT     | 2038-06-15      | 6.7222%  | 0.0000% | $1000000.00        | $1004232.63        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2023-5C2       A-S    20561117 FLT     | 2056-11-17      | 7.2439%  | 0.0000% | $330000.00         | $352716.08         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-PAT              A      20410315 FLT     | 2026-03-15      | 6.1222%  | 0.0000% | $135000.00         | $135409.45         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK39                E      20550218 FLT     | 2055-02-18      | 2.5000%  | 0.0000% | $117000.00         | $77914.20          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK26                B      20630316 FLT     | 2063-03-16      | 2.9090%  | 0.0000% | $100000.00         | $90174.52          | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK44                E      20551118 FLT     | 2055-11-18      | 4.0000%  | 0.0000% | $900000.00         | $658811.10         | Private Label Collateralized Mortgage Obligations |
| BNK 2021-BNK37                 A-S    20641118 FLT     | 2064-11-18      | 2.8510%  | 0.0000% | $300000.00         | $263357.65         | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK11                X-A    20610317 FLT     | 2061-03-17      | 0.4427%  | 0.0000% | $3073000.00        | $29318.19          | Private Label Collateralized Mortgage Obligations |
| BANK 2020-BNK30                X-B    20531217 FLT     | 2053-12-17      | 0.7217%  | 0.0000% | $2476000.00        | $78408.43          | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK5                 B      20600617 FLT     | 2060-06-17      | 3.8960%  | 0.0000% | $50000.00          | $48604.63          | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR6                X-A    20570517 FLT     | 2057-05-17      | 0.7427%  | 0.0000% | $15700000.00       | $385525.53         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR13               X-A    20580117 FLT     | 2058-01-17      | 1.0616%  | 0.0000% | $3153000.00        | $129656.20         | Private Label Collateralized Mortgage Obligations |
| BARINGS LN P 5.25347 20JUL33 144A F                    | 2033-07-20      | 4.8200%  | 0.0000% | $34600000.00       | $33414531.98       | Asset-Backed Securities                           |
| BBCMS MTG TR 2023-C20          X-A    20560717 FLT     | 2056-07-17      | 0.8556%  | 0.0000% | $4370000.00        | $202935.32         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B3       X-A    20510412 FLT     | 2051-04-12      | 0.5634%  | 0.0000% | $7245726.00        | $54674.30          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B23      A-2    20540218 1.62000 | 2054-02-18      | 1.6200%  | 0.0000% | $493000.00         | $450854.41         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B19      A-4    20530917 FLT     | 2053-09-17      | 1.5460%  | 0.0000% | $125000.00         | $112763.29         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B19      A-S    20530917 FLT     | 2053-09-17      | 2.1480%  | 0.0000% | $65000.00          | $54188.81          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B31      X-A    20541217 FLT     | 2054-12-17      | 0.7605%  | 0.0000% | $4829000.00        | $170098.67         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2024-V6  D      20570316 4.00000 | 2057-03-16      | 4.0000%  | 0.0000% | $210000.00         | $190143.52         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-5C3          A-S    20570216 FLT     | 2057-02-16      | 6.2858%  | 0.0000% | $100000.00         | $104545.32         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE 2024-5C3          C      20570216 FLT     | 2057-02-16      | 6.8592%  | 0.0000% | $1605000.00        | $1656212.38        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C7            A-S    20571119 FLT     | 2057-11-19      | 5.8876%  | 0.0000% | $20000.00          | $20643.81          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2025-5C12      A-S    20581018 5.55700 | 2058-10-18      | 5.5570%  | 0.0000% | $355000.00         | $365808.98         | Private Label Collateralized Mortgage Obligations |
| BMO 2024-C10 MORTGAGE 2024-C10 C      20571119 FLT     | 2057-11-19      | 5.9790%  | 0.0000% | $34000.00          | $34352.32          | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2025-5C9    C      20580417 FLT     | 2058-04-17      | 6.2563%  | 0.0000% | $205000.00         | $209047.23         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2025-5C11   A-S    20580717 5.93830 | 2058-07-17      | 5.9383%  | 0.0000% | $50000.00          | $52317.93          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG 2021-NQM1 TR     A-1    20490225 FLT     | 2049-02-25      | 0.9410%  | 0.0000% | $2305000.00        | $492478.12         | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-SDMF                A      20340915 FLT     | 2034-09-15      | 4.7355%  | 0.0000% | $430000.00         | $398130.27         | Private Label Collateralized Mortgage Obligations |
| CD 2019-CD8 MTG TR             C      20570817 FLT     | 2057-08-17      | 3.7190%  | 0.0000% | $720000.00         | $581073.24         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2019-INV3            A-11   20490825 FLT     | 2049-08-25      | 5.2473%  | 0.0000% | $5836000.00        | $699733.91         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-CCRE16        B      20470412 4.58200 | 2047-04-12      | 4.5820%  | 0.0000% | $91000.00          | $52239.41          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS6          C      20471212 FLT     | 2047-12-12      | 4.4085%  | 0.0000% | $46000.00          | $17853.03          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2019-C18     A-2    20521217 2.84490 | 2052-12-17      | 2.8449%  | 0.0000% | $60000.00          | $10798.33          | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2020-C19     A-1    20530317 1.29550 | 2053-03-17      | 1.2955%  | 0.0000% | $80000.00          | $4553.40           | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2015-C1      A-S    20500415 FLT     | 2050-04-15      | 3.7910%  | 0.0000% | $1074000.00        | $611426.24         | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2015-C4      C      20481118 FLT     | 2048-11-18      | 4.7605%  | 0.0000% | $246000.00         | $212445.47         | Private Label Collateralized Mortgage Obligations |
| CSMC 2022-NQM1 TRUST           A-1    20661125 FLT     | 2066-11-25      | 2.2650%  | 0.0000% | $260000.00         | $176620.56         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           A-1    20560325 FLT     | 2056-03-25      | 0.8300%  | 0.0000% | $3000000.00        | $1040842.80        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           A-3    20560325 FLT     | 2056-03-25      | 1.1690%  | 0.0000% | $3640998.00        | $1274039.22        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           M-1    20560325 FLT     | 2056-03-25      | 2.1930%  | 0.0000% | $1100000.00        | $724463.85         | Private Label Collateralized Mortgage Obligations |
| CEDAR FUNDING CLO LTD 2019-11R A-1R2  20320601 FLT     | 2032-06-01      | 5.2589%  | 0.0000% | $31357838.00       | $26388491.17       | Asset-Backed Securities                           |
| CHASE HOME LDG MTG TR 2025-2   A-9-X  20551225 FLT     | 2055-12-25      | 0.2000%  | 0.0000% | $5000000.00        | $23622.71          | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2025-3   A-X-1  20560225 FLT     | 2056-02-25      | 0.2975%  | 0.0000% | $253894000.00      | $1040602.53        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  C      20490412 FLT     | 2049-04-12      | 4.8851%  | 0.0000% | $50000.00          | $48628.59          | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC31   A-4    20480612 3.76200 | 2048-06-12      | 3.7620%  | 0.0000% | $940024.00         | $152712.64         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  A-3    20511110 4.14500 | 2051-11-10      | 4.1450%  | 0.0000% | $59000.00          | $58455.56          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2025-3     A-I-29 20550625 FLT     | 2055-06-25      | 1.8172%  | 0.0000% | $35832438.00       | $1141885.77        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            A-M    20511017 FLT     | 2051-10-17      | 4.6149%  | 0.0000% | $300000.00         | $291321.53         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TRUST K-136        X1     20311125 FLT     | 2031-11-25      | 0.3932%  | 0.0000% | $36300000.00       | $623857.71         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG 2021-2 TR    A-3    20660625 FLT     | 2066-06-25      | 1.2910%  | 0.0000% | $2845000.00        | $1139051.87        | Private Label Collateralized Mortgage Obligations |
| FIVE 2023-V1 MTG TR 2023-V1    X-A    20560211 FLT     | 2056-02-11      | 0.6738%  | 0.0000% | $5004000.00        | $50194.47          | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018-6RR       2-A-4  20481025 FLT     | 2048-10-25      | 4.0000%  | 0.0000% | $345000.00         | $6667.83           | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2020-1INV      A-11   20500325 FLT     | 2050-03-25      | 4.9555%  | 0.0000% | $290000.00         | $64883.60          | Private Label Collateralized Mortgage Obligations |
| GCAT 2021-NQM4 TRUST           A-2    20660825 FLT     | 2066-08-25      | 1.2990%  | 0.0000% | $470000.00         | $207049.73         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-GC5        X-A    20440812 FLT     | 2044-08-12      | 0.0000%  | 0.0000% | $940000.00         | $22.88             | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS2        X-A    20490512 FLT     | 2049-05-12      | 1.7076%  | 0.0000% | $2000000.00        | $1689.35           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-GS9        A-S    20510310 FLT     | 2051-03-10      | 4.1410%  | 0.0000% | $260000.00         | $251086.38         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SEC TR 2020-GC47   B      20530514 FLT     | 2053-05-14      | 3.4514%  | 0.0000% | $113000.00         | $102265.93         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BK SEC TR 2020-PJ6 A-9-X  20510525 FLT     | 2051-05-25      | 1.4672%  | 0.0000% | $28814000.00       | $1684969.31        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR 2021-HP1  A-9    20520125 FLT     | 2052-01-25      | 5.0000%  | 0.0000% | $500000.00         | $362582.93         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-GSA3       D      20541217 2.25000 | 2054-12-17      | 2.2500%  | 0.0000% | $675000.00         | $410582.25         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2021-GSA3       E      20541217 2.25000 | 2054-12-17      | 2.2500%  | 0.0000% | $3000000.00        | $1569336.00        | Private Label Collateralized Mortgage Obligations |
| GS MRTG-BCK SEC 2022-NQM1      A-X-1  20620525 FLT     | 2062-05-25      | 0.0719%  | 0.0000% | $269670000.00      | $1655287.23        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-MM1             B-4    20520725 FLT     | 2052-07-25      | 2.8183%  | 0.0000% | $1879000.00        | $1034592.68        | Private Label Collateralized Mortgage Obligations |
| GRACE TR 2020-GRCE             X      20401212 FLT     | 2040-12-12      | 0.3009%  | 0.0000% | $4902000.00        | $68680.75          | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     A-10   20340807 4.15450 | 2034-08-07      | 4.1545%  | 0.0000% | $1570000.00        | $1573719.46        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-11   20500625 FLT     | 2050-06-25      | 5.2724%  | 0.0000% | $658000.00         | $5550.54           | Private Label Collateralized Mortgage Obligations |
| J.P. MRGN CHASE CML TR 2021-2N D      20400109 FLT     | 2040-01-09      | 2.0765%  | 0.0000% | $125000.00         | $100429.80         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-LTV1    M-1    20520725 FLT     | 2052-07-25      | 3.5153%  | 0.0000% | $100000.00         | $67671.54          | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MORTG TR 2022-5     A-9-X  20520925 FLT     | 2052-09-25      | 0.3000%  | 0.0000% | $53000000.00       | $836632.14         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C25 A-S    20471118 4.06510 | 2047-11-18      | 4.0651%  | 0.0000% | $460000.00         | $447781.29         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON A      20310708 4.12830 | 2031-07-08      | 4.1283%  | 0.0000% | $1250000.00        | $1095946.56        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-LTV3     A-11   20500325 FLT     | 2050-03-25      | 4.9555%  | 0.0000% | $1110000.00        | $508.20            | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-4        A-11   20510825 FLT     | 2051-08-25      | 5.0000%  | 0.0000% | $860000.00         | $525771.28         | Private Label Collateralized Mortgage Obligations |
| LCM 37 LTD                     A-1-R  20340417 FLT     | 2034-04-17      | 4.9645%  | 0.0000% | $9340103.00        | $8560508.54        | Asset-Backed Securities                           |
