# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-26-257310
**Filing Date:** 2026-6
**Character Count:** 1146039
**Document Hash:** 9a293e3dcfcdd4264fd44b74a89c8381
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-257310.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0001193125-26-257310

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260604

**DATE AS OF CHANGE**: 20260604

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MASTER INVESTMENT PORTFOLIO
- **CENTRAL INDEX KEY:** 0000915092

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 261064733

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 617 937 5524

**MAIL ADDRESS:**
- **STREET 1:** 200 CLARENDON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### Money Market Master Portfolio (Series ID: S000004283)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000012005 | Money Market Master Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000915092

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

**Name of Series:** Money Market Master Portfolio

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

**Total number of share classes in the series:** 1

**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            | BlackRock Fund Advisors                                   | 801-22609         |
| Independent Public Accountant | PricewaterhouseCoopers<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | BlackRock Advisors, LLC                                   |  |
| Transfer Agent                | State Street Bank and Trust Company<br>CIK: 0000839287    | 085-05003         |

### Fund Characteristics & Assets

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

- **Is this a Master Fund?:** Yes

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 33 days

- **WAL:** 84 days

- **Total Value of Portfolio Securities:** $91881093532.28

- **Amortized Cost of Portfolio Securities:** $39950655000.00

- **Cash:** $2496013439.90

- **Total Other Assets:** $235868276.03

- **Total Liabilities:** $7796903.13

- **Net Assets of Series:** $94605178345.08

- **Number of Shares Outstanding (Series):** 0.0000

- **Does the fund seek to maintain a stable price per share?:** No

- **Stable Price Per Share:** $0.00

- **Is cash management vehicle an affiliated fund?:** Yes

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $30529502180.92           | $48032188344.81            | 34.0900%                  | 53.6300%                   |
| 2026-05-04 | $31280520162.16           | $48139650430.57            | 34.9000%                  | 53.7200%                   |
| 2026-05-05 | $32854327022.13           | $49645548469.14            | 36.0600%                  | 54.4900%                   |
| 2026-05-06 | $30686458236.07           | $49508140031.25            | 33.7200%                  | 54.4000%                   |
| 2026-05-07 | $30537354299.82           | $50310533158.63            | 32.9900%                  | 54.3600%                   |
| 2026-05-08 | $31452968815.86           | $49862260680.49            | 33.9800%                  | 53.8800%                   |
| 2026-05-11 | $33096503918.32           | $50527110622.88            | 35.4700%                  | 54.1500%                   |
| 2026-05-12 | $31366615266.22           | $48964336291.08            | 34.3400%                  | 53.6000%                   |
| 2026-05-13 | $27454873438.99           | $47134001659.45            | 30.5500%                  | 52.4600%                   |
| 2026-05-14 | $28630586456.89           | $48076843510.08            | 31.5800%                  | 53.0400%                   |
| 2026-05-15 | $29154856707.65           | $48467802335.72            | 32.0800%                  | 53.3400%                   |
| 2026-05-18 | $29990823066.22           | $48537025922.76            | 33.1100%                  | 53.5800%                   |
| 2026-05-19 | $28979647314.86           | $47255290703.94            | 32.4100%                  | 52.8500%                   |
| 2026-05-20 | $23654913549.50           | $45341156508.25            | 26.6900%                  | 51.1600%                   |
| 2026-05-21 | $28084152565.64           | $47441167292.56            | 31.2900%                  | 52.8500%                   |
| 2026-05-22 | $31007230958.06           | $46826105280.52            | 34.8100%                  | 52.5700%                   |
| 2026-05-26 | $35008300227.93           | $50087905990.79            | 37.6900%                  | 53.9300%                   |
| 2026-05-27 | $32949866806.34           | $51574905126.78            | 35.0400%                  | 54.8500%                   |
| 2026-05-28 | $30457379793.68           | $48819451638.10            | 33.2300%                  | 53.2600%                   |
| 2026-05-29 | $32987627710.38           | $52177160490.40            | 34.8700%                  | 55.1600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%             |
| 2026-05-04 | 0.0000%             |
| 2026-05-05 | 0.0000%             |
| 2026-05-06 | 0.0000%             |
| 2026-05-07 | 0.0000%             |
| 2026-05-08 | 0.0000%             |
| 2026-05-11 | 0.0000%             |
| 2026-05-12 | 0.0000%             |
| 2026-05-13 | 0.0000%             |
| 2026-05-14 | 0.0000%             |
| 2026-05-15 | 0.0000%             |
| 2026-05-18 | 0.0000%             |
| 2026-05-19 | 0.0000%             |
| 2026-05-20 | 0.0000%             |
| 2026-05-21 | 0.0000%             |
| 2026-05-22 | 0.0000%             |
| 2026-05-26 | 0.0000%             |
| 2026-05-27 | 0.0000%             |
| 2026-05-28 | 0.0000%             |
| 2026-05-29 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0006                      |
|  |  |
| 2026-05-04 | 1.0008                      |
|  |  |
| 2026-05-05 | 1.0008                      |
|  |  |
| 2026-05-06 | 1.0010                      |
|  |  |
| 2026-05-07 | 1.0011                      |
|  |  |
| 2026-05-08 | 1.0014                      |
|  |  |
| 2026-05-11 | 1.0015                      |
|  |  |
| 2026-05-12 | 1.0016                      |
|  |  |
| 2026-05-13 | 1.0017                      |
|  |  |
| 2026-05-14 | 1.0018                      |
|  |  |
| 2026-05-15 | 1.0021                      |
|  |  |
| 2026-05-18 | 1.0022                      |
|  |  |
| 2026-05-19 | 1.0023                      |
|  |  |
| 2026-05-20 | 1.0025                      |
|  |  |
| 2026-05-21 | 1.0026                      |
|  |  |
| 2026-05-22 | 1.0029                      |
|  |  |
| 2026-05-26 | 1.0030                      |
|  |  |
| 2026-05-27 | 1.0031                      |
|  |  |
| 2026-05-28 | 1.0032                      |
|  |  |
| 2026-05-29 | 1.0034                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $94605178345.08

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2331007.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0006          |
|  |  |
| 2026-05-04 | 1.0008          |
|  |  |
| 2026-05-05 | 1.0008          |
|  |  |
| 2026-05-06 | 1.0010          |
|  |  |
| 2026-05-07 | 1.0011          |
|  |  |
| 2026-05-08 | 1.0014          |
|  |  |
| 2026-05-11 | 1.0015          |
|  |  |
| 2026-05-12 | 1.0016          |
|  |  |
| 2026-05-13 | 1.0017          |
|  |  |
| 2026-05-14 | 1.0018          |
|  |  |
| 2026-05-15 | 1.0021          |
|  |  |
| 2026-05-18 | 1.0022          |
|  |  |
| 2026-05-19 | 1.0023          |
|  |  |
| 2026-05-20 | 1.0025          |
|  |  |
| 2026-05-21 | 1.0026          |
|  |  |
| 2026-05-22 | 1.0029          |
|  |  |
| 2026-05-26 | 1.0030          |
|  |  |
| 2026-05-27 | 1.0031          |
|  |  |
| 2026-05-28 | 1.0032          |
|  |  |
| 2026-05-29 | 1.0034          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.090000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627DBF8, C.4 - ISIN: US01627DBF87, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $154016596.58
- **C.18.a - Value (excl. sponsor support):** $154016596.58
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150014203.50
- **C.18.a - Value (excl. sponsor support):** $150014203.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627EDL1, C.4 - ISIN: US01627EDL11, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $218000000.00
- **C.18.a - Value (excl. sponsor support):** $218000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: AMEREN CORPORATION

- **C.1 - Title:** AMEREN CORPORATION 3.851000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02360SF37, C.4 - ISIN: US02360SF379, C.3 - LEI: XRZQ5S7HYJFPHJ78L959
- **C.18 - Value (incl. sponsor support):** $412779086.30
- **C.18.a - Value (excl. sponsor support):** $412779086.30
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 3.696000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MF27, C.4 - ISIN: US03843MF277, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $507791415.20
- **C.18.a - Value (excl. sponsor support):** $507791415.20
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.275000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57652416.34
- **C.18.a - Value (excl. sponsor support):** $57652416.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.556000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4X6, C.4 - ISIN: US04685A4X69, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $402394397.28
- **C.18.a - Value (excl. sponsor support):** $402394397.28
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BASF SE

- **C.1 - Title:** BASF SE 144A 3.851000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MF26, C.4 - ISIN: US05526MF268, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $79965768.00
- **C.18.a - Value (excl. sponsor support):** $79965768.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 9: BASF SE

- **C.1 - Title:** BASF SE 144A 3.864000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MF34, C.4 - ISIN: US05526MF342, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $199892660.00
- **C.18.a - Value (excl. sponsor support):** $199892660.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 10: BASF SE

- **C.1 - Title:** BASF SE 144A 3.916000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MFF7, C.4 - ISIN: US05526MFF77, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $105798983.45
- **C.18.a - Value (excl. sponsor support):** $105798983.45
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BP CAPITAL MARKETS PLC

- **C.1 - Title:** BP CAPITAL MARKETS PLC 144A 3.720000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568UF50, C.4 - ISIN: US05568UF503, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $197856786.60
- **C.18.a - Value (excl. sponsor support):** $197856786.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: BPCE SA

- **C.1 - Title:** BPCE SA 144A 3.703000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CG13, C.4 - ISIN: US05571CG131, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $134541756.00
- **C.18.a - Value (excl. sponsor support):** $134541756.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139004948.40
- **C.18.a - Value (excl. sponsor support):** $139004948.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLV3, C.4 - ISIN: US05593DLV37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34750034.75
- **C.18.a - Value (excl. sponsor support):** $34750034.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMH3, C.4 - ISIN: US05593DMH34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199795940.00
- **C.18.a - Value (excl. sponsor support):** $199795940.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMJ9, C.4 - ISIN: US05593DMJ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199997380.00
- **C.18.a - Value (excl. sponsor support):** $199997380.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DN33, C.4 - ISIN: US05593DN337, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199931580.00
- **C.18.a - Value (excl. sponsor support):** $199931580.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP31, C.4 - ISIN: US05593DP316, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998090.00
- **C.18.a - Value (excl. sponsor support):** $99998090.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DPK3, C.4 - ISIN: US05593DPK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $228008709.60
- **C.18.a - Value (excl. sponsor support):** $228008709.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DPW7, C.4 - ISIN: US05593DPW73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $189999506.00
- **C.18.a - Value (excl. sponsor support):** $189999506.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MGA7, C.4 - ISIN: US05971MGA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110051458.00
- **C.18.a - Value (excl. sponsor support):** $110051458.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MGH2, C.4 - ISIN: US05971MGH25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182053908.40
- **C.18.a - Value (excl. sponsor support):** $182053908.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGH9, C.4 - ISIN: US05973RGH93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50002985.00
- **C.18.a - Value (excl. sponsor support):** $50002985.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 24: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJE3, C.4 - ISIN: US05973RJE36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100009890.00
- **C.18.a - Value (excl. sponsor support):** $100009890.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RLE0, C.4 - ISIN: US05973RLE08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $191086064.60
- **C.18.a - Value (excl. sponsor support):** $191086064.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.849000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05974YGX8, C.4 - ISIN: US05974YGX85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198652940.00
- **C.18.a - Value (excl. sponsor support):** $198652940.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178096305.12
- **C.18.a - Value (excl. sponsor support):** $178096305.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $130001531.40
- **C.18.a - Value (excl. sponsor support):** $130001531.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPF3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $199645222.00
- **C.18.a - Value (excl. sponsor support):** $199645222.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPH9, C.4 - ISIN: US06050TPH94, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $138735104.92
- **C.18.a - Value (excl. sponsor support):** $138735104.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPT3, C.4 - ISIN: US06050TPT33, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $116062650.44
- **C.18.a - Value (excl. sponsor support):** $116062650.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TQC9, C.4 - ISIN: US06050TQC98, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $119937607.20
- **C.18.a - Value (excl. sponsor support):** $119937607.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-05-06
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TQL9, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $109003237.30
- **C.18.a - Value (excl. sponsor support):** $109003237.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-05-29
- **C.12 - Maturity Date (WAL):** 2027-06-01
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXC3, C.4 - ISIN: US06051WXC36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143024996.40
- **C.18.a - Value (excl. sponsor support):** $143024996.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXQ2, C.4 - ISIN: US06051WXQ22, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $152756500.50
- **C.18.a - Value (excl. sponsor support):** $152756500.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WYJ7, C.4 - ISIN: US06051WYJ79, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $53997062.40
- **C.18.a - Value (excl. sponsor support):** $53997062.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WYK4, C.4 - ISIN: US06051WYK43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $184983960.50
- **C.18.a - Value (excl. sponsor support):** $184983960.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-08
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RDC4, C.4 - ISIN: US06053RDC43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $131101053.40
- **C.18.a - Value (excl. sponsor support):** $131101053.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100059222.00
- **C.18.a - Value (excl. sponsor support):** $100059222.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDM1, C.4 - ISIN: US06054RDM16, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149942076.00
- **C.18.a - Value (excl. sponsor support):** $149942076.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDP4, C.4 - ISIN: US06054RDP47, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99814508.00
- **C.18.a - Value (excl. sponsor support):** $99814508.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054REJ7, C.4 - ISIN: US06054REJ77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149604369.00
- **C.18.a - Value (excl. sponsor support):** $149604369.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.259000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145058493.00
- **C.18.a - Value (excl. sponsor support):** $145058493.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DUR4, C.4 - ISIN: US06367DUR42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194915662.50
- **C.18.a - Value (excl. sponsor support):** $194915662.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106071497.00
- **C.18.a - Value (excl. sponsor support):** $106071497.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4C8, C.4 - ISIN: US06367L4C80, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200234626.00
- **C.18.a - Value (excl. sponsor support):** $200234626.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 3.880000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4F1, C.4 - ISIN: US06367L4F12, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $100002592.00
- **C.18.a - Value (excl. sponsor support):** $100002592.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166092495.20
- **C.18.a - Value (excl. sponsor support):** $166092495.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120066830.40
- **C.18.a - Value (excl. sponsor support):** $120066830.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45003257.10
- **C.18.a - Value (excl. sponsor support):** $45003257.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5A8, C.4 - ISIN: US06370B5A86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145088563.10
- **C.18.a - Value (excl. sponsor support):** $145088563.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5C4, C.4 - ISIN: US06370B5C43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177102334.32
- **C.18.a - Value (excl. sponsor support):** $177102334.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5G5, C.4 - ISIN: US06370B5G56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $283038142.74
- **C.18.a - Value (excl. sponsor support):** $283038142.74
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5Q3, C.4 - ISIN: US06370B5Q39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200033350.00
- **C.18.a - Value (excl. sponsor support):** $200033350.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6D1, C.4 - ISIN: US06370B6D17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150019324.50
- **C.18.a - Value (excl. sponsor support):** $150019324.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6Q2, C.4 - ISIN: US06370B6Q20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200292322.00
- **C.18.a - Value (excl. sponsor support):** $200292322.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6U3, C.4 - ISIN: US06370B6U32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144168930.72
- **C.18.a - Value (excl. sponsor support):** $144168930.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B7L2, C.4 - ISIN: US06370B7L24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175011618.25
- **C.18.a - Value (excl. sponsor support):** $175011618.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.760000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QHC6, C.4 - ISIN: US06406QHC69, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $168668339.00
- **C.18.a - Value (excl. sponsor support):** $168668339.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200004560.00
- **C.18.a - Value (excl. sponsor support):** $200004560.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLE0, C.4 - ISIN: US06418NLE03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139799562.00
- **C.18.a - Value (excl. sponsor support):** $139799562.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.916000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NML3, C.4 - ISIN: US06418NML37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150015135.00
- **C.18.a - Value (excl. sponsor support):** $150015135.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.925000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMV1, C.4 - ISIN: US06418NMV19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149992005.00
- **C.18.a - Value (excl. sponsor support):** $149992005.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNV0, C.4 - ISIN: US06418NNV00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124966637.50
- **C.18.a - Value (excl. sponsor support):** $124966637.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.934000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NPX4, C.4 - ISIN: US06418NPX48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141115013.70
- **C.18.a - Value (excl. sponsor support):** $141115013.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250140175.00
- **C.18.a - Value (excl. sponsor support):** $250140175.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150057855.00
- **C.18.a - Value (excl. sponsor support):** $150057855.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86046414.20
- **C.18.a - Value (excl. sponsor support):** $86046414.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHB0, C.4 - ISIN: US06745GHB05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99934310.00
- **C.18.a - Value (excl. sponsor support):** $99934310.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHN4, C.4 - ISIN: US06745GHN43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $133004894.40
- **C.18.a - Value (excl. sponsor support):** $133004894.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHR5, C.4 - ISIN: US06745GHR56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $123951057.20
- **C.18.a - Value (excl. sponsor support):** $123951057.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHV6, C.4 - ISIN: US06745GHV68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127025488.90
- **C.18.a - Value (excl. sponsor support):** $127025488.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHX2, C.4 - ISIN: US06745GHX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100057110.00
- **C.18.a - Value (excl. sponsor support):** $100057110.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHY0, C.4 - ISIN: US06745GHY08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173141237.20
- **C.18.a - Value (excl. sponsor support):** $173141237.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHZ7, C.4 - ISIN: US06745GHZ72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171140185.80
- **C.18.a - Value (excl. sponsor support):** $171140185.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJJ1, C.4 - ISIN: US06745GJJ13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100026210.00
- **C.18.a - Value (excl. sponsor support):** $100026210.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2027-04-06
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJY8, C.4 - ISIN: US06745GJY89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180065376.00
- **C.18.a - Value (excl. sponsor support):** $180065376.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GKU4, C.4 - ISIN: US06745GKU49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999800.00
- **C.18.a - Value (excl. sponsor support):** $99999800.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-06-21
- **C.13 - Final Legal Maturity Date:** 2027-06-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 144A 3.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MG81, C.4 - ISIN: US08224MG810, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $114517000.00
- **C.18.a - Value (excl. sponsor support):** $114517000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC 144A 3.824000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MHJ0, C.4 - ISIN: US11042MHJ09, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $99139600.00
- **C.18.a - Value (excl. sponsor support):** $99139600.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150029115.00
- **C.18.a - Value (excl. sponsor support):** $150029115.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQA3, C.4 - ISIN: US13606DQA36, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $106008345.38
- **C.18.a - Value (excl. sponsor support):** $106008345.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQL9, C.4 - ISIN: US13606DQL90, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $199874340.00
- **C.18.a - Value (excl. sponsor support):** $199874340.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRY0, C.4 - ISIN: US13606DRY03, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $239646048.00
- **C.18.a - Value (excl. sponsor support):** $239646048.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRZ7, C.4 - ISIN: US13606DRZ77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240073627.20
- **C.18.a - Value (excl. sponsor support):** $240073627.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSV5, C.4 - ISIN: US13606DSV54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $174526852.50
- **C.18.a - Value (excl. sponsor support):** $174526852.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-22
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DTP7, C.4 - ISIN: US13606DTP77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $266886872.10
- **C.18.a - Value (excl. sponsor support):** $266886872.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DUJ9, C.4 - ISIN: US13606DUJ98, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $176311238.40
- **C.18.a - Value (excl. sponsor support):** $176311238.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DUS9, C.4 - ISIN: US13606DUS97, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $100118960.00
- **C.18.a - Value (excl. sponsor support):** $100118960.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLCSERIES 1 144A 3.664000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BF16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $317902882.80
- **C.18.a - Value (excl. sponsor support):** $317902882.80
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 3.667000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JF35, C.4 - ISIN: US16537JF359, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $428781510.30
- **C.18.a - Value (excl. sponsor support):** $428781510.30
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 3.666000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CF21, C.4 - ISIN: US16538CF212, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $692717741.10
- **C.18.a - Value (excl. sponsor support):** $692717741.10
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5 144A 3.664000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56982592.20
- **C.18.a - Value (excl. sponsor support):** $56982592.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V3G9, C.4 - ISIN: US19765V3G94, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $173054091.91
- **C.18.a - Value (excl. sponsor support):** $173054091.91
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEE3, C.4 - ISIN: US20632CEE30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175111090.00
- **C.18.a - Value (excl. sponsor support):** $175111090.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.170000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFU6, C.4 - ISIN: US20632CFU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111093462.00
- **C.18.a - Value (excl. sponsor support):** $111093462.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 144A 3.880000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEE2, C.4 - ISIN: US20634PEE25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150020257.50
- **C.18.a - Value (excl. sponsor support):** $150020257.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.825000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGD1, C.4 - ISIN: US2063CQGD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160230226.80
- **C.18.a - Value (excl. sponsor support):** $160230226.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.840000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGU3, C.4 - ISIN: US2063CQGU38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $257342400.00
- **C.18.a - Value (excl. sponsor support):** $257342400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22532XK72, C.4 - ISIN: US22532XK726, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $100022490.00
- **C.18.a - Value (excl. sponsor support):** $100022490.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPG5, C.4 - ISIN: US22536WPG59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149995125.00
- **C.18.a - Value (excl. sponsor support):** $149995125.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPW0, C.4 - ISIN: US22536WPW00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150036900.00
- **C.18.a - Value (excl. sponsor support):** $150036900.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFL3, C.4 - ISIN: US22536XFL38, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $124962162.50
- **C.18.a - Value (excl. sponsor support):** $124962162.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HXQ6, C.4 - ISIN: US23345HXQ63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89011365.30
- **C.18.a - Value (excl. sponsor support):** $89011365.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HYV4, C.4 - ISIN: US23345HYV40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99975870.00
- **C.18.a - Value (excl. sponsor support):** $99975870.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYY0, C.4 - ISIN: US25152XYY02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223145106.10
- **C.18.a - Value (excl. sponsor support):** $223145106.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYZ7, C.4 - ISIN: US25152XYZ76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $285210244.50
- **C.18.a - Value (excl. sponsor support):** $285210244.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.374000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XZB9, C.4 - ISIN: US25152XZB99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $115023552.00
- **C.18.a - Value (excl. sponsor support):** $115023552.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DAY9, C.4 - ISIN: US25161DAY94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86914626.90
- **C.18.a - Value (excl. sponsor support):** $86914626.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBA0, C.4 - ISIN: US25161DBA00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149801910.00
- **C.18.a - Value (excl. sponsor support):** $149801910.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBB8, C.4 - ISIN: US25161DBB82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222874339.50
- **C.18.a - Value (excl. sponsor support):** $222874339.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBC6, C.4 - ISIN: US25161DBC65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $105838095.60
- **C.18.a - Value (excl. sponsor support):** $105838095.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBD4, C.4 - ISIN: US25161DBD49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $92033552.40
- **C.18.a - Value (excl. sponsor support):** $92033552.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.920000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CF56, C.4 - ISIN: US27806CF566, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $68526729.09
- **C.18.a - Value (excl. sponsor support):** $68526729.09
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.930000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CF80, C.4 - ISIN: US27806CF806, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $60933400.20
- **C.18.a - Value (excl. sponsor support):** $60933400.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-08
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.937000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CFA5, C.4 - ISIN: US27806CFA53, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $89881875.00
- **C.18.a - Value (excl. sponsor support):** $89881875.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.944000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CFC1, C.4 - ISIN: US27806CFC10, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $154762245.50
- **C.18.a - Value (excl. sponsor support):** $154762245.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 144A 3.906000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251VF35, C.4 - ISIN: US29251VF357, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $119934900.00
- **C.18.a - Value (excl. sponsor support):** $119934900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 144A 4.001000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251VFN1, C.4 - ISIN: US29251VFN10, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $216421152.50
- **C.18.a - Value (excl. sponsor support):** $216421152.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.696000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NF23, C.4 - ISIN: US29261NF239, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $169530362.24
- **C.18.a - Value (excl. sponsor support):** $169530362.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.793000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NG71, C.4 - ISIN: US29261NG716, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $154363089.50
- **C.18.a - Value (excl. sponsor support):** $154363089.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 3.646000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3F14, C.4 - ISIN: US2960E3F143, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $824749365.00
- **C.18.a - Value (excl. sponsor support):** $824749365.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 123: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YP5, C.4 - ISIN: US313385YP54, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174505917.25
- **C.18.a - Value (excl. sponsor support):** $174505917.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YU4, C.4 - ISIN: US313385YU40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240203596.22
- **C.18.a - Value (excl. sponsor support):** $240203596.22
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: FIDELITY NATIONAL INFORMATION SERVICES INC

- **C.1 - Title:** FIDELITY NATIONAL INFORMATION SERVICES INC 144A 3.937000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31622GFA0, C.4 - ISIN: US31622GFA04, C.3 - LEI: 6WQI0GK1PRFVBA061U48
- **C.18 - Value (incl. sponsor support):** $114849062.50
- **C.18.a - Value (excl. sponsor support):** $114849062.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FIDELITY NATIONAL INFORMATION SERVICES INC

- **C.1 - Title:** FIDELITY NATIONAL INFORMATION SERVICES INC 144A 3.955000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31622GFF9, C.4 - ISIN: US31622GFF90, C.3 - LEI: 6WQI0GK1PRFVBA061U48
- **C.18 - Value (incl. sponsor support):** $124766562.50
- **C.18.a - Value (excl. sponsor support):** $124766562.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FIDELITY NATIONAL INFORMATION SERVICES INC

- **C.1 - Title:** FIDELITY NATIONAL INFORMATION SERVICES INC 144A 3.962000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31622GFH5, C.4 - ISIN: US31622GFH56, C.3 - LEI: 6WQI0GK1PRFVBA061U48
- **C.18 - Value (incl. sponsor support):** $19958182.00
- **C.18.a - Value (excl. sponsor support):** $19958182.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.647000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MF48, C.4 - ISIN: US31849MF486, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $390762311.10
- **C.18.a - Value (excl. sponsor support):** $390762311.10
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.736000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $161344337.40
- **C.18.a - Value (excl. sponsor support):** $161344337.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.738000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $273800725.00
- **C.18.a - Value (excl. sponsor support):** $273800725.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.740000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGD7, C.4 - ISIN: US31849MGD74, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $99532500.00
- **C.18.a - Value (excl. sponsor support):** $99532500.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MKD2, C.4 - ISIN: US31849MKD29, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $242386407.60
- **C.18.a - Value (excl. sponsor support):** $242386407.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: GLENCORE FUNDING LLC

- **C.1 - Title:** GLENCORE FUNDING LLC 144A 3.970000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 37790BFV8, C.4 - ISIN: US37790BFV80, C.3 - LEI: 213800STG1QDNBY87K49
- **C.18 - Value (incl. sponsor support):** $115603407.60
- **C.18.a - Value (excl. sponsor support):** $115603407.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.866000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAY1, C.4 - ISIN: US40054PAY16, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $148025396.80
- **C.18.a - Value (excl. sponsor support):** $148025396.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAZ8, C.4 - ISIN: US40054PAZ80, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $180007182.00
- **C.18.a - Value (excl. sponsor support):** $180007182.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PKZ7, C.4 - ISIN: US40054PKZ70, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $120040608.00
- **C.18.a - Value (excl. sponsor support):** $120040608.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLR4, C.4 - ISIN: US40054PLR46, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $237956112.80
- **C.18.a - Value (excl. sponsor support):** $237956112.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.832000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLS2, C.4 - ISIN: US40054PLS29, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $215053728.50
- **C.18.a - Value (excl. sponsor support):** $215053728.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVY2, C.4 - ISIN: US40433FVY23, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $152054355.20
- **C.18.a - Value (excl. sponsor support):** $152054355.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWH8, C.4 - ISIN: US40433FWH80, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $149977770.00
- **C.18.a - Value (excl. sponsor support):** $149977770.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWJ4, C.4 - ISIN: US40433FWJ47, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $233991271.80
- **C.18.a - Value (excl. sponsor support):** $233991271.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190049039.00
- **C.18.a - Value (excl. sponsor support):** $190049039.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 3.709000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QF13, C.4 - ISIN: US44331QF135, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338395403.50
- **C.18.a - Value (excl. sponsor support):** $338395403.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES CHAMPLAIN) 144A 3.707000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333BF30, C.4 - ISIN: US44333BF307, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $839567484.00
- **C.18.a - Value (excl. sponsor support):** $839567484.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAE5, C.4 - ISIN: US44333WAE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112000450.24
- **C.18.a - Value (excl. sponsor support):** $112000450.24
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAN5, C.4 - ISIN: US44333WAN56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150024766.50
- **C.18.a - Value (excl. sponsor support):** $150024766.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: NA; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.120286%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAT2, C.4 - ISIN: US44333WAT27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149999700.00
- **C.18.a - Value (excl. sponsor support):** $149999700.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111023065.80
- **C.18.a - Value (excl. sponsor support):** $111023065.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.873000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHH4, C.4 - ISIN: US44988GHH48, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100022530.00
- **C.18.a - Value (excl. sponsor support):** $100022530.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHL5, C.4 - ISIN: US44988GHL59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $125009125.00
- **C.18.a - Value (excl. sponsor support):** $125009125.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMF3, C.4 - ISIN: US44988KMF39, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $175024325.00
- **C.18.a - Value (excl. sponsor support):** $175024325.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.774000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FGA1, C.4 - ISIN: US46125FGA12, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $195137012.00
- **C.18.a - Value (excl. sponsor support):** $195137012.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 4.100000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAV9, C.4 - ISIN: US46125GAV95, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $94954742.00
- **C.18.a - Value (excl. sponsor support):** $94954742.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.737000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VF35, C.4 - ISIN: US46222VF357, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $753608674.00
- **C.18.a - Value (excl. sponsor support):** $753608674.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: UNK; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.869000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VGT7, C.4 - ISIN: US46222VGT70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164947410.60
- **C.18.a - Value (excl. sponsor support):** $164947410.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.888000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VHQ2, C.4 - ISIN: US46222VHQ23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148590600.00
- **C.18.a - Value (excl. sponsor support):** $148590600.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $47843000.00
- **C.18.a - Value (excl. sponsor support):** $47843000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.653000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1F16, C.4 - ISIN: US5148X1F167, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $481353431.40
- **C.18.a - Value (excl. sponsor support):** $481353431.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BDU2, C.4 - ISIN: US51502BDU26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160005312.00
- **C.18.a - Value (excl. sponsor support):** $160005312.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFF5, C.4 - ISIN: US52473GFF54, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $300076014.00
- **C.18.a - Value (excl. sponsor support):** $300076014.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFG3, C.4 - ISIN: US52473GFG38, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $200041902.00
- **C.18.a - Value (excl. sponsor support):** $200041902.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.010000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFK4, C.4 - ISIN: US52473GFK40, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $94022246.98
- **C.18.a - Value (excl. sponsor support):** $94022246.98
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: LEXINGTON PARKER CAPITAL CO LLC SERIES C