| MCR MORTGAGE 2024-HTL          A      20370217 FLT     | 2037-02-15      | 5.7914%  | 0.0000% | $644000.00         | $520201.30         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  B      20361215 2.71752 | 2036-12-15      | 2.7175%  | 0.0000% | $165000.00         | $137736.16         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      A-4    20480417 3.30600 | 2048-04-17      | 3.3060%  | 0.0000% | $1897000.00        | $270185.37         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      A-S    20480417 3.56100 | 2048-04-17      | 3.5610%  | 0.0000% | $420000.00         | $404983.95         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      B      20480417 FLT     | 2048-04-17      | 3.8830%  | 0.0000% | $55000.00          | $51810.87          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANY CAP I TR 2020-HR8 A-S    20530717 FLT     | 2053-07-17      | 2.2980%  | 0.0000% | $388000.00         | $341787.65         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANY CAP I TR 2020-HR8 B      20530717 FLT     | 2053-07-17      | 2.7040%  | 0.0000% | $150000.00         | $129685.40         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANY CAP I TR 2020-HR8 C      20530717 FLT     | 2053-07-17      | 3.7140%  | 0.0000% | $250000.00         | $215543.00         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2004-6AR    5-A    20340825 FLT     | 2034-08-25      | 4.1664%  | 0.0000% | $600000.00         | $3190.61           | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C31      A-S    20491118 3.52700 | 2049-11-18      | 3.5270%  | 0.0000% | $500000.00         | $487259.58         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C31      B      20491118 FLT     | 2049-11-18      | 3.8800%  | 0.0000% | $150000.00         | $143177.30         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2017-C33      A-S    20500517 3.85200 | 2050-05-17      | 3.8520%  | 0.0000% | $50000.00          | $49154.65          | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2018-OSS  X      20371217 FLT     | 2037-12-17      | 0.0067%  | 0.0000% | $40840500.00       | $12968.74          | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM4       A-3    20590925 FLT     | 2059-09-25      | 2.7968%  | 0.0000% | $560000.00         | $126522.69         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2016-3      A-1B   20560925 FLT     | 2056-09-25      | 3.2500%  | 0.0000% | $340472.00         | $45510.43          | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM5       B-1    20591125 FLT     | 2059-11-25      | 4.0442%  | 0.0000% | $1000000.00        | $898983.19         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR  2021-INV2   B2     20510925 FLT     | 2051-09-25      | 3.4717%  | 0.0000% | $258500.00         | $202326.37         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-NQM1               M-1    20611125 FLT     | 2061-11-25      | 3.5040%  | 0.0000% | $100000.00         | $73590.10          | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUST            A-2    20631025 7.51300 | 2063-10-25      | 7.5130%  | 0.0000% | $1594000.00        | $959499.01         | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUST            A-3    20631025 7.66400 | 2063-10-25      | 7.6640%  | 0.0000% | $1329000.00        | $799642.91         | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUST            M-1    20631025 FLT     | 2063-10-25      | 7.6373%  | 0.0000% | $915000.00         | $929637.61         | Private Label Collateralized Mortgage Obligations |
| PRKCM 2025-AFC1 TRUST          A-2    20601025 FLT     | 2060-10-25      | 5.2530%  | 0.0000% | $1000000.00        | $997940.73         | Private Label Collateralized Mortgage Obligations |
| PRKCM 2025-AFC1 TRUST          A-3    20601025 FLT     | 2060-10-25      | 5.3550%  | 0.0000% | $1000000.00        | $997836.35         | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL MTG LN TR 2019-2   B-1    20590525 FLT     | 2059-05-25      | 4.7130%  | 0.0000% | $100000.00         | $98890.35          | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    C      20430108 FLT     | 2043-01-08      | 4.3880%  | 0.0000% | $1045000.00        | $841931.08         | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2022-1   A-3    20620325 3.67700 | 2062-03-25      | 3.6770%  | 0.0000% | $750000.00         | $526881.69         | Private Label Collateralized Mortgage Obligations |
| SG RESDTL MRTG TR 2022-2       A-2    20620825 FLT     | 2062-08-25      | 5.3530%  | 0.0000% | $55000.00          | $41415.91          | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TR 2025-6     A-8    20550725 FLT     | 2055-07-25      | 5.5000%  | 0.0000% | $1000000.00        | $1003479.33        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-2     A-1    20650525 FLT     | 2065-05-25      | 0.9430%  | 0.0000% | $11250000.00       | $1647398.75        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2020-3     M-1    20650425 FLT     | 2065-04-25      | 3.5440%  | 0.0000% | $1193000.00        | $1086801.92        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C3        B      20500817 FLT     | 2050-08-17      | 4.0920%  | 0.0000% | $340000.00         | $326359.54         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2017-C4        B      20501017 FLT     | 2050-10-17      | 4.2390%  | 0.0000% | $100000.00         | $95880.15          | Private Label Collateralized Mortgage Obligations |
| UBS COMM MTG TR 2019-C16       X-A    20520417 FLT     | 2052-04-17      | 1.5167%  | 0.0000% | $2500000.00        | $76090.68          | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MTG TR 2019-C18 B      20521217 FLT     | 2052-12-17      | 3.6811%  | 0.0000% | $100000.00         | $88884.36          | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C12       X-A    20510817 FLT     | 2051-08-17      | 0.8422%  | 0.0000% | $13221000.00       | $202885.68         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-1            M-1    20660125 FLT     | 2066-01-25      | 1.9680%  | 0.0000% | $1517000.00        | $1214937.99        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2021-1            B-1    20660125 FLT     | 2066-01-25      | 2.9770%  | 0.0000% | $1575000.00        | $1273574.66        | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION TR 2021-R2 A-3    20640225 FLT     | 2064-02-25      | 1.2270%  | 0.0000% | $6598000.00        | $1172559.70        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2021-5 A-2    20660925 FLT     | 2066-09-25      | 1.2180%  | 0.0000% | $390000.00         | $175895.41         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021-3         B-1    20660625 FLT     | 2066-06-25      | 3.2030%  | 0.0000% | $880000.00         | $682708.55         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS1  C      20480515 FLT     | 2048-05-15      | 3.8480%  | 0.0000% | $1642500.00        | $725333.52         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C36   A-S    20591118 FLT     | 2059-11-18      | 3.4190%  | 0.0000% | $195000.00         | $191243.55         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C39 A-4    20500916 3.15700 | 2050-09-16      | 3.1570%  | 0.0000% | $115000.00         | $113119.04         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     C      20510517 FLT     | 2051-05-17      | 4.8194%  | 0.0000% | $150000.00         | $136037.72         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2018-C48   B      20520118 FLT     | 2052-01-18      | 4.9040%  | 0.0000% | $56000.00          | $54429.74          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG  2018-C47  A-S    20610916 FLT     | 2061-09-16      | 4.6730%  | 0.0000% | $375000.00         | $374044.94         | Private Label Collateralized Mortgage Obligations |
| NAVESINK CLO LTD 2023-1R       A-1R   20330725 FLT     | 2033-07-25      | 5.5380%  | 0.0000% | $30000000.00       | $30010659.93       | Asset-Backed Securities                           |

### Security 113: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV950YF1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV950YF1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| ABFS MORTGAGE LOAN TR 2001-2   A-4    20311225 FLT      | 2031-12-25      | 7.4900%  | 0.0000% | $125000.00         | $71.63             | Asset-Backed Securities |
| AAMES MTG TR 2005-4            M8     20351025 FLT      | 2035-10-25      | 0.0000%  | 0.0000% | $1000000.00        | $686.17            | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2005-3    M-8    20350925 FLT      | 2035-09-25      | 6.0555%  | 0.0000% | $1000000.00        | $682.83            | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-4    20360425 FLT      | 2036-04-25      | 1.6016%  | 0.0000% | $8000000.00        | $4129.34           | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-8    20370225 FLT      | 2037-02-25      | 5.4055%  | 0.0000% | $500000.00         | $305.31            | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2004-R11   M-7    20341225 FLT      | 2034-12-25      | 3.9418%  | 0.0000% | $1000000.00        | $306830.66         | Asset-Backed Securities |
| AQUA FIN ISSUER  TR 2025-B     D      20510517 6.16000  | 2051-05-17      | 6.1600%  | 0.0000% | $2000000.00        | $2016459.11        | Asset-Backed Securities |
| BANKERS HELCAE GRP SECR 2020-A C      20310917 5.17000  | 2031-09-17      | 5.1700%  | 0.0000% | $2000000.00        | $1952094.12        | Asset-Backed Securities |
| BATTALION CLO LTD 2021-22      E      20350122 FLT      | 2035-01-22      | 11.0960% | 0.0000% | $1150000.00        | $1004640.53        | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-HE3 M-5    20340425 FLT      | 2034-04-25      | 4.9366%  | 0.0000% | $7500000.00        | $768551.54         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-BO1 M-9B   20341025 FLT      | 2034-10-25      | 10.1055% | 0.0000% | $1325000.00        | $1347879.87        | Asset-Backed Securities |
| BHG SEC TR 2025-1CON           E      20360417 8.62000  | 2036-04-17      | 8.6200%  | 0.0000% | $2000000.00        | $2082226.45        | Asset-Backed Securities |
| BHG SECURITIZATION TRT 2021-A  A      20331117 1.42000  | 2033-11-17      | 1.4200%  | 0.0000% | $13565000.00       | $1135440.88        | Asset-Backed Securities |
| BHG SECURITIZATION TRT 2021-A  C      20331117 3.69000  | 2033-11-17      | 3.6900%  | 0.0000% | $1300000.00        | $1273819.30        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2025-HE1     B-1    20691125 6.75637  | 2069-11-25      | 16.9905% | 0.0000% | $1500000.00        | $1468879.87        | Asset-Backed Securities |
| CFG INVESTMENTS LTD 2025-1     C      20360325 12.72000 | 2036-03-25      | 12.7200% | 0.0000% | $1000000.00        | $1044864.00        | Asset-Backed Securities |
| CIFC FDING 2022-2 LTD          F      20350419 FLT      | 2035-04-19      | 10.0844% | 0.0000% | $2507500.00        | $2278819.40        | Asset-Backed Securities |
| CWABS INC 2004-SD2             B1 144 20320825 FLT      | 2032-08-25      | 8.1555%  | 0.0000% | $7000000.00        | $1508798.57        | Asset-Backed Securities |
| AAMES MTG TR 2005-2            M9     20350725 FLT      | 2035-07-25      | 0.0000%  | 0.0000% | $3321000.00        | $2572.12           | Asset-Backed Securities |
| AAMES MTG TR 2005-2            B1     20350725 FLT      | 2035-07-25      | 0.0000%  | 0.0000% | $1500000.00        | $1449.25           | Asset-Backed Securities |
| CWABS INC 2004-S1              M-1    20350225 FLT      | 2035-02-25      | 5.2520%  | 0.0000% | $5863000.00        | $20251.59          | Asset-Backed Securities |
| CWABS INC 2005-6               M-7    20350525 FLT      | 2035-05-25      | 5.8305%  | 0.0000% | $2325000.00        | $1939847.11        | Asset-Backed Securities |
| CPC ASSET SEC IV LLC 2025-1    C      20310715 7.39000  | 2031-07-15      | 7.3900%  | 0.0000% | $710000.00         | $724727.85         | Asset-Backed Securities |
| COINSTAR FDG LLC 2017-1        A-2    20470425 5.21600  | 2047-04-25      | 5.2160%  | 0.0000% | $3000000.00        | $2507198.82        | Asset-Backed Securities |
| CSFB HEQ PTC 2005-4            M-2    20360125 FLT      | 2036-01-25      | 6.0906%  | 0.0000% | $3320000.00        | $104310.57         | Asset-Backed Securities |
| DSLA MTG LN TR 2005-AR4        2-A1B  20450819 FLT      | 2045-08-19      | 5.0277%  | 0.0000% | $67035000.00       | $1787671.43        | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-2R2   E-R2   20371015 FLT      | 2037-10-15      | 10.4045% | 0.0000% | $1000000.00        | $977994.24         | Asset-Backed Securities |
| FBR SEC TRUST 2005-5           M-10   20351126 FLT      | 2035-11-26      | 7.4805%  | 0.0000% | $1500000.00        | $1261.75           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-3      M2     20361125 FLT      | 2036-11-25      | 0.0000%  | 0.0000% | $4207000.00        | $2171.52           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2007-1      M3     20370425 FLT      | 2037-04-25      | 0.0000%  | 0.0000% | $5000000.00        | $2789.17           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2007-1      M4     20370425 FLT      | 2037-04-25      | 0.0000%  | 0.0000% | $6717000.00        | $4138.80           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2007-1      M5     20370425 FLT      | 2037-04-25      | 0.0000%  | 0.0000% | $3000000.00        | $1898.50           | Asset-Backed Securities |