- **C.1 - Title:** LEXINGTON PARKER CAPITAL CO LLC SERIES B 144A 3.859000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953HHS2, C.4 - ISIN: US52953HHS22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73293958.60
- **C.18.a - Value (excl. sponsor support):** $73293958.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75005707.50
- **C.18.a - Value (excl. sponsor support):** $75005707.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5C0, C.4 - ISIN: US53947B5C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110042515.00
- **C.18.a - Value (excl. sponsor support):** $110042515.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5D8, C.4 - ISIN: US53947B5D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100038440.00
- **C.18.a - Value (excl. sponsor support):** $100038440.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5U0, C.4 - ISIN: US53947B5U06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125115800.00
- **C.18.a - Value (excl. sponsor support):** $125115800.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.894000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQD3, C.4 - ISIN: US55381BQD37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173029219.70
- **C.18.a - Value (excl. sponsor support):** $173029219.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQH4, C.4 - ISIN: US55381BQH41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250027250.00
- **C.18.a - Value (excl. sponsor support):** $250027250.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQZ4, C.4 - ISIN: US55381BQZ49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249973300.00
- **C.18.a - Value (excl. sponsor support):** $249973300.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRG5, C.4 - ISIN: US55381BRG58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165028627.50
- **C.18.a - Value (excl. sponsor support):** $165028627.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.045000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LRK2, C.4 - ISIN: US55607LRK25, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $250506100.00
- **C.18.a - Value (excl. sponsor support):** $250506100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-04-19
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $209132715.00
- **C.18.a - Value (excl. sponsor support):** $209132715.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL81, C.4 - ISIN: US55607NL816, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200094320.00
- **C.18.a - Value (excl. sponsor support):** $200094320.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NM64, C.4 - ISIN: US55607NM640, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $163997228.40
- **C.18.a - Value (excl. sponsor support):** $163997228.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.027000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN55, C.4 - ISIN: US55607NN556, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200271020.00
- **C.18.a - Value (excl. sponsor support):** $200271020.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-20
- **C.13 - Final Legal Maturity Date:** 2027-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.120000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN63, C.4 - ISIN: US55607NN630, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $234316297.80
- **C.18.a - Value (excl. sponsor support):** $234316297.80
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.042000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGA3, C.4 - ISIN: US55608VGA35, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $203037997.20
- **C.18.a - Value (excl. sponsor support):** $203037997.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.047000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGF2, C.4 - ISIN: US55608VGF22, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $189990832.40
- **C.18.a - Value (excl. sponsor support):** $189990832.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.055000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGP0, C.4 - ISIN: US55608VGP04, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $99380490.00
- **C.18.a - Value (excl. sponsor support):** $99380490.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200114280.00
- **C.18.a - Value (excl. sponsor support):** $200114280.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250134100.00
- **C.18.a - Value (excl. sponsor support):** $250134100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEA8, C.4 - ISIN: US60683FEA84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $113004813.80
- **C.18.a - Value (excl. sponsor support):** $113004813.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 3.730000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.137000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFW0, C.4 - ISIN: US60700JFW09, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $300210165.00
- **C.18.a - Value (excl. sponsor support):** $300210165.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.047000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200144670.00
- **C.18.a - Value (excl. sponsor support):** $200144670.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5G4, C.4 - ISIN: US60701A5G40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100007360.00
- **C.18.a - Value (excl. sponsor support):** $100007360.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AC92, C.4 - ISIN: US60701AC923, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $220216942.00
- **C.18.a - Value (excl. sponsor support):** $220216942.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229133598.60
- **C.18.a - Value (excl. sponsor support):** $229133598.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2800000.00
- **C.18.a - Value (excl. sponsor support):** $2800000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46300000.00
- **C.18.a - Value (excl. sponsor support):** $46300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.769000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GY90, C.4 - ISIN: US63254GY905, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50024330.00
- **C.18.a - Value (excl. sponsor support):** $50024330.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPZ4, C.4 - ISIN: US63307NPZ41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73006394.80
- **C.18.a - Value (excl. sponsor support):** $73006394.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.942000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRB5, C.4 - ISIN: US63307NRB54, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $150136483.50
- **C.18.a - Value (excl. sponsor support):** $150136483.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.860000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRE9, C.4 - ISIN: US63307NRE93, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $195187281.90
- **C.18.a - Value (excl. sponsor support):** $195187281.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRP4, C.4 - ISIN: US63307NRP41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $125091277.50
- **C.18.a - Value (excl. sponsor support):** $125091277.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NSD0, C.4 - ISIN: US63307NSD02, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $160069244.80
- **C.18.a - Value (excl. sponsor support):** $160069244.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NSQ1, C.4 - ISIN: US63307NSQ15, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $175149852.50
- **C.18.a - Value (excl. sponsor support):** $175149852.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GCJ5, C.4 - ISIN: US63376GCJ58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $381980518.00
- **C.18.a - Value (excl. sponsor support):** $381980518.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FIN AUTH N H INDL DEV 144A 3.840000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJY5, C.4 - ISIN: US63873TJY55, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $149998470.00
- **C.18.a - Value (excl. sponsor support):** $149998470.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TMA3, C.4 - ISIN: US63873TMA33, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $180020898.00
- **C.18.a - Value (excl. sponsor support):** $180020898.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 3.904000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 64953BCB2, C.4 - ISIN: US64953BCB27, C.3 - LEI: 635400DPNHEAUHB7ZI15
- **C.18 - Value (incl. sponsor support):** $77092008.29
- **C.18.a - Value (excl. sponsor support):** $77092008.29
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQU5, C.4 - ISIN: US65558WQU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75040575.00
- **C.18.a - Value (excl. sponsor support):** $75040575.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: NORINCHUKIN BANK (NEW YORK BRANCH)

- **C.1 - Title:** NORINCHUKIN BANK (NEW YORK BRANCH) 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65603BLC1, C.4 - ISIN: US65603BLC18, C.3 - LEI: 549300KQZJBM38M51L16
- **C.18 - Value (incl. sponsor support):** $99998850.00
- **C.18.a - Value (excl. sponsor support):** $99998850.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31100000.00
- **C.18.a - Value (excl. sponsor support):** $31100000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKU8, C.4 - ISIN: US69033NKU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100033580.00
- **C.18.a - Value (excl. sponsor support):** $100033580.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPT6, C.4 - ISIN: US69033NPT62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74998132.50
- **C.18.a - Value (excl. sponsor support):** $74998132.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-09-17
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPX7, C.4 - ISIN: US69033NPX74, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100060547.00
- **C.18.a - Value (excl. sponsor support):** $100060547.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.664000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UF16, C.4 - ISIN: US69039UF169, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $52483966.50
- **C.18.a - Value (excl. sponsor support):** $52483966.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.666000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UF24, C.4 - ISIN: US69039UF243, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $525785760.20
- **C.18.a - Value (excl. sponsor support):** $525785760.20
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 3.771000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040CG20, C.4 - ISIN: US69040CG205, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $99643820.00
- **C.18.a - Value (excl. sponsor support):** $99643820.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 3.784000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040CGN4, C.4 - ISIN: US69040CGN48, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $128267796.00
- **C.18.a - Value (excl. sponsor support):** $128267796.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: PROTECTIVE LIFE GLOBAL FUNDING

- **C.1 - Title:** PROTECTIVE LIFE GLOBAL FUNDING 144A 4.223000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 743672AK3, C.4 - ISIN: US743672AK32, C.3 - LEI: 635400EVYITCJYWL2I50
- **C.18 - Value (incl. sponsor support):** $50123000.00
- **C.18.a - Value (excl. sponsor support):** $50123000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: AA-; Moody's Investors Service, Inc.: Aa3; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 3.764000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432KF37, C.4 - ISIN: US74432KF376, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $245871391.20
- **C.18.a - Value (excl. sponsor support):** $245871391.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.841000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BKD5, C.4 - ISIN: US75300BKD54, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $210871662.40
- **C.18.a - Value (excl. sponsor support):** $210871662.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: RESOLUTE FUNDING COMPANY LLC

- **C.1 - Title:** RESOLUTE FUNDING CO LLC 144A 3.669000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76090CF41, C.4 - ISIN: US76090CF419, C.3 - LEI: 549300BFL67CHPTIYB61
- **C.18 - Value (incl. sponsor support):** $378768279.40
- **C.18.a - Value (excl. sponsor support):** $378768279.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.907000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WQP8, C.4 - ISIN: US78013WQP85, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $145148790.00
- **C.18.a - Value (excl. sponsor support):** $145148790.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-03-23
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150026205.00
- **C.18.a - Value (excl. sponsor support):** $150026205.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSK4, C.4 - ISIN: US78014XSK45, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $125038137.50
- **C.18.a - Value (excl. sponsor support):** $125038137.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2H9, C.4 - ISIN: US78015J2H97, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249906625.00
- **C.18.a - Value (excl. sponsor support):** $249906625.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.258000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQ83, C.4 - ISIN: US78015JQ838, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $169082455.10
- **C.18.a - Value (excl. sponsor support):** $169082455.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $120073212.00
- **C.18.a - Value (excl. sponsor support):** $120073212.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSG3, C.4 - ISIN: US78015JSG30, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $139991516.00
- **C.18.a - Value (excl. sponsor support):** $139991516.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU47, C.4 - ISIN: US78015JU475, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249834725.00
- **C.18.a - Value (excl. sponsor support):** $249834725.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWQ6, C.4 - ISIN: US78015JWQ65, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $125933497.20
- **C.18.a - Value (excl. sponsor support):** $125933497.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: ST LAWRENCE FUNDING LLC

- **C.1 - Title:** ST LAWRENCE FUNDING LLC 144A 3.667000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79112BF33, C.4 - ISIN: US79112BF337, C.3 - LEI: 635400FJ5I9V1QUSBB98
- **C.18 - Value (incl. sponsor support):** $499745350.00
- **C.18.a - Value (excl. sponsor support):** $499745350.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 3.899000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CN59, C.4 - ISIN: US83369CN594, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $244016750.00
- **C.18.a - Value (excl. sponsor support):** $244016750.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SPIRE INC

- **C.1 - Title:** SPIRE INC 144A 3.944000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 84858PFA4, C.4 - ISIN: US84858PFA49, C.3 - LEI: 549300NXSY15DRY2R511
- **C.18 - Value (incl. sponsor support):** $55427039.70
- **C.18.a - Value (excl. sponsor support):** $55427039.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTU4, C.4 - ISIN: US85325VTU43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250168957.50
- **C.18.a - Value (excl. sponsor support):** $250168957.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTW0, C.4 - ISIN: US85325VTW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250125917.50
- **C.18.a - Value (excl. sponsor support):** $250125917.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.414000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175078548.75
- **C.18.a - Value (excl. sponsor support):** $175078548.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVN7, C.4 - ISIN: US85325VVN71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200203602.00
- **C.18.a - Value (excl. sponsor support):** $200203602.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVQ0, C.4 - ISIN: US85325VVQ03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200157296.00
- **C.18.a - Value (excl. sponsor support):** $200157296.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVY3, C.4 - ISIN: US85325VVY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152075185.28
- **C.18.a - Value (excl. sponsor support):** $152075185.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWJ5, C.4 - ISIN: US85325VWJ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200025358.00
- **C.18.a - Value (excl. sponsor support):** $200025358.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWM8, C.4 - ISIN: US85325VWM89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150029955.00
- **C.18.a - Value (excl. sponsor support):** $150029955.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWS5, C.4 - ISIN: US85325VWS59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165010340.55
- **C.18.a - Value (excl. sponsor support):** $165010340.55
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMK6, C.4 - ISIN: US86564TMK69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183954496.80
- **C.18.a - Value (excl. sponsor support):** $183954496.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TPK3, C.4 - ISIN: US86564TPK33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186031806.00
- **C.18.a - Value (excl. sponsor support):** $186031806.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GST8, C.4 - ISIN: US86565GST84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99006573.60
- **C.18.a - Value (excl. sponsor support):** $99006573.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149014497.70
- **C.18.a - Value (excl. sponsor support):** $149014497.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $105062223.00
- **C.18.a - Value (excl. sponsor support):** $105062223.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWA4, C.4 - ISIN: US86565GWA48, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $192043968.00
- **C.18.a - Value (excl. sponsor support):** $192043968.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 245: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWB2, C.4 - ISIN: US86565GWB21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $172101566.00
- **C.18.a - Value (excl. sponsor support):** $172101566.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWS5, C.4 - ISIN: US86565GWS55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300206730.00
- **C.18.a - Value (excl. sponsor support):** $300206730.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWZ9, C.4 - ISIN: US86565GWZ98, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150042225.00
- **C.18.a - Value (excl. sponsor support):** $150042225.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXY1, C.4 - ISIN: US86565GXY15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $245007962.50
- **C.18.a - Value (excl. sponsor support):** $245007962.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYF1, C.4 - ISIN: US86565GYF17, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250001125.00
- **C.18.a - Value (excl. sponsor support):** $250001125.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZA1, C.4 - ISIN: US86565GZA11, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149988030.00
- **C.18.a - Value (excl. sponsor support):** $149988030.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.935000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73975239.60
- **C.18.a - Value (excl. sponsor support):** $73975239.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TUZ7, C.4 - ISIN: US86959TUZ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100029520.00
- **C.18.a - Value (excl. sponsor support):** $100029520.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-01-07
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73006825.50
- **C.18.a - Value (excl. sponsor support):** $73006825.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 3.800000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 144A 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88605BAD1, C.4 - ISIN: US88605BAD10, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $100004700.00
- **C.18.a - Value (excl. sponsor support):** $100004700.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.258000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178071876.40
- **C.18.a - Value (excl. sponsor support):** $178071876.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175099769.25
- **C.18.a - Value (excl. sponsor support):** $175099769.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR99, C.4 - ISIN: US89115DR990, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150055231.50
- **C.18.a - Value (excl. sponsor support):** $150055231.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUD6, C.4 - ISIN: US89115DUD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100024590.00
- **C.18.a - Value (excl. sponsor support):** $100024590.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DW51, C.4 - ISIN: US89115DW511, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99792990.00
- **C.18.a - Value (excl. sponsor support):** $99792990.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2X3, C.4 - ISIN: US89115M2X39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $138053102.40
- **C.18.a - Value (excl. sponsor support):** $138053102.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M3E4, C.4 - ISIN: US89115M3E49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149924430.00
- **C.18.a - Value (excl. sponsor support):** $149924430.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 3.900000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150022305.00
- **C.18.a - Value (excl. sponsor support):** $150022305.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.157000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TPP4, C.4 - ISIN: US89236TPP48, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $113543739.00
- **C.18.a - Value (excl. sponsor support):** $113543739.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVP2, C.4 - ISIN: US90275DVP22, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $72880564.70
- **C.18.a - Value (excl. sponsor support):** $72880564.70
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVQ0, C.4 - ISIN: US90275DVQ05, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $82826953.30
- **C.18.a - Value (excl. sponsor support):** $82826953.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DWB2, C.4 - ISIN: US90275DWB27, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $110095205.00
- **C.18.a - Value (excl. sponsor support):** $110095205.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.082000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB54, C.4 - ISIN: US90276JB543, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158096018.18
- **C.18.a - Value (excl. sponsor support):** $158096018.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.939000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JC38, C.4 - ISIN: US90276JC384, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175018247.25
- **C.18.a - Value (excl. sponsor support):** $175018247.25
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159014680.47
- **C.18.a - Value (excl. sponsor support):** $159014680.47
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.976000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130025763.40
- **C.18.a - Value (excl. sponsor support):** $130025763.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.977000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZP4, C.4 - ISIN: US90276JZP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175047062.75
- **C.18.a - Value (excl. sponsor support):** $175047062.75
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.787000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400357404.00
- **C.18.a - Value (excl. sponsor support):** $400357404.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541B2D9, C.4 - ISIN: US92541B2D95, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $574969375.50
- **C.18.a - Value (excl. sponsor support):** $574969375.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 275: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.716000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DF25, C.4 - ISIN: US92541DF252, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $375844749.60
- **C.18.a - Value (excl. sponsor support):** $375844749.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 276: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WF13, C.4 - ISIN: US92543WF134, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106966883.50
- **C.18.a - Value (excl. sponsor support):** $106966883.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 277: VERTO CAPITAL I-A LLC