| FIGRE TRUST 2023-HE3           CE     20531125 FLT      | 2053-11-25      | 5.2202%  | 0.0000% | $800000.00         | $551802.34         | Asset-Backed Securities |
| FIGRE TR 2025-HE6              E      20550925 FLT      | 2055-09-25      | 6.6190%  | 0.0000% | $1325000.00        | $1333919.68        | Asset-Backed Securities |
| FIGRE TR 2025-HE6              F      20550925 FLT      | 2055-09-25      | 7.6540%  | 0.0000% | $1300000.00        | $1309859.63        | Asset-Backed Securities |
| FIGRE TRUST 2025-PF2           B      20551025 FLT      | 2055-10-25      | 5.1170%  | 0.0000% | $1750000.00        | $1725313.18        | Asset-Backed Securities |
| FIGRE TRUST 2025-PF2           C      20551025 FLT      | 2055-10-25      | 5.2180%  | 0.0000% | $1800000.00        | $1775356.75        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2004-FF7    M8     20340925 FLT      | 2034-09-25      | 7.8555%  | 0.0000% | $9379000.00        | $1563654.47        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FFH3   M-3    20350925 FLT      | 2035-09-25      | 4.9755%  | 0.0000% | $6835000.00        | $454513.83         | Asset-Backed Securities |
| FREMONT HM LN TR 2004-2        M-2    20340725 FLT      | 2034-07-25      | 5.0355%  | 0.0000% | $14286000.00       | $29135.23          | Asset-Backed Securities |
| GOODLEAP SUS TR 2023-4         C      20570320 9.00000  | 2057-03-20      | 9.0000%  | 0.0000% | $2600000.00        | $594245.60         | Asset-Backed Securities |
| HOME EQUITY MTG TR 2006-6      2A-1   20370325 FLT      | 2037-03-25      | 4.3055%  | 0.0000% | $1222902.00        | $6055.66           | Asset-Backed Securities |
| HOME EQUITY MTG TR 2006-6      2A-3   20370325 FLT      | 2037-03-25      | 4.6055%  | 0.0000% | $18000000.00       | $150837.46         | Asset-Backed Securities |
| ISLAND FINANCE TR 2025-1       C      20350319 10.00000 | 2035-03-19      | 10.0000% | 0.0000% | $1000000.00        | $1024275.89        | Asset-Backed Securities |
| JEFFERSON MILL CLO LTD 2015-R  E-R    20311020 FLT      | 2031-10-20      | 10.5960% | 0.0000% | $1263000.00        | $1239517.90        | Asset-Backed Securities |
| KRFF 2021-FL2 LTD              B      20390217 FLT      | 2039-02-17      | 5.7955%  | 0.0000% | $450000.00         | $447534.38         | Asset-Backed Securities |
| LCM XXIII LTD 2016-23          D      20291022 FLT      | 2029-10-22      | 11.1960% | 0.0000% | $1500000.00        | $1135533.15        | Asset-Backed Securities |
| MERCHANTS FLEET 2023-1         A      20360520 7.21000  | 2036-05-20      | 7.2100%  | 0.0000% | $600000.00         | $228474.43         | Asset-Backed Securities |
| ML MTG INVESTORS 2002-AFC1     BF-1   20320925 FLT      | 2032-09-25      | 4.7948%  | 0.0000% | $3130000.00        | $463651.36         | Asset-Backed Securities |
| MILL CITY MTG LN TR 2021-NMR1  B5     20601125 FLT      | 2060-11-25      | 3.7462%  | 0.0000% | $3865000.00        | $2030141.01        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE9    M-6    20341125 FLT      | 2034-11-25      | 5.9805%  | 0.0000% | $4000000.00        | $701865.27         | Asset-Backed Securities |
| NELNET STUDENT LOAN 2023-PL1   A-1A   20531125 FLT      | 2053-11-25      | 6.4328%  | 0.0000% | $1888000.00        | $865470.68         | Asset-Backed Securities |
| NEW CENTURY HE TR 2005-3       M-5    20350725 FLT      | 2035-07-25      | 5.1105%  | 0.0000% | $500000.00         | $261964.47         | Asset-Backed Securities |
| OXFORD FIN CR FD III 2025-A LP A-2    20340814 FLT      | 2034-08-14      | 5.8780%  | 0.0000% | $1000000.00        | $1011091.72        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-6    D1     20311117 11.35300 | 2031-11-17      | 11.3530% | 0.0000% | $1000000.00        | $620496.83         | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-8    F      20320115 10.00000 | 2032-01-15      | 10.0000% | 0.0000% | $2000000.00        | $1280041.89        | Asset-Backed Securities |
| PIONEER AIR FIN 2019           EQT CT 20440615 0.00000  | 2044-06-15      | 0.0000%  | 0.0000% | $3500000.00        | $1995000.00        | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RZ2     M-2    20360525 FLT      | 2036-05-25      | 4.6155%  | 0.0000% | $3280571.00        | $1846853.31        | Asset-Backed Securities |
| RASC TRUST 2005-KS12           M-5    20360125 FLT      | 2036-01-25      | 5.1105%  | 0.0000% | $2500000.00        | $1220554.49        | Asset-Backed Securities |
| RESEARCH-DRIVEN MTR TR 2022-7  A      20301125 5.38000  | 2030-11-25      | 5.3800%  | 0.0000% | $2000000.00        | $27875.42          | Asset-Backed Securities |
| SAXON ASSET SEC TR 2006-3      M-4    20361125 FLT      | 2036-11-25      | 4.6755%  | 0.0000% | $2600000.00        | $1376.70           | Asset-Backed Securities |
| SHACKL 2017-11 CLO LTD         F      20300815 FLT      | 2030-08-15      | 12.6730% | 0.0000% | $1958000.00        | $1728965.49        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-3         M-4    20350625 FLT      | 2035-06-25      | 5.0955%  | 0.0000% | $3240000.00        | $1818631.88        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2006-WF2       M-3    20361226 FLT      | 2036-12-26      | 4.7805%  | 0.0000% | $1900000.00        | $795167.76         | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2001-BC6 M2     20311025 FLT      | 2031-10-25      | 6.1305%  | 0.0000% | $9061000.00        | $222514.25         | Asset-Backed Securities |
| SYMPHONY CLO XV LTD 2014-15RR  E-R2   20320120 FLT      | 2032-01-20      | 10.4732% | 0.0000% | $2000000.00        | $1942841.85        | Asset-Backed Securities |
| US AUTO FUNDING TRUST 2021-1   C      20260515 2.20000  | 2026-05-15      | 2.2000%  | 0.0000% | $1125000.00        | $227858.67         | Asset-Backed Securities |
| U.S.AUTO FD TR 2022-1          B      20251215 5.13000  | 2025-12-15      | 5.1300%  | 0.0000% | $2241000.00        | $813482.34         | Asset-Backed Securities |
| UPGRADE AUTO RECV 2025-1       A-2    20290515 4.54000  | 2029-05-15      | 4.5400%  | 0.0000% | $2000000.00        | $2001961.33        | Asset-Backed Securities |
| UPSTART PASS-THRU TR 2021-ST9  CTF    20291120 0.00000  | 2029-11-20      | 0.0000%  | 0.0000% | $2429000.00        | $779757.58         | Asset-Backed Securities |
| UPX HIL ISSUER TR 2025-1       C      20470125 7.67000  | 2047-01-25      | 7.6700%  | 0.0000% | $1500000.00        | $1504734.50        | Asset-Backed Securities |
| VENTURE CLO LTD 2024-50        E      20371020 FLT      | 2037-10-20      | 12.1244% | 0.0000% | $2000000.00        | $1994209.38        | Asset-Backed Securities |

### Security 114: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV950Z03, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV950Z03
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 2.7500%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALAMANCE CNTY N C              GO SCH BDS               2024   | 2044-05-01      | 4.0000%  | 0.0000% | $20000.00          | $19930.00          | Other Instrument                                  |
| BBCMS MTG TR 2018-TALL         F      20370316 FLT             | 2037-03-16      | 7.4650%  | 0.0000% | $17156000.00       | $12779037.45       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      E      20380816 FLT             | 2038-08-16      | 6.4475%  | 0.0000% | $2000000.00        | $1197963.90        | Private Label Collateralized Mortgage Obligations |
| BARTLETT TENN                  GO PUB IMPT BDS          2019   | 2027-09-01      | 5.0000%  | 0.0000% | $15000.00          | $15789.35          | Other Instrument                                  |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT             | 2062-12-15      | 3.2943%  | 0.0000% | $1500000.00        | $19117.88          | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2025-ATLS  A      20420815 FLT             | 2042-08-15      | 5.8822%  | 0.0000% | $15300000.00       | $15378095.76       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-SLCT E      20420115 FLT             | 2042-01-15      | 7.4227%  | 0.0000% | $5000000.00        | $4996209.87        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              E      20380218 FLT             | 2038-02-18      | 6.4455%  | 0.0000% | $3000000.00        | $2818588.39        | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER LLC 2022-RTL1      A-2    20290528 5.25000         | 2029-05-28      | 7.2500%  | 0.0000% | $2500000.00        | $2503262.92        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.05200         | 2048-01-10      | 3.0520%  | 0.0000% | $2268791.00        | $2152625.12        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-LC15          E      20470412 3.50000         | 2047-04-12      | 3.5000%  | 0.0000% | $3000000.00        | $2618780.00        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          E      20470312 FLT             | 2047-03-12      | 4.6809%  | 0.0000% | $3617822.00        | $67015.46          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          D      20470912 3.49500         | 2047-09-12      | 3.4950%  | 0.0000% | $17296000.00       | $11379600.52       | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2016-C6      NR     20490115 FLT             | 2049-01-15      | 3.9214%  | 0.0000% | $5000000.00        | $4284332.35        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA STATEWIDE CMNTYS DE REF TAXABLE INSD HEALTH  2020   | 2030-08-01      | 2.0500%  | 0.0000% | $1610000.00        | $825569.22         | Other Instrument                                  |
| CAMAS WASH WTR & SWR REV       REF BDS                  2025   | 2033-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11590.67          | Other Instrument                                  |
| CHARLOTTE N C WTR & SWR SYS RE BDS                      2022   | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11288.67          | Other Instrument                                  |
| CHNGE MTG TR 2022-1            A-1    20670125 FLT             | 2067-01-25      | 3.0070%  | 0.0000% | $12425000.00       | $6748149.61        | Private Label Collateralized Mortgage Obligations |
| COLORADO SPRINGS COLO UTILS RE SYS REF BDS              A-1    | 2029-11-15      | 5.0000%  | 0.0000% | $20000.00          | $21418.31          | Other Instrument                                  |
| COMM  MORTGAGE TR 2025-SBX     C      20410812 FLT             | 2041-08-12      | 5.8404%  | 0.0000% | $1125000.00        | $1135315.11        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.81800         | 2052-03-15      | 4.8180%  | 0.0000% | $2500000.00        | $1055765.20        | Private Label Collateralized Mortgage Obligations |
| ESSEX CNTY N J                 GEN IMPT BDS             2020   | 2049-09-01      | 2.1250%  | 0.0000% | $10000.00          | $6179.42           | Other Instrument                                  |
| FARM MORTGAGE TRUST 2024-1     A      20530525 FLT             | 2053-05-25      | 4.6868%  | 0.0000% | $6250000.00        | $5248077.45        | Private Label Collateralized Mortgage Obligations |
| FOREST HILLS MICH PUB SCHS     UNLTD TAX GO BLDG SITE B 2025   | 2044-05-01      | 5.0000%  | 0.0000% | $25000.00          | $27596.19          | Other Instrument                                  |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT             | 2033-03-07      | 3.5495%  | 0.0000% | $3774195.00        | $3058826.22        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           A      20340912 FLT             | 2034-09-12      | 2.9359%  | 0.0000% | $4000000.00        | $3166586.33        | Private Label Collateralized Mortgage Obligations |
| GALT CALIF JT UN HIGH SCH DIST GO BDS                   2017   | 2043-08-01      | 3.5000%  | 0.0000% | $20000.00          | $18559.60          | Other Instrument                                  |
| GWINNETT CNTY GA SCH DIST      GO BDS                   2021   | 2032-02-01      | 4.0000%  | 0.0000% | $10000.00          | $10745.80          | Other Instrument                                  |
| HARRIS CNTY TEX MUN UTIL DIST  UNLTD TAX BDS            2025   | 2042-03-01      | 4.2500%  | 0.0000% | $20000.00          | $19613.65          | Other Instrument                                  |
| HAWAII ST                      TAXABLE GO BDS           2024   | 2031-10-01      | 5.2500%  | 0.0000% | $4000000.00        | $4276460.00        | Other Instrument                                  |
| JP MORGAN CHASE CMBS 2018-WPT  E-FL   20330708 FLT             | 2033-07-08      | 6.9450%  | 0.0000% | $3000000.00        | $1155046.98        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    E      20361215 FLT             | 2036-12-15      | 6.8965%  | 0.0000% | $7800000.00        | $41677.93          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-6    20511225 FLT             | 2051-12-25      | 2.7564%  | 0.0000% | $1809000.00        | $725202.60         | Private Label Collateralized Mortgage Obligations |
| JEMISON ALA PUB BLDG AUTH BLDG REV BDS                  2016   | 2035-03-01      | 4.0000%  | 0.0000% | $10000.00          | $9923.07           | Other Instrument                                  |
| LAS LOMITAS CALIF ELEM SCH DIS ELECTION OF 2018 GO BDS  B      | 2033-07-01      | 4.0000%  | 0.0000% | $10000.00          | $10992.03          | Other Instrument                                  |
| LEHIGH CNTY PA GEN PURP AUTH R GTD AUTH BDS             2017   | 2037-12-15      | 3.5000%  | 0.0000% | $20000.00          | $20320.24          | Other Instrument                                  |
| LOANCORE ISSUER 2025-CRE9      A-S    20430515 FLT             | 2043-05-15      | 5.7625%  | 0.0000% | $30000000.00       | $30004382.08       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT             | 2042-02-12      | 3.4767%  | 0.0000% | $12204000.00       | $7714786.06        | Private Label Collateralized Mortgage Obligations |
| MSSG TR 2017-237P              D      20390913 FLT             | 2039-09-13      | 3.7401%  | 0.0000% | $9324000.00        | $8456147.98        | Private Label Collateralized Mortgage Obligations |
| MAC TR 2025-8 5.95 15OCT40 144A FRN                            | 2040-10-15      | 5.7322%  | 0.0000% | $6000000.00        | $6027885.79        | Private Label Collateralized Mortgage Obligations |
| MANSFIELD OHIO                 GO LTD TAX WTR IMPT BDS  2020   | 2060-12-01      | 3.0000%  | 0.0000% | $15000.00          | $10801.35          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SCH DIST NO IMPT BDS                 2024   | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28502.92          | Other Instrument                                  |
| MASSACHUSETTS DEPT TRANSN MET  REF SR BDS               2019   | 2030-01-01      | 5.0000%  | 0.0000% | $25000.00          | $27361.17          | Other Instrument                                  |
| MIAMI FLA LTD AD VALOREM TAX   BDS                      2024   | 2038-01-01      | 5.0000%  | 0.0000% | $125000.00         | $142512.08         | Other Instrument                                  |
| MONROVIA CALIF UNI SCH DIST    2022 ELECTION GEN OBLIG  2025 B | 2051-08-01      | 5.0000%  | 0.0000% | $80000.00          | $84913.24          | Other Instrument                                  |
| MORGAN STANLEY CAP 2021-230P   B      20381215 FLT             | 2038-12-15      | 5.5956%  | 0.0000% | $2000132.00        | $1865313.24        | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC TR 2025-01 M-2    20550525 FLT             | 2055-05-25      | 7.2828%  | 0.0000% | $5000000.00        | $5079226.00        | Private Label Collateralized Mortgage Obligations |
| NEW CASTLE N Y                 PUB IMPT BDS             2018   | 2043-02-01      | 3.0000%  | 0.0000% | $10000.00          | $8777.70           | Other Instrument                                  |
| NEW YORK N Y                   TAXABLE GEN OBLIG BDS    FISC   | 2045-10-01      | 5.5590%  | 0.0000% | $12820000.00       | $12914423.57       | Other Instrument                                  |
| NEW YORK N Y                   TAXABLE GEN OBLIG BDS    FISC   | 2051-10-01      | 5.3720%  | 0.0000% | $19870000.00       | $19930678.56       | Other Instrument                                  |
| NEW YORK ST HSG FIN AGY REV    AFFORDABLE HSG BDS       2018   | 2048-11-01      | 3.9000%  | 0.0000% | $50000.00          | $46545.00          | Other Instrument                                  |
| NEW YORK ST DORM AUTH REVS NON SCH DISTS FING PROG BDS  2019   | 2028-10-01      | 5.0000%  | 0.0000% | $40000.00          | $41875.07          | Other Instrument                                  |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT             | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17805222.26       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-IO-S 20640125 FLT             | 2064-01-25      | 0.2100%  | 0.0000% | $272526000.00      | $302614.85         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-1    20650825 FLT             | 2065-08-25      | 6.6670%  | 0.0000% | $7914000.00        | $7924278.97        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-3    20650825 FLT             | 2065-08-25      | 7.0856%  | 0.0000% | $246000.00         | $226349.20         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-2    20650525 FLT             | 2065-05-25      | 7.2013%  | 0.0000% | $4876000.00        | $3958127.74        | Private Label Collateralized Mortgage Obligations |
| OHIO ST AIR QUALITY DEV AUTH E BDS                      2019   | 2049-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1871673.33        | Other Instrument                                  |
| AOA 2025-1301                  F      20420813 FLT             | 2042-08-13      | 8.1032%  | 0.0000% | $5000000.00        | $4999618.54        | Private Label Collateralized Mortgage Obligations |
| OREGON SCH BRDS ASSN           LTD TAX PENSION OBLIGS   2003   | 2028-06-30      | 5.6800%  | 0.0000% | $1350000.00        | $1050451.13        | Other Instrument                                  |
| PALOMAR HEALTH CALIF REV       REF BDS                  2017   | 2042-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4607.65           | Other Instrument                                  |
| PORTLAND ORE SWR SYS REV       SECOND LIEN REF BDS      2023   | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11472.43          | Other Instrument                                  |
| RACINE WIS UNI SCH DIST        GO PROM NTS                     | 2030-04-01      | 5.0000%  | 0.0000% | $60000.00          | $66005.80          | Other Instrument                                  |
| RIVERSIDE CNTY CALIF TRANSN CO REV BDS                  2017   | 2028-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10623.73          | Other Instrument                                  |
| SHR TR 2024-LXRY               E      20411015 FLT             | 2041-10-15      | 8.4822%  | 0.0000% | $26700000.00       | $26999730.30       | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3              E      20381118 FLT             | 2038-11-18      | 7.4837%  | 0.0000% | $1210000.00        | $1182395.15        | Private Label Collateralized Mortgage Obligations |
| ST CHARLES MO                  GO BDS                   2024   | 2040-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11211.03          | Other Instrument                                  |
| SALT RIV PROJ AGRIC IMPT & PWR BDS                      2024   | 2049-01-01      | 5.0000%  | 0.0000% | $3125000.00        | $3368614.58        | Other Instrument                                  |
| SEQUOIA MORTGAGE TRUST 2025-8  B-6    20550925 FLT             | 2055-09-25      | 6.2472%  | 0.0000% | $1633597.00        | $897444.33         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-10 B-6    20551125 FLT             | 2055-11-25      | 6.4607%  | 0.0000% | $2036725.00        | $1222554.14        | Private Label Collateralized Mortgage Obligations |
| SHELDON TEX INDPT SCH DIST     UNLTD TAX BLDG BDS       2024   | 2054-02-15      | 4.1250%  | 0.0000% | $200000.00         | $189677.67         | Other Instrument                                  |
| SOHO TRUST 2021-SOHO           B      20380812 FLT             | 2038-08-12      | 2.6966%  | 0.0000% | $20091000.00       | $15616375.82       | Private Label Collateralized Mortgage Obligations |
| SOUTH CAROLINA ST PUB SVCS AUT OBLIGS                   2025   | 2040-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11152.33          | Other Instrument                                  |
| SOUTHAMPTON TOWN N Y           PUB IMPT BDS             2020   | 2038-04-01      | 2.0000%  | 0.0000% | $35000.00          | $27674.73          | Other Instrument                                  |
| SPARTANBURG S C REGL HEALTH SV REF BDS                  2017   | 2048-04-15      | 4.0000%  | 0.0000% | $10000.00          | $9137.88           | Other Instrument                                  |
| STOCKTON CALIF UNI SCH DIST    ELECTION 2018 REAUTHORIZ A      | 2046-08-01      | 3.0000%  | 0.0000% | $15000.00          | $12118.05          | Other Instrument                                  |
| TEXAS ST                       GO AND REF BDS           2017   | 2031-10-01      | 3.7210%  | 0.0000% | $2565000.00        | $2542584.04        | Other Instrument                                  |
| TRINITY RIVER AUTH TEX REGL WA IMPT REF BDS             2024   | 2044-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10885.10          | Other Instrument                                  |
| UNIVERSITY CALIF REVS          GEN REGT BDS             2023   | 2036-05-15      | 5.0000%  | 0.0000% | $35000.00          | $41264.14          | Other Instrument                                  |
| UTAH TRAN AUTH SALES TAX REV   TAXABLE REF BDS          2020   | 2031-12-15      | 2.0380%  | 0.0000% | $1875000.00        | $945288.14         | Other Instrument                                  |
| VRTX TR 2025-HQ                B      20420807 FLT             | 2042-08-07      | 5.4872%  | 0.0000% | $1000000.00        | $1019359.65        | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA           B      20390715 FLT             | 2039-07-15      | 5.3975%  | 0.0000% | $1750000.00        | $1691628.54        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT             | 2070-02-25      | 7.3090%  | 0.0000% | $3266658.00        | $3257491.17        | Private Label Collateralized Mortgage Obligations |
| VIRGINIA PORT AUTH PORT FAC RE REV REF BDS              2016   | 2045-07-01      | 4.4780%  | 0.0000% | $910000.00         | $854477.87         | Other Instrument                                  |
| VONTIVE MTG TR 2025-RTL1       A1     20300325 FLT             | 2030-03-25      | 6.5070%  | 0.0000% | $5000000.00        | $5081037.50        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     D      20460817 FLT             | 2046-08-17      | 4.1457%  | 0.0000% | $2598700.00        | $1457051.31        | Private Label Collateralized Mortgage Obligations |
| WASCO CALIF UN SCH DIST        TAXABLE GO REF BDS       2021   | 2043-08-01      | 3.0070%  | 0.0000% | $1195000.00        | $890451.26         | Other Instrument                                  |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT             | 2058-07-17      | 3.9033%  | 0.0000% | $4090000.00        | $2816393.54        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2020-C55   X-D    20530218 FLT             | 2053-02-18      | 1.4068%  | 0.0000% | $14583000.00       | $965355.65         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP G      20380415 FLT             | 2038-04-15      | 12.7143% | 0.0000% | $7340000.00        | $7078877.97        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT             | 2042-06-16      | 6.9728%  | 0.0000% | $3500000.00        | $3504081.05        | Private Label Collateralized Mortgage Obligations |
| WEST CNTY FACS FING AUTH CALIF BDS                      2021   | 2046-06-01      | 4.0000%  | 0.0000% | $10000.00          | $9958.77           | Other Instrument                                  |
| WILL CNTY ILL HIGH SCH DIST NO GO LTD TAX BDS           2020   | 2031-01-01      | 4.0000%  | 0.0000% | $10000.00          | $10510.43          | Other Instrument                                  |

### Security 115: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZM5, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV950ZM5
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 9.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $6355117.19        | $2759596.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $305732.21         | $239420.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $56063648.55       | $44509297.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $12199369.75       | $1311880.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $509433962.26      | $50023481.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $48987169.81       | $4822041.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $140907056.60      | $99102938.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $55153534.75       | $41851607.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $22976382.40       | $17868860.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $9528452.83        | $7418145.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $26555483.21       | $20720475.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3688132.42        | $2392448.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $245449247.77      | $163471203.04      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1145441.21        | $570917.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $115239116.72      | $103225872.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $96876893.21       | $74220628.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $36718008.11       | $34840354.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $174142729.36      | $170175599.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $84532848.62       | $83819208.58       | Agency Mortgage-Backed Securities |

### Security 116: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZQ6, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV950ZQ6
- **C.18 - Value (incl. sponsor support):** $990000000.00
- **C.18.a - Value (excl. sponsor support):** $990000000.00