- **C.1 - Title:** VERTO CAPITAL I-A LLC 144A 3.927000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544LHJ5, C.4 - ISIN: US92544LHJ52, C.3 - LEI: 254900ANIP6J04OFNA54
- **C.18 - Value (incl. sponsor support):** $99116420.00
- **C.18.a - Value (excl. sponsor support):** $99116420.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2F7, C.4 - ISIN: US92544M2F78, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $739064293.00
- **C.18.a - Value (excl. sponsor support):** $739064293.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 279: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XF10, C.4 - ISIN: US92544XF106, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $459857630.00
- **C.18.a - Value (excl. sponsor support):** $459857630.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 280: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.929000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XHQ3, C.4 - ISIN: US92544XHQ34, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $111659617.38
- **C.18.a - Value (excl. sponsor support):** $111659617.38
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XHS9, C.4 - ISIN: US92544XHS99, C.3 - LEI: 635400YWQCAXRUTWKF95
- **C.18 - Value (incl. sponsor support):** $198057000.00
- **C.18.a - Value (excl. sponsor support):** $198057000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140032572.40
- **C.18.a - Value (excl. sponsor support):** $140032572.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAC3, C.4 - ISIN: US93930NAC39, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $237022778.07
- **C.18.a - Value (excl. sponsor support):** $237022778.07
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAM1, C.4 - ISIN: US93930NAM11, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $148051020.04
- **C.18.a - Value (excl. sponsor support):** $148051020.04
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159003911.40
- **C.18.a - Value (excl. sponsor support):** $159003911.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 286: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $114797232.00
- **C.18.a - Value (excl. sponsor support):** $114797232.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 287: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVV3, C.4 - ISIN: US95001KVV33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $183635367.20
- **C.18.a - Value (excl. sponsor support):** $183635367.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.997000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWK6, C.4 - ISIN: US95001KWK68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249844850.00
- **C.18.a - Value (excl. sponsor support):** $249844850.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXF6, C.4 - ISIN: US95001KXF64, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $157896826.00
- **C.18.a - Value (excl. sponsor support):** $157896826.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXK5, C.4 - ISIN: US95001KXK59, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $274207807.50
- **C.18.a - Value (excl. sponsor support):** $274207807.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXU3, C.4 - ISIN: US95001KXU32, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $109957903.00
- **C.18.a - Value (excl. sponsor support):** $109957903.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXZ2, C.4 - ISIN: US95001KXZ29, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $175090895.00
- **C.18.a - Value (excl. sponsor support):** $175090895.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 3.891000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980HF19, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $95968867.20
- **C.18.a - Value (excl. sponsor support):** $95968867.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 294: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AG85, C.4 - ISIN: US96130AG858, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149569155.00
- **C.18.a - Value (excl. sponsor support):** $149569155.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ25, C.4 - ISIN: US96130AJ258, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156831774.50
- **C.18.a - Value (excl. sponsor support):** $156831774.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 296: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ74, C.4 - ISIN: US96130AJ746, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87051156.00
- **C.18.a - Value (excl. sponsor support):** $87051156.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 297: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1064000000.00
- **C.18.a - Value (excl. sponsor support):** $1064000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GENERAL ELECTRIC CO                                              | 2032-03-15      | 6.7500%  | 0.0000% | $3739000.00        | $4181716.30        | Corporate Debt Securities |
| HERSHEY COMPANY THE                                              | 2049-11-15      | 3.1250%  | 0.0000% | $105000.00         | $70801.00          | Corporate Debt Securities |
| INTESA SANPAOLO SPA                                              | 2048-01-12      | 4.3750%  | 0.0000% | $13690000.00       | $10725010.29       | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                        | 2067-05-15      | 6.1227%  | 0.0000% | $4000000.00        | $3580084.17        | Corporate Debt Securities |
| BAT CAPITAL CORP                                                 | 2027-04-02      | 4.7000%  | 0.0000% | $393000.00         | $396973.89         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                                   | 2033-02-28      | 4.9000%  | 0.0000% | $940000.00         | $956211.34         | Corporate Debt Securities |
| BOEING CO                                                        | 2030-02-01      | 2.9500%  | 0.0000% | $1357000.00        | $1291184.75        | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2030-02-13      | 5.1740%  | 0.0000% | $3000.00           | $3086.98           | Corporate Debt Securities |
| COCA-COLA CO                                                     | 2027-03-25      | 3.3750%  | 0.0000% | $4589000.00        | $4595608.16        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2036-07-15      | 8.1000%  | 0.0000% | $2000.00           | $2453.00           | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                    | 2031-07-12      | 2.5000%  | 0.0000% | $455000.00         | $409046.77         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2028-09-14      | 5.7160%  | 0.0000% | $750000.00         | $777591.25         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                         | 2029-08-09      | 4.5500%  | 0.0000% | $98000.00          | $99618.25          | Corporate Debt Securities |
| USB REALTY CORP                                                  | 2079-12-31      | 5.0817%  | 0.0000% | $22500000.00       | $20484247.03       | Corporate Debt Securities |
| VALLOUREC SA                                                     | 2032-04-15      | 7.5000%  | 0.0000% | $7471000.00        | $7901080.57        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2035-01-23      | 5.4990%  | 0.0000% | $4408000.00        | $4580778.17        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                           | 2031-03-15      | 2.6000%  | 0.0000% | $582000.00         | $530652.73         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2036-07-15      | 8.1000%  | 0.0000% | $2000.00           | $2453.00           | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2034-11-01      | 6.6270%  | 0.0000% | $4369000.00        | $4789753.63        | Corporate Debt Securities |
| AT&T INC                                                         | 2054-11-01      | 5.7000%  | 0.0000% | $37057000.00       | $35006018.57       | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                                      | 2050-05-01      | 3.4500%  | 0.0000% | $4989000.00        | $3510925.60        | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                                        | 2030-03-27      | 3.2500%  | 0.0000% | $339000.00         | $325689.92         | Corporate Debt Securities |
| AUTOMATIC DATA PROCESSING INC                                    | 2032-05-08      | 4.7500%  | 0.0000% | $7686000.00        | $7725666.16        | Corporate Debt Securities |
| BAT CAPITAL CORP                                                 | 2043-08-02      | 7.0790%  | 0.0000% | $2889000.00        | $3282385.74        | Corporate Debt Securities |
| BAE SYSTEMS PLC                                                  | 2031-03-26      | 5.2500%  | 0.0000% | $7000000.00        | $7218732.50        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                                   | 2035-02-21      | 5.3000%  | 0.0000% | $546000.00         | $565523.75         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2051-10-24      | 2.8310%  | 0.0000% | $100000.00         | $63058.24          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 6.2500%  | 0.0000% | $2000.00           | $2045.84           | Corporate Debt Securities |
| CDW LLC                                                          | 2028-04-01      | 4.2500%  | 0.0000% | $147000.00         | $146066.14         | Corporate Debt Securities |
| CARRIER GLOBAL CORP                                              | 2030-02-15      | 2.7220%  | 0.0000% | $663000.00         | $625423.52         | Corporate Debt Securities |
| EAGLE MATERIALS INC                                              | 2036-03-15      | 5.0000%  | 0.0000% | $21446000.00       | $20861334.38       | Corporate Debt Securities |
| EASTERN GAS TRANSMISSION AND STORAGE INC                         | 2029-11-15      | 3.0000%  | 0.0000% | $183000.00         | $172941.71         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                         | 2053-05-23      | 6.9000%  | 0.0000% | $280000.00         | $302878.80         | Corporate Debt Securities |
| EQUINOR ASA                                                      | 2030-05-22      | 2.3750%  | 0.0000% | $1000.00           | $924.62            | Corporate Debt Securities |
| FLEX LTD                                                         | 2035-11-13      | 5.3750%  | 0.0000% | $8000.00           | $7884.07           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2034-10-24      | 6.5610%  | 0.0000% | $2443000.00        | $2669658.49        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2036-10-21      | 4.9390%  | 0.0000% | $3673000.00        | $3581664.94        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                                | 2031-06-04      | 2.8480%  | 0.0000% | $394000.00         | $370085.95         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                                | 2034-11-13      | 7.3990%  | 0.0000% | $631000.00         | $704169.78         | Corporate Debt Securities |
| HUMANA INC                                                       | 2034-03-15      | 5.9500%  | 0.0000% | $21889000.00       | $22870733.81       | Corporate Debt Securities |
| HYUNDAI CAP SVC                                                  | 2028-01-22      | 5.2500%  | 0.0000% | $1069000.00        | $1099349.80        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                                      | 2053-06-15      | 4.1500%  | 0.0000% | $7033000.00        | $5698316.33        | Corporate Debt Securities |
| MARS INC                                                         | 2055-05-01      | 5.7000%  | 0.0000% | $517000.00         | $510802.89         | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2030-01-23      | 4.4310%  | 0.0000% | $42000.00          | $42376.68          | Corporate Debt Securities |
| NXP BV                                                           | 2031-05-11      | 2.5000%  | 0.0000% | $982000.00         | $881934.20         | Corporate Debt Securities |
| NORINCHUKIN BANK THE                                             | 2035-09-09      | 5.3590%  | 0.0000% | $497000.00         | $499946.66         | Corporate Debt Securities |
| RYDER SYSTEM INC                                                 | 2029-03-15      | 5.3750%  | 0.0000% | $1395000.00        | $1440712.21        | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                              | 2033-09-19      | 6.8750%  | 0.0000% | $2878000.00        | $3172442.58        | Corporate Debt Securities |
| SHELL FINANCE US INC                                             | 2045-05-11      | 4.3750%  | 0.0000% | $760000.00         | $651287.70         | Corporate Debt Securities |
| SODEXO INC                                                       | 2030-08-15      | 5.1500%  | 0.0000% | $679000.00         | $695104.37         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2028-07-19      | 3.9440%  | 0.0000% | $286000.00         | $287464.96         | Corporate Debt Securities |
| TYCO ELECTRONICS                                                 | 2032-02-04      | 2.5000%  | 0.0000% | $600000.00         | $536937.67         | Corporate Debt Securities |
| US BANCORP                                                       | 2035-01-23      | 5.6780%  | 0.0000% | $1197000.00        | $1257021.17        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                       | 2032-03-15      | 2.3550%  | 0.0000% | $11606000.00       | $10232091.39       | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                        | 2035-11-19      | 6.8160%  | 0.0000% | $26669000.00       | $27771585.36       | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | 2028-08-05      | 1.6250%  | 0.0000% | $4500000.00        | $4248611.25        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                       | 2029-03-16      | 3.8750%  | 0.0000% | $500000.00         | $494848.82         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                       | 2027-07-21      | 3.6500%  | 0.0000% | $500000.00         | $501628.89         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                               | 2029-03-13      | 4.9000%  | 0.0000% | $764000.00         | $776899.72         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                          | 2027-02-26      | 4.8000%  | 0.0000% | $1803000.00        | $1834624.62        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | 2035-03-13      | 6.0330%  | 0.0000% | $2800000.00        | $2956061.73        | Corporate Debt Securities |
| BROADCOM INC                                                     | 2031-02-15      | 2.4500%  | 0.0000% | $4988000.00        | $4564108.68        | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                             | 2036-06-01      | 6.2000%  | 0.0000% | $3918000.00        | $4374703.85        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP                              | 2027-10-15      | 4.4000%  | 0.0000% | $24000.00          | $24221.23          | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2035-02-13      | 5.8270%  | 0.0000% | $2263000.00        | $2347675.30        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                             | 2026-12-01      | 4.8500%  | 0.0000% | $548000.00         | $563601.86         | Corporate Debt Securities |
| DT MIDSTREAM INC                                                 | 2034-12-15      | 5.8000%  | 0.0000% | $30298000.00       | $31979606.33       | Corporate Debt Securities |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | 2030-10-12      | 4.6500%  | 0.0000% | $277000.00         | $276543.18         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2036-01-28      | 5.5360%  | 0.0000% | $17488000.00       | $18117167.72       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2029-01-21      | 4.1480%  | 0.0000% | $1008000.00        | $1015457.63        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                          | 2030-01-08      | 5.3000%  | 0.0000% | $179000.00         | $185547.52         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                          | 2028-09-18      | 4.2500%  | 0.0000% | $161000.00         | $160894.05         | Corporate Debt Securities |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | 2033-01-15      | 4.9500%  | 0.0000% | $4503000.00        | $4520359.07        | Corporate Debt Securities |
| MCDONALDS CORP                                                   | 2035-03-03      | 4.9500%  | 0.0000% | $4487000.00        | $4519822.41        | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2031-10-22      | 4.3560%  | 0.0000% | $448000.00         | $440929.22         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                              | 2027-07-02      | 5.5940%  | 0.0000% | $1200000.00        | $1240730.60        | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2065-08-03      | 6.1250%  | 0.0000% | $6178000.00        | $5406158.43        | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2036-02-04      | 5.7000%  | 0.0000% | $11989000.00       | $11894266.92       | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                                            | 2028-11-07      | 4.0000%  | 0.0000% | $1000.00           | $999.34            | Corporate Debt Securities |
| REPSOL E&P CAPITAL MARKETS US LLC                                | 2035-09-16      | 5.9760%  | 0.0000% | $3316000.00        | $3435435.69        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                             | 2031-08-06      | 4.6960%  | 0.0000% | $47386000.00       | $47970279.91       | Corporate Debt Securities |
| SIEMENS FUNDING BV                                               | 2028-05-26      | 4.3500%  | 0.0000% | $1616000.00        | $1620868.20        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2051-02-01      | 2.9500%  | 0.0000% | $758000.00         | $461045.50         | Corporate Debt Securities |
| EQUINOR ASA                                                      | 2043-05-15      | 3.9500%  | 0.0000% | $4000000.00        | $3323944.44        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                        | 2037-10-15      | 6.2000%  | 0.0000% | $2867000.00        | $3068085.01        | Corporate Debt Securities |
| WYETH LLC                                                        | 2037-04-01      | 5.9500%  | 0.0000% | $585000.00         | $626854.47         | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV                        | 2048-01-14      | 4.8750%  | 0.0000% | $1300000.00        | $1030667.63        | Corporate Debt Securities |
| ENGIE ENERGIA CHILE SA                                           | 2030-01-28      | 3.4000%  | 0.0000% | $1800000.00        | $1711184.00        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                                 | 2035-09-11      | 0.0000%  | 0.0000% | $574000.00         | $570392.89         | Corporate Debt Securities |
| AT&T INC                                                         | 2052-02-01      | 3.3000%  | 0.0000% | $100000.00         | $64875.67          | Corporate Debt Securities |
| ABBVIE INC                                                       | 2036-03-15      | 4.7500%  | 0.0000% | $1325000.00        | $1311915.99        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                       | 2033-01-15      | 4.7500%  | 0.0000% | $1166000.00        | $1161255.03        | Corporate Debt Securities |
| AIRBNB INC                                                       | 2036-03-16      | 5.2500%  | 0.0000% | $4034000.00        | $4075452.71        | Corporate Debt Securities |
| AMAZON.COM INC                                                   | 2035-11-20      | 4.6500%  | 0.0000% | $2170000.00        | $2120073.73        | Corporate Debt Securities |
| AMAZON.COM INC                                                   | 2065-11-20      | 5.5500%  | 0.0000% | $1000000.00        | $946517.50         | Corporate Debt Securities |
| AMAZON.COM INC                                                   | 2031-03-13      | 4.2500%  | 0.0000% | $7174000.00        | $7158448.36        | Corporate Debt Securities |
| AMAZON.COM INC                                                   | 2046-03-13      | 5.6500%  | 0.0000% | $1000000.00        | $1005967.78        | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                                      | 2033-04-01      | 4.8500%  | 0.0000% | $15000000.00       | $14702300.00       | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2029-09-15      | 5.8190%  | 0.0000% | $779000.00         | $808743.22         | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2036-08-25      | 6.1250%  | 0.0000% | $8978000.00        | $9525416.09        | Corporate Debt Securities |
| DICKS SPORTING GOODS INC                                         | 2052-01-15      | 4.1000%  | 0.0000% | $6887000.00        | $5070079.31        | Corporate Debt Securities |
| WALT DISNEY CO                                                   | 2026-11-15      | 3.3750%  | 0.0000% | $975000.00         | $973598.44         | Corporate Debt Securities |
| DUKE ENERGY CORP                                                 | 2051-06-15      | 3.5000%  | 0.0000% | $5466000.00        | $3803212.43        | Corporate Debt Securities |
| EXPERIAN FINANCE PLC                                             | 2030-03-08      | 2.7500%  | 0.0000% | $7000000.00        | $6571232.50        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                          | 2029-01-08      | 4.2500%  | 0.0000% | $1900000.00        | $1909036.08        | Corporate Debt Securities |
| IHC HEALTH SERVICES INC                                          | 2048-05-15      | 4.1310%  | 0.0000% | $30000.00          | $24020.60          | Corporate Debt Securities |
| LOWES COMPANIES INC                                              | 2047-05-03      | 4.0500%  | 0.0000% | $724000.00         | $566526.38         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2033-06-21      | 4.4420%  | 0.0000% | $350000.00         | $346386.41         | Corporate Debt Securities |
| MAGNA INTERNATIONAL INC                                          | 2033-03-21      | 5.5000%  | 0.0000% | $4600000.00        | $4774334.89        | Corporate Debt Securities |
| MAREX GROUP PLC                                                  | 2029-11-04      | 6.4040%  | 0.0000% | $3639000.00        | $3761878.92        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | 2028-09-13      | 5.3540%  | 0.0000% | $6285000.00        | $6420459.91        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | 2034-04-19      | 5.4060%  | 0.0000% | $758000.00         | $780858.75         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                                       | 2031-05-25      | 2.5910%  | 0.0000% | $560000.00         | $515445.22         | Corporate Debt Securities |
| ORANGE SA                                                        | 2036-01-13      | 5.0000%  | 0.0000% | $42101000.00       | $42010436.07       | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                                      | 2028-03-14      | 4.5000%  | 0.0000% | $2309000.00        | $2339305.63        | Corporate Debt Securities |
| SNF GROUP SA                                                     | 2030-03-15      | 3.3750%  | 0.0000% | $700000.00         | $656801.25         | Corporate Debt Securities |
| SIEMENS FUNDING BV                                               | 2028-05-26      | 4.2147%  | 0.0000% | $1500000.00        | $1504499.66        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2046-07-08      | 5.7960%  | 0.0000% | $7304000.00        | $7357326.50        | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2030-04-15      | 3.8750%  | 0.0000% | $16555000.00       | $16170031.87       | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                        | 2065-06-01      | 7.0000%  | 0.0000% | $12000000.00       | $12767053.33       | Corporate Debt Securities |
| WESLEYAN UNIVERSITY                                              | 2116-07-01      | 4.7810%  | 0.0000% | $11000000.00       | $8764857.44        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                   | 2048-03-01      | 5.3000%  | 0.0000% | $2000.00           | $1771.75           | Corporate Debt Securities |
| GRUPO ENERGIA BOGOTA SA ESP                                      | 2030-05-15      | 4.8750%  | 0.0000% | $2700000.00        | $2631975.75        | Corporate Debt Securities |
| BAT CAPITAL CORP                                                 | 2029-09-06      | 3.4620%  | 0.0000% | $968000.00         | $941013.93         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                                        | 2033-06-15      | 4.6500%  | 0.0000% | $300000.00         | $297505.50         | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                                              | 2030-02-02      | 4.2470%  | 0.0000% | $2532000.00        | $2539653.60        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                                   | 2033-09-11      | 4.8930%  | 0.0000% | $8000.00           | $8077.77           | Corporate Debt Securities |
| BROADCOM INC                                                     | 2030-07-15      | 4.6000%  | 0.0000% | $388000.00         | $394286.46         | Corporate Debt Securities |
| BROADCOM INC                                                     | 2035-07-15      | 5.2000%  | 0.0000% | $16509000.00       | $16922146.90       | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                             | 2046-08-02      | 3.2000%  | 0.0000% | $291000.00         | $209790.63         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                                   | 2039-09-12      | 3.7430%  | 0.0000% | $5881000.00        | $4888439.29        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | 2055-11-15      | 5.7500%  | 0.0000% | $10210000.00       | $10111535.89       | Corporate Debt Securities |
| COUSINS PROPERTIES LP                                            | 2034-10-01      | 5.8750%  | 0.0000% | $1496000.00        | $1545091.66        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                           | 2050-10-01      | 2.9500%  | 0.0000% | $132000.00         | $71787.25          | Corporate Debt Securities |
| UBS GROUP AG                                                     | 2030-04-10      | 4.2140%  | 0.0000% | $532000.00         | $530962.10         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                          | 2031-04-15      | 4.3750%  | 0.0000% | $4733000.00        | $4706435.38        | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                               | 2028-05-18      | 3.8750%  | 0.0000% | $283000.00         | $280771.10         | Corporate Debt Securities |
| DICKS SPORTING GOODS INC                                         | 2032-01-15      | 3.1500%  | 0.0000% | $5000.00           | $4623.13           | Corporate Debt Securities |
| ENI SPA                                                          | 2035-05-19      | 5.7500%  | 0.0000% | $10154000.00       | $10497380.07       | Corporate Debt Securities |
| ENBRIDGE INC                                                     | 2031-02-15      | 4.5000%  | 0.0000% | $700000.00         | $701057.00         | Corporate Debt Securities |
| GA GLOBAL FUNDING TRUST                                          | 2032-04-01      | 5.5000%  | 0.0000% | $595000.00         | $595440.96         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                                          | 2029-01-08      | 4.2500%  | 0.0000% | $2130000.00        | $2140129.92        | Corporate Debt Securities |
| JABIL INC                                                        | 2033-02-01      | 4.7500%  | 0.0000% | $285000.00         | $282992.18         | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                                       | 2029-04-25      | 3.2000%  | 0.0000% | $2000.00           | $1942.04           | Corporate Debt Securities |
| KINDER MORGAN INC                                                | 2050-08-01      | 3.2500%  | 0.0000% | $2000.00           | $1349.47           | Corporate Debt Securities |
| KINROSS GOLD CORP                                                | 2033-07-15      | 6.2500%  | 0.0000% | $7544000.00        | $8218462.94        | Corporate Debt Securities |
| MASTERCARD INC                                                   | 2048-02-26      | 3.9500%  | 0.0000% | $100000.00         | $80025.42          | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                                       | 2030-09-13      | 2.8690%  | 0.0000% | $1160000.00        | $1102297.86        | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2032-04-28      | 1.9280%  | 0.0000% | $1000.00           | $872.00            | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2034-04-21      | 5.2500%  | 0.0000% | $1000.00           | $1015.73           | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2034-11-01      | 6.6270%  | 0.0000% | $3553000.00        | $3895169.30        | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2030-01-16      | 5.1730%  | 0.0000% | $188000.00         | $193758.70         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2028-02-07      | 4.7500%  | 0.0000% | $635000.00         | $648035.14         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                | 2030-12-10      | 4.3000%  | 0.0000% | $2573000.00        | $2586575.43        | Corporate Debt Securities |
| RAYMOND JAMES FINANCIAL INC.                                     | 2051-04-01      | 3.7500%  | 0.0000% | $882000.00         | $644814.03         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2034-07-09      | 5.5580%  | 0.0000% | $3502000.00        | $3682263.50        | Corporate Debt Securities |
| TSMC ARIZONA CORP                                                | 2052-04-22      | 4.5000%  | 0.0000% | $335000.00         | $314868.18         | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                                        | 2033-04-22      | 4.8660%  | 0.0000% | $200000.00         | $199427.20         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | 2056-03-15      | 5.7500%  | 0.0000% | $5957000.00        | $5954613.89        | Corporate Debt Securities |
| UBS GROUP AG                                                     | 2033-08-05      | 4.9880%  | 0.0000% | $633000.00         | $638326.91         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2041-04-30      | 3.0680%  | 0.0000% | $365000.00         | $277875.03         | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2028-01-25      | 3.4000%  | 0.0000% | $2693000.00        | $2692814.48        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                               | 2033-01-10      | 4.0000%  | 0.0000% | $2900000.00        | $2898591.89        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | 2050-01-30      | 3.7000%  | 0.0000% | $600000.00         | $420078.33         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                     | 2051-08-15      | 2.7500%  | 0.0000% | $247000.00         | $151580.06         | Corporate Debt Securities |
| AT&T INC                                                         | 2056-10-30      | 6.2000%  | 0.0000% | $5990000.00        | $6042798.52        | Corporate Debt Securities |
| ACE CAP TR II                                                    | 2030-04-01      | 9.7000%  | 0.0000% | $30000.00          | $35391.83          | Corporate Debt Securities |
| ALABAMA POWER COMPANY                                            | 2047-12-01      | 3.7000%  | 0.0000% | $5032000.00        | $3853024.76        | Corporate Debt Securities |
| ALLEGHANY CORP                                                   | 2044-09-15      | 4.9000%  | 0.0000% | $100000.00         | $90994.22          | Corporate Debt Securities |
| AMAZON.COM INC                                                   | 2050-06-03      | 2.5000%  | 0.0000% | $9989000.00        | $6005908.45        | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                          | 2049-03-15      | 4.5000%  | 0.0000% | $200000.00         | $169862.00         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                          | 2029-04-22      | 3.6250%  | 0.0000% | $400000.00         | $389550.28         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                               | 2029-01-12      | 2.2500%  | 0.0000% | $726000.00         | $689890.58         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                               | 2031-07-10      | 5.0500%  | 0.0000% | $1617000.00        | $1656517.23        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                               | 2027-07-09      | 4.5500%  | 0.0000% | $122000.00         | $124339.28         | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                                      | 2051-06-01      | 3.2500%  | 0.0000% | $4849000.00        | $3319865.16        | Corporate Debt Securities |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                   | 2030-10-01      | 3.7500%  | 0.0000% | $1013000.00        | $972208.18         | Corporate Debt Securities |
| APACHE CORP                                                      | 2042-02-01      | 5.2500%  | 0.0000% | $800000.00         | $707198.67         | Corporate Debt Securities |
| APPALACHIAN POWER CO                                             | 2038-04-01      | 7.0000%  | 0.0000% | $5000000.00        | $5645688.89        | Corporate Debt Securities |
| APPLIED MAT INC                                                  | 2036-01-15      | 4.6000%  | 0.0000% | $28228000.00       | $27836822.65       | Corporate Debt Securities |
| ARCELORMITTAL SA                                                 | 2036-05-19      | 5.3750%  | 0.0000% | $12432000.00       | $12362045.83       | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                                          | 2033-03-02      | 4.3000%  | 0.0000% | $645000.00         | $634784.28         | Corporate Debt Securities |
| ATMOS ENERGY CORP                                                | 2048-10-01      | 4.3000%  | 0.0000% | $10000.00          | $8288.38           | Corporate Debt Securities |
| AUTONATION INC                                                   | 2029-01-15      | 4.4500%  | 0.0000% | $1759000.00        | $1784284.16        | Corporate Debt Securities |
| BAT CAPITAL CORP                                                 | 2033-08-02      | 6.4210%  | 0.0000% | $750000.00         | $827758.69         | Corporate Debt Securities |
| BPCE SA                                                          | 2029-10-01      | 2.7000%  | 0.0000% | $3771000.00        | $3558127.05        | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                                    | 2047-08-15      | 3.7500%  | 0.0000% | $60000.00          | $45774.20          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2028-01-20      | 3.8240%  | 0.0000% | $17000.00          | $17175.32          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2029-06-14      | 2.0870%  | 0.0000% | $1021000.00        | $981748.08         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2030-04-23      | 4.4770%  | 0.0000% | $1566000.00        | $1564570.24        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2034-10-25      | 6.4740%  | 0.0000% | $4132000.00        | $4534516.03        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                 | 2028-06-09      | 4.3180%  | 0.0000% | $1500000.00        | $1515673.74        | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                                              | 2034-02-02      | 4.8130%  | 0.0000% | $532000.00         | $533145.00         | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                                     | 2050-05-20      | 3.7940%  | 0.0000% | $592000.00         | $425984.55         | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2030-05-20      | 5.4970%  | 0.0000% | $2840000.00        | $2899879.27        | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2033-01-13      | 5.7860%  | 0.0000% | $1452000.00        | $1531683.18        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                                          | 2050-11-13      | 2.5500%  | 0.0000% | $1267000.00        | $747293.49         | Corporate Debt Securities |
| BROADCOM INC                                                     | 2033-02-15      | 2.6000%  | 0.0000% | $79000.00          | $69387.37          | Corporate Debt Securities |
| BROOKFIELD CAPITAL FINANCE LLC                                   | 2033-06-14      | 6.0870%  | 0.0000% | $885000.00         | $956728.14         | Corporate Debt Securities |
| BROOKFIELD ASSET MANAGEMENT LTD                                  | 2036-01-15      | 5.2980%  | 0.0000% | $10000000.00       | $10090288.33       | Corporate Debt Securities |
| BROOKLYN UNION GAS CO                                            | 2054-07-18      | 6.4150%  | 0.0000% | $2502000.00        | $2623931.15        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                                 | 2046-08-01      | 3.9000%  | 0.0000% | $100000.00         | $80077.33          | Corporate Debt Securities |
| CVS HEALTH CORP                                                  | 2027-06-01      | 6.2500%  | 0.0000% | $100000.00         | $105008.28         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                                 | 2032-04-07      | 3.6000%  | 0.0000% | $250000.00         | $236257.50         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                                 | 2029-04-08      | 5.2600%  | 0.0000% | $388000.00         | $398317.57         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2029-03-15      | 4.0000%  | 0.0000% | $1252000.00        | $1246694.30        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2030-03-05      | 2.0500%  | 0.0000% | $771000.00         | $707911.64         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2050-05-01      | 3.5000%  | 0.0000% | $618000.00         | $441074.15         | Corporate Debt Securities |
| CISCO SYSTEMS INC                                                | 2029-02-26      | 4.8500%  | 0.0000% | $8000.00           | $8215.83           | Corporate Debt Securities |
| COCA-COLA CO                                                     | 2031-03-15      | 1.3750%  | 0.0000% | $440000.00         | $384505.61         | Corporate Debt Securities |
| COMCAST CORPORATION                                              | 2047-08-15      | 4.0000%  | 0.0000% | $1439000.00        | $1087906.38        | Corporate Debt Securities |
| COMCAST CORPORATION                                              | 2052-08-15      | 2.4500%  | 0.0000% | $4315000.00        | $2286379.46        | Corporate Debt Securities |
| COMCAST CORPORATION                                              | 2029-01-15      | 4.5500%  | 0.0000% | $343000.00         | $350201.67         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                 | 2033-07-26      | 3.8750%  | 0.0000% | $14100000.00       | $12348915.12       | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO                                    | 2030-01-22      | 5.0000%  | 0.0000% | $3599000.00        | $3732266.97        | Corporate Debt Securities |
| CORPORACION INMOBILIARIA VESTA SAB DE CV                         | 2033-01-30      | 5.5000%  | 0.0000% | $400000.00         | $398352.22         | Corporate Debt Securities |
| UBS GROUP AG                                                     | 2033-11-15      | 9.0160%  | 0.0000% | $2106000.00        | $2563983.86        | Corporate Debt Securities |
| UBS GROUP AG                                                     | 2034-09-22      | 6.3010%  | 0.0000% | $4600000.00        | $4948619.56        | Corporate Debt Securities |
| CROWN CASTLE INC                                                 | 2027-09-01      | 3.6500%  | 0.0000% | $2514000.00        | $2510687.11        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                             | 2028-04-01      | 1.9000%  | 0.0000% | $865000.00         | $832701.86         | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                             | 2055-05-15      | 5.8500%  | 0.0000% | $1196000.00        | $1207786.58        | Corporate Debt Securities |
| DEERE & CO                                                       | 2050-04-15      | 3.7500%  | 0.0000% | $5682000.00        | $4385500.18        | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                               | 2043-04-29      | 3.8750%  | 0.0000% | $1753000.00        | $1409655.96        | Corporate Debt Securities |
| WALT DISNEY CO                                                   | 2031-03-14      | 4.0000%  | 0.0000% | $175000.00         | $173619.06         | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                                          | 2030-12-01      | 4.2000%  | 0.0000% | $2386000.00        | $2400196.70        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                               | 2048-06-15      | 6.0000%  | 0.0000% | $277000.00         | $277189.28         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                                            | 2050-04-01      | 4.2000%  | 0.0000% | $1000.00           | $793.38            | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC                                             | 2052-06-15      | 3.3500%  | 0.0000% | $24000.00          | $16557.39          | Corporate Debt Securities |
| EQUINIX INC                                                      | 2027-07-15      | 1.8000%  | 0.0000% | $4000.00           | $3914.60           | Corporate Debt Securities |
| META PLATFORMS INC                                               | 2046-05-15      | 6.2000%  | 0.0000% | $22090000.00       | $22376630.02       | Corporate Debt Securities |
| META PLATFORMS INC                                               | 2066-05-15      | 6.4500%  | 0.0000% | $20000.00          | $20184.18          | Corporate Debt Securities |
| FEDEX CORP                                                       | 2035-02-01      | 3.9000%  | 0.0000% | $500000.00         | $463996.67         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                         | 2030-05-15      | 4.6250%  | 0.0000% | $1528000.00        | $1538831.40        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                         | 2054-06-15      | 5.6000%  | 0.0000% | $2228000.00        | $2248344.12        | Corporate Debt Securities |
| FRANKLIN BSP CAPITAL CORP                                        | 2029-06-15      | 7.2000%  | 0.0000% | $5268000.00        | $5553894.36        | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                            | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1950.56           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2027-09-10      | 3.6300%  | 0.0000% | $7000.00           | $7073.95           | Corporate Debt Securities |
| HOME DEPOT INC                                                   | 2028-03-15      | 0.9000%  | 0.0000% | $848000.00         | $802903.36         | Corporate Debt Securities |
| HONEYWELL INTERNATIONAL INC                                      | 2050-06-01      | 2.8000%  | 0.0000% | $3250000.00        | $2126164.44        | Corporate Debt Securities |
| HOWMET AEROSPACE INC                                             | 2031-10-15      | 4.8500%  | 0.0000% | $500000.00         | $505823.89         | Corporate Debt Securities |
| TRANE TECHNOLOGIES HOLDCO INC                                    | 2028-08-21      | 3.7500%  | 0.0000% | $9490000.00        | $9483436.08        | Corporate Debt Securities |
| INTEL CORP                                                       | 2062-08-05      | 5.0500%  | 0.0000% | $1127000.00        | $963451.64         | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC                                    | 2031-03-15      | 4.2000%  | 0.0000% | $744000.00         | $744815.67         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                              | 2037-01-22      | 4.8980%  | 0.0000% | $17770000.00       | $17599035.82       | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                                       | 2030-03-26      | 3.1000%  | 0.0000% | $659000.00         | $630989.21         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                                 | 2032-03-15      | 7.7500%  | 0.0000% | $1000.00           | $1159.77           | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                            | 2065-02-12      | 5.6000%  | 0.0000% | $1240000.00        | $1244494.31        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                            | 2032-10-15      | 4.5500%  | 0.0000% | $181000.00         | $181208.35         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                                         | 2079-12-31      | 6.6570%  | 0.0000% | $410.00            | $434.14            | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                                      | 2036-09-01      | 6.1500%  | 0.0000% | $6254000.00        | $6908376.87        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                                      | 2028-05-15      | 4.4500%  | 0.0000% | $185000.00         | $185936.20         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                                      | 2029-02-15      | 4.5000%  | 0.0000% | $337000.00         | $342176.32         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2030-01-15      | 5.0330%  | 0.0000% | $9936000.00        | $10195269.43       | Corporate Debt Securities |
| MAREX GROUP PLC                                                  | 2031-04-21      | 5.6800%  | 0.0000% | $2000000.00        | $2013711.11        | Corporate Debt Securities |
| MCDONALDS CORP                                                   | 2029-05-17      | 5.0000%  | 0.0000% | $169000.00         | $171967.08         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | 2035-04-01      | 5.4500%  | 0.0000% | $20466000.00       | $20870419.53       | Corporate Debt Securities |
| MERCK & CO INC                                                   | 2055-12-04      | 5.5500%  | 0.0000% | $800000.00         | $805735.33         | Corporate Debt Securities |
| MERCK & CO INC                                                   | 2056-05-22      | 5.8500%  | 0.0000% | $5460000.00        | $5591299.35        | Corporate Debt Securities |
| METLIFE INC                                                      | 2066-12-15      | 6.4000%  | 0.0000% | $1000.00           | $1051.98           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                                       | 2055-02-01      | 5.3000%  | 0.0000% | $637000.00         | $606393.57         | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST                                    | 2028-05-01      | 6.5000%  | 0.0000% | $5050000.00        | $5070632.06        | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2037-04-20      | 5.2970%  | 0.0000% | $3863000.00        | $3887601.19        | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2029-11-01      | 6.4070%  | 0.0000% | $189000.00         | $197343.07         | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2026-07-27      | 3.1250%  | 0.0000% | $1000000.00        | $1009260.28        | Corporate Debt Securities |
| NBN CO LTD                                                       | 2031-05-05      | 2.6250%  | 0.0000% | $210000.00         | $191505.30         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)                   | 2027-06-11      | 5.0870%  | 0.0000% | $700000.00         | $723939.53         | Corporate Debt Securities |
| NESTLE CAPITAL CORP                                              | 2031-03-12      | 4.7500%  | 0.0000% | $287000.00         | $292134.35         | Corporate Debt Securities |
| NESTLE CAPITAL CORP                                              | 2033-03-18      | 4.5000%  | 0.0000% | $5203000.00        | $5181849.80        | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                              | 2026-07-14      | 1.6530%  | 0.0000% | $320000.00         | $320998.00         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                            | 2056-03-18      | 5.7000%  | 0.0000% | $14350000.00       | $14715374.92       | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                                           | 2047-04-01      | 4.1500%  | 0.0000% | $189000.00         | $152837.89         | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | 2051-11-15      | 2.7000%  | 0.0000% | $10000.00          | $5907.20           | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | 2035-04-01      | 5.3500%  | 0.0000% | $88000.00          | $90660.19          | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2054-09-27      | 5.3750%  | 0.0000% | $1132000.00        | $910022.66         | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                                            | 2028-03-03      | 4.5500%  | 0.0000% | $220000.00         | $223717.88         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                       | 2028-08-01      | 6.0500%  | 0.0000% | $44000.00          | $46042.50          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2036-04-29      | 4.8750%  | 0.0000% | $300000.00         | $294735.75         | Corporate Debt Securities |
| PROLOGIS LP                                                      | 2034-03-15      | 5.0000%  | 0.0000% | $1971000.00        | $1990607.07        | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                                         | 2040-06-21      | 6.6250%  | 0.0000% | $822000.00         | $931421.67         | Corporate Debt Securities |
| QATARENERGY                                                      | 2051-07-12      | 3.3000%  | 0.0000% | $800000.00         | $547150.67         | Corporate Debt Securities |
| QUALCOMM INC                                                     | 2030-05-20      | 4.5000%  | 0.0000% | $688000.00         | $691436.56         | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                                            | 2033-11-30      | 6.4000%  | 0.0000% | $1261000.00        | $1408464.14        | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA                                         | 2033-01-21      | 5.7100%  | 0.0000% | $450000.00         | $475516.00         | Corporate Debt Securities |
| REALTY INCOME CORP                                               | 2027-08-15      | 3.9500%  | 0.0000% | $3000.00           | $3021.48           | Corporate Debt Securities |
| REGIONS BANK                                                     | 2037-06-26      | 6.4500%  | 0.0000% | $2006000.00        | $2170838.04        | Corporate Debt Securities |
| REPUBLIC SERVICES INC                                            | 2029-04-01      | 4.8750%  | 0.0000% | $1973000.00        | $2012409.03        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) LTD                                      | 2051-11-02      | 2.7500%  | 0.0000% | $1094000.00        | $673819.22         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                             | 2027-05-04      | 3.6250%  | 0.0000% | $352000.00         | $351319.71         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                             | 2033-05-02      | 5.0000%  | 0.0000% | $1485000.00        | $1505032.65        | Corporate Debt Securities |
| S&P GLOBAL INC                                                   | 2028-08-01      | 4.7500%  | 0.0000% | $6000.00           | $6137.52           | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                                      | 2053-04-01      | 5.3500%  | 0.0000% | $625000.00         | $588755.90         | Corporate Debt Securities |
| SCHLUMBERGER INVESTMENT SA                                       | 2036-05-07      | 5.1500%  | 0.0000% | $900000.00         | $904038.50         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                              | 2034-08-24      | 6.1360%  | 0.0000% | $3385000.00        | $3650256.12        | Corporate Debt Securities |
| SEMPRA                                                           | 2029-04-01      | 3.7000%  | 0.0000% | $475000.00         | $466441.03         | Corporate Debt Securities |
| SIEMENS FUNDING BV                                               | 2030-05-28      | 4.6000%  | 0.0000% | $471000.00         | $473000.70         | Corporate Debt Securities |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | 2031-03-12      | 4.3750%  | 0.0000% | $1000000.00        | $997207.64         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA GAS COMPANY                                  | 2053-06-01      | 5.7500%  | 0.0000% | $1000000.00        | $1008600.56        | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | 2056-04-01      | 5.9000%  | 0.0000% | $7810000.00        | $7782829.88        | Corporate Debt Securities |
| SPIRIT AROSYSTMS                                                 | 2026-06-15      | 3.8500%  | 0.0000% | $2000.00           | $2029.48           | Corporate Debt Securities |
| SPRINT CAPITAL CORPORATION                                       | 2028-11-15      | 6.8750%  | 0.0000% | $2263000.00        | $2389328.83        | Corporate Debt Securities |
| STATE STREET CORP                                                | 2034-11-21      | 6.1230%  | 0.0000% | $820000.00         | $864854.55         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2030-01-13      | 5.7100%  | 0.0000% | $600000.00         | $632610.67         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2033-09-14      | 5.8080%  | 0.0000% | $7428000.00        | $7862612.28        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                      | 2031-07-08      | 4.6600%  | 0.0000% | $800000.00         | $810513.33         | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST BANK LTD                                   | 2027-03-07      | 5.2000%  | 0.0000% | $1140000.00        | $1162542.87        | Corporate Debt Securities |
| SUNCOR ENERGY INC (CANADA)                                       | 2032-02-01      | 7.1500%  | 0.0000% | $1000.00           | $1130.33           | Corporate Debt Securities |
| SWISS RE SUBORDINATED FINANCE PLC                                | 2035-04-05      | 5.6980%  | 0.0000% | $4400000.00        | $4475402.80        | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2051-02-15      | 3.3000%  | 0.0000% | $2246000.00        | $1505658.51        | Corporate Debt Securities |
| TSMC ARIZONA CORP                                                | 2029-04-22      | 4.1250%  | 0.0000% | $600000.00         | $600545.75         | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                                     | 2044-07-05      | 5.6500%  | 0.0000% | $5330000.00        | $5395878.80        | Corporate Debt Securities |
| THERMO FISHER                                                    | 2032-10-07      | 4.4730%  | 0.0000% | $6036000.00        | $5974257.76        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                         | 2030-04-01      | 3.3750%  | 0.0000% | $1102000.00        | $1063272.97        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                         | 2031-01-10      | 1.6500%  | 0.0000% | $271000.00         | $239602.17         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                         | 2031-09-12      | 1.9000%  | 0.0000% | $665000.00         | $581804.44         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                                         | 2033-03-11      | 4.6000%  | 0.0000% | $8311000.00        | $8256572.18        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                                        | 2030-04-15      | 4.1000%  | 0.0000% | $4000.00           | $3937.40           | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                            | 2032-04-23      | 4.6800%  | 0.0000% | $3948000.00        | $3920324.52        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                            | 2079-12-31      | 6.2500%  | 0.0000% | $1872000.00        | $1871963.60        | Corporate Debt Securities |
| UBS GROUP AG                                                     | 2033-11-06      | 4.8440%  | 0.0000% | $4544000.00        | $4472499.15        | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                                            | 2051-08-12      | 2.6250%  | 0.0000% | $500000.00         | $311876.04         | Corporate Debt Securities |
| UNION ELECTRIC CO                                                | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $1574.21           | Corporate Debt Securities |
| US BANCORP                                                       | 2028-04-26      | 3.9000%  | 0.0000% | $3000.00           | $2989.58           | Corporate Debt Securities |
| US BANCORP                                                       | 2027-10-26      | 6.7870%  | 0.0000% | $1000.00           | $1015.76           | Corporate Debt Securities |
| US BANCORP                                                       | 2041-05-20      | 5.7230%  | 0.0000% | $2000000.00        | $2004501.50        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                           | 2064-04-15      | 5.5000%  | 0.0000% | $498000.00         | $468494.61         | Corporate Debt Securities |
| VALERO ENERGY CORP                                               | 2051-12-01      | 3.6500%  | 0.0000% | $2000.00           | $1427.01           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                       | 2055-11-30      | 5.8750%  | 0.0000% | $30412000.00       | $30787617.77       | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHIP VII LTD                                | 2029-02-15      | 5.6250%  | 0.0000% | $201000.00         | $204455.19         | Corporate Debt Securities |
| WELLS FARGO BANK NA                                              | 2037-02-01      | 5.8500%  | 0.0000% | $463000.00         | $488652.52         | Corporate Debt Securities |
| WASTE CONNECTIONS INC                                            | 2032-01-15      | 2.2000%  | 0.0000% | $528000.00         | $467036.53         | Corporate Debt Securities |
| WASTE CONNECTIONS INC                                            | 2036-07-15      | 4.8000%  | 0.0000% | $854000.00         | $842029.77         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2027-07-22      | 4.3000%  | 0.0000% | $277000.00         | $281013.58         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2032-05-20      | 4.8440%  | 0.0000% | $1000000.00        | $999061.00         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                   | 2048-08-15      | 5.5000%  | 0.0000% | $400000.00         | $360855.56         | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2026-08-19      | 2.7000%  | 0.0000% | $200000.00         | $200928.00         | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2034-07-24      | 4.1100%  | 0.0000% | $912000.00         | $902780.44         | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2041-11-18      | 3.1330%  | 0.0000% | $400000.00         | $294774.92         | Corporate Debt Securities |
| WESTPAC BANKING CORP                                             | 2031-06-12      | 3.6300%  | 0.0000% | $300000.00         | $301097.03         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                                 | 2029-03-04      | 4.5000%  | 0.0000% | $96000.00          | $96422.88          | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                                        | 2046-10-31      | 5.5000%  | 0.0000% | $357000.00         | $309297.86         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | 2030-01-14      | 3.1500%  | 0.0000% | $469000.00         | $446944.10         | Corporate Debt Securities |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                          | 2061-09-14      | 3.8300%  | 0.0000% | $300000.00         | $206003.75         | Corporate Debt Securities |
| NEW YORK LIFE GLOBAL FUNDING                                     | 2026-09-18      | 5.4500%  | 0.0000% | $500000.00         | $507484.31         | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST BANK LTD                                   | 2027-09-10      | 4.4500%  | 0.0000% | $400000.00         | $404694.11         | Corporate Debt Securities |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FI | 2029-12-10      | 5.6210%  | 0.0000% | $400000.00         | $418338.99         | Corporate Debt Securities |
| SHINHAN BANK                                                     | 2030-05-13      | 4.6250%  | 0.0000% | $800000.00         | $805036.44         | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                                  | 2030-01-15      | 4.8690%  | 0.0000% | $300000.00         | $291937.05         | Corporate Debt Securities |
| CIMIC FINANCE LTD                                                | 2036-04-22      | 6.0000%  | 0.0000% | $9711000.00        | $9658722.45        | Corporate Debt Securities |
| ESENTIA ENERGY DEVELOPMENT SA DE CV                              | 2033-07-30      | 6.1250%  | 0.0000% | $10000000.00       | $9949020.83        | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2033-08-08      | 6.9210%  | 0.0000% | $13600000.00       | $15026364.60       | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2030-03-14      | 5.5380%  | 0.0000% | $800000.00         | $824030.00         | Corporate Debt Securities |