- **C.19 - Percentage of Net Assets:** 9.9100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $2674.32           | $50.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-07-01      | 5.5000%  | 0.0000% | $477.18            | $2.13              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.0000%  | 0.0000% | $661.65            | $8.77              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $469.59            | $0.33              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-12-01      | 4.5000%  | 0.0000% | $2088.57           | $137.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-02-01      | 5.5000%  | 0.0000% | $644.82            | $4.38              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $81499006.71       | $6911215.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $46013551.98       | $7924528.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $37727597.49       | $8179200.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $330.00            | $42.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $44341770.00       | $9911599.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 3.0000%  | 0.0000% | $610169.67         | $186416.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 3.0000%  | 0.0000% | $428670.00         | $202688.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $3710514.72        | $2801196.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $164339.34         | $144024.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $3747269.13        | $2839803.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $27503351.04       | $5693537.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $2968350.00        | $1974168.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.5000%  | 0.0000% | $553911.93         | $479284.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $345.84            | $325.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $8844000.00        | $6852573.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1764372.72        | $1683629.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $382217.22         | $373241.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $10392690.00       | $6979117.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $14151457.32       | $13298551.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $2242396.20        | $415934.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $7147609.92        | $1629998.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $5592437.73        | $1257762.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $610600.32         | $136775.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $1652305.71        | $64795.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $68060.85          | $53472.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $250107.00         | $237125.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $337.92            | $309.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $330.00            | $323.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $660.00            | $637.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $174404.01         | $165486.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $341607.42         | $170046.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $330.00            | $311.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $332.64            | $327.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $337.92            | $329.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $337.92            | $320.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $330.00            | $286.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $330.00            | $323.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $389968.92         | $247258.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $330.00            | $350.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $330.00            | $310.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $161139.99         | $97688.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $330.00            | $325.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $330.00            | $317.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $330000.00         | $346258.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $330.00            | $346.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $257178.24         | $274657.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $2028758.16        | $2027571.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2284164.96        | $2256920.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $332.64            | $338.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $330.00            | $338.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $338154.96         | $347450.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $330.00            | $342.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $675661.80         | $719904.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1026932.61        | $1045748.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2728809.60        | $2771905.29        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $130734.78         | $134529.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $871561.68         | $855289.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $468867.96         | $485095.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $484580.58         | $485528.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $14417.70          | $13826.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $330.00            | $335.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $330.00            | $339.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $260370.00         | $26193.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $24187299.51       | $5293792.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $330.00            | $84.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-07-01      | 4.0000%  | 0.0000% | $344.52            | $113.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $330.00            | $80.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1378033.80        | $395558.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $156552.00         | $32832.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $321749.67         | $62446.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $330.00            | $30.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $660.00            | $119.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $26163720.00       | $4861900.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $500610.00         | $88434.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $18669420.00       | $5390430.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $330.00            | $65.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-02-01      | 3.0000%  | 0.0000% | $2647196.64        | $2095921.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $32010.00          | $8886.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $330.00            | $73.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $422.40            | $166.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $330.00            | $134.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $10774500.00       | $5992823.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $330.00            | $216.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $330.00            | $230.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 4.0000%  | 0.0000% | $831045.60         | $792408.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $144210.00         | $107923.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $122740.20         | $96643.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $11294910.00       | $8704881.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $313066.71         | $326073.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $182850.69         | $159086.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $330.00            | $271.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $330.00            | $276.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $330.00            | $61.66             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1929477.00        | $777770.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $369.93            | $77.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $330.00            | $64.45             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $1015410.00        | $257716.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $4867.50           | $1932.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $337.92            | $131.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $39930.00          | $16094.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $48717.57          | $29945.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $330.00            | $168.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $3300.00           | $1847.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $660.00            | $354.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $330.00            | $200.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $809820.00         | $545075.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $480810.00         | $315006.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $13445.52          | $9478.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $675.84            | $499.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $517770.00         | $388745.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $10287555.30       | $7765066.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $337.92            | $263.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $660.00            | $517.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $343.20            | $272.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $21690.90          | $17227.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $330.00            | $210.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $330.00            | $281.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $330.00            | $228.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1631059.32        | $1430844.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $332.64            | $288.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $1673836.56        | $1521571.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $27458.97          | $21176.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $150730.14         | $86828.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $667.92            | $603.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $8367150.00        | $7119850.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.0000%  | 0.0000% | $1848295.68        | $1716561.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $330.00            | $283.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $337.92            | $290.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $10725000.00       | $9467731.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $330.00            | $296.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $2713342.17        | $2366438.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $665.28            | $659.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $660.00            | $638.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $337.92            | $329.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 7.5000%  | 0.0000% | $330.00            | $292.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 7.5000%  | 0.0000% | $330.00            | $246.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-09-01      | 4.5000%  | 0.0000% | $330.00            | $268.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $675.84            | $639.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $24090.00          | $22732.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2037924.90        | $1965562.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $662.64            | $653.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $337.92            | $291.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $170014.02         | $167075.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $660.00            | $622.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $3055266.72        | $2829883.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $491304.00         | $485442.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-08-01      | 2.5000%  | 0.0000% | $1785746.16        | $1451067.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $2866923.84        | $2460627.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $335.61            | $332.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $2484403.68        | $2501927.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $2121352.20        | $1870570.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $41026191.36       | $7240187.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $7960590.00        | $7247629.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $5086104.21        | $5118382.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $5209941.66        | $5340738.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $102416160.00      | $48027948.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $44099134.53       | $31400742.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1980000.00        | $1864322.