### Security 298: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $319000000.00
- **C.18.a - Value (excl. sponsor support):** $319000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2026-11-15      | 0.0000%  | 0.0000% | $31517446.16       | $30976890.44       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2030-05-15      | 0.0000%  | 0.0000% | $35883110.14       | $30430743.32       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2041-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2029-11-15      | 0.0000%  | 0.0000% | $37367165.12       | $32384589.96       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2036-05-15      | 0.0000%  | 0.0000% | $34938289.85       | $22191404.18       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2030-06-30      | 3.7500%  | 0.0000% | $47633200.00       | $47683647.51       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2031-11-15      | 0.0000%  | 0.0000% | $38716215.12       | $30741836.29       | U.S. Treasuries (including strips)  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | 0.0000% | $78006409.00       | $74907082.66       | Agency Mortgage-Backed Securities   |
| TN VLY AUTHORITY                           | 2055-02-01      | 5.2500%  | 0.0000% | $10013000.00       | $9935232.36        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-11-30      | 3.6500%  | 0.0000% | $15000000.00       | $14997930.00       | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                     | 2029-05-15      | 0.0000%  | 0.0000% | $35165140.12       | $31130643.59       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2056-05-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips)  |

### Security 299: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| INTEL CORP            | 2041-10-01      | 4.8000%  | 0.0000% | $46530000.00       | $41894371.20       | Corporate Debt Securities |
| NEWMONT CORPORATION   | 2034-03-15      | 5.3500%  | 0.0000% | $42955000.00       | $44733647.23       | Corporate Debt Securities |
| WELLS FARGO & COMPANY | 2029-04-23      | 4.9700%  | 0.0000% | $45500000.00       | $46043270.00       | Corporate Debt Securities |
| JPMORGAN CHASE & CO   | 2030-04-23      | 4.4080%  | 0.0000% | $41800000.00       | $41720078.40       | Corporate Debt Securities |
| GLOBAL NET LEASE INC  | 2028-09-30      | 4.5000%  | 0.0000% | $48402000.00       | $47647170.81       | Corporate Debt Securities |
| CITIGROUP INC         | 2028-05-07      | 3.6200%  | 0.0000% | $23668000.00       | $23827308.48       | Corporate Debt Securities |
| JPMORGAN CHASE & CO   | 2032-04-23      | 4.6220%  | 0.0000% | $41700000.00       | $41526194.40       | Corporate Debt Securities |
| LPL HOLDINGS INC      | 2028-11-17      | 6.7500%  | 0.0000% | $39423000.00       | $41258929.11       | Corporate Debt Securities |

### Security 300: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTA EQUIPMENT GROUP INC         | 2029-06-01      | 9.0000%  | 0.0000% | $3593000.00        | $3568639.46        | Corporate Debt Securities |
| ARCHES BUYER INC                 | 2028-12-01      | 6.1250%  | 0.0000% | $3554000.00        | $3553305.98        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC | 2029-01-15      | 6.0000%  | 0.0000% | $4660000.00        | $4727166.13        | Corporate Debt Securities |
| ARKO CORP                        | 2029-11-15      | 5.1250%  | 0.0000% | $4353000.00        | $4017440.53        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC | 2034-01-15      | 9.7500%  | 0.0000% | $556000.00         | $593197.33         | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC           | 2039-09-15      | 7.6000%  | 0.0000% | $382000.00         | $370777.69         | Corporate Debt Securities |
| Compas Grp Diver                 | 2029-04-15      | 5.2500%  | 0.0000% | $5606749.00        | $5395972.62        | Corporate Debt Securities |
| MIWD HOLDCO II LLC               | 2030-02-01      | 5.5000%  | 0.0000% | $4700000.00        | $4481157.56        | Corporate Debt Securities |
| ACRISURE LLC                     | 2029-06-15      | 8.5000%  | 0.0000% | $5322000.00        | $5454423.19        | Corporate Debt Securities |
| CHAMPIONS FINANCING INC          | 2029-02-15      | 8.7500%  | 0.0000% | $3999000.00        | $3960720.68        | Corporate Debt Securities |
| DISH DBS CORP                    | 2026-12-01      | 5.2500%  | 0.0000% | $4464000.00        | $4563718.32        | Corporate Debt Securities |
| HOWDEN UK REFINANCE 2 PLC        | 2032-02-15      | 8.1250%  | 0.0000% | $6341000.00        | $5992449.32        | Corporate Debt Securities |
| NABORS INDUSTRIES INC            | 2031-08-15      | 8.8750%  | 0.0000% | $4972000.00        | $5353446.32        | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD     | 2031-05-15      | 8.5000%  | 0.0000% | $5185000.00        | $5494158.51        | Corporate Debt Securities |
| AP CORE HOLDINGS II LLC          | 2031-05-15      | 11.0000% | 0.0000% | $656000.00         | $689970.60         | Corporate Debt Securities |
| ALGOMA STEEL INC                 | 2029-04-15      | 9.1250%  | 0.0000% | $4259000.00        | $4163354.69        | Corporate Debt Securities |
| ARMOR HOLDCO INC                 | 2029-11-15      | 8.5000%  | 0.0000% | $3278000.00        | $3312109.41        | Corporate Debt Securities |
| BAUSCH HEALTH COMPANIES INC      | 2029-02-15      | 6.2500%  | 0.0000% | $5100000.00        | $3738583.33        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP     | 2028-10-01      | 6.5000%  | 0.0000% | $5080000.00        | $5139650.49        | Corporate Debt Securities |
| GB AIT BUYER INC                 | 2034-04-30      | 8.7500%  | 0.0000% | $2578000.00        | $2595913.52        | Corporate Debt Securities |
| MPH ACQUISITION HOLDINGS LLC     | 2030-12-31      | 6.5000%  | 0.0000% | $5748709.00        | $5483543.41        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I | 2028-07-15      | 9.7500%  | 0.0000% | $5217000.00        | $5419063.11        | Corporate Debt Securities |
| DOMTAR CORP                      | 2028-10-01      | 6.7500%  | 0.0000% | $7965000.00        | $6033766.28        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP     | 2031-05-15      | 7.2500%  | 0.0000% | $3656000.00        | $3647552.61        | Corporate Debt Securities |

### Security 301: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAY SQUARE FUNDING LLC          | 2026-09-01      | 0.0000%  | 0.0000% | $2812156.00        | $2783435.45        | Money Market              |
| VERTO CAPITAL I-D LLC           | 2026-06-04      | 0.0000%  | 0.0000% | $50000000.00       | $49963850.00       | Money Market              |
| SHELL                           | 2026-06-03      | 0.0000%  | 0.0000% | $55000000.00       | $54965900.00       | Corporate Debt Securities |
| HQLA FUNDING LLC (SERIES TAHOE) | 2026-06-05      | 0.0000%  | 0.0000% | $50037000.00       | $49786815.00       | Money Market              |

### Security 302: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF COLOMBIA           GLBL BD 8%35            | 2035-11-14      | 8.0000%  | 0.0000% | $4000000.00        | $4281333.33        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           GLBL BD 7.75%36         | 2036-11-07      | 7.7500%  | 0.0000% | $4500000.00        | $4730562.50        | Corporate Debt Securities                         |
| EFMT 2025-NQM6                 A-1    20701225 FLT     | 2070-12-25      | 5.0010%  | 0.0000% | $13931424.00       | $13085154.39       | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV5                 A-1    20701225 FLT     | 2070-12-25      | 5.0770%  | 0.0000% | $9126783.00        | $8756794.66        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-INV1            A-F    20560225 FLT     | 2056-02-25      | 4.9621%  | 0.0000% | $10000000.00       | $9515575.78        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDEN FDG TR 2026-NQM4 A-1    20660325 FLT     | 2066-03-25      | 5.1830%  | 0.0000% | $4000000.00        | $3940897.36        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%36         | 2036-05-22      | 6.2500%  | 0.0000% | $3653000.00        | $3611776.91        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           SR GLBL BD 41           | 2041-01-18      | 6.1250%  | 0.0000% | $800000.00         | $731430.56         | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           SR GLBL BD 44           | 2044-02-26      | 5.6250%  | 0.0000% | $3175000.00        | $2640111.72        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           GLBL BD 7.5%34          | 2034-02-02      | 7.5000%  | 0.0000% | $3018000.00        | $3207756.75        | Corporate Debt Securities                         |
| GS REFT ISSUER LTD 2026-FL1    A      20431020 FLT     | 2043-10-20      | 5.1128%  | 0.0000% | $10000000.00       | $10028272.00       | Private Label Collateralized Mortgage Obligations |
| PRKCM TR 2026-AFC2             A-1    20610425 FLT     | 2061-04-25      | 5.3680%  | 0.0000% | $14000000.00       | $13911379.85       | Private Label Collateralized Mortgage Obligations |
| PANAMA REP                     SR GLBL BD 34           | 2034-04-28      | 8.1250%  | 0.0000% | $4000.00           | $4627.99           | Corporate Debt Securities                         |
| VERUS SEC TRUST 2026-R3        A-1    20680125 FLT     | 2068-01-25      | 5.1900%  | 0.0000% | $1250537.00        | $1224555.04        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2026-NQM5   A-1    20660425 0.00000 | 2066-04-25      | 5.5230%  | 0.0000% | $7000000.00        | $7036915.67        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP          SR GLBL BD 50           | 2050-01-14      | 4.7500%  | 0.0000% | $398000.00         | $300614.38         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          SR GLBL BD 35           | 2035-03-15      | 6.6250%  | 0.0000% | $2000000.00        | $2084736.11        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           5.2%49                  | 2049-05-15      | 5.2000%  | 0.0000% | $300000.00         | $226056.67         | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           SR GLBL BD8.5%35        | 2035-04-25      | 8.5000%  | 0.0000% | $2000000.00        | $2210055.56        | Corporate Debt Securities                         |
| REPUBLIC OF COLOMBIA           SR GLBL BD 31           | 2031-01-21      | 6.1250%  | 0.0000% | $300000.00         | $304913.33         | Corporate Debt Securities                         |
| DWIGHT 2025-FL1                A-S    20420620 FLT     | 2042-06-20      | 5.9111%  | 0.0000% | $5000000.00        | $5021022.21        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-NQM5                 A-1    20701125 FLT     | 2070-11-25      | 5.0330%  | 0.0000% | $16840127.00       | $14659569.83       | Private Label Collateralized Mortgage Obligations |
| MFA TR 2026-INVR1              A-1    20591225 FLT     | 2059-12-25      | 5.3870%  | 0.0000% | $6000000.00        | $5957086.86        | Private Label Collateralized Mortgage Obligations |
| MOROCCO KINGDOM                GLBL 144A NT 42         | 2042-12-11      | 5.5000%  | 0.0000% | $950000.00         | $917477.43         | Corporate Debt Securities                         |

### Security 303: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| RCKT MORTGAGE TR 2025-CES4     A-3    20550425 FLT     | 2055-04-25      | 6.3300%  | 0.0000% | $951000.00         | $965320.48         | Private Label Collateralized Mortgage Obligations |
| CONCORD MUSIC ROYALTIES 2024-1 A      20741020 5.64400 | 2074-10-20      | 5.6440%  | 0.0000% | $12680000.00       | $12829767.70       | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2022-SFRA    D      20390317 4.06300 | 2039-03-17      | 4.0630%  | 0.0000% | $1000000.00        | $991146.11         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RES TR 2022-SFR6      D      20390719 6.03500 | 2039-07-19      | 6.0350%  | 0.0000% | $3700000.00        | $3711088.49        | Private Label Collateralized Mortgage Obligations |
| RADNOR RE 2021-1 LTD           M-2    20331227 FLT     | 2033-12-27      | 6.7621%  | 0.0000% | $4500000.00        | $1088336.73        | Private Label Collateralized Mortgage Obligations |
| IRWIN HOME EQUITY TR 2006-1    IIA-3  20350925 FLT     | 2035-09-25      | 6.2700%  | 0.0000% | $4594000.00        | $11192.22          | Asset-Backed Securities                           |
| TOWD PT MTG TR 2026-CES1       M1     20660125 FLT     | 2066-01-25      | 5.5170%  | 0.0000% | $3250000.00        | $3227422.25        | Private Label Collateralized Mortgage Obligations |
| BHG SEC TR 2022-B              D      20350618 6.69000 | 2035-06-18      | 6.6900%  | 0.0000% | $3000000.00        | $3028652.17        | Asset-Backed Securities                           |
| CARS-DB4 LP 2021-1             A-3    20510815 1.92000 | 2051-08-15      | 1.9200%  | 0.0000% | $15000000.00       | $14657916.85       | Asset-Backed Securities                           |
| EFMT 2025-CES4                 A-2    20600625 FLT     | 2060-06-25      | 5.6570%  | 0.0000% | $698000.00         | $702509.00         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-CES2                 A-1A   20600225 FLT     | 2060-02-25      | 5.6550%  | 0.0000% | $11605000.00       | $9217318.23        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-CES2                 A-1B   20600225 FLT     | 2060-02-25      | 5.7560%  | 0.0000% | $494000.00         | $392325.56         | Private Label Collateralized Mortgage Obligations |
| LENDBUZZ SEC TR 2025-1         A-2    20301015 5.10000 | 2030-10-15      | 5.1000%  | 0.0000% | $8270000.00        | $4624064.14        | Asset-Backed Securities                           |
| MAST LLC 2026-1                A      20510215 5.13400 | 2051-02-15      | 5.1340%  | 0.0000% | $9255000.00        | $8916150.96        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-4     B3     20660425 FLT     | 2066-04-25      | 3.0333%  | 0.0000% | $3619000.00        | $2472352.80        | Private Label Collateralized Mortgage Obligations |
| MILL CTY MTG LN TR 2019-GS2    B1     20590825 FLT     | 2059-08-25      | 3.2500%  | 0.0000% | $3063000.00        | $2506789.15        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TR 2025-CES4     M-1    20550425 FLT     | 2055-04-25      | 6.7280%  | 0.0000% | $826000.00         | $840854.69         | Private Label Collateralized Mortgage Obligations |
| STELLANTIS FINL UW ENH 2025-C  A-2    20280620 4.06000 | 2028-06-20      | 4.0600%  | 0.0000% | $14921000.00       | $14926595.38       | Asset-Backed Securities                           |
| SA ALS AURORA 2003-BC2         M3     20330225 FLT     | 2033-02-25      | 8.1988%  | 0.0000% | $5000000.00        | $140562.11         | Asset-Backed Securities                           |
| APPLEBEES FDING LLC/ IHOP FDIN A-2    20530305 7.82400 | 2053-03-05      | 7.8240%  | 0.0000% | $8000000.00        | $8224432.00        | Asset-Backed Securities                           |
| BRAVO RES FDG TR 2026-CES1     A-1B   20560525 FLT     | 2056-05-25      | 5.4560%  | 0.0000% | $4249000.00        | $4184401.35        | Private Label Collateralized Mortgage Obligations |
| CWABS INC 2004-3               2-A    20340825 FLT     | 2034-08-25      | 4.0988%  | 0.0000% | $13200000.00       | $95477.60          | Asset-Backed Securities                           |
| EFMT 2025-CES4                 A-1    20600625 FLT     | 2060-06-25      | 5.4310%  | 0.0000% | $727818.00         | $565683.26         | Private Label Collateralized Mortgage Obligations |
| ENTERPRISE FLT FING 2023-3     A-3    20300620 6.41000 | 2030-06-20      | 6.4100%  | 0.0000% | $3777000.00        | $3868548.81        | Asset-Backed Securities                           |
| FIGRE TRUST 2026-HE4           A      20560525 FLT     | 2056-05-25      | 5.3000%  | 0.0000% | $4500000.00        | $4397635.36        | Asset-Backed Securities                           |
| FORD CR AUTO LEASE TR 2025-B   A-2B   20280315 FLT     | 2028-03-15      | 4.0328%  | 0.0000% | $2500000.00        | $1858954.91        | Asset-Backed Securities                           |
| GBX LEASING LLC 2022-1         B      20520220 3.45000 | 2052-02-20      | 3.4500%  | 0.0000% | $1925000.00        | $1823360.96        | Asset-Backed Securities                           |
| GLS AUTO REC ISS TR 2026-1     A-2    20281115 4.27000 | 2028-11-15      | 4.0400%  | 0.0000% | $17050000.00       | $17068756.89       | Asset-Backed Securities                           |
| HARDEES FUNDING LLC 2020-1     A-2    20501220 3.98100 | 2050-12-20      | 3.9810%  | 0.0000% | $1555000.00        | $1436247.39        | Asset-Backed Securities                           |
| HARDEE'S FUNDING LLC 2021-1    A-2    20510620 2.86500 | 2051-06-20      | 2.8650%  | 0.0000% | $565000.00         | $504764.81         | Asset-Backed Securities                           |
| HOME RE LTD 2022-1             M-1C   20341025 FLT     | 2034-10-25      | 9.1121%  | 0.0000% | $2500000.00        | $1459541.17        | Private Label Collateralized Mortgage Obligations |
| HOME RE LTD 2022-1             M-2    20341025 FLT     | 2034-10-25      | 10.3621% | 0.0000% | $6500000.00        | $6871556.30        | Private Label Collateralized Mortgage Obligations |
| ONEMAIN FINL ISSUA TR 2023-2   A-1    20360915 5.84000 | 2036-09-15      | 5.8400%  | 0.0000% | $7550000.00        | $7658964.11        | Asset-Backed Securities                           |
| OSCAR US FDG XIV LLC                                   | 2029-04-10      | 2.8200%  | 0.0000% | $400000.00         | $122459.90         | Asset-Backed Securities                           |
| SANTANDER DR AT REC TR 2026-1  A-2    20290315 4.04000 | 2029-03-15      | 4.0400%  | 0.0000% | $3200000.00        | $3202771.56        | Asset-Backed Securities                           |
| SERVPRO MASTER 2021-1 LLC      A-2    20510425 2.39400 | 2051-04-25      | 2.3940%  | 0.0000% | $4950000.00        | $4488710.24        | Asset-Backed Securities                           |
| VINE 2024-SFR1 TRUST           B      20410319 4.50000 | 2041-03-19      | 4.5000%  | 0.0000% | $4000000.00        | $3901272.00        | Private Label Collateralized Mortgage Obligations |
| WENDY'S FDG LLC 2025-1         A-2    20551215 5.42200 | 2055-12-15      | 5.4220%  | 0.0000% | $20784000.00       | $20636096.72       | Asset-Backed Securities                           |

### Security 304: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN WATER CAPITAL CORP                              | 2029-06-01      | 3.4500%  | 0.0000% | $459000.00         | $453325.99         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                                   | 2032-06-01      | 5.6000%  | 0.0000% | $620000.00         | $657850.31         | Corporate Debt Securities |
| CITIGROUP INC                                            | 2028-05-07      | 3.6200%  | 0.0000% | $249000.00         | $250676.01         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                         | 2079-12-31      | 3.7500%  | 0.0000% | $438000.00         | $437022.17         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2031-02-01      | 7.3750%  | 0.0000% | $1958000.00        | $2078052.05        | Corporate Debt Securities |
| EASTERN GAS TRANSMISSION AND STORAGE INC                 | 2049-11-15      | 3.9000%  | 0.0000% | $155000.00         | $113636.18         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2037-09-15      | 6.5000%  | 0.0000% | $695000.00         | $756181.62         | Corporate Debt Securities |
| INGERSOLL RAND INC                                       | 2029-06-15      | 5.1760%  | 0.0000% | $38338000.00       | $39985366.82       | Corporate Debt Securities |
| M&T BK CORP                                              | 2031-07-08      | 5.1790%  | 0.0000% | $40000.00          | $41161.78          | Corporate Debt Securities |
| NEW YORK CITY OF                                         | 2034-08-01      | 3.0000%  | 0.0000% | $5615000.00        | $4941274.87        | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                      | 2032-12-01      | 5.0000%  | 0.0000% | $110000.00         | $124391.54         | Other Instrument          |
| 3M CO                                                    | 2030-03-15      | 4.8000%  | 0.0000% | $2231000.00        | $2271306.73        | Corporate Debt Securities |
| UNIVERSITY OF MICHIGAN                                   | 2052-04-01      | 3.5040%  | 0.0000% | $58000.00          | $42528.23          | Other Instrument          |
| VIRGINIA ELECTRIC AND POWER COMPANY                      | 2048-12-01      | 4.6000%  | 0.0000% | $378000.00         | $329700.84         | Corporate Debt Securities |
| WESTERN ALLIANCE BANK                                    | 2035-11-15      | 6.5370%  | 0.0000% | $6482000.00        | $6407211.76        | Corporate Debt Securities |
| PETRONAS ENERGY CANADA LTD                               | 2028-03-23      | 2.1120%  | 0.0000% | $290000.00         | $279667.88         | Corporate Debt Securities |
| CLEVELAND PUBLIC LIBRARY                                 | 2038-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5150.79           | Other Instrument          |
| ROGERS COMMUNICATIONS INC                                | 2043-10-01      | 5.4500%  | 0.0000% | $429000.00         | $405246.51         | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP INC                          | 2036-09-11      | 5.4160%  | 0.0000% | $23572000.00       | $23483243.56       | Corporate Debt Securities |
| VALE CANADA LTD                                          | 2032-09-15      | 7.2000%  | 0.0000% | $1273000.00        | $1412138.90        | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS               | 2039-10-01      | 0.0000%  | 0.0000% | $7724958.00        | $7771732.20        | Money Market              |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2047-12-01      | 3.9500%  | 0.0000% | $17649000.00       | $13307179.32       | Corporate Debt Securities |
| PROSPER TEX INDPT SCH DIST                               | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11139.14          | Other Instrument          |
| SHELBY CNTY TENN                                         | 2041-04-01      | 5.0000%  | 0.0000% | $4415000.00        | $4884206.58        | Other Instrument          |
| TELEDYNE TECHNOLOGIES INC                                | 2031-04-01      | 2.7500%  | 0.0000% | $745000.00         | $684789.51         | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                       | 2032-03-15      | 3.2500%  | 0.0000% | $71000.00          | $63565.63          | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2030-03-27      | 5.3500%  | 0.0000% | $2035000.00        | $2076298.06        | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                                     | 2032-01-28      | 2.4800%  | 0.0000% | $706000.00         | $638093.78         | Corporate Debt Securities |
| CHARLOTTE N C                                            | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11332.06          | Other Instrument          |
| CHICAGO (CITY OF)                                        | 2038-01-01      | 5.0000%  | 0.0000% | $85000.00          | $93208.07          | Other Instrument          |
| CROWN CASTLE INC                                         | 2049-02-15      | 5.2000%  | 0.0000% | $111000.00         | $101405.41         | Corporate Debt Securities |
| DOLTON ILL                                               | 2029-12-01      | 6.1000%  | 0.0000% | $3300000.00        | $2070607.84        | Other Instrument          |
| DUKE UNIVERSITY                                          | 2046-10-01      | 3.2990%  | 0.0000% | $779000.00         | $570566.91         | Corporate Debt Securities |
| FIRST CITIZENS BANCSHARES INC                            | 2035-09-05      | 5.6000%  | 0.0000% | $3712000.00        | $3678690.99        | Corporate Debt Securities |
| FLORIDA ST BRD ED                                        | 2031-06-01      | 5.0000%  | 0.0000% | $17000.00          | $19260.02          | Other Instrument          |
| GATX CORP                                                | 2035-06-15      | 5.5000%  | 0.0000% | $201000.00         | $208194.91         | Corporate Debt Securities |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP | 2054-07-01      | 1.5700%  | 0.0000% | $1300000.00        | $1302183.79        | Money Market              |
| MACQUARIE GROUP LTD                                      | 2028-06-21      | 4.0980%  | 0.0000% | $170000.00         | $172127.66         | Corporate Debt Securities |
| MASSACHUSETTS ST DEV FIN AGY                             | 2042-10-01      | 2.6000%  | 0.0000% | $10310000.00       | $10324772.12       | Money Market              |
| MICHIGAN (STATE OF)                                      | 2033-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10896.74          | Other Instrument          |
| PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT        | 2054-07-01      | 2.8200%  | 0.0000% | $2445000.00        | $2448874.54        | Money Market              |
| RIVERSIDE CALIF UNI SCH DIST                             | 2033-08-01      | 4.0000%  | 0.0000% | $10000.00          | $10249.11          | Other Instrument          |
| TRANSURBAN FINANCE COMPANY PTY LTD                       | 2027-03-22      | 3.3750%  | 0.0000% | $39000.00          | $38913.08          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2052-03-01      | 3.8750%  | 0.0000% | $1014000.00        | $759204.33         | Corporate Debt Securities |
| VITALITY RE XIV LTD                                      | 2027-01-05      | 7.0000%  | 0.0000% | $7410000.00        | $7559196.30        | Corporate Debt Securities |
| WASHINGTON (STATE OF)                                    | 2033-02-01      | 5.0000%  | 0.0000% | $20000.00          | $21058.38          | Other Instrument          |
| WESTERN MARICOPA EDUCATION CENTER DISTRICT NO 402        | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10689.86          | Other Instrument          |
| WHATCOM CNTY WASH SCH DIST NO 501 BELLINGHAM             | 2036-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10692.32          | Other Instrument          |
| CORPORACION NACIONAL DEL COBRE DE CHILE                  | 2035-09-21      | 5.6250%  | 0.0000% | $1700000.00        | $1725746.50        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                                    | 2027-04-04      | 4.3750%  | 0.0000% | $11753000.00       | $11782312.31       | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                  | 2027-08-01      | 3.6250%  | 0.0000% | $1600000.00        | $1601731.11        | Corporate Debt Securities |
| CAIXABANK SA                                             | 2029-01-18      | 6.2080%  | 0.0000% | $200000.00         | $209544.04         | Corporate Debt Securities |
| ALAMO HEIGHTS TEX INDPT SCH DIST                         | 2041-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11097.29          | Other Instrument          |
| ALIMENTATION COUCHE-TARD INC                             | 2027-07-26      | 3.5500%  | 0.0000% | $64000.00          | $64128.59          | Corporate Debt Securities |
| ARIZONA ST TRANSN BRD                                    | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10224.96          | Other Instrument          |
| BAXTER INTERNATIONAL INC.                                | 2035-12-15      | 5.6500%  | 0.0000% | $21371000.00       | $21652355.15       | Corporate Debt Securities |
| BERNALILLO N MEX MUN SCH DIST NO 1                       | 2032-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28088.61          | Other Instrument          |
| BNP PARIBAS SA                                           | 2029-05-09      | 4.7920%  | 0.0000% | $370000.00         | $371314.32         | Corporate Debt Securities |
| BROWN & BROWN INC                                        | 2035-06-23      | 5.5500%  | 0.0000% | $167000.00         | $171286.89         | Corporate Debt Securities |
| CALIFORNIA DEPARTMENT OF WATER RESOURCES                 | 2034-12-01      | 4.0000%  | 0.0000% | $20000.00          | $21778.56          | Other Instrument          |
| CALIPATRIA CALIF UNI SCH DIST                            | 2035-08-01      | 2.4700%  | 0.0000% | $515000.00         | $429508.00         | Other Instrument          |
| CENTRAL FLORIDA EXRESSWAY AUTH                           | 2032-07-01      | 5.0000%  | 0.0000% | $35000.00          | $39373.44          | Other Instrument          |
| CHICAGO (CITY OF)                                        | 2035-01-01      | 5.0000%  | 0.0000% | $55000.00          | $61231.26          | Other Instrument          |
| CINCO SW TEX MUN UTIL DIST NO 1                          | 2038-12-01      | 4.0000%  | 0.0000% | $50000.00          | $50988.89          | Other Instrument          |
| CONNECTICUT ST HEALTH & EDL FACS A                       | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11251.26          | Other Instrument          |
| CONROE TEX INDPT SCH DIST                                | 2034-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28441.36          | Other Instrument          |
| CONTINENTAL RESOURCES INC                                | 2026-11-15      | 2.2680%  | 0.0000% | $87000.00          | $86184.11          | Corporate Debt Securities |
| DALLAS FORT WORTH TEX INTL ARPT                          | 2028-11-01      | 5.0000%  | 0.0000% | $30000.00          | $31757.37          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                     | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10896.02          | Other Instrument          |
| DU PAGE CNTY ILL SCH DIST NO 58 DOWNERS GROVE            | 2035-12-15      | 5.0000%  | 0.0000% | $20000.00          | $22591.76          | Other Instrument          |
| EASTON MASS                                              | 2046-03-01      | 4.0000%  | 0.0000% | $10000.00          | $9650.38           | Other Instrument          |
| FAU FINANCE CORPORATION                                  | 2034-07-01      | 5.0000%  | 0.0000% | $50000.00          | $53484.78          | Other Instrument          |
| FLORIDA POWER & LIGHT CO                                 | 2032-02-03      | 2.4500%  | 0.0000% | $136000.00         | $122456.36         | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                 | 2065-03-15      | 5.8000%  | 0.0000% | $16301000.00       | $16354503.50       | Corporate Debt Securities |
| FLORIDA ST BRD ED                                        | 2031-06-01      | 5.0000%  | 0.0000% | $25000.00          | $28323.56          | Other Instrument          |
| FLORIDA ST TPK AUTH                                      | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16035.83          | Other Instrument          |
| FOMENTO ECONOMICO MEXICANO SAB DE CV                     | 2050-01-16      | 3.5000%  | 0.0000% | $480000.00         | $352473.87         | Corporate Debt Securities |
| FONTANA CALIF PUB FING AUTH                              | 2045-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10943.19          | Other Instrument          |
| GENERAL MOTORS FINANCIAL COMPANY INC                     | 2027-05-08      | 5.4000%  | 0.0000% | $2961000.00        | $2999581.83        | Corporate Debt Securities |
| GEORGIA (STATE OF)                                       | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11332.06          | Other Instrument          |
| HP INC                                                   | 2027-06-17      | 3.0000%  | 0.0000% | $14000.00          | $13998.88          | Corporate Debt Securities |
| HARRIS COUNTY HOUSTON TEX SPORTS AUTHORITY               | 2037-11-15      | 5.0000%  | 0.0000% | $25000.00          | $27722.86          | Other Instrument          |
| HARRIS COUNTY TEXAS                                      | 2031-09-15      | 5.0000%  | 0.0000% | $5000.00           | $5598.94           | Other Instrument          |
| HONOLULU HAWAII                                          | 2030-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10966.92          | Other Instrument          |
| HURST EULESS BEDFORD TEX ISD                             | 2036-08-15      | 5.0000%  | 0.0000% | $135000.00         | $154670.10         | Other Instrument          |
| ILLINOIS (STATE OF)                                      | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11007.59          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                    | 2032-01-01      | 5.0000%  | 0.0000% | $35000.00          | $39584.49          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                    | 2033-01-01      | 5.0000%  | 0.0000% | $100000.00         | $114364.56         | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                | 2034-02-01      | 5.0000%  | 0.0000% | $50000.00          | $57091.94          | Other Instrument          |
| ING GROEP NV                                             | 2036-03-25      | 5.5250%  | 0.0000% | $5718000.00        | $5863993.25        | Corporate Debt Securities |
| INVERSIONES LA CONSTRUCCION SA                           | 2032-02-07      | 4.7500%  | 0.0000% | $450000.00         | $432354.50         | Corporate Debt Securities |
| JEA FL ELEC SYS REV                                      | 2039-10-01      | 5.0000%  | 0.0000% | $120000.00         | $133397.47         | Other Instrument          |
| JACKSONVILLE FLA                                         | 2035-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11238.26          | Other Instrument          |
| JERSEY CTL PWR & LT CO                                   | 2029-01-15      | 4.1500%  | 0.0000% | $503000.00         | $504945.21         | Corporate Debt Securities |
| KLEIN TEX INDPT SCH DIST                                 | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11353.89          | Other Instrument          |
| LEE CNTY FLA                                             | 2035-10-01      | 5.0000%  | 0.0000% | $35000.00          | $40363.56          | Other Instrument          |
| ELI LILLY AND COMPANY                                    | 2037-03-15      | 5.5500%  | 0.0000% | $23000.00          | $24473.80          | Corporate Debt Securities |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                   | 2035-06-01      | 4.0000%  | 0.0000% | $25000.00          | $26558.94          | Other Instrument          |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                 | 2036-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17030.13          | Other Instrument          |
| MARS INC                                                 | 2065-05-01      | 5.8000%  | 0.0000% | $54000.00          | $53813.22          | Corporate Debt Securities |
| MASSACHUSETTS (COMMONWEALTH OF)                          | 2034-11-01      | 5.0000%  | 0.0000% | $610000.00         | $701115.02         | Other Instrument          |
| MCDONALDS CORP                                           | 2040-07-15      | 4.8750%  | 0.0000% | $60000.00          | $57689.15          | Corporate Debt Securities |
| MCKESSON CORP                                            | 2028-07-15      | 4.9000%  | 0.0000% | $85000.00          | $87600.06          | Corporate Debt Securities |
| MEMORIAL HEALTH SERVICES                                 | 2049-11-01      | 3.4470%  | 0.0000% | $1659000.00        | $1166411.38        | Corporate Debt Securities |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                  | 2034-01-01      | 5.0000%  | 0.0000% | $25000.00          | $28806.42          | Other Instrument          |
| MIAMI-DADE CNTY FLA                                      | 2042-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5031.07           | Other Instrument          |
| MICROCHIP TECH INC                                       | 2029-03-15      | 5.0500%  | 0.0000% | $5976000.00        | $6090862.04        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                               | 2036-10-15      | 5.8000%  | 0.0000% | $5240000.00        | $5614427.11        | Corporate Debt Securities |
| MINNEAPOLIS MINN                                         | 2034-03-01      | 4.3790%  | 0.0000% | $1120000.00        | $1124182.33        | Other Instrument          |
| MISSOURI JT MUN ELEC UTIL COMMN                          | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10978.72          | Other Instrument          |
| MISSOURI ST HEALTH & EDL FACS AUTH                       | 2057-08-15      | 3.6520%  | 0.0000% | $10000.00          | $7231.00           | Other Instrument          |
| MONTGOMERY CNTY TEX                                      | 2034-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11374.32          | Other Instrument          |
| MOUNT SAN ANTONIO CALIF CMNTY COLLEGE DIST               | 2032-08-01      | 3.0000%  | 0.0000% | $615000.00         | $571859.80         | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY          | 2043-06-15      | 5.4400%  | 0.0000% | $285000.00         | $278901.63         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                      | 2033-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11286.39          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                      | 2033-05-01      | 5.0000%  | 0.0000% | $700000.00         | $786659.22         | Other Instrument          |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP             | 2032-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10465.98          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                 | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11275.16          | Other Instrument          |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2028-02-04      | 4.3900%  | 0.0000% | $5960000.00        | $6003962.70        | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                      | 2035-03-15      | 5.4500%  | 0.0000% | $5211000.00        | $5360101.19        | Corporate Debt Securities |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                | 2050-03-01      | 2.9000%  | 0.0000% | $1103000.00        | $727813.32         | Corporate Debt Securities |
| OAK PARK CALIF UNI SCH DIST                              | 2035-08-01      | 0.0000%  | 0.0000% | $185000.00         | $116050.50         | Other Instrument          |
| OHIO (STATE OF)                                          | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11241.69          | Other Instrument          |
| OHIO (STATE OF)                                          | 2036-03-01      | 5.0000%  | 0.0000% | $515000.00         | $588543.14         | Other Instrument          |
| OHIO (STATE OF)                                          | 2036-05-01      | 5.0000%  | 0.0000% | $935000.00         | $1061747.56        | Other Instrument          |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                  | 2034-07-01      | 5.0000%  | 0.0000% | $280000.00         | $321435.64         | Other Instrument          |
| OKLAHOMA ST WTR RES BRD                                  | 2038-10-01      | 5.0000%  | 0.0000% | $75000.00          | $83451.42          | Other Instrument          |
| OMAHA PUB PWR DIST NEB                                   | 2033-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28557.00          | Other Instrument          |
| ONEOK INC                                                | 2027-09-24      | 4.2500%  | 0.0000% | $6000.00           | $6030.62           | Corporate Debt Securities |
| ONEOK PARTNERS LP                                        | 2037-10-15      | 6.8500%  | 0.0000% | $4466000.00        | $4943737.94        | Corporate Debt Securities |
| OREGON (STATE OF)                                        | 2037-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5619.94           | Other Instrument          |
| PACIFICORP                                               | 2055-01-15      | 5.8000%  | 0.0000% | $11520000.00       | $11233600.00       | Corporate Debt Securities |
| PENNSYLVANIA ST TURNPIKE COMMISSION                      | 2037-12-01      | 5.0000%  | 0.0000% | $25000.00          | $29391.58          | Other Instrument          |
| PIMA CNTY ARIZ                                           | 2036-07-01      | 5.0000%  | 0.0000% | $25000.00          | $29420.89          | Other Instrument          |
| PINAL CNTY ARIZ COPS                                     | 2040-08-01      | 5.0000%  | 0.0000% | $40000.00          | $45150.76          | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                       | 2046-10-01      | 3.7000%  | 0.0000% | $15000.00          | $15276.47          | Other Instrument          |
| RICHLAND CNTY S C                                        | 2032-03-01      | 5.0000%  | 0.0000% | $25000.00          | $28379.81          | Other Instrument          |
| ROCHE HOLDINGS INC                                       | 2051-12-13      | 2.6070%  | 0.0000% | $200000.00         | $123770.23         | Corporate Debt Securities |
| SAN ANTONIO TX                                           | 2032-02-01      | 5.0000%  | 0.0000% | $30000.00          | $33863.37          | Other Instrument          |
| SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION      | 2032-04-01      | 5.0000%  | 0.0000% | $30000.00          | $34687.17          | Other Instrument          |
| 7-ELEVEN INC                                             | 2051-02-10      | 2.8000%  | 0.0000% | $25000.00          | $14881.44          | Corporate Debt Securities |
| SOCIETE GENERALE SA                                      | 2053-01-10      | 7.3670%  | 0.0000% | $2949000.00        | $3233327.26        | Corporate Debt Securities |
| SODEXO INC                                               | 2030-08-15      | 5.1500%  | 0.0000% | $17716000.00       | $18136184.15       | Corporate Debt Securities |
| SOLVENTUM CORP                                           | 2027-02-25      | 5.4500%  | 0.0000% | $16029000.00       | $16372670.67       | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                                   | 2036-03-24      | 5.5000%  | 0.0000% | $4698000.00        | $4722338.25        | Corporate Debt Securities |
| TENNESSEE STATE SCHOOL BOND AUTHORITY                    | 2035-11-01      | 3.6560%  | 0.0000% | $1865000.00        | $1761592.38        | Other Instrument          |
| TEXAS TRANSPORTATION COMMISSION                          | 2044-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10874.46          | Other Instrument          |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                     | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10943.04          | Other Instrument          |
| TRINITY RIVER AUTH TEX                                   | 2036-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11323.79          | Other Instrument          |
| TRINITY RIVER AUTH TEX                                   | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10832.69          | Other Instrument          |
| UNITED PARCEL SERVICE INC                                | 2040-11-15      | 4.8750%  | 0.0000% | $251000.00         | $239008.68         | Corporate Debt Securities |
| VERMONT EDL & HEALTH BLDGS FING AGY                      | 2034-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10625.69          | Other Instrument          |
| VERTIV GROUP CORP                                        | 2028-11-15      | 4.1250%  | 0.0000% | $3956000.00        | $3913093.88        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2027-03-25      | 4.9500%  | 0.0000% | $200000.00         | $202696.00         | Corporate Debt Securities |
| WALMART INC                                              | 2041-04-15      | 5.6250%  | 0.0000% | $60000.00          | $63893.10          | Corporate Debt Securities |
| WALTON CNTY FLA SCH BRD                                  | 2036-07-01      | 5.0000%  | 0.0000% | $35000.00          | $36369.04          | Other Instrument          |
| WASHINGTON (STATE OF)                                    | 2035-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17069.53          | Other Instrument          |
| WASHINGTON (STATE OF)                                    | 2031-08-01      | 5.0000%  | 0.0000% | $19015000.00       | $21135806.33       | Other Instrument          |
| WEST DES MOINES IOWA                                     | 2033-06-01      | 5.0000%  | 0.0000% | $30000.00          | $33727.57          | Other Instrument          |
| WEST VIRGINIA (STATE OF)                                 | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11221.32          | Other Instrument          |
| WESTPAC BANKING CORP                                     | 2035-11-20      | 5.6180%  | 0.0000% | $9571000.00        | $9699868.73        | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                                     | 2060-04-21      | 4.8000%  | 0.0000% | $900000.00         | $807468.00         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2032-10-14      | 7.5000%  | 0.0000% | $200000.00         | $226429.00         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                  | 2030-03-27      | 5.3500%  | 0.0000% | $288000.00         | $293844.64         | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                              | 2030-05-30      | 5.3750%  | 0.0000% | $900000.00         | $934115.12         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                                     | 2031-01-03      | 4.9500%  | 0.0000% | $1100000.00        | $1128765.00        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                     | 2055-04-01      | 6.1410%  | 0.0000% | $136000.00         | $140866.60         | Corporate Debt Securities |
| CITADEL LP                                               | 2030-01-23      | 6.0000%  | 0.0000% | $2481000.00        | $2602196.85        | Corporate Debt Securities |