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $16499669.34       | $15671024.60       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $3300000.00        | $3125704.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4619670.00        | $4343821.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $11550000.00       | $11285839.87       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2970000.00        | $2939276.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $16004669.34       | $15941017.16       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $16500000.00       | $16406637.37       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $18150000.00       | $18204484.82       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1485000.00        | $1499984.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.4455%  | 0.0000% | $11550000.00       | $1819993.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5338%  | 0.0000% | $33000000.00       | $33055065.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4938%  | 0.0000% | $33000000.00       | $33169941.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.5463%  | 0.0000% | $11505450.00       | $3144246.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5455%  | 0.0000% | $783913.68         | $146845.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.5455%  | 0.0000% | $13735721.34       | $1430780.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.4963%  | 0.0000% | $8488118.76        | $2608241.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $19947519.57       | $12278808.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.7000%  | 0.0000% | $7704294.18        | $7808715.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.6500%  | 0.0000% | $8250000.00        | $8352154.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $851558.40         | $536282.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $16499835.00       | $11983032.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16500000.00       | $11902131.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2838%  | 0.0000% | $33000000.00       | $13356486.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $13644184.62       | $7439529.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $11550000.00       | $7374899.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0838%  | 0.0000% | $33000000.00       | $17965601.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.1838%  | 0.0000% | $33000000.00       | $19887476.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2838%  | 0.0000% | $33000000.00       | $14308306.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6838%  | 0.0000% | $33000000.00       | $12428953.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2338%  | 0.0000% | $17248770.00       | $13763711.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.2996%  | 0.0000% | $33000000.00       | $33137653.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.2614%  | 0.0000% | $6600000.00        | $6668954.55        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-01-22      | 0.0000%  | 0.0000% | $16500066.00       | $16362389.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $38841.00          | $38653.59          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $20286354.00       | $20130859.10       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 3.1250%  | 0.0000% | $1336368.00        | $1139633.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $422367.00         | $303276.39         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 0.8750%  | 0.0000% | $1877865.00        | $1880787.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $33.00             | $16.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $33.00             | $20.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $361416.00         | $271715.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $2641518.00        | $2224448.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $2006565.00        | $1847368.38        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1840674.00        | $1737552.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $1353891.00        | $1380318.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $18876.00          | $18918.51          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $44484.00          | $47551.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $40986.00          | $40806.53          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.1250%  | 0.0000% | $33.00             | $33.01             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $132.00            | $131.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-15      | 0.2500%  | 0.0000% | $201762.00         | $247208.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $8137305.00        | $8103800.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 0.1250%  | 0.0000% | $5067282.00        | $6811509.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-15      | 1.7500%  | 0.0000% | $33.00             | $30.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $2112000.00        | $2532377.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $12111.00          | $10607.40          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $66.00             | $62.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $132.00            | $115.45            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $6388734.00        | $6340566.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $1907697.00        | $1678468.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $4544628.00        | $4307077.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-15      | 1.2500%  | 0.0000% | $60390000.00       | $52618742.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 1.3750%  | 0.0000% | $33.00             | $30.92             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $870903.00         | $852950.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $274197.00         | $294356.37         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $11475387.00       | $11246126.33       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 2.3750%  | 0.0000% | $861102.00         | $828330.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-08-15      | 2.7500%  | 0.0000% | $30873579.00       | $28976924.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 1.6250%  | 0.0000% | $77322168.00       | $85600867.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-11-15      | 4.1250%  | 0.0000% | $1568622.00        | $1620677.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $6138.00           | $6178.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $92466.00          | $90741.73          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $21978330.00       | $21926812.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $2257563.00        | $2211066.96        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $1517076.00        | $1540990.71        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $189684.00         | $193058.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 4.1250%  | 0.0000% | $4092.00           | $4189.51           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $4751967.00        | $4766950.03        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $6330654.00        | $6414908.47        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $5422197.00        | $5510719.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-02-15      | 4.0000%  | 0.0000% | $3216180.00        | $3244712.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $2473614.00        | $2521038.25        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $33.00             | $33.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $6453348.00        | $6758336.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $6854166.00        | $7093075.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $3080055.00        | $3069077.73        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $111870.00         | $112290.75         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $33.00             | $33.16             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $1005246.00        | $1005351.22        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $3349533.00        | $3328428.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $961356.00         | $977618.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $8052.00           | $8185.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $33.00             | $33.67             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $905586.00         | $920060.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $33.00             | $33.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $36333.00          | $36517.18          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $5105166.00        | $5192313.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-07-15      | 1.8750%  | 0.0000% | $24300210.00       | $24821400.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.6250%  | 0.0000% | $137940.00         | $138798.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-09-30      | 3.8750%  | 0.0000% | $3131370.00        | $3139530.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-15      | 3.5000%  | 0.0000% | $657261.00         | $656397.01         | U.S. Treasuries (including strips)        |

### Security 117: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV950ZV5, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV950ZV5
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $6199920.64        | $6148188.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $7940.96           | $7852.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $8822510.72        | $8786497.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $248000.00         | $504832.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $61836.32          | $64646.02          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $49.60             | $81.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $496000.00         | $545369.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $622142.72         | $982478.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $134406.08         | $137285.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $159156.48         | $164200.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $118990.40         | $118477.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $9.92              | $8.46              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $57714.56          | $47913.43          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $158273.60         | $125400.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $34715.04          | $28753.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $1282938.72        | $1030863.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $7454.88           | $5958.44           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $4.96              | $3.56              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $293860.16         | $294317.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1148130.88        | $878919.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $53548.16          | $44252.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $89.28             | $66.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $4508.64           | $2265.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $228.16            | $145.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $14.88             | $9.84              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $825344.00         | $624208.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $706532.16         | $421749.38         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $114814.08         | $66673.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $33688.32          | $25327.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $4627.68           | $3935.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $912858.24         | $840434.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $477628.16         | $493336.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $65670.40          | $65321.61          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $34.72             | $32.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $387405.76         | $396476.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $2430657.92        | $2598288.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $825125.76         | $809580.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $4082.08           | $4029.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $64.48             | $64.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $14.88             | $14.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $157281.60         | $156165.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $443949.76         | $543949.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $495995.04         | $491846.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $54.56             | $54.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $996.96            | $976.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $3159.52           | $3111.