### Security 305: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 3.2500%  | 0.0000% | $1385518.00        | $1319180.47        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | 2050-02-17      | 1.6025%  | 0.0000% | $1855915.00        | $5780.20           | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                            | 2062-03-17      | 1.3780%  | 0.0000% | $54807424.00       | $1324745.70        | Private Label Collateralized Mortgage Obligations |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $1022537.78        | Other Instrument                                  |
| CALIFORNIA ST MUNI FIN AUTH                                      | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1923429.99        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $10040000.00       | $12040007.04       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $12855698.98       | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $4267000.00        | $3539579.86        | Other Instrument                                  |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3443798.36        | Other Instrument                                  |
| JEA FLA WTR & SWR SYS REV FO                                     | 2036-10-01      | 4.0000%  | 0.0000% | $2000000.00        | $2021948.89        | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1731252.17        | Other Instrument                                  |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5283583.06        | Other Instrument                                  |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD    | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1371711.67        | Other Instrument                                  |
| MONTGOMERY CNTY PA INDL DEV AUTH                                 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1155743.61        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1366288.36        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3903710.72        | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1890077.78        | Other Instrument                                  |
| SACRAMENTO CNTY CALIF                                            | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $1528821.15        | Other Instrument                                  |
| SAN JOSE CALIF UNI SCH DIST                                      | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $1013981.11        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3312266.40        | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2197902.03        | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2908836.27        | Other Instrument                                  |
| BANK5_24-5YR5                                                    | 2057-02-16      | 1.5429%  | 0.0000% | $15963.00          | $418.02            | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                                     | 2065-05-25      | 0.8090%  | 0.0000% | $200816.00         | $34557.31          | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $10010000.00       | $10184752.36       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $995228.89         | Other Instrument                                  |
| GS MORTGAGE SECURITIES TRUST                                     | 2034-05-10      | 2.8555%  | 0.0000% | $8533520.00        | $6125013.58        | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-HP1                                                     | 2052-01-25      | 0.3981%  | 0.0000% | $3327744.00        | $58148.59          | Private Label Collateralized Mortgage Obligations |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20461978.79       | Other Instrument                                  |
| JPMMT_21-13                                                      | 2052-04-25      | 0.4347%  | 0.0000% | $1922000.00        | $34577.17          | Private Label Collateralized Mortgage Obligations |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2040-01-01      | 7.4140%  | 0.0000% | $450000.00         | $539644.40         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $14973860.83       | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $2260000.00        | $2370089.37        | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $16653567.78       | Other Instrument                                  |
| VERUS SECURITIZATION TRUST VERUS_21-6                            | 2066-10-25      | 1.6300%  | 0.0000% | $2285790.00        | $917693.69         | Private Label Collateralized Mortgage Obligations |
| WFMBS_21-2                                                       | 2051-06-26      | 0.2854%  | 0.0000% | $2000350.00        | $23678.87          | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C37                                                     | 2058-09-11      | 1.8799%  | 0.0000% | $20572000.00       | $1268439.94        | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                                     | 2042-10-20      | 6.5831%  | 0.0000% | $38346066.00       | $38353409.58       | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5YR14                                                    | 2058-04-15      | 1.2002%  | 0.0000% | $4000000.00        | $137391.11         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V19                            | 2058-01-15      | 4.5000%  | 0.0000% | $109425.00         | $92823.37          | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                    | 2057-10-25      | 0.0000%  | 0.0000% | $97783680.00       | $1155887.83        | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 2.2139%  | 0.0000% | $527446.00         | $26703.68          | Private Label Collateralized Mortgage Obligations |
| CFCRE_17-C8                                                      | 2027-05-04      | 2.0639%  | 0.0000% | $115348.00         | $1841.70           | Private Label Collateralized Mortgage Obligations |
| CGCMT_19-C7                                                      | 2072-12-15      | 3.9166%  | 0.0000% | $10002.00          | $2984.40           | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-CMI1                                                    | 2054-06-25      | 5.5000%  | 0.0000% | $22573408.00       | $5844799.48        | Private Label Collateralized Mortgage Obligations |
| DBALT_07-OA4                                                     | 2047-08-25      | 4.2288%  | 0.0000% | $25002.00          | $1614.07           | Private Label Collateralized Mortgage Obligations |
| EFMT_26-NQM1                                                     | 2071-02-25      | 0.0000%  | 0.0000% | $3677824.00        | $3534383.78        | Private Label Collateralized Mortgage Obligations |
| OBX_25-R1                                                        | 2062-09-25      | 4.9400%  | 0.0000% | $3742092.00        | $3494686.98        | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY OF MICHIGAN                                           | 2122-04-01      | 4.4540%  | 0.0000% | $10050000.00       | $7888103.18        | Other Instrument                                  |
| VISIO_20-1                                                       | 2055-08-25      | 5.5000%  | 0.0000% | $6821104.00        | $6581320.21        | Private Label Collateralized Mortgage Obligations |
| BMO_25-C10                                                       | 2058-05-15      | 1.5795%  | 0.0000% | $59525000.00       | $2744308.87        | Private Label Collateralized Mortgage Obligations |
| BANK5_25-5Y17                                                    | 2058-11-15      | 2.0000%  | 0.0000% | $1839588.00        | $134669.90         | Private Label Collateralized Mortgage Obligations |
| BSST_21-1818                                                     | 2036-03-15      | 7.1916%  | 0.0000% | $1890000.00        | $284325.72         | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 0.2000%  | 0.0000% | $9117168.00        | $32484.83          | Private Label Collateralized Mortgage Obligations |
| COMM_15-LC23                                                     | 2053-10-15      | 1.0000%  | 0.0000% | $864240.00         | $743.06            | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CALI                        | 2032-11-10      | 3.4313%  | 0.0000% | $1675926.00        | $1411295.30        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K527                                                    | 2029-09-25      | 5.8139%  | 0.0000% | $18626.00          | $18448.66          | Agency Collateralized Mortgage Obligation         |
| HMH TRUST HMH_17-NSS                                             | 2031-07-05      | 3.0622%  | 0.0000% | $69528.00          | $55615.57          | Private Label Collateralized Mortgage Obligations |
| HYT COMMERCIAL MORTGAGE TRUST HYT_24-RGCY                        | 2041-08-15      | 7.0663%  | 0.0000% | $3308000.00        | $3315022.84        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM3                                                    | 2067-05-25      | 4.4130%  | 0.0000% | $6681536.00        | $5747141.58        | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                                       | 2037-02-15      | 7.5325%  | 0.0000% | $303870.00         | $245378.16         | Private Label Collateralized Mortgage Obligations |
| MRCD_19-PARK                                                     | 2036-12-15      | 2.7175%  | 0.0000% | $61000.00          | $39431.23          | Private Label Collateralized Mortgage Obligations |
| MRCD_19-PARK                                                     | 2036-12-15      | 4.2500%  | 0.0000% | $1730000.00        | $740190.11         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | 2049-12-15      | 3.3960%  | 0.0000% | $81566.00          | $73464.64          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-NUGS                       | 2036-12-15      | 5.9855%  | 0.0000% | $1638000.00        | $20848.22          | Private Label Collateralized Mortgage Obligations |
| MSRM_25-SPL1                                                     | 2065-02-25      | 4.2500%  | 0.0000% | $615062.00         | $575472.03         | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                                     | 2067-04-25      | 4.4467%  | 0.0000% | $13020976.00       | $12647008.05       | Asset-Backed Securities                           |
| PGA_24-RSR2                                                      | 2039-06-15      | 7.1771%  | 0.0000% | $5000000.00        | $5010711.07        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 4.5343%  | 0.0000% | $204727.00         | $160372.46         | Private Label Collateralized Mortgage Obligations |
| SFO_21-555                                                       | 2038-07-15      | 7.3925%  | 0.0000% | $225000.00         | $222634.37         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-02-15      | 5.0700%  | 0.0000% | $15000000.00       | $14935824.94       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | 2050-11-15      | 0.5399%  | 0.0000% | $22971904.00       | $133458.88         | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C38                                                     | 2058-11-15      | 1.6741%  | 0.0000% | $13337997.00       | $770837.91         | Private Label Collateralized Mortgage Obligations |
| BANK5_25-5Y16                                                    | 2063-08-15      | 1.2755%  | 0.0000% | $19760000.00       | $803893.08         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS COMMERCIAL MORTGA BSCMS_07-PW15                     | 2044-02-11      | 5.4030%  | 0.0000% | $103695.00         | $1526.88           | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V9                                                      | 2057-08-15      | 1.2625%  | 0.0000% | $30087200.00       | $898215.97         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_22-NQM1                                          | 2066-11-25      | 2.2650%  | 0.0000% | $300007.00         | $189247.66         | Private Label Collateralized Mortgage Obligations |
| JPMMT_18-8                                                       | 2049-01-25      | 4.0419%  | 0.0000% | $4821960.00        | $3546322.51        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_22-AFC2                                        | 2057-08-25      | 6.1400%  | 0.0000% | $2046328.00        | $1238449.59        | Asset-Backed Securities                           |
| ACREC_25-FL3                                                     | 2042-08-18      | 7.4161%  | 0.0000% | $2500000.00        | $2480804.10        | Private Label Collateralized Mortgage Obligations |
| AREIT CRE TRUST AREIT_23-CRE8                                    | 2041-08-17      | 5.7369%  | 0.0000% | $17000000.00       | $1838544.86        | Private Label Collateralized Mortgage Obligations |
| AHT_18-ASHF                                                      | 2035-04-15      | 7.9000%  | 0.0000% | $544000.00         | $529351.29         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-AGW                                                     | 2036-06-15      | 4.9916%  | 0.0000% | $1994000.00        | $1994326.06        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_25-BNK49                                               | 2058-03-15      | 0.8307%  | 0.0000% | $6247424.00        | $282911.20         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR6                                                    | 2057-05-15      | 0.9748%  | 0.0000% | $40145000.00       | $815721.94         | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C33                                                     | 2058-03-15      | 1.0379%  | 0.0000% | $27858000.00       | $775968.99         | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V7                                                      | 2056-05-15      | 0.8805%  | 0.0000% | $44338000.00       | $791523.12         | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                    | 2057-10-25      | 3.8596%  | 0.0000% | $5735000.00        | $3353415.92        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM2                                                    | 2064-11-25      | 1.3127%  | 0.0000% | $2957008.00        | $64352.94          | Private Label Collateralized Mortgage Obligations |
| BRSP_26-FL3                                                      | 2043-08-19      | 6.4628%  | 0.0000% | $311000.00         | $311931.51         | Private Label Collateralized Mortgage Obligations |
| CSMC_22-ATH1                                                     | 2067-01-25      | 4.5404%  | 0.0000% | $1596284.00        | $1335081.85        | Asset-Backed Securities                           |
| CSMC_22-NQM2                                                     | 2067-02-25      | 4.0000%  | 0.0000% | $11018940.00       | $7244116.85        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-02-12      | 2.8500%  | 0.0000% | $629940.00         | $413175.55         | Private Label Collateralized Mortgage Obligations |
| COLT_22-2                                                        | 2067-02-25      | 3.9368%  | 0.0000% | $500000.00         | $440444.57         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT (STATE OF)                                           | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10992.59          | Other Instrument                                  |
| CROSS MORTGAGE TRUST CROSS_23-H2                                 | 2068-11-25      | 7.1350%  | 0.0000% | $690000.00         | $290295.96         | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAG                                 | 2049-05-10      | 4.1950%  | 0.0000% | $135000.00         | $127401.23         | Private Label Collateralized Mortgage Obligations |
| DOLP_21-NYC                                                      | 2041-05-10      | 3.7038%  | 0.0000% | $100334.00         | $77746.98          | Private Label Collateralized Mortgage Obligations |
| DRMT_22-2                                                        | 2067-03-25      | 4.3043%  | 0.0000% | $300002.00         | $225866.33         | Private Label Collateralized Mortgage Obligations |
| EFMT_26-NQM5                                                     | 2071-06-25      | 0.0000%  | 0.0000% | $1500000.00        | $1505893.33        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE3                                                      | 2061-06-27      | 5.5000%  | 0.0000% | $1288840.00        | $1290930.21        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE3                                                      | 2061-06-27      | 0.0000%  | 0.0000% | $4412024.00        | $4413906.72        | Private Label Collateralized Mortgage Obligations |
| CGCMT_15-GC33                                                    | 2058-09-10      | 3.1720%  | 0.0000% | $175900.00         | $105970.44         | Private Label Collateralized Mortgage Obligations |
| SCRT_24-1-M                                                      | 2063-11-25      | 5.0000%  | 0.0000% | $40001.00          | $34707.54          | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K531                                                    | 2029-09-25      | 5.5586%  | 0.0000% | $486611.00         | $445869.95         | Agency Collateralized Mortgage Obligation         |
| GSMBS_25-PJ7                                                     | 2055-12-25      | 5.5000%  | 0.0000% | $9751760.00        | $5433956.19        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ9                                                     | 2056-03-25      | 0.5000%  | 0.0000% | $500009.00         | $5117.46           | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                                    | 2055-06-25      | 5.5000%  | 0.0000% | $4345190.00        | $3140059.61        | Private Label Collateralized Mortgage Obligations |
| JPMCC_18-ASH8                                                    | 2035-02-15      | 7.9520%  | 0.0000% | $128000.00         | $91158.97          | Private Label Collateralized Mortgage Obligations |
| JPMCC_18-AON                                                     | 2031-07-05      | 4.3792%  | 0.0000% | $193000.00         | $148543.62         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-PH | 2035-06-15      | 4.5841%  | 0.0000% | $138000.00         | $87168.11          | Private Label Collateralized Mortgage Obligations |
| JPMCC_18-MINN                                                    | 2035-11-15      | 6.1741%  | 0.0000% | $91000.00          | $15053.64          | Private Label Collateralized Mortgage Obligations |
| JPMCC_21-1440                                                    | 2036-03-15      | 6.8416%  | 0.0000% | $242000.00         | $129472.65         | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST MKT_20-525M                                   | 2040-02-12      | 3.0386%  | 0.0000% | $61000.00          | $50340.93          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_17-ASHF                       | 2032-11-15      | 5.8740%  | 0.0000% | $4246000.00        | $14145.11          | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM7                 | 2065-10-26      | 5.0100%  | 0.0000% | $10712710.00       | $9794786.93        | Private Label Collateralized Mortgage Obligations |
| OBX_25-R1                                                        | 2062-09-25      | 1.1648%  | 0.0000% | $1663622.00        | $40219.80          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_20-EXP2                             | 2060-05-25      | 3.0000%  | 0.0000% | $45250000.00       | $7225997.70        | Private Label Collateralized Mortgage Obligations |
| PRKCM_24-HOM1                                                    | 2059-05-27      | 6.6340%  | 0.0000% | $9128000.00        | $5204728.80        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                                      | 2057-01-25      | 5.5000%  | 0.0000% | $11916000.00       | $10571577.54       | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST PMTLT_25-J3                                       | 2056-11-27      | 5.5000%  | 0.0000% | $225108.00         | $151827.41         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                                    | 2059-10-25      | 0.5000%  | 0.0000% | $100038.00         | $1107.62           | Private Label Collateralized Mortgage Obligations |
| RMLT_20-2                                                        | 2060-05-25      | 5.4000%  | 0.0000% | $4350000.00        | $4365660.00        | Private Label Collateralized Mortgage Obligations |
| GRADE_20-SEQ1                                                    | 2050-05-25      | 3.3210%  | 0.0000% | $3929136.00        | $228706.63         | Private Label Collateralized Mortgage Obligations |
| SAMART_26-NQM4                                                   | 2026-06-01      | 5.4900%  | 0.0000% | $3029060.00        | $3035414.97        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                                     | 2056-01-25      | 5.0000%  | 0.0000% | $9795000.00        | $9108689.04        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_25-4                                 | 2055-05-25      | 5.5000%  | 0.0000% | $21029000.00       | $11698692.43       | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV2                                                     | 2056-04-25      | 5.1121%  | 0.0000% | $13998000.00       | $13672361.64       | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV3                                                     | 2026-06-01      | 0.0000%  | 0.0000% | $654513.00         | $654887.63         | Private Label Collateralized Mortgage Obligations |
| UBSBB_12-C4                                                      | 2045-12-10      | 3.8568%  | 0.0000% | $404676.00         | $168227.75         | Private Label Collateralized Mortgage Obligations |
| UWM_21-INV5                                                      | 2052-01-25      | 4.5952%  | 0.0000% | $10930920.00       | $7705642.12        | Private Label Collateralized Mortgage Obligations |
| VERUS_21-8                                                       | 2066-11-26      | 4.2420%  | 0.0000% | $224696.00         | $189490.71         | Private Label Collateralized Mortgage Obligations |
| VERUS_21-7                                                       | 2066-10-25      | 4.1430%  | 0.0000% | $1108000.00        | $899608.83         | Private Label Collateralized Mortgage Obligations |
| VERUS_23-INV2                                                    | 2068-08-25      | 6.8220%  | 0.0000% | $587882.00         | $288088.11         | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                                       | 2055-08-25      | 5.5000%  | 0.0000% | $172043.00         | $109768.73         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2048-02-15      | 3.7680%  | 0.0000% | $178779.00         | $95080.15          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_22-2          | 2051-12-25      | 0.5000%  | 0.0000% | $5823472.00        | $141821.17         | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 2.7000%  | 0.0000% | $10007.00          | $8856.45           | Private Label Collateralized Mortgage Obligations |
| WPT_17-WWP                                                       | 2036-11-10      | 3.7154%  | 0.0000% | $8425936.00        | $444186.14         | Private Label Collateralized Mortgage Obligations |
| GSMS_24-70P                                                      | 2041-03-12      | 9.2634%  | 0.0000% | $103327.00         | $106125.86         | Private Label Collateralized Mortgage Obligations |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.100000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC                                                 | 2061-02-04      | 4.0000%  | 0.0000% | $5110000.00        | $3665289.44        | Corporate Debt Securities                         |
| ATKORE INC                                                       | 2031-06-01      | 4.2500%  | 0.0000% | $12523000.00       | $12225627.45       | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                                           | 2035-11-14      | 8.0000%  | 0.0000% | $340000.00         | $363913.33         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC                                              | 2045-02-01      | 4.5000%  | 0.0000% | $265000.00         | $234554.15         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2055-04-20      | 4.9750%  | 0.0000% | $1080000.00        | $965400.75         | Corporate Debt Securities                         |
| SALESFORCE INC                                                   | 2031-07-15      | 1.9500%  | 0.0000% | $832000.00         | $731601.17         | Corporate Debt Securities                         |
| VIATRIS INC                                                      | 2040-06-22      | 3.8500%  | 0.0000% | $1869000.00        | $1485126.61        | Corporate Debt Securities                         |
| KINROSS GOLD CORP                                                | 2033-07-15      | 6.2500%  | 0.0000% | $489000.00         | $532718.50         | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2021-1B PASS THROUGH TRUSTS                    | 2032-01-11      | 3.9500%  | 0.0000% | $116000.00         | $77543.64          | Corporate Debt Securities                         |
| ANTERO RESOURCES CORP                                            | 2030-03-01      | 5.3750%  | 0.0000% | $108000.00         | $110156.64         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 4.3750%  | 0.0000% | $5713000.00        | $5694769.18        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                               | 2056-02-15      | 6.7500%  | 0.0000% | $2351000.00        | $2438527.73        | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2044-03-15      | 4.8500%  | 0.0000% | $1376000.00        | $1273184.52        | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                          | 2029-09-18      | 3.4000%  | 0.0000% | $380000.00         | $371125.31         | Corporate Debt Securities                         |
| LAZARD GROUP LLC                                                 | 2029-03-11      | 4.3750%  | 0.0000% | $137000.00         | $136883.44         | Corporate Debt Securities                         |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                          | 2031-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5643.13           | Other Instrument                                  |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2045-11-20      | 4.1250%  | 0.0000% | $655000.00         | $560045.47         | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                                   | 2034-10-28      | 5.7500%  | 0.0000% | $1450999.00        | $1523478.42        | Corporate Debt Securities                         |
| RYAN SPECIALTY LLC                                               | 2032-08-01      | 5.8750%  | 0.0000% | $1905000.00        | $1926120.63        | Corporate Debt Securities                         |
| RYDER SYSTEM INC                                                 | 2033-12-01      | 6.6000%  | 0.0000% | $7739000.00        | $8723890.94        | Corporate Debt Securities                         |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | 2034-12-01      | 5.7500%  | 0.0000% | $4396000.00        | $4435168.36        | Corporate Debt Securities                         |
| SENSATA TECHNOLOGIES INC                                         | 2032-07-15      | 6.6250%  | 0.0000% | $4027000.00        | $4277075.58        | Corporate Debt Securities                         |
| SOUTHEAST ENERGY AUTHORITY A COOPERATIVE DISTRICT                | 2035-09-01      | 5.0000%  | 0.0000% | $30000.00          | $32859.07          | Other Instrument                                  |
| STEEL DYNAMICS INC                                               | 2035-05-15      | 5.2500%  | 0.0000% | $445000.00         | $448614.14         | Corporate Debt Securities                         |
| TEXAS ST UNIV SYS                                                | 2037-03-15      | 5.0000%  | 0.0000% | $55000.00          | $61948.58          | Other Instrument                                  |
| TOPAZ SOLAR FARMS LLC                                            | 2039-09-30      | 4.8750%  | 0.0000% | $28414.00          | $25154.62          | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2035-02-09      | 6.3500%  | 0.0000% | $327000.00         | $339067.21         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                                                 | 2032-05-19      | 4.2000%  | 0.0000% | $2571000.00        | $2218044.55        | Corporate Debt Securities                         |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5392.54           | Other Instrument                                  |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | 2039-01-15      | 8.2000%  | 0.0000% | $721000.00         | $929579.69         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                                                  | 2050-08-06      | 2.1250%  | 0.0000% | $520000.00         | $292136.07         | Corporate Debt Securities                         |
| AUTOZONE INC                                                     | 2034-07-15      | 5.4000%  | 0.0000% | $5283000.00        | $5467165.38        | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA (CAYMAN ISLANDS BRANCH)                     | 2031-01-27      | 5.5000%  | 0.0000% | $300000.00         | $302321.67         | Corporate Debt Securities                         |
| CALIFORNIA PUB FIN AUTH                                          | 2062-07-15      | 2.4000%  | 0.0000% | $480000.00         | $480625.81         | Money Market                                      |
| COLONIAL PIPELINE CO                                             | 2032-04-15      | 7.6300%  | 0.0000% | $425000.00         | $482442.17         | Corporate Debt Securities                         |
| INSTALLED BUILDING PRODUCTS INC                                  | 2034-02-01      | 5.6250%  | 0.0000% | $2000000.00        | $2003860.00        | Corporate Debt Securities                         |
| KING CNTY WASH SCH DIST NO 414 LAKE WASHINGTON                   | 2031-12-01      | 5.0000%  | 0.0000% | $15000.00          | $15706.98          | Other Instrument                                  |
| MELCO RESORTS FINANCE LTD                                        | 2029-12-04      | 5.3750%  | 0.0000% | $450000.00         | $437895.00         | Corporate Debt Securities                         |
| MERCK & CO INC                                                   | 2039-06-30      | 5.8500%  | 0.0000% | $10000.00          | $10692.23          | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC                                            | 2031-02-15      | 6.5000%  | 0.0000% | $610000.00         | $639252.55         | Corporate Debt Securities                         |
| NORTH CAROLINA (STATE OF)                                        | 2030-05-01      | 5.0000%  | 0.0000% | $40000.00          | $43699.96          | Other Instrument                                  |
| NOVA CHEMICALS CORP                                              | 2027-06-01      | 5.2500%  | 0.0000% | $8351000.00        | $8583811.96        | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC                                         | 2032-07-15      | 6.8750%  | 0.0000% | $440000.00         | $464266.12         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                                              | 2031-10-28      | 2.8750%  | 0.0000% | $9671000.00        | $8530360.62        | Corporate Debt Securities                         |
| TELUS CORPORATION                                                | 2055-10-15      | 7.0000%  | 0.0000% | $910000.00         | $945212.96         | Corporate Debt Securities                         |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2055-05-01      | 0.0000%  | 0.0000% | $750000.00         | $751262.30         | Money Market                                      |
| UNITEDHEALTH GROUP INC                                           | 2049-08-15      | 3.7000%  | 0.0000% | $540000.00         | $402169.80         | Corporate Debt Securities                         |
| ATI INC                                                          | 2027-12-01      | 5.8750%  | 0.0000% | $42000.00          | $43229.70          | Corporate Debt Securities                         |
| CQP HOLDCO LP                                                    | 2031-06-15      | 5.5000%  | 0.0000% | $1068000.00        | $1080608.33        | Corporate Debt Securities                         |
| CENTRAL FLORIDA EXRESSWAY AUTH                                   | 2033-07-01      | 5.0000%  | 0.0000% | $70000.00          | $80274.29          | Other Instrument                                  |
| CHICAGO (CITY OF)                                                | 2037-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5501.03           | Other Instrument                                  |
| CITIGROUP INC                                                    | 2033-01-25      | 3.0570%  | 0.0000% | $80000.00          | $73270.37          | Corporate Debt Securities                         |
| DALLAS CNTY TEX HOSP DIST                                        | 2044-08-15      | 5.6210%  | 0.0000% | $20000.00          | $19955.57          | Other Instrument                                  |
| DUKE ENERGY CAROLINAS LLC                                        | 2051-04-15      | 3.4500%  | 0.0000% | $313000.00         | $219724.96         | Corporate Debt Securities                         |
| GEORGE WASHINGTON UNIVERSITY                                     | 2044-09-15      | 4.3000%  | 0.0000% | $201000.00         | $171382.43         | Corporate Debt Securities                         |
| LAKE CNTY ILL CONS HIGH SCH DIST NO 120 MUNDELEIN                | 2037-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5641.97           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2033-10-01      | 5.0000%  | 0.0000% | $265000.00         | $307687.67         | Other Instrument                                  |
| PHILIPPINES (REPUBLIC OF)                                        | 2033-07-17      | 5.0000%  | 0.0000% | $586000.00         | $594457.93         | Corporate Debt Securities                         |
| VERSANT MEDIA GROUP INC                                          | 2031-01-30      | 7.2500%  | 0.0000% | $24833000.00       | $26823903.00       | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                          | 2027-01-08      | 4.3500%  | 0.0000% | $200000.00         | $203761.50         | Corporate Debt Securities                         |
| INVESTMENT ENERGY RESOURCES LTD                                  | 2029-04-26      | 6.2500%  | 0.0000% | $223000.00         | $223960.94         | Corporate Debt Securities                         |
| ACUSHNET CO                                                      | 2033-12-01      | 5.6250%  | 0.0000% | $3765000.00        | $3845105.08        | Corporate Debt Securities                         |
| BIRMINGHAM MICH PUB SCHS                                         | 2035-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5577.59           | Other Instrument                                  |
| BOMBARDIER INC                                                   | 2034-05-01      | 7.4500%  | 0.0000% | $3178000.00        | $3508144.76        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FINANCE LLC                               | 2030-04-15      | 6.8750%  | 0.0000% | $373000.00         | $355787.09         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                                                 | 2045-01-15      | 4.6000%  | 0.0000% | $12867000.00       | $8198623.65        | Corporate Debt Securities                         |
| CLARK CNTY NEV SCH DIST                                          | 2034-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5694.19           | Other Instrument                                  |
| EDISON INTL                                                      | 2053-06-15      | 8.1250%  | 0.0000% | $1498000.00        | $1586238.03        | Corporate Debt Securities                         |
| EDISON INTL                                                      | 2054-06-15      | 7.8750%  | 0.0000% | $2358000.00        | $2491710.39        | Corporate Debt Securities                         |
| HARRIS COUNTY TEXAS                                              | 2027-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10438.54          | Other Instrument                                  |
| HARRIS COUNTY TEXAS                                              | 2030-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11016.26          | Other Instrument                                  |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2032-07-01      | 5.0000%  | 0.0000% | $275000.00         | $316818.03         | Other Instrument                                  |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2028-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5311.24           | Other Instrument                                  |
| MISSOURI HIGHWAYS AND TRANSPORTATION COMMISSION                  | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5458.04           | Other Instrument                                  |
| NIKE INC                                                         | 2040-03-27      | 3.2500%  | 0.0000% | $275000.00         | $219957.99         | Corporate Debt Securities                         |
| NORTH BRUNSWICK TWP N J BRD ED                                   | 2030-05-15      | 4.0000%  | 0.0000% | $5000.00           | $5267.73           | Other Instrument                                  |
| PHILADELPHIA PA CITY OF                                          | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5430.14           | Other Instrument                                  |
| RUTGERS UNIVERSITY NEW JERSEY                                    | 2043-05-01      | 3.2700%  | 0.0000% | $45000.00          | $36338.10          | Other Instrument                                  |
| SMITH CNTY TEX                                                   | 2039-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10940.14          | Other Instrument                                  |
| TEXAS ST UNIV SYS                                                | 2041-03-15      | 5.0000%  | 0.0000% | $15000.00          | $16558.17          | Other Instrument                                  |
| VIPER ENERGY PARTNERS LP                                         | 2030-08-01      | 4.9000%  | 0.0000% | $1280000.00        | $1296283.02        | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                                      | 2032-03-15      | 6.2500%  | 0.0000% | $2782000.00        | $2872741.11        | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC                                           | 2028-03-09      | 5.9500%  | 0.0000% | $33000.00          | $33830.02          | Corporate Debt Securities                         |
| ALAMEDA CNTY CALIF JT PWRS AUTH                                  | 2033-12-01      | 5.0000%  | 0.0000% | $100000.00         | $119091.22         | Other Instrument                                  |
| ALBERTSONS COMPANIES INC                                         | 2028-02-15      | 6.5000%  | 0.0000% | $2807000.00        | $2887947.64        | Corporate Debt Securities                         |
| ALDINE TEX INDPT SCH DIST                                        | 2037-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11292.44          | Other Instrument                                  |
| ALEXANDRIA REAL EST EQ INC                                       | 2036-05-15      | 5.2500%  | 0.0000% | $11000.00          | $10767.70          | Corporate Debt Securities                         |
| ALLEGHENY CNTY PA SAN AUTH                                       | 2029-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16546.08          | Other Instrument                                  |
| ALUMINA PTY LTD                                                  | 2032-09-15      | 6.3750%  | 0.0000% | $4624000.00        | $4804725.19        | Corporate Debt Securities                         |
| ARC_04-1                                                         | 2034-10-25      | 4.6988%  | 0.0000% | $1800000.00        | $116744.30         | Asset-Backed Securities                           |
| ARAPAHOE CNTY COLO SCH DIST NO 5 CHERRY CREEK                    | 2034-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11332.78          | Other Instrument                                  |
| ARIZONA BRD REGENTS UNIV ARIZ SYS                                | 2034-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17403.88          | Other Instrument                                  |
| ARIZONA INDUSTRIAL DEV AUTH                                      | 2036-02-01      | 5.0000%  | 0.0000% | $95000.00          | $101930.14         | Other Instrument                                  |
| ARIZONA INDUSTRIAL DEV AUTH                                      | 2037-11-01      | 5.0000%  | 0.0000% | $25000.00          | $27410.97          | Other Instrument                                  |
| ARKANSAS ST DEV FIN AUTH                                         | 2035-06-01      | 5.0000%  | 0.0000% | $40000.00          | $45934.09          | Other Instrument                                  |
| ARLINGTON TEX INDPT SCH DIST                                     | 2032-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16629.07          | Other Instrument                                  |
| ATHENE HOLDING LTD                                               | 2054-10-15      | 6.6250%  | 0.0000% | $7719000.00        | $7478608.90        | Corporate Debt Securities                         |
| ATLXT_24-RPL1                                                    | 2064-04-25      | 4.4160%  | 0.0000% | $1183180.00        | $1132553.84        | Private Label Collateralized Mortgage Obligations |
| AUBURN ME                                                        | 2030-11-01      | 4.0000%  | 0.0000% | $80000.00          | $84716.89          | Other Instrument                                  |
| AUSTIN TX (CITY OF)                                              | 2044-09-01      | 5.0000%  | 0.0000% | $25000.00          | $27585.31          | Other Instrument                                  |
| AUSTIN TX (CITY OF)                                              | 2031-09-01      | 5.0000%  | 0.0000% | $100000.00         | $111959.22         | Other Instrument                                  |
| AUSTIN TX (CITY OF)                                              | 2040-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11150.82          | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST                                        | 2034-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22717.78          | Other Instrument                                  |
| BMW US CAPITAL LLC                                               | 2026-06-05      | 0.0000%  | 0.0000% | $10000000.00       | $9991820.00        | Money Market                                      |
| BALTIMORE MD                                                     | 2029-07-01      | 5.0000%  | 0.0000% | $105000.00         | $114328.78         | Other Instrument                                  |
| BALTIMORE MD                                                     | 2034-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21833.71          | Other Instrument                                  |
| BELDING MICH AREA SCHS                                           | 2035-05-01      | 5.0000%  | 0.0000% | $55000.00          | $63533.86          | Other Instrument                                  |
| BELO CORP                                                        | 2027-06-01      | 7.7500%  | 0.0000% | $6354000.00        | $6740192.59        | Corporate Debt Securities                         |
| BELO CORP                                                        | 2027-09-15      | 7.2500%  | 0.0000% | $6300000.00        | $6536519.50        | Corporate Debt Securities                         |
| BERGEN CNTY N J                                                  | 2035-03-01      | 4.0000%  | 0.0000% | $10000.00          | $10665.00          | Other Instrument                                  |
| BIRMINGHAM ALA ARPT AUTH                                         | 2033-07-01      | 5.0000%  | 0.0000% | $40000.00          | $43830.22          | Other Instrument                                  |
| BLACK BELT ENERGY GAS DIST                                       | 2035-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16169.28          | Other Instrument                                  |
| BRINKS CO                                                        | 2027-10-15      | 4.6250%  | 0.0000% | $5230000.00        | $5232629.53        | Corporate Debt Securities                         |
| BROWARD CNTY FLA SCH BRD                                         | 2034-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16339.13          | Other Instrument                                  |
| BYRON CENTER MICH PUB SCHS                                       | 2040-05-01      | 4.0000%  | 0.0000% | $30000.00          | $30263.13          | Other Instrument                                  |
| CSMC_21-RPL2                                                     | 2060-01-25      | 1.1146%  | 0.0000% | $7613000.00        | $2933581.25        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA (STATE OF)                                            | 2029-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10897.02          | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-09-01      | 5.0000%  | 0.0000% | $45000.00          | $50885.20          | Other Instrument                                  |
| CAMPBELLS CO                                                     | 2026-09-21      | 0.0000%  | 0.0000% | $1939400.00        | $1929703.00        | Money Market                                      |
| CARROLLTON TEX FMRS BRH INDPT SCH DIST                           | 2034-02-15      | 5.0000%  | 0.0000% | $40000.00          | $45402.98          | Other Instrument                                  |
| CASCADES INC.                                                    | 2030-07-15      | 6.7500%  | 0.0000% | $4113000.00        | $4271823.50        | Corporate Debt Securities                         |
| ARAPAHOE CNTY COLO SCH DIST NO 5 CHERRY CREEK                    | 2036-12-15      | 5.2500%  | 0.0000% | $15000.00          | $18061.79          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                     | 2032-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22564.11          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                     | 2040-01-01      | 5.0000%  | 0.0000% | $50000.00          | $56230.78          | Other Instrument                                  |
| CLARK-PLEASANT IND CMNTY SCH CORP                                | 2036-07-15      | 5.0000%  | 0.0000% | $25000.00          | $28433.53          | Other Instrument                                  |
| CLIFTON HIGHER EDUCATION FINANCE CORP                            | 2035-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16653.82          | Other Instrument                                  |
| COLGATE-PALMOLIVE CO                                             | 2045-08-15      | 4.0000%  | 0.0000% | $59000.00          | $50332.64          | Corporate Debt Securities                         |
| COLORADO EDUCATIONAL & CULTURAL FACS AUTH                        | 2038-02-01      | 2.8500%  | 0.0000% | $325000.00         | $176738.18         | Money Market                                      |
| COLORADO HOUSING AND FINANCE AUTHORITY                           | 2053-03-01      | 6.0000%  | 0.0000% | $10000000.00       | $5637335.41        | Other Instrument                                  |
| COLORADO HOUSING AND FINANCE AUTHORITY                           | 2033-11-01      | 5.1610%  | 0.0000% | $110000.00         | $112647.05         | Other Instrument                                  |
| COLORADO SPRINGS COLO                                            | 2030-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16532.92          | Other Instrument                                  |
| COLUMBUS OHIO                                                    | 2033-08-15      | 5.0000%  | 0.0000% | $260000.00         | $300142.56         | Other Instrument                                  |
| COLUMBUS OHIO                                                    | 2030-04-01      | 5.0000%  | 0.0000% | $60000.00          | $64394.73          | Other Instrument                                  |
| COMMERCIAL METALS COMPANY                                        | 2033-11-15      | 5.7500%  | 0.0000% | $1159000.00        | $1160328.34        | Corporate Debt Securities                         |
| COMMUNITY INDPT SCH DIST TEX                                     | 2037-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11153.04          | Other Instrument                                  |
| CONROE TEX INDPT SCH DIST                                        | 2031-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22278.29          | Other Instrument                                  |
| CONSUMERS ENERGY COMPANY                                         | 2032-08-15      | 3.6000%  | 0.0000% | $1193000.00        | $1134292.47        | Corporate Debt Securities                         |
| COOK & WILL CNTYS ILL SCH DIST NO 194                            | 2035-12-01      | 5.0000%  | 0.0000% | $55000.00          | $62436.67          | Other Instrument                                  |
| COREBRIDGE FINANCIAL INC                                         | 2054-09-15      | 6.3750%  | 0.0000% | $212000.00         | $213073.60         | Corporate Debt Securities                         |
| CORSICANA TEX INDPT SCH DIST                                     | 2035-02-15      | 5.0000%  | 0.0000% | $30000.00          | $34475.10          | Other Instrument                                  |
| CREDIT AGRICOLE SA                                               | 2035-01-10      | 6.2510%  | 0.0000% | $4061000.00        | $4318531.59        | Corporate Debt Securities                         |
| DALLAS FORT WORTH TEX INTL ARPT                                  | 2040-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11005.29          | Other Instrument                                  |
| DALLAS TEX                                                       | 2030-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16091.92          | Other Instrument                                  |
| DALLAS TEX                                                       | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5372.42           | Other Instrument                                  |
| DALLAS TEX                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $100000.00         | $112513.44         | Other Instrument                                  |
| DALLAS AREA RAPID TRANSIT                                        | 2048-12-01      | 2.6130%  | 0.0000% | $60000.00          | $41142.59          | Other Instrument                                  |
| DARLING INGREDIENTS INC                                          | 2027-04-15      | 5.2500%  | 0.0000% | $495000.00         | $497834.70         | Corporate Debt Securities                         |
| DENVER COLO CITY & CNTY                                          | 2040-11-15      | 5.0000%  | 0.0000% | $20000.00          | $21884.29          | Other Instrument                                  |
| DONNA TEX INDPT SCH DIST                                         | 2034-02-15      | 5.0000%  | 0.0000% | $100000.00         | $113249.44         | Other Instrument                                  |
| DUKE ENERGY CAROLINAS LLC                                        | 2037-06-01      | 6.1000%  | 0.0000% | $3145000.00        | $3439029.54        | Corporate Debt Securities                         |
| ERP OPERATING LP                                                 | 2044-07-01      | 4.5000%  | 0.0000% | $26000.00          | $23332.14          | Corporate Debt Securities                         |
| EAGLE MTN & SAGINAW TEX INDPT SCH DIST                           | 2040-08-15      | 5.0000%  | 0.0000% | $35000.00          | $38737.11          | Other Instrument                                  |
| EASTON MASS                                                      | 2037-10-15      | 2.0000%  | 0.0000% | $20000.00          | $16327.89          | Other Instrument                                  |
| EDGEMONT N Y UN FREE SCH DIST GREENBURGH                         | 2029-10-15      | 5.0000%  | 0.0000% | $10000.00          | $10906.01          | Other Instrument                                  |
| EDISON INTL                                                      | 2027-06-15      | 5.7500%  | 0.0000% | $30000.00          | $31011.13          | Corporate Debt Securities                         |
| EL PASO CNTY COLO SCH DIST NO 2 HARRISON                         | 2034-12-01      | 5.0000%  | 0.0000% | $95000.00          | $102110.96         | Other Instrument                                  |
| ELK RIVER MINN INDPT SCH DIST NO 728                             | 2039-02-01      | 4.0000%  | 0.0000% | $40000.00          | $41353.24          | Other Instrument                                  |
| ELMHURST ILL PK DIST                                             | 2034-12-15      | 5.0000%  | 0.0000% | $15000.00          | $17406.12          | Other Instrument                                  |
| ELMHURST ILL PK DIST                                             | 2043-12-15      | 5.0000%  | 0.0000% | $15000.00          | $16427.37          | Other Instrument                                  |
| ENBRIDGE (US) INC                                                | 2026-06-22      | 0.0000%  | 0.0000% | $500000.00         | $498609.00         | Money Market                                      |
| ENERGY NORTHWEST                                                 | 2041-07-01      | 5.0000%  | 0.0000% | $27365000.00       | $30657830.45       | Other Instrument                                  |
| EUSHI FINANCE INC                                                | 2056-04-01      | 6.2500%  | 0.0000% | $734000.00         | $733794.07         | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                                 | 2049-08-16      | 3.0950%  | 0.0000% | $106000.00         | $73028.18          | Corporate Debt Securities                         |
| FORTESCUE TREASURY PTY LTD                                       | 2031-04-01      | 4.3750%  | 0.0000% | $9751000.00        | $9390296.97        | Corporate Debt Securities                         |
| FORTESCUE TREASURY PTY LTD                                       | 2032-04-15      | 6.1250%  | 0.0000% | $37463000.00       | $39100362.04       | Corporate Debt Securities                         |
| FARMINGTON CONN                                                  | 2033-08-15      | 4.0000%  | 0.0000% | $10000.00          | $10622.96          | Other Instrument                                  |
| FEDERAL REALTY OP LP                                             | 2044-12-01      | 4.5000%  | 0.0000% | $85000.00          | $74569.65          | Corporate Debt Securities                         |
| FLORIDA ST BRD ED                                                | 2031-06-01      | 5.0000%  | 0.0000% | $50000.00          | $56647.11          | Other Instrument                                  |
| FLORIDA ST BRD GOVERNORS UNIV NORTH FLA DORM REV                 | 2038-11-01      | 5.0000%  | 0.0000% | $100000.00         | $109657.89         | Other Instrument                                  |
| FORSYTH CNTY GA SCH DIST                                         | 2030-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11024.69          | Other Instrument                                  |
| FORT WORTH TEX                                                   | 2035-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22200.84          | Other Instrument                                  |
| FORT WORTH TEX INDPT SCH DIST                                    | 2039-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11201.54          | Other Instrument                                  |
| FORT WORTH TEX INDPT SCH DIST                                    | 2040-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11150.44          | Other Instrument                                  |
| FRISCO TEX INDPT SCH DIST                                        | 2033-02-15      | 5.0000%  | 0.0000% | $15000.00          | $17084.62          | Other Instrument                                  |
| FRISCO TEX INDPT SCH DIST                                        | 2030-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5473.32           | Other Instrument                                  |
| FULTON FINL CORP                                                 | 2035-03-15      | 3.7500%  | 0.0000% | $675000.00         | $620182.12         | Corporate Debt Securities                         |
| GLP CAPITAL LP                                                   | 2033-02-15      | 5.2500%  | 0.0000% | $1000000.00        | $996976.67         | Corporate Debt Securities                         |
| GARLAND TEX                                                      | 2029-02-15      | 4.0000%  | 0.0000% | $15000.00          | $15631.88          | Other Instrument                                  |
| GARLAND TEX                                                      | 2034-02-15      | 5.0000%  | 0.0000% | $35000.00          | $39524.26          | Other Instrument                                  |
| GARLAND TEX                                                      | 2040-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11055.64          | Other Instrument                                  |
| GEORGETOWN TEX                                                   | 2033-08-15      | 5.0000%  | 0.0000% | $175000.00         | $194263.03         | Other Instrument                                  |
| GEORGIA (STATE OF)                                               | 2029-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5294.82           | Other Instrument                                  |
| WRANGLER HOLDCO CORP                                             | 2032-04-01      | 6.6250%  | 0.0000% | $1497000.00        | $1552559.08        | Corporate Debt Securities                         |
| GREAT LAKES WATER AUTH MICH                                      | 2033-07-01      | 5.0000%  | 0.0000% | $45000.00          | $51850.15          | Other Instrument                                  |
| GREATER CLARK ELEM BLDG CORP IND                                 | 2038-07-15      | 5.0000%  | 0.0000% | $80000.00          | $89392.09          | Other Instrument                                  |
| GRUPO TELEVISA SAB                                               | 2040-01-15      | 6.6250%  | 0.0000% | $5310000.00        | $4720110.62        | Corporate Debt Securities                         |
| HANOVER PARK ILL                                                 | 2030-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10518.28          | Other Instrument                                  |
| HARRIS COUNTY TEXAS                                              | 2035-08-15      | 5.0000%  | 0.0000% | $50000.00          | $56671.72          | Other Instrument                                  |
| HARTFORD INSURANCE GROUP INC                                     | 2041-10-01      | 6.1000%  | 0.0000% | $44000.00          | $46575.22          | Corporate Debt Securities                         |
| HAWAII (STATE OF)                                                | 2032-07-01      | 2.5830%  | 0.0000% | $385000.00         | $346892.32         | Other Instrument                                  |
| HAWAII (STATE OF)                                                | 2038-10-01      | 2.6820%  | 0.0000% | $2600000.00        | $2052182.60        | Other Instrument                                  |
| HAWAII (STATE OF)                                                | 2036-10-01      | 2.5320%  | 0.0000% | $1010000.00        | $826209.63         | Other Instrument                                  |
| HENDERSON NEV REDEV AGY                                          | 2032-10-01      | 5.0000%  | 0.0000% | $40000.00          | $44802.22          | Other Instrument                                  |
| HENDERSON NEV REDEV AGY                                          | 2034-10-01      | 5.0000%  | 0.0000% | $35000.00          | $39260.04          | Other Instrument                                  |
| HIGHLAND PARK TEX INDPT SCH DIST                                 | 2029-02-15      | 5.0000%  | 0.0000% | $55000.00          | $59211.04          | Other Instrument                                  |
| HILTON DOMESTIC OPERATING COMPANY INC                            | 2032-04-01      | 6.1250%  | 0.0000% | $75000.00          | $77116.35          | Corporate Debt Securities                         |
| HOOVER ALA                                                       | 2038-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22346.24          | Other Instrument                                  |
| HOUSTON TEX CMNTY COLLEGE SYS                                    | 2032-02-15      | 1.6590%  | 0.0000% | $1860000.00        | $1611415.96        | Other Instrument                                  |
| HOUSTON CITY OF                                                  | 2034-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5654.48           | Other Instrument                                  |
| HOUSTON TEX INDPT SCH DIST                                       | 2037-02-15      | 5.0000%  | 0.0000% | $15000.00          | $17119.87          | Other Instrument                                  |
| ILLINOIS MUN ELEC AGY                                            | 2034-02-01      | 5.0000%  | 0.0000% | $60000.00          | $68765.93          | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                       | 2044-08-01      | 2.8500%  | 0.0000% | $500000.00         | $500777.55         | Money Market                                      |
| ILLINOIS HSG DEV AUTH                                            | 2036-06-01      | 3.0700%  | 0.0000% | $2000000.00        | $1677323.64        | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                       | 2057-08-15      | 2.7000%  | 0.0000% | $16900000.00       | $16925577.15       | Money Market                                      |
| ILLINOIS (STATE OF)                                              | 2036-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22249.84          | Other Instrument                                  |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2034-01-01      | 6.1840%  | 0.0000% | $15000.00          | $16203.65          | Other Instrument                                  |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2046-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10907.63          | Other Instrument                                  |
| INDIANA MUN PWR AGY                                              | 2036-01-01      | 5.0000%  | 0.0000% | $200000.00         | $227829.78         | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                                        | 2036-02-01      | 5.0000%  | 0.0000% | $50000.00          | $56623.94          | Other Instrument                                  |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK                  | 2037-01-01      | 4.0000%  | 0.0000% | $165000.00         | $173448.73         | Other Instrument                                  |
| IPS MULTI-SCH BLDG CORP IND                                      | 2034-07-15      | 5.0000%  | 0.0000% | $70000.00          | $77328.38          | Other Instrument                                  |
| IRON MOUNTAIN INC                                                | 2028-07-15      | 5.0000%  | 0.0000% | $4162000.00        | $4226390.76        | Corporate Debt Securities                         |
| IRON MOUNTAIN INC                                                | 2030-07-15      | 5.2500%  | 0.0000% | $2672000.00        | $2691349.73        | Corporate Debt Securities                         |
| JPMMT_21-3                                                       | 2051-07-25      | 0.7172%  | 0.0000% | $35500000.00       | $1564655.21        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2039-10-01      | 0.0000%  | 0.0000% | $100000.00         | $92427.78          | Money Market                                      |
| JPMMT_23-2                                                       | 2053-07-25      | 0.2699%  | 0.0000% | $60243641.00       | $101973.31         | Private Label Collateralized Mortgage Obligations |
| JACKSONVILLE FLA                                                 | 2030-10-01      | 5.0000%  | 0.0000% | $50000.00          | $51943.28          | Other Instrument                                  |
| JACKSONVILLE FLA                                                 | 2029-10-01      | 5.0000%  | 0.0000% | $50000.00          | $53934.78          | Other Instrument                                  |
| JACKSONVILLE FLA                                                 | 2032-10-01      | 5.0000%  | 0.0000% | $25000.00          | $26914.64          | Other Instrument                                  |
| JARRELL TEX INDPT SCH DIST                                       | 2033-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28458.36          | Other Instrument                                  |
| JERSEY VILLAGE TEX                                               | 2038-03-15      | 5.0000%  | 0.0000% | $50000.00          | $55864.39          | Other Instrument                                  |
| JOHNSON CNTY KANS UNI SCH DIST NO 231                            | 2035-10-01      | 5.0000%  | 0.0000% | $15000.00          | $17273.93          | Other Instrument                                  |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                     | 2030-09-01      | 5.0000%  | 0.0000% | $15000.00          | $16567.53          | Other Instrument                                  |
| KANSAS ST TPK AUTH                                               | 2030-09-01      | 5.0000%  | 0.0000% | $15000.00          | $16317.93          | Other Instrument                                  |
| KATY TEX INDPT SCH DIST                                          | 2028-02-15      | 5.0000%  | 0.0000% | $55000.00          | $58084.09          | Other Instrument                                  |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2028-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10598.29          | Other Instrument                                  |
| KINDER MORGAN INC                                                | 2050-08-01      | 3.2500%  | 0.0000% | $156000.00         | $105258.31         | Corporate Debt Securities                         |
| KING CNTY WASH SCH DIST NO 405 BELLEVUE                          | 2028-12-01      | 5.0000%  | 0.0000% | $15000.00          | $15551.58          | Other Instrument                                  |
| KLEIN TEX INDPT SCH DIST                                         | 2035-08-01      | 5.0000%  | 0.0000% | $35000.00          | $39184.56          | Other Instrument                                  |
| KUBOTA CREDIT OWNER TRUST KCOT_25-1                              | 2027-12-15      | 4.6100%  | 0.0000% | $3425000.00        | $1996155.03        | Asset-Backed Securities                           |
| BATH & BODY WORKS INC                                            | 2035-11-01      | 6.8750%  | 0.0000% | $2469000.00        | $2479634.53        | Corporate Debt Securities                         |
| LAKE CNTY OHIO CMNTY COLLEGE DIST                                | 2034-12-01      | 4.0000%  | 0.0000% | $170000.00         | $173414.92         | Other Instrument                                  |
| LAKE ELSINORE CALIF FACS FING                                    | 2035-09-01      | 5.0000%  | 0.0000% | $235000.00         | $276400.47         | Other Instrument                                  |
| LAM RSRCH CORP                                                   | 2050-06-15      | 2.8750%  | 0.0000% | $2258000.00        | $1475032.23        | Corporate Debt Securities                         |
| LANSING MICH                                                     | 2038-06-01      | 4.0000%  | 0.0000% | $50000.00          | $52488.39          | Other Instrument                                  |
| LAREDO TEX INDPT SCH DIST                                        | 2033-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28689.47          | Other Instrument                                  |
| LARIMER & WELD CNTYS COLO SCH DIST NO RE-5J                      | 2033-12-01      | 5.0000%  | 0.0000% | $30000.00          | $33248.77          | Other Instrument                                  |
| LARIMER CNTY COLO SCH DIST NO R-1 POUDRE                         | 2031-12-15      | 5.0000%  | 0.0000% | $70000.00          | $75641.84          | Other Instrument                                  |
| LAS VEGAS NEV                                                    | 2038-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11538.79          | Other Instrument                                  |
| LAWRENCEBURG IND CMNTY SCHS                                      | 2036-07-15      | 4.0000%  | 0.0000% | $145000.00         | $150576.54         | Other Instrument                                  |
| LE SUEUR-HENDERSON MINN INDPT SCH DIST NO 2397                   | 2031-02-01      | 5.0000%  | 0.0000% | $155000.00         | $173441.73         | Other Instrument                                  |
| LEBANON IND MIDDLE SCH BLDG CORP                                 | 2035-07-15      | 5.0000%  | 0.0000% | $25000.00          | $28909.56          | Other Instrument                                  |
| LEE CNTY FLA                                                     | 2034-10-01      | 5.0000%  | 0.0000% | $30000.00          | $34376.23          | Other Instrument                                  |
| LIBERTY HILL TEX INDPT SCH DIST                                  | 2058-02-01      | 5.0000%  | 0.0000% | $325000.00         | $339023.39         | Other Instrument                                  |
| LIBERTY MUTUAL GROUP INC                                         | 2061-02-01      | 4.3000%  | 0.0000% | $30791000.00       | $20013055.21       | Corporate Debt Securities                         |
| LITHIA MOTORS INC                                                | 2029-06-01      | 3.8750%  | 0.0000% | $147000.00         | $143554.28         | Corporate Debt Securities                         |
| LIVONIA MICH MUN BLDG AUTH                                       | 2028-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10257.59          | Other Instrument                                  |
| LIVONIA MICH PUB SCHS SCH DIST                                   | 2035-05-01      | 5.0000%  | 0.0000% | $20000.00          | $23011.69          | Other Instrument                                  |
| LONG ISLAND POWER AUTHORITY                                      | 2039-09-01      | 5.0000%  | 0.0000% | $25000.00          | $28321.06          | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2055-05-15      | 5.5000%  | 0.0000% | $30000.00          | $31987.47          | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2038-05-15      | 5.0000%  | 0.0000% | $40000.00          | $42768.58          | Other Instrument                                  |
| LOS ANGELES CA DEPT OF WATER & PWR WTR SYS                       | 2036-07-01      | 5.0000%  | 0.0000% | $85000.00          | $95833.72          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16240.13          | Other Instrument                                  |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10562.06          | Other Instrument                                  |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2038-07-01      | 4.0000%  | 0.0000% | $20000.00          | $20812.29          | Other Instrument                                  |
| LOUISIANA STADIUM & EXPOSITION DISTRICT                          | 2040-07-01      | 5.0000%  | 0.0000% | $65000.00          | $71406.11          | Other Instrument                                  |
| LOUISIANA (STATE OF)                                             | 2036-10-01      | 4.0000%  | 0.0000% | $50000.00          | $50679.72          | Other Instrument                                  |
| LOUISVILLE & JEFFERSON CNTY KY WTRWKS & WTR SYS REV              | 2038-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11259.74          | Other Instrument                                  |
| LOWER COLORADO RIVER AUTHORITY                                   | 2032-05-15      | 5.0000%  | 0.0000% | $100000.00         | $109571.44         | Other Instrument                                  |
| LUBBOCK TEX                                                      | 2032-04-15      | 5.0000%  | 0.0000% | $5000.00           | $5586.16           | Other Instrument                                  |
| MACON & DEWITT CNTYS ILL CMNTY UNIT SCH DIST NO 002 MAROA FORSYT | 2036-12-01      | 4.0000%  | 0.0000% | $25000.00          | $25891.19          | Other Instrument                                  |
| MADISON IAQ LLC                                                  | 2028-06-30      | 4.1250%  | 0.0000% | $3002000.00        | $3019360.32        | Corporate Debt Securities                         |
| DISCOVERY GLOBAL HOLDINGS INC                                    | 2062-03-15      | 5.3910%  | 0.0000% | $35250000.00       | $20378782.88       | Corporate Debt Securities                         |
| MAINE MUNICIPAL BOND BANK                                        | 2032-11-01      | 5.0000%  | 0.0000% | $50000.00          | $56494.94          | Other Instrument                                  |
| MARICOPA CNTY ARIZ UNI SCH DIST NO 41 GILBERT                    | 2031-07-01      | 4.0000%  | 0.0000% | $20000.00          | $21478.29          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SCH DIST NO 214 TOLLESON UN HIGH              | 2033-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28927.39          | Other Instrument                                  |
| MARION & POLK CNTYS ORE SCH DIST NO 24J SALEM                    | 2033-06-15      | 5.0000%  | 0.0000% | $20000.00          | $21309.56          | Other Instrument                                  |
| MARION TEX INDPT SCH DIST                                        | 2036-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22642.29          | Other Instrument                                  |
| MARYLAND (STATE OF)                                              | 2031-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5473.04           | Other Instrument                                  |
| MARYLAND (STATE OF)                                              | 2033-06-01      | 5.0000%  | 0.0000% | $420000.00         | $488213.13         | Other Instrument                                  |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2033-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22634.78          | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2031-10-01      | 3.7200%  | 0.0000% | $135000.00         | $53441.65          | Money Market                                      |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2035-11-01      | 5.0000%  | 0.0000% | $65000.00          | $72352.73          | Other Instrument                                  |
| MECKLENBURG CNTY N C                                             | 2033-09-01      | 5.0000%  | 0.0000% | $50000.00          | $56844.61          | Other Instrument                                  |
| MELISSA TEX INDPT SCH DIST                                       | 2035-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28873.22          | Other Instrument                                  |
| MEMPHIS TENN                                                     | 2040-05-01      | 5.0000%  | 0.0000% | $90000.00          | $100370.60         | Other Instrument                                  |
| METROPOLITAN ST LOUIS MO SWR DIST                                | 2039-05-01      | 5.0000%  | 0.0000% | $130000.00         | $142134.06         | Other Instrument                                  |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2031-11-15      | 5.0000%  | 0.0000% | $35000.00          | $36183.16          | Other Instrument                                  |
| METROPOLITAN TRANSPORTATION AUTHORITY                            | 2032-11-15      | 5.0000%  | 0.0000% | $125000.00         | $140041.81         | Other Instrument                                  |
| SCHOOL BOARD OF MIAMI-DADE COUNTY                                | 2031-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5476.29           | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2039-04-01      | 5.0000%  | 0.0000% | $40000.00          | $43772.22          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2035-10-01      | 5.0000%  | 0.0000% | $15000.00          | $17059.28          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2055-10-01      | 5.5000%  | 0.0000% | $175000.00         | $185022.44         | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11051.86          | Other Instrument                                  |
| MDST_11                                                          | 2038-07-15      | 4.8640%  | 0.0000% | $2131000.00        | $33650.71          | Asset-Backed Securities                           |
| MINNESOTA PUB FACS AUTH                                          | 2030-03-01      | 5.0000%  | 0.0000% | $100000.00         | $109893.22         | Other Instrument                                  |
| MINNESOTA (STATE OF)                                             | 2037-08-01      | 5.0000%  | 0.0000% | $35000.00          | $39790.41          | Other Instrument                                  |
| MINNESOTA (STATE OF)                                             | 2038-08-01      | 5.0000%  | 0.0000% | $60000.00          | $67039.13          | Other Instrument                                  |
| MINNESOTA ST HSG FIN AGY                                         | 2052-01-01      | 5.8600%  | 0.0000% | $1690000.00        | $1696207.14        | Other Instrument                                  |
| MIRACOSTA CALIF CMNTY COLLEGE                                    | 2033-07-01      | 5.0000%  | 0.0000% | $45000.00          | $53070.10          | Other Instrument                                  |
| MISSOURI ST HEALTH & EDL FACS AUTH                               | 2033-02-15      | 3.5350%  | 0.0000% | $400000.00         | $378052.89         | Other Instrument                                  |
| MONMOUTH CNTY NJ IMPT AUTH                                       | 2030-12-01      | 5.0000%  | 0.0000% | $25000.00          | $27752.31          | Other Instrument                                  |
| MONMOUTH CNTY NJ IMPT AUTH                                       | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11051.42          | Other Instrument                                  |
| MOOG INC                                                         | 2034-10-15      | 5.5000%  | 0.0000% | $3220000.00        | $3227472.19        | Corporate Debt Securities                         |
| MOUNT PROSPECT ILL PK DIST                                       | 2034-12-15      | 5.0000%  | 0.0000% | $15000.00          | $17391.37          | Other Instrument                                  |
| NEVADA (STATE OF)                                                | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10867.26          | Other Instrument                                  |
| NEW HAMPSHIRE MUN BD BK                                          | 2034-08-15      | 5.0000%  | 0.0000% | $40000.00          | $46383.78          | Other Instrument                                  |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                        | 2031-06-15      | 5.5000%  | 0.0000% | $30000.00          | $31228.37          | Other Instrument                                  |
| NEW JERSEY (STATE OF)                                            | 2029-06-01      | 5.0000%  | 0.0000% | $2645000.00        | $2890647.03        | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2039-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10860.22          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2038-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5316.21           | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2032-04-01      | 5.0000%  | 0.0000% | $65000.00          | $72559.21          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2034-02-01      | 5.0000%  | 0.0000% | $15000.00          | $17191.48          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2032-10-01      | 5.0000%  | 0.0000% | $120000.00         | $134699.47         | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2032-10-01      | 4.3900%  | 0.0000% | $250000.00         | $247120.69         | Other Instrument                                  |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2048-11-01      | 1.3000%  | 0.0000% | $200000.00         | $74665.28          | Money Market                                      |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2035-02-01      | 5.5100%  | 0.0000% | $80000.00          | $82722.44          | Other Instrument                                  |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2037-11-15      | 1.4500%  | 0.0000% | $100000.00         | $100069.62         | Money Market                                      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16137.88          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2042-08-01      | 2.8500%  | 0.0000% | $175000.00         | $175277.60         | Money Market                                      |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2037-11-01      | 4.0000%  | 0.0000% | $60000.00          | $61066.27          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2038-05-01      | 4.0000%  | 0.0000% | $20000.00          | $20424.22          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2034-05-01      | 5.0000%  | 0.0000% | $95000.00          | $103072.99         | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2039-11-01      | 4.0000%  | 0.0000% | $15000.00          | $15186.02          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2037-11-01      | 4.0000%  | 0.0000% | $15000.00          | $15375.47          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2031-07-15      | 5.0000%  | 0.0000% | $15000.00          | $16994.57          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2030-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5418.09           | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2042-02-01      | 5.0000%  | 0.0000% | $125000.00         | $136811.11         | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-11-01      | 5.0000%  | 0.0000% | $20000.00          | $21517.18          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2044-05-01      | 5.0000%  | 0.0000% | $30000.00          | $32388.27          | Other Instrument                                  |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2035-05-15      | 5.0000%  | 0.0000% | $25000.00          | $28484.36          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2033-03-15      | 5.0000%  | 0.0000% | $305000.00         | $347671.87         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2030-03-15      | 5.0000%  | 0.0000% | $40000.00          | $43867.91          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2032-02-15      | 5.0000%  | 0.0000% | $35000.00          | $38149.46          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2037-03-15      | 4.0000%  | 0.0000% | $15000.00          | $15380.73          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2042-03-15      | 4.0000%  | 0.0000% | $30000.00          | $29908.87          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11037.88          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2038-03-15      | 5.0000%  | 0.0000% | $15000.00          | $17121.57          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-03-15      | 5.0000%  | 0.0000% | $5935000.00        | $6606670.54        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2034-10-01      | 5.0000%  | 0.0000% | $165000.00         | $190792.07         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-07-01      | 5.0000%  | 0.0000% | $60000.00          | $67874.13          | Other Instrument                                  |
| NEW YORK ST TWY AUTH                                             | 2034-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5510.09           | Other Instrument                                  |
| NEW YORK ST TWY AUTH                                             | 2030-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5491.04           | Other Instrument                                  |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                               | 2029-04-30      | 11.7500% | 0.0000% | $6321000.00        | $5211445.02        | Corporate Debt Securities                         |
| NORTH CAROLINA (STATE OF)                                        | 2032-05-01      | 5.0000%  | 0.0000% | $45000.00          | $48841.60          | Other Instrument                                  |
| NORTH LAMAR TEX CONS INDPT SCH DIST                              | 2032-02-15      | 4.0000%  | 0.0000% | $35000.00          | $37021.44          | Other Instrument                                  |
| NORTH MIAMI BEACH FLA                                            | 2033-08-01      | 5.0000%  | 0.0000% | $30000.00          | $33013.47          | Other Instrument                                  |
| NORTH TEX MUN WTR DIST TEX                                       | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11306.42          | Other Instrument                                  |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | 2036-06-01      | 6.2500%  | 0.0000% | $75000.00          | $83608.71          | Corporate Debt Securities                         |
| NORTHWEST MICH                                                   | 2035-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5557.94           | Other Instrument                                  |
| NOVATO CALIF SAN DIST                                            | 2030-02-01      | 5.0000%  | 0.0000% | $30000.00          | $32707.77          | Other Instrument                                  |
| NSTAR ELECTRIC CO                                                | 2044-03-01      | 4.4000%  | 0.0000% | $265000.00         | $229210.57         | Corporate Debt Securities                         |
| OAK CREEK-FRANKLIN WIS JT SCH DIST                               | 2030-04-01      | 5.0000%  | 0.0000% | $55000.00          | $60284.16          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2033-05-01      | 5.0000%  | 0.0000% | $90000.00          | $99236.60          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2029-06-15      | 5.0000%  | 0.0000% | $20000.00          | $21888.36          | Other Instrument                                  |
| OHIO HIGHER EDUCATIONAL FACILITY COMMISSION                      | 2032-01-01      | 4.7230%  | 0.0000% | $995000.00         | $1021190.80        | Other Instrument                                  |
| OHIO HOUSING FINANCE AGENCY                                      | 2043-09-01      | 6.0170%  | 0.0000% | $180000.00         | $156881.54         | Other Instrument                                  |
| OHIO ST TPK COMMN                                                | 2031-02-15      | 5.0000%  | 0.0000% | $25000.00          | $26277.86          | Other Instrument                                  |
| OHIO ST TPK COMMN                                                | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11422.24          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH                                             | 2037-12-01      | 4.0000%  | 0.0000% | $45000.00          | $46940.30          | Other Instrument                                  |
| OHIO UNIVERSITY                                                  | 2114-12-01      | 5.5900%  | 0.0000% | $190000.00         | $177644.19         | Other Instrument                                  |
| OKEMOS MICH PUB SCH DIST                                         | 2039-05-01      | 5.0000%  | 0.0000% | $60000.00          | $67859.13          | Other Instrument                                  |
| OKLAHOMA CITY OKLA                                               | 2033-03-01      | 5.0000%  | 0.0000% | $15000.00          | $16981.52          | Other Instrument                                  |
| OMAHA PUB PWR DIST NEB                                           | 2031-02-01      | 5.0000%  | 0.0000% | $90000.00          | $96556.40          | Other Instrument                                  |
| ONONDAGA CNTY N Y                                                | 2030-05-01      | 5.0000%  | 0.0000% | $50000.00          | $52613.44          | Other Instrument                                  |
| OPEN TEXT CORP                                                   | 2027-12-01      | 6.9000%  | 0.0000% | $4623000.00        | $4895741.59        | Corporate Debt Securities                         |
| OREGON (STATE OF)                                                | 2033-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5681.37           | Other Instrument                                  |
| OREGON (STATE OF)                                                | 2039-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10918.66          | Other Instrument                                  |
| OUTFRONT MEDIA CAPITAL LLC                                       | 2031-02-15      | 7.3750%  | 0.0000% | $37000.00          | $38701.93          | Corporate Debt Securities                         |
| PLYM COMMERCIAL MORTGAGE TRUST PLYM_26-IND                       | 2043-03-15      | 5.7771%  | 0.0000% | $6500000.00        | $6522637.20        | Private Label Collateralized Mortgage Obligations |
| PG&E CORP                                                        | 2028-07-01      | 5.0000%  | 0.0000% | $1310000.00        | $1328805.78        | Corporate Debt Securities                         |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | 2056-04-01      | 4.5000%  | 0.0000% | $345000.00         | $268496.25         | Corporate Debt Securities                         |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2029-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5397.73           | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2038-12-01      | 5.0000%  | 0.0000% | $15000.00          | $15945.78          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2030-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10587.42          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2030-06-01      | 5.0000%  | 0.0000% | $100000.00         | $111036.00         | Other Instrument                                  |
| PHILADELPHIA PA WTR & WASTEWTR                                   | 2037-08-01      | 5.0000%  | 0.0000% | $135000.00         | $145732.35         | Other Instrument                                  |
| PHOENIX ARIZ CIVIC IMPT CORP                                     | 2032-07-01      | 5.0000%  | 0.0000% | $50000.00          | $52249.28          | Other Instrument                                  |
| PHOENIX ARIZ CIVIC IMPT CORP                                     | 2034-07-01      | 5.0000%  | 0.0000% | $1815000.00        | $2126222.08        | Other Instrument                                  |
| PITTSBURGH & ALLEGHENY CNTY PASPORTS & EXHIB AUTH HOTEL ROOM     | 2035-02-01      | 5.0000%  | 0.0000% | $305000.00         | $337146.66         | Other Instrument                                  |
| PLANO TEX INDPT SCH DIST                                         | 2037-02-15      | 5.0000%  | 0.0000% | $65000.00          | $71992.99          | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2041-07-15      | 4.0000%  | 0.0000% | $5000.00           | $5112.54           | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2038-09-01      | 5.0000%  | 0.0000% | $50000.00          | $57014.11          | Other Instrument                                  |
| PRINCE WILLIAM CNTY VA INDL DEV AUTH                             | 2039-10-01      | 5.0000%  | 0.0000% | $25000.00          | $27609.64          | Other Instrument                                  |
| PRIVATE COLLEGES & UNIVS AUTH GA                                 | 2038-06-01      | 4.0000%  | 0.0000% | $20000.00          | $20438.56          | Other Instrument                                  |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR2                          | 2041-04-17      | 3.4000%  | 0.0000% | $125000.00         | $118932.44         | Private Label Collateralized Mortgage Obligations |
| PROSPER TEX INDPT SCH DIST                                       | 2034-02-15      | 5.0000%  | 0.0000% | $115000.00         | $128319.81         | Other Instrument                                  |
| PULASKI CNTY ARK SPL SCH DIST                                    | 2048-02-01      | 2.8000%  | 0.0000% | $900000.00         | $598795.00         | Other Instrument                                  |
| PURDUE UNIV IND                                                  | 2036-07-01      | 5.0000%  | 0.0000% | $195000.00         | $226107.48         | Other Instrument                                  |
| RADY CHILDRENS HOSPITAL SAN DIEGO                                | 2051-08-15      | 3.1540%  | 0.0000% | $844000.00         | $568553.47         | Corporate Debt Securities                         |
| RHODE ISLAND HMFC HOMEOWNERSHIP OPPORTUNITY 1988 RES             | 2031-10-01      | 3.1000%  | 0.0000% | $5000.00           | $5005.62           | Other Instrument                                  |
| RHODE ISLAND CLEAN WTR FIN AGY                                   | 2032-10-01      | 5.0000%  | 0.0000% | $25000.00          | $28277.14          | Other Instrument                                  |
| RIALTO CALIF UNI SCH DIST                                        | 2034-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11727.82          | Other Instrument                                  |
| RIVERSIDE CALIF CMNTY COLLEGE DIST                               | 2035-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11479.79          | Other Instrument                                  |
| ROYAL TEX INDPT SCH DIST                                         | 2041-02-15      | 5.0000%  | 0.0000% | $35000.00          | $38709.22          | Other Instrument                                  |
| ST JOHNS CNTY FLA SCH BRD                                        | 2032-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16469.33          | Other Instrument                                  |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC      | 2030-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10347.86          | Other Instrument                                  |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC      | 2042-01-01      | 5.0000%  | 0.0000% | $50000.00          | $56264.78          | Other Instrument                                  |
| SAN ANTONIO TX                                                   | 2044-05-15      | 5.0000%  | 0.0000% | $110000.00         | $119404.39         | Other Instrument                                  |
| SAN DIEGO CNTY CALIF                                             | 2035-10-01      | 4.0000%  | 0.0000% | $75000.00          | $83822.58          | Other Instrument                                  |
| SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST                     | 2033-08-01      | 5.0000%  | 0.0000% | $25000.00          | $29421.72          | Other Instrument                                  |
| SAN LUIS ARIZ PLEDGED EXCISE TAX REV                             | 2035-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28516.89          | Other Instrument                                  |
| SANTA CLARA CNTY CALIF FING AUTH                                 | 2030-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16228.03          | Other Instrument                                  |
| SANTA CLARA VY CALIF TRANSN AUTH                                 | 2029-04-01      | 5.0000%  | 0.0000% | $20000.00          | $21663.51          | Other Instrument                                  |
| SANTA CLARA VY CALIF TRANSN AUTH                                 | 2031-04-01      | 5.0000%  | 0.0000% | $25000.00          | $28162.89          | Other Instrument                                  |
| SEATTLE (CITY OF)                                                | 2033-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11326.22          | Other Instrument                                  |
| SEATTLE (CITY OF)                                                | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5557.73           | Other Instrument                                  |
| SEATTLE (CITY OF)                                                | 2033-08-01      | 4.0000%  | 0.0000% | $20000.00          | $21281.42          | Other Instrument                                  |
| SEDGWICK CNTY KANS UNI SCH DIST NO 266 MAIZE                     | 2027-09-01      | 4.0000%  | 0.0000% | $15000.00          | $15376.77          | Other Instrument                                  |
| SEGUIN TEX INDPT SCH DIST                                        | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11389.74          | Other Instrument                                  |
| SHAWNEE CNTY KANS UNI SCH DIST NO 501                            | 2033-08-01      | 4.0000%  | 0.0000% | $25000.00          | $25366.28          | Other Instrument                                  |
| SONOMA CNTY CALIF JR COLLEGE DIST                                | 2031-08-01      | 4.0000%  | 0.0000% | $15000.00          | $15861.17          | Other Instrument                                  |
| SOUTH AFRICA (REPUBLIC OF)                                       | 2048-06-22      | 6.3000%  | 0.0000% | $315000.00         | $292916.93         | Corporate Debt Securities                         |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                   | 2055-03-01      | 7.6250%  | 0.0000% | $80000.00          | $85027.91          | Corporate Debt Securities                         |
| Southern Copper                                                  | 2040-04-16      | 6.7500%  | 0.0000% | $4642000.00        | $5167903.79        | Corporate Debt Securities                         |
| SPOKANE CNTY WASH SCH DIST NO 81 SPOKANE                         | 2028-12-01      | 4.0000%  | 0.0000% | $15000.00          | $15801.72          | Other Instrument                                  |
| STARWOOD PROPERTY TRUST INC                                      | 2030-04-15      | 6.0000%  | 0.0000% | $1323000.00        | $1343722.59        | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                                      | 2028-10-15      | 5.2500%  | 0.0000% | $2538000.00        | $2545580.16        | Corporate Debt Securities                         |
| SUFFOLK CNTY N Y WTR AUTH                                        | 2040-06-01      | 4.0000%  | 0.0000% | $75000.00          | $76491.58          | Other Instrument                                  |
| TALLAHASSEE FLA                                                  | 2033-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16926.08          | Other Instrument                                  |
| TARRYTOWNS N Y UN FREE SCH DIST                                  | 2039-12-01      | 4.0000%  | 0.0000% | $165000.00         | $173965.92         | Other Instrument                                  |
| TELECOM ITALIA CAPITAL SA                                        | 2038-06-04      | 7.7210%  | 0.0000% | $1377000.00        | $1613682.39        | Corporate Debt Securities                         |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2054-11-01      | 0.0000%  | 0.0000% | $100000.00         | $100129.29         | Money Market                                      |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2055-05-01      | 0.0000%  | 0.0000% | $5775000.00        | $5784719.67        | Money Market                                      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                   | 2029-05-09      | 5.1250%  | 0.0000% | $1337000.00        | $1345833.86        | Corporate Debt Securities                         |
| TEXAS A & M UNIVERSITY                                           | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5700.63           | Other Instrument                                  |
| TEXAS MUN GAS ACQUISITION & SUPPLY CORP VI                       | 2036-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10859.44          | Other Instrument                                  |
| TEXAS WATER DEV BRD                                              | 2036-10-15      | 5.0000%  | 0.0000% | $45000.00          | $50509.85          | Other Instrument                                  |
| TEXAS WATER DEV BRD                                              | 2036-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28966.72          | Other Instrument                                  |
| TEXAS WOMANS UNIV                                                | 2036-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27650.89          | Other Instrument                                  |
| TOMPKINS CNTY N Y                                                | 2038-07-01      | 5.0000%  | 0.0000% | $25000.00          | $25535.14          | Other Instrument                                  |
| TRANSDIGM INC                                                    | 2032-03-01      | 6.6250%  | 0.0000% | $3696000.00        | $3858492.59        | Corporate Debt Securities                         |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2042-05-15      | 4.0000%  | 0.0000% | $110000.00         | $109109.61         | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2032-11-15      | 5.0000%  | 0.0000% | $670000.00         | $755997.48         | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2041-12-01      | 5.0000%  | 0.0000% | $35000.00          | $39742.93          | Other Instrument                                  |
| TROY MICH CITY SCH DIST                                          | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11183.89          | Other Instrument                                  |
| TURKEY (REPUBLIC OF)                                             | 2031-06-26      | 5.8750%  | 0.0000% | $366000.00         | $364118.30         | Corporate Debt Securities                         |
| TURKEY (REPUBLIC OF)                                             | 2033-01-19      | 9.3750%  | 0.0000% | $230000.00         | $266784.86         | Corporate Debt Securities                         |
| TURKEY (REPUBLIC OF)                                             | 2034-05-15      | 7.6250%  | 0.0000% | $350000.00         | $364372.85         | Corporate Debt Securities                         |
| UNITED AIRLINES 2016-1 PASS THROUGH TRUSTS                       | 2030-01-07      | 3.4500%  | 0.0000% | $3462000.00        | $1867582.15        | Corporate Debt Securities                         |
| UNIVERSITY OF CALIFORNIA                                         | 2036-05-15      | 4.0000%  | 0.0000% | $15000.00          | $15619.43          | Other Instrument                                  |
| UNIVERSITY OF COLORADO                                           | 2033-06-01      | 5.0000%  | 0.0000% | $75000.00          | $86956.67          | Other Instrument                                  |
| UNIVERSITY OF HOUSTON                                            | 2032-02-15      | 5.0000%  | 0.0000% | $60000.00          | $67687.47          | Other Instrument                                  |
| UNIVERSITY NORTH ALA                                             | 2040-11-01      | 4.0000%  | 0.0000% | $35000.00          | $35162.09          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2034-07-01      | 5.0000%  | 0.0000% | $45000.00          | $51831.30          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2049-08-15      | 2.4390%  | 0.0000% | $1100000.00        | $674977.60         | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2031-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5611.47           | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2036-08-15      | 5.0000%  | 0.0000% | $270000.00         | $312836.70         | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2037-08-15      | 5.0000%  | 0.0000% | $120000.00         | $139634.00         | Other Instrument                                  |
| UTAH CHARTER SCHOOL FIN AUTH                                     | 2032-04-15      | 4.0000%  | 0.0000% | $20000.00          | $14420.88          | Other Instrument                                  |
| UTAH TRANSIT AUTH                                                | 2036-06-15      | 5.0000%  | 0.0000% | $25000.00          | $28919.94          | Other Instrument                                  |
| VERMONT HSG FIN AGY                                              | 2028-05-01      | 5.1100%  | 0.0000% | $9000.00           | $8559.17           | Other Instrument                                  |
| VIRGINIA COMWLTH TRANSN BRD                                      | 2030-05-15      | 5.0000%  | 0.0000% | $15000.00          | $16381.27          | Other Instrument                                  |
| VIRGINIA ST HSG DEV AUTH                                         | 2049-10-25      | 2.9500%  | 0.0000% | $3698830.00        | $1341059.93        | Other Instrument                                  |
| VIRGINIA ST PUB BLDG AUTH                                        | 2030-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5542.04           | Other Instrument                                  |
| VISTRA CORP                                                      | 2079-12-31      | 8.0000%  | 0.0000% | $65000.00          | $66158.16          | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC                                    | 2029-05-01      | 4.3750%  | 0.0000% | $903000.00         | $888509.36         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC                                    | 2033-04-30      | 5.2500%  | 0.0000% | $50000.00          | $49871.79          | Corporate Debt Securities                         |
| WALLER TEX                                                       | 2030-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10924.54          | Other Instrument                                  |
| WARREN MICH                                                      | 2031-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5538.44           | Other Instrument                                  |
| WASHINGTON MULTNOMAH & YAMHILLCNTYS ORE SCH DIST NO 1J HILLSBORO | 2035-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10417.88          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2035-07-01      | 5.0000%  | 0.0000% | $45000.00          | $49084.00          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2034-07-01      | 5.0000%  | 0.0000% | $40000.00          | $41640.22          | Other Instrument                                  |
| WASHINGTON ST UNIV                                               | 2032-04-01      | 5.0000%  | 0.0000% | $20000.00          | $22391.71          | Other Instrument                                  |
| WASHINGTON ST UNIV                                               | 2038-10-01      | 4.0000%  | 0.0000% | $30000.00          | $31262.30          | Other Instrument                                  |
| WASHINGTONVILLE N Y CENT SCH DIST                                | 2028-06-15      | 4.0000%  | 0.0000% | $15000.00          | $15517.68          | Other Instrument                                  |
| WAUKEE IOWA                                                      | 2033-06-01      | 5.0000%  | 0.0000% | $95000.00          | $106571.21         | Other Instrument                                  |
| WAYNE TWP IND MARION CNTY SCH BLDG CORP                          | 2039-07-15      | 5.0000%  | 0.0000% | $85000.00          | $93850.29          | Other Instrument                                  |
| WEATHERFORD TEX INDPT SCH DIST                                   | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $27430.86          | Other Instrument                                  |
| WELLTOWER OP LLC                                                 | 2048-09-01      | 4.9500%  | 0.0000% | $24000.00          | $22293.60          | Corporate Debt Securities                         |
| WEST VY MISSION CMNTY COLLEGE DIST CALIF                         | 2030-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22049.98          | Other Instrument                                  |
| WILLIS TEX INDPT SCH DIST                                        | 2037-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28412.36          | Other Instrument                                  |
| WINDY GAP CO FIRMING PROJ WTR ENTERPRISE                         | 2027-07-15      | 5.0000%  | 0.0000% | $20000.00          | $20908.82          | Other Instrument                                  |
| WISCONSIN PUBLIC SERVICE CORPORATION                             | 2042-12-01      | 3.6710%  | 0.0000% | $199000.00         | $159122.60         | Corporate Debt Securities                         |
| WISCONSIN (STATE OF)                                             | 2034-05-01      | 5.0000%  | 0.0000% | $35000.00          | $39816.31          | Other Instrument                                  |
| WISCONSIN (STATE OF)                                             | 2033-05-01      | 5.0000%  | 0.0000% | $255000.00         | $290447.27         | Other Instrument                                  |
| WISCONSIN (STATE OF)                                             | 2038-05-01      | 5.0000%  | 0.0000% | $45000.00          | $50480.95          | Other Instrument                                  |
| WISCONSIN (STATE OF)                                             | 2032-05-01      | 5.0000%  | 0.0000% | $75000.00          | $84399.67          | Other Instrument                                  |
| WISCONSIN (STATE OF)                                             | 2036-05-01      | 3.9540%  | 0.0000% | $80000.00          | $75042.03          | Other Instrument                                  |
| ENEL FINANCE INTERNATIONAL NV                                    | 2037-09-15      | 6.8000%  | 0.0000% | $1300000.00        | $1444674.11        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH                                              | 2029-04-03      | 5.7500%  | 0.0000% | $297000.00         | $302115.66         | Corporate Debt Securities                         |
| ULTRAPAR INTERNATIONAL SA                                        | 2029-06-06      | 5.2500%  | 0.0000% | $309000.00         | $316455.91         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP                                     | 2028-06-15      | 5.1250%  | 0.0000% | $5000.00           | $5099.64           | Corporate Debt Securities                         |
| BANISTMO SA                                                      | 2027-07-31      | 4.2500%  | 0.0000% | $2979000.00        | $2981587.59        | Corporate Debt Securities                         |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | 2033-06-28      | 3.8490%  | 0.0000% | $325000.00         | $308634.44         | Corporate Debt Securities                         |
| BLACKSTONE HOLDINGS FINANCE CO LLC                               | 2033-04-22      | 6.2000%  | 0.0000% | $10000.00          | $10678.12          | Corporate Debt Securities                         |
| ATP TOWER HOLDINGS LLC                                           | 2030-02-03      | 7.8750%  | 0.0000% | $745000.00         | $782425.08         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                              | 2035-05-13      | 7.5000%  | 0.0000% | $303000.00         | $308921.63         | Corporate Debt Securities                         |
| SUNOCO LP                                                        | 2032-08-15      | 6.6250%  | 0.0000% | $100000.00         | $103904.89         | Corporate Debt Securities                         |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| BOSTON PROP                                                      | 2026-06-24      | 0.0000%  | 0.0000% | $10695000.00       | $10662551.37       | Money Market |
| BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC (PRE-REINCORPORA | 2026-06-09      | 0.0000%  | 0.0000% | $3021909.00        | $3017784.09        | Money Market |
| CABOT TRAIL FUNDING LLC                                          | 2026-12-07      | 0.0000%  | 0.0000% | $113275000.00      | $112708625.00      | Money Market |
| ELEMENT FLEET MANAGEMENT CORP                                    | 2026-06-16      | 0.0000%  | 0.0000% | $60315996.00       | $60189875.25       | Money Market |
| ENTERGY CORP                                                     | 2026-08-27      | 0.0000%  | 0.0000% | $13000000.00       | $12865593.00       | Money Market |
| HEALTHCARE REALTY HOLDINGS LP                                    | 2026-06-16      | 0.0000%  | 0.0000% | $8409100.00        | $8367054.50        | Money Market |

### Security 308: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| INTEL CORP                                                      | 2047-12-08      | 3.7340%  | 0.0000% | $2690000.00        | $1992123.89        | Corporate Debt Securities |
| KFW                                                             | 2027-03-01      | 4.3750%  | 0.0000% | $5000.00           | $5071.52           | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2054-08-08      | 5.8750%  | 0.0000% | $3036000.00        | $3000826.67        | Corporate Debt Securities |
| BERMUDA                                                         | 2030-08-20      | 2.3750%  | 0.0000% | $1344000.00        | $1222006.80        | Corporate Debt Securities |
| BANK OZK                                                        | 2031-10-01      | 2.7500%  | 0.0000% | $115000.00         | $111535.11         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2033-07-27      | 2.5500%  | 0.0000% | $941000.00         | $814333.56         | Corporate Debt Securities |
| FIFTH THIRD BANCORP                                             | 2037-01-29      | 5.1410%  | 0.0000% | $1965000.00        | $1954971.95        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2030-10-15      | 3.8500%  | 0.0000% | $623000.00         | $604388.22         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2051-03-12      | 3.0500%  | 0.0000% | $850000.00         | $545788.07         | Corporate Debt Securities |
| MCCORMICK & COMPANY INCORPORATED                                | 2027-08-15      | 3.4000%  | 0.0000% | $286000.00         | $285222.72         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2072-01-15      | 3.6000%  | 0.0000% | $280000.00         | $179998.00         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2031-01-14      | 7.7500%  | 0.0000% | $989000.00         | $1143187.57        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $280887.39         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2053-04-04      | 5.5000%  | 0.0000% | $150000.00         | $140386.92         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2029-03-18      | 4.6250%  | 0.0000% | $250000.00         | $254325.38         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2034-09-18      | 5.1250%  | 0.0000% | $5000.00           | $5069.49           | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2034-09-27      | 6.7500%  | 0.0000% | $346000.00         | $369744.25         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2051-04-27      | 5.0000%  | 0.0000% | $1350000.00        | $1059000.00        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2029-05-07      | 5.0000%  | 0.0000% | $200000.00         | $200807.11         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2038-01-17      | 7.7500%  | 0.0000% | $293000.00         | $357107.42         | Corporate Debt Securities |
| MALAYSIA SOVEREIGN SUKUK BHD                                    | 2045-04-22      | 4.2360%  | 0.0000% | $200000.00         | $178120.73         | Corporate Debt Securities |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH) | 2030-05-07      | 5.8750%  | 0.0000% | $936000.00         | $956489.30         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                | 2032-01-26      | 2.5000%  | 0.0000% | $635000.00         | $576917.61         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                | 2031-10-15      | 7.1250%  | 0.0000% | $50000.00          | $55816.42          | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2042-03-07      | 4.3400%  | 0.0000% | $1786000.00        | $1584602.70        | Corporate Debt Securities |
| ENTERGY CORP                                                    | 2054-12-01      | 7.1250%  | 0.0000% | $4047000.00        | $4339635.20        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2048-01-11      | 4.3500%  | 0.0000% | $1125000.00        | $940719.38         | Corporate Debt Securities |
| LXP INDUSTRIAL TRUST                                            | 2028-11-15      | 6.7500%  | 0.0000% | $27000.00          | $28173.29          | Corporate Debt Securities |
| OXNARD CALIF UN HIGH SCH DIST                                   | 2030-02-01      | 6.0000%  | 0.0000% | $4450000.00        | $5082285.67        | Other Instrument          |
| PALM BEACH CNTY FLA SCH BRD                                     | 2036-08-01      | 5.2500%  | 0.0000% | $100000.00         | $112826.83         | Other Instrument          |
| PHILIPPINES (REPUBLIC OF)                                       | 2030-02-02      | 9.5000%  | 0.0000% | $91000.00          | $109113.10         | Corporate Debt Securities |
| SOCIETE GENERALE SA                                             | 2031-05-22      | 5.5120%  | 0.0000% | $200000.00         | $203788.36         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | 2049-03-01      | 4.8750%  | 0.0000% | $286000.00         | $241992.23         | Corporate Debt Securities |
| TYSON FOODS INC                                                 | 2034-03-15      | 5.7000%  | 0.0000% | $3890000.00        | $4067760.03        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2040-01-11      | 6.0500%  | 0.0000% | $200000.00         | $198318.33         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2044-03-08      | 4.7500%  | 0.0000% | $1440000.00        | $1169550.00        | Corporate Debt Securities |
| UNIVERSAL HEALTH SERVICES INC                                   | 2034-10-15      | 5.0500%  | 0.0000% | $50000.00          | $48447.11          | Corporate Debt Securities |
| VITALITY RE XV LTD                                              | 2028-01-07      | 6.0582%  | 0.0000% | $2930000.00        | $2980279.85        | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                                      | 2035-02-19      | 5.5000%  | 0.0000% | $120000.00         | $124025.73         | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                | 2029-05-15      | 4.6880%  | 0.0000% | $714000.00         | $702463.98         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                       | 2052-03-15      | 3.5500%  | 0.0000% | $4863000.00        | $3486368.45        | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2028-03-01      | 4.4000%  | 0.0000% | $619000.00         | $625533.89         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2040-01-20      | 3.9500%  | 0.0000% | $2176000.00        | $1866995.31        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                                 | 2050-01-15      | 6.3900%  | 0.0000% | $226000.00         | $209833.09         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2048-02-10      | 4.6000%  | 0.0000% | $899000.00         | $688119.57         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2030-05-13      | 6.0000%  | 0.0000% | $1000000.00        | $1030466.67        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2044-01-15      | 6.7500%  | 0.0000% | $445000.00         | $504601.08         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                        | 2035-10-13      | 4.7500%  | 0.0000% | $29000.00          | $28379.67          | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD                     | 2051-01-08      | 3.1000%  | 0.0000% | $250000.00         | $182177.92         | Corporate Debt Securities |
| CORPORACION FINANCIERA DE DESARR                                | 2029-04-30      | 5.9500%  | 0.0000% | $1532000.00        | $1587187.32        | Corporate Debt Securities |
| AUSGRID FINANCE PTY LTD                                         | 2028-08-01      | 4.3500%  | 0.0000% | $25000.00          | $25201.71          | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2028-02-06      | 3.2400%  | 0.0000% | $390000.00         | $386146.80         | Corporate Debt Securities |
| OESTERREICH KONTROLLBANK                                        | 2028-03-01      | 4.2500%  | 0.0000% | $300000.00         | $303995.67         | Corporate Debt Securities |
| PROGRESSIVE CORP                                                | 2033-06-15      | 4.9500%  | 0.0000% | $246000.00         | $253648.14         | Corporate Debt Securities |
| SOCIETE GENERALE SA                                             | 2041-03-01      | 3.6250%  | 0.0000% | $8400000.00        | $6183249.33        | Corporate Debt Securities |
| WASHINGTON ST CONV CENTER PUBLIC FACILITIES DISTRICT            | 2040-07-01      | 6.7900%  | 0.0000% | $4445000.00        | $4107002.98        | Other Instrument          |
| INDONESIA (REPUBLIC OF)                                         | 2035-10-12      | 8.5000%  | 0.0000% | $750000.00         | $928460.42         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                        | 2040-01-27      | 5.6000%  | 0.0000% | $9726000.00        | $9755059.13        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2042-01-17      | 5.2500%  | 0.0000% | $455000.00         | $449398.95         | Corporate Debt Securities |
| GLOBAL NET LEASE INC                                            | 2028-09-30      | 4.5000%  | 0.0000% | $65000.00          | $63986.33          | Corporate Debt Securities |
| GOODMAN US FINANCE FIVE LLC                                     | 2032-05-04      | 4.6250%  | 0.0000% | $360000.00         | $352260.65         | Corporate Debt Securities |
| ENEL FINANCE AMERICA LLC                                        | 2041-07-12      | 2.8750%  | 0.0000% | $300000.00         | $214032.29         | Corporate Debt Securities |
| APTIV SWISS HOLDINGS LTD                                        | 2032-03-01      | 3.2500%  | 0.0000% | $26000.00          | $24143.72          | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                                          | 2028-09-01      | 2.1000%  | 0.0000% | $27000.00          | $25619.85          | Corporate Debt Securities |
| ARIZONA ST TRANSN BRD                                           | 2037-07-01      | 5.0000%  | 0.0000% | $45000.00          | $52159.60          | Other Instrument          |
| ATTICA IND MULTI-SCH BLDG CORP                                  | 2032-01-15      | 5.0000%  | 0.0000% | $25000.00          | $28008.53          | Other Instrument          |
| AVOLON HOLDINGS FUNDING LTD                                     | 2030-10-10      | 4.9000%  | 0.0000% | $1825000.00        | $1825455.24        | Corporate Debt Securities |
| BERMUDA                                                         | 2030-08-20      | 2.3750%  | 0.0000% | $700000.00         | $636461.88         | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2030-01-10      | 5.1980%  | 0.0000% | $3577000.00        | $3684131.35        | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2028-09-30      | 1.9040%  | 0.0000% | $245000.00         | $237287.51         | Corporate Debt Securities |
| CARDINAL HEALTH INC                                             | 2027-06-15      | 3.4100%  | 0.0000% | $6430000.00        | $6473688.28        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2071-09-21      | 3.2500%  | 0.0000% | $870000.00         | $544523.33         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2036-01-05      | 4.9500%  | 0.0000% | $2287121.00        | $2303588.28        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2029-01-22      | 4.8500%  | 0.0000% | $390000.00         | $400085.29         | Corporate Debt Securities |
| CLACKAMAS ORE CMNTY COLLEGE DIST                                | 2035-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11826.58          | Other Instrument          |
| DALLAS CNTY TEX                                                 | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11180.04          | Other Instrument          |
| ENEL FINANCE INTERNATIONAL NV                                   | 2029-06-26      | 5.1250%  | 0.0000% | $901000.00         | $930725.12         | Corporate Debt Securities |
| GE VERNOVA INC                                                  | 2036-02-04      | 4.8750%  | 0.0000% | $10597000.00       | $10601693.59       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                     | 2027-01-15      | 5.9500%  | 0.0000% | $2044000.00        | $2109892.88        | Corporate Debt Securities |
| GREEN LAKE TWP MICH ECONOMIC DEV CORP                           | 2034-06-01      | 2.8500%  | 0.0000% | $2700000.00        | $2611747.29        | Money Market              |
| GRUMA SAB DE CV                                                 | 2054-12-09      | 5.7610%  | 0.0000% | $285000.00         | $276507.00         | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                      | 2039-10-01      | 0.0000%  | 0.0000% | $100000.00         | $91775.78          | Money Market              |
| LOS ANGELES CALIF UNI SCH DIST                                  | 2026-07-01      | 5.0000%  | 0.0000% | $1510000.00        | $1544255.19        | Other Instrument          |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST                     | 2038-05-15      | 3.0000%  | 0.0000% | $45000.00          | $41570.85          | Other Instrument          |
| LOWES COMPANIES INC                                             | 2028-10-15      | 4.0000%  | 0.0000% | $899000.00         | $894477.03         | Corporate Debt Securities |
| MACQUARIE BANK LTD                                              | 2033-01-18      | 6.7980%  | 0.0000% | $5100000.00        | $5631456.55        | Corporate Debt Securities |
| MARS INC                                                        | 2032-03-01      | 5.0000%  | 0.0000% | $2699000.00        | $2756116.84        | Corporate Debt Securities |
| MARYLAND ST DEPT TRANSN                                         | 2029-10-01      | 5.0000%  | 0.0000% | $40000.00          | $43412.62          | Other Instrument          |
| NATIONWIDE MUT INS CO                                           | 2031-12-01      | 8.2500%  | 0.0000% | $13372000.00       | $15711587.41       | Corporate Debt Securities |
| NEW JERSEY ST TURNPIKE AUTHORITY                                | 2029-01-01      | 5.0000%  | 0.0000% | $35000.00          | $12054.00          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2033-03-15      | 5.0000%  | 0.0000% | $240000.00         | $275161.87         | Other Instrument          |
| NISOURCE INC.                                                   | 2048-03-30      | 3.9500%  | 0.0000% | $160000.00         | $122915.78         | Corporate Debt Securities |
| NUTRIEN LTD                                                     | 2036-12-01      | 5.8750%  | 0.0000% | $130000.00         | $138435.52         | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND                                   | 2028-11-14      | 8.4000%  | 0.0000% | $285000.00         | $301396.05         | Corporate Debt Securities |
| ORIX CORP                                                       | 2029-09-10      | 4.6500%  | 0.0000% | $187000.00         | $189562.68         | Corporate Debt Securities |
| PENTAIR FINANCE SA                                              | 2032-07-15      | 5.9000%  | 0.0000% | $94000.00          | $99748.20          | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2031-01-23      | 2.7830%  | 0.0000% | $820000.00         | $762797.21         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2060-12-01      | 2.7800%  | 0.0000% | $638000.00         | $354501.86         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2041-03-01      | 3.7000%  | 0.0000% | $633000.00         | $515100.23         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2042-02-02      | 3.7000%  | 0.0000% | $270000.00         | $217588.95         | Corporate Debt Securities |
| PHOENIX AZ                                                      | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11462.56          | Other Instrument          |
| PIMA CNTY ARIZ UNI SCH DIST NO 1 TUCSON                         | 2036-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11462.27          | Other Instrument          |
| PERTAMINA HULU ENERGI PT                                        | 2030-05-21      | 5.2500%  | 0.0000% | $300000.00         | $302012.00         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                                     | 2042-08-21      | 4.1250%  | 0.0000% | $564000.00         | $486590.53         | Corporate Debt Securities |
| MERCK & CO INC                                                  | 2037-09-15      | 6.5500%  | 0.0000% | $50000.00          | $56598.69          | Corporate Debt Securities |
| SOCIETE GENERALE SA                                             | 2035-01-19      | 6.0660%  | 0.0000% | $1498000.00        | $1584412.13        | Corporate Debt Securities |
| SOUTHSTATE BANK CORP                                            | 2035-06-13      | 7.0000%  | 0.0000% | $51000.00          | $54604.06          | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                          | 2036-02-18      | 3.2650%  | 0.0000% | $1224000.00        | $1135688.57        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                           | 2035-02-12      | 5.3750%  | 0.0000% | $200000.00         | $206289.14         | Corporate Debt Securities |
| TEXAS TRANSPORTATION COMMISSION                                 | 2034-04-01      | 5.0000%  | 0.0000% | $85000.00          | $97299.12          | Other Instrument          |
| UNITEDHEALTH GROUP INC                                          | 2032-05-15      | 4.2000%  | 0.0000% | $6686000.00        | $6516131.03        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                          | 2053-02-15      | 5.8750%  | 0.0000% | $2884000.00        | $2936783.61        | Corporate Debt Securities |
| VODAFONE GROUP PLC                                              | 2030-02-15      | 7.8750%  | 0.0000% | $543000.00         | $615676.33         | Corporate Debt Securities |
| WASHINGTON (STATE OF)                                           | 2030-07-01      | 5.0000%  | 0.0000% | $4060000.00        | $4514539.56        | Other Instrument          |
| WASTE CONNECTIONS INC                                           | 2028-12-01      | 4.2500%  | 0.0000% | $11140000.00       | $11337666.92       | Corporate Debt Securities |
| SOCIETE GENERALE SA                                             | 2026-08-19      | 4.2500%  | 0.0000% | $990000.00         | $1001152.90        | Corporate Debt Securities |
| Consorcio Trans                                                 | 2034-04-16      | 4.7000%  | 0.0000% | $4700000.00        | $4562825.28        | Corporate Debt Securities |
| AP MOELLER - MAERSK A/S                                         | 2029-06-20      | 4.5000%  | 0.0000% | $8000.00           | $8138.04           | Corporate Debt Securities |
| PANASONIC HOLDINGS CORP                                         | 2029-07-19      | 3.1130%  | 0.0000% | $200000.00         | $194090.28         | Corporate Debt Securities |
| UBS GROUP AG                                                    | 2033-02-11      | 2.7460%  | 0.0000% | $220000.00         | $196455.16         | Corporate Debt Securities |
| FEDEX FREIGHT HOLDING COMPANY INC                               | 2036-03-15      | 5.2500%  | 0.0000% | $7000.00           | $6932.56           | Corporate Debt Securities |
| GLOBE LIFE INC                                                  | 2034-09-15      | 5.8500%  | 0.0000% | $1629000.00        | $1709122.36        | Corporate Debt Securities |