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $644.80            | $610.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $1783720.16        | $1546570.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $183281.92         | $172437.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $3532110.24        | $3089206.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $31758.88          | $29883.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $92657.76          | $81524.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $99190.08          | $93960.24          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $23664.16          | $22427.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $252855.84         | $238947.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $9255360.00        | $8654150.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $608641.60         | $569589.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $743970.24         | $725548.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $70729.60          | $68933.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $252.96            | $247.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $74166.88          | $70091.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $4.96              | $4.84              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $108648.80         | $116636.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $9.92              | $8.87              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $10440.80          | $10181.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $12008.16          | $11853.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $257920.00         | $246663.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $545600.00         | $543128.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $1131782.72        | $1137270.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $759872.00         | $757279.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $9.92              | $10.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $768606.56         | $785292.06         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $566699.84         | $578327.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $1093486.56        | $1113924.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 3.8750%  | 0.0000% | $1224772.80        | $1238557.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $2936.32           | $2881.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1240000.00        | $1264066.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1140800.00        | $1131859.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 3.6250%  | 0.0000% | $4.96              | $5.04              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $4.96              | $4.86              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $461.28            | $468.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $495315.52         | $507118.15         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $14.88             | $15.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $579362.72         | $605049.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $4.96              | $5.22              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $2514.72           | $2615.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $66196.16          | $67077.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 4.0000%  | 0.0000% | $276351.36         | $280543.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $458879.36         | $461840.24         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $4126.72           | $4183.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $148800.00         | $155832.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $393873.60         | $402506.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $14.88             | $15.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $2408377.60        | $2417435.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $113613.76         | $113625.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $4.96              | $4.96              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $875489.60         | $889990.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $18872.80          | $19751.38          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $388784.64         | $397895.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $991861.12         | $1011907.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $776240.00         | $796421.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $4.96              | $5.12              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $66255.68          | $66591.55          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $4.96              | $5.00              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $297580.16         | $303463.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $1140800.00        | $1161744.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $1470312.64        | $1495378.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.6250%  | 0.0000% | $331972.80         | $334038.48         | U.S. Treasuries (including strips) |

### Security 118: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV951280, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV951280
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ATS CORPORATION                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1223.00           | $32568.49          | Equities   |
| ADVANCED MICRO DEVICES INC     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $14186.00          | $3615160.24        | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $14489.00          | $449738.56         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $1352.00           | $23592.40          | Equities   |
| ALPHABET INC                   CAP STK CL C     | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $281.90            | Equities   |
| ALPHABET INC                   CAP STK CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $5490.00           | $1545325.20        | Equities   |
| KINETIK HOLDINGS INC           COM NEW CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $96.00             | $3537.60           | Equities   |
| AMER STATES WTR CO             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $143.16            | Equities   |
| AMPRIUS TECHNOLOGIES INC       COMMON STOCK     | 2099-12-31      | 0.0000%  | 0.0000% | $81.00             | $995.49            | Equities   |
| ANALOG DEVICES INC             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3088.00           | $719195.20         | Equities   |
| APOGEE ENTERPRISES INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $36.46             | Equities   |
| APPLE INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $13817.00          | $3749933.80        | Equities   |
| ARISTA NETWORKS INC            COM SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $158.44            | Equities   |
| ASHLAND INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $9868.00           | $480275.56         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $16589.00          | $299182.61         | Equities   |
| AVIS BUDGET GROUP              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $19958.00          | $2707901.44        | Equities   |
| BCE INC                        COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $516.00            | $11924.76          | Equities   |
| BK TECHNOLOGIES CORPORATION    COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $10.00             | $754.00            | Equities   |
| BIGLARI HLDGS INC              COM STK CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $378.00            | $666754.20         | Equities   |
| BROADCOM INC                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $9715.00           | $3657406.05        | Equities   |
| CAMECO CORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $254.00            | $26598.88          | Equities   |
| CAPITAL ONE FINL CORP          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2826.00           | $617141.88         | Equities   |
| CHEMUNG FINL CORP              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $51.12             | Equities   |
| CHIME FINL INC                 COM SHS CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $5.00              | $85.25             | Equities   |
| CITIGROUP INC                  COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $6502.00           | $651630.44         | Equities   |
| CLEARWATER PAPER CORP          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $52.77             | Equities   |
| COUPANG INC                    CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $3745.00           | $119652.75         | Equities   |
| DIAMOND HILL INVT GROUP INC    COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $126.29            | Equities   |
| DOUBLEVERIFY HLDGS INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $7042.00           | $79152.08          | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $76.53             | Equities   |
| EVERSPIN TECHNOLOGIES INC      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $445.00            | $4636.90           | Equities   |
| EXP WORLD HLDGS INC            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $659.00            | $6629.54           | Equities   |
| EZCORP INC                     CL A NON VTG     | 2099-12-31      | 0.0000%  | 0.0000% | $40.00             | $724.40            | Equities   |
| META PLATFORMS INC             CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $4988.00           | $3324352.36        | Equities   |
| FIRST BUSINESS FINL SVCS INC W COM              | 2099-12-31      | 0.0000%  | 0.0000% | $17.00             | $835.04            | Equities   |
| FIRST INTERNET BANCORP         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $222.00            | $3924.96           | Equities   |
| GAMING & LEISURE PPTYS INC     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $51.00             | $2179.74           | Equities   |
| GE VERNOVA INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2724.00           | $1563766.68        | Equities   |
| GILEAD SCIENCES INC            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $236.88            | Equities   |
| GLADSTONE COMMERCIAL CORP      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $15427.00          | $174633.64         | Equities   |
| GREIF INC                      CL B             | 2099-12-31      | 0.0000%  | 0.0000% | $7.00              | $412.93            | Equities   |
| GUESS INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $684.00            | $11641.68          | Equities   |
| HARMONIC INC                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $21.30             | Equities   |
| HOME DEPOT INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $444.00            | $168520.20         | Equities   |
| HONEYWELL INTL INC             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $17614.00          | $3524737.54        | Equities   |
| HYSTER-YALE INC                CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $108.72            | Equities   |
| IAMGOLD CORP                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4305.00           | $50196.30          | Equities   |
| INTEL CORP                     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $85396.00          | $3429503.36        | Equities   |
| INTUIT                         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $656.18            | Equities   |
| INTUITIVE SURGICAL INC         COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $4511.00           | $2390920.22        | Equities   |
| IONQ INC                       COM              | 2099-12-31      | 0.0000%  | 0.0000% | $14.00             | $842.38            | Equities   |
| JPMORGAN CHASE & CO.           COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2298.00           | $711093.12         | Equities   |
| KELLANOVA                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $6481.00           | $538765.53         | Equities   |
| KFORCE INC                     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $18.00             | $451.80            | Equities   |
| LTC PPTYS INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $45.00             | $1580.40           | Equities   |
| LAM RESEARCH CORP              COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $483.03            | Equities   |
| LANDBRIDGE COMPANY LLC         CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $600.00            | $35556.00          | Equities   |
| LIBERTY BROADBAND CORP         COM SER C        | 2099-12-31      | 0.0000%  | 0.0000% | $57496.00          | $3058787.20        | Equities   |
| LIFE TIME GROUP HOLDINGS INC   COMMON STOCK     | 2099-12-31      | 0.0000%  | 0.0000% | $6.00              | $147.54            | Equities   |
| M-TRON INDS INC                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $82.00             | $4541.16           | Equities   |
| MACERICH CO                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $27.00             | $456.84            | Equities   |
| MASTERCARD INCORPORATED        CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $6535.00           | $3618298.80        | Equities   |
| MATRIX SVC CO                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $211.00            | $3160.78           | Equities   |
| MCDONALDS CORP                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $10810.00          | $3269268.30        | Equities   |
| MERIDIAN CORPORATION           COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5658.00           | $80965.98          | Equities   |
| METHANEX CORP                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4.00              | $135.52            | Equities   |
| MICROSOFT CORP                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4378.00           | $2301777.28        | Equities   |
| MICROCHIP TECHNOLOGY INC.      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $124.14            | Equities   |
| MICRON TECHNOLOGY INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $16546.00          | $3706469.46        | Equities   |
| MONGODB INC                    CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $1379.00           | $479257.66         | Equities   |
| MORGAN STANLEY                 COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $316.00            | $52222.16          | Equities   |
| NATIONAL BEVERAGE CORP         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $88.00             | $2958.56           | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $185.00            | $2423.50           | Equities   |
| NETFLIX INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $921.00            | $1002969.00        | Equities   |
| NETSTREIT CORP                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $18.71             | Equities   |
| NEXTNAV INC                    COMMON STOCK     | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $12.67             | Equities   |
| NORFOLK SOUTHN CORP            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $281.62            | Equities   |
| NVIDIA CORPORATION             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $18112.00          | $3674743.68        | Equities   |
| OREILLY AUTOMOTIVE INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $966.00            | $91914.90          | Equities   |
| OFG BANCORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $6.00              | $229.26            | Equities   |
| OLD SECOND BANCORP INC ILL     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $54.48             | Equities   |
| ONE LIBERTY PPTYS INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $626.00            | $12601.38          | Equities   |
| ORACLE CORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2388.00           | $613453.32         | Equities   |
| ORIC PHARMACEUTICALS INC       COM              | 2099-12-31      | 0.0000%  | 0.0000% | $54.00             | $720.36            | Equities   |
| TXNM ENERGY INC                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $84.00             | $4772.88           | Equities   |
| PEPSICO INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $24481.00          | $3612171.55        | Equities   |
| PLAINS GP HLDGS L P            LTD PARTNR INT A | 2099-12-31      | 0.0000%  | 0.0000% | $7884.00           | $139862.16         | Equities   |
| PLYMOUTH INDL REIT INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $15.00             | $329.25            | Equities   |
| PROCTER AND GAMBLE CO          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $24591.00          | $3678321.78        | Equities   |
| QUANTUM COMPUTING INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $20902.00          | $312902.94         | Equities   |
| REALTY INCOME CORP             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $57.91             | Equities   |
| REGENERON PHARMACEUTICALS      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5729.00           | $3746995.16        | Equities   |
| ROGERS CORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $88.27             | Equities   |
| ROPER TECHNOLOGIES INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $962.00            | $426550.80         | Equities   |
| S & T BANCORP INC              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $73.42             | Equities   |
| SALESFORCE INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4444.00           | $1140552.60        | Equities   |
| SIONNA THERAPEUTICS INC        COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5133.00           | $195105.33         | Equities   |
| SKYWATER TECHNOLOGY INC        COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $16.59             | Equities   |
| STAG INDL INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $100.00            | $3854.00           | Equities   |
| TJX COS INC NEW                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $9723.00           | $1383485.67        | Equities   |
| T-MOBILE US INC                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1034.00           | $217812.10         | Equities   |
| TEXAS INSTRS INC               COM              | 2099-12-31      | 0.0000%  | 0.0000% | $84.00             | $13482.84          | Equities   |
| TWIN DISC INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $31.20             | Equities   |
| UNITED BANKSHARES INC WEST VA  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $35.77             | Equities   |
| VELOCITY FINL INC              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $18.38             | Equities   |
| WALMART INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $14348.00          | $1466796.04        | Equities   |
| WARBY PARKER INC               CL A COM         | 2099-12-31      | 0.0000%  | 0.0000% | $720.00            | $13874.40          | Equities   |
| XPEL INC                       COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $34.63             | Equities   |
| AXALTA COATING SYS LTD         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $60.00             | $1719.60           | Equities   |
| ACCENTURE PLC IRELAND          SHS CLASS A      | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $498.50            | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $88.00             | $3284.16           | Equities   |
| ETORO GROUP LTD                SHS CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $43185.00          | $1617710.10        | Equities   |
| LINDE PLC                      SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $7812.00           | $3358456.92        | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $34.08             | Equities   |
| WEBULL CORP                    ORD SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $95.00             | $1025.05           | Equities   |
| INMODE LTD                     SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $545.00            | $8016.95           | Equities   |
| TAT TECHNOLOGIES LTD           ORD NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $33.00             | $1374.78           | Equities   |
| FERROVIAL SE                   ORD SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $228.00            | $14288.76          | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $50.00             | $1533.00           | Equities   |

### Security 119: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV9512B3, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9512B3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2044-09-16      | 4.4463%  | 0.0000% | $4999469.00        | $1637648.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.3838%  | 0.0000% | $999997.00         | $1002770.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $50661000.00       | $31309480.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.2338%  | 0.0000% | $10000000.00       | $6273974.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.1838%  | 0.0000% | $10904100.00       | $10776124.82       | Agency Collateralized Mortgage Obligation |

### Security 120: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho Securities (USA) LLC 4.220000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9512E7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV9512E7
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16432.00          | $3749782.40        | Equities   |
| ADVANCED MICRO DEVICES INC     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $14715.00          | $3749970.60        | Equities   |
| ALPHABET INC                   CAP STK CL A | 2099-12-31      | 0.0000%  | 0.0000% | $13322.00          | $3749876.56        | Equities   |
| ANALOG DEVICES INC             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16101.00          | $3749922.90        | Equities   |
| BANK AMERICA CORP              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $70714.00          | $3749963.42        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2099-12-31      | 0.0000%  | 0.0000% | $7836.00           | $3749682.72        | Equities   |
| BROADCOM INC                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $9960.00           | $3749641.20        | Equities   |
| COSTAR GROUP INC               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $53848.00          | $3749974.72        | Equities   |
| META PLATFORMS INC             CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $5626.00           | $3749560.22        | Equities   |
| FEDEX CORP                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $15064.00          | $3749881.52        | Equities   |
| FISERV INC                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $57524.00          | $3749989.56        | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2099-12-31      | 0.0000%  | 0.0000% | $50000.00          | $3750000.00        | Equities   |
| HONEYWELL INTL INC             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $18739.00          | $3749861.29        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2099-12-31      | 0.0000%  | 0.0000% | $12118.00          | $3749793.92        | Equities   |
| MASTERCARD INCORPORATED        CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $6772.00           | $3749520.96        | Equities   |
| MCDONALDS CORP                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $12399.00          | $3749829.57        | Equities   |
| MICROSOFT CORP                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $7132.00           | $3749720.32        | Equities   |
| NETFLIX INC                    COM          | 2099-12-31      | 0.0000%  | 0.0000% | $3443.00           | $3749427.00        | Equities   |
| PEPSICO INC                    COM          | 2099-12-31      | 0.0000%  | 0.0000% | $25415.00          | $3749983.25        | Equities   |
| PROGRESSIVE CORP               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $21.00             | $4346.37           | Equities   |
| TESLA INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $8520.00           | $3749652.00        | Equities   |
| LINDE PLC                      SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $8722.00           | $3749675.02        | Equities   |

### Security 121: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp 3.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9519H3, C.3 - LEI: 529900ODI3047E2LIV03, C.5 - Other ID: BIV9519H3
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 122: Australia & New Zealand Banking Group, Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group, Ltd. 3.880000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV954BD3, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: BIV954BD3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: DZ Bank AG

- **C.1 - Title:** DZ Bank AG 3.840000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV954CS9, C.3 - LEI: 529900HNOAA1KXQJUQ27, C.5 - Other ID: BIV954CS9
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: Cooperatieve Rabobank U.A.

- **C.1 - Title:** Cooperatieve Rabobank U.A. 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV954LF7, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: BIV954LF7
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.860000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV954SB9, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: BIV954SB9
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Mizuho Bank, Ltd.

- **C.1 - Title:** Mizuho Bank, Ltd. 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV954T02, C.3 - LEI: 51KMXRLB0RIEGI0WJN58, C.5 - Other ID: BIV954T02
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 4.0000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 127: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 3.830000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV955133, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV955133
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Invesco Treasurer's Series Trust

**Date:** 2025-11-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

**Title of Signing Officer:** Principal Financial Officer and Treasurer