### Security 309: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHARLES SCHWAB CORP                        | 2079-12-31      | 5.0000%  | 0.0000% | $1750000.00        | $1776008.89        | Corporate Debt Securities |
| HAWAII (STATE OF)                          | 2032-08-01      | 1.6950%  | 0.0000% | $590000.00         | $505550.84         | Other Instrument          |
| DOMINION ENERGY INC                        | 2055-02-01      | 6.8750%  | 0.0000% | $13000.00          | $13770.18          | Corporate Debt Securities |
| TEXAS A & M UNIV PERM UNIV FD              | 2032-07-01      | 3.5750%  | 0.0000% | $925000.00         | $907329.93         | Other Instrument          |
| FIDEICOMISO IRREVOCABLE NO 2401            | 2032-01-23      | 7.7000%  | 0.0000% | $38171000.00       | $41718612.74       | Corporate Debt Securities |
| BROADSTONE NET LEASE LLC                   | 2031-09-15      | 2.6000%  | 0.0000% | $75000.00          | $66626.58          | Corporate Debt Securities |
| COX COMMUNICATIONS INC                     | 2031-06-15      | 2.6000%  | 0.0000% | $37063000.00       | $33052206.86       | Corporate Debt Securities |
| WALT DISNEY CO                             | 2037-11-15      | 6.6500%  | 0.0000% | $7790000.00        | $8782493.61        | Corporate Debt Securities |
| HALIFAX HOSPITAL MEDICAL CENTER FLA        | 2048-06-01      | 1.4300%  | 0.0000% | $2450000.00        | $2454178.17        | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS | 2056-05-01      | 0.0000%  | 0.0000% | $100000.00         | $767851.19         | Money Market              |
| MARKEL GROUP INC                           | 2046-04-05      | 5.0000%  | 0.0000% | $63000.00          | $56477.61          | Corporate Debt Securities |
| UNIVERSITY OF COLORADO                     | 2028-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10717.32          | Other Instrument          |
| APPALACHIAN POWER CO                       | 2045-06-01      | 4.4500%  | 0.0000% | $570000.00         | $483971.48         | Corporate Debt Securities |
| ATLANTA GA (CITY OF)                       | 2038-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $2293302.22        | Other Instrument          |
| CELLNEX FINANCE COMPANY SA                 | 2041-07-07      | 3.8750%  | 0.0000% | $383000.00         | $305394.52         | Corporate Debt Securities |
| CHELAN CNTY WASH SCH DIST                  | 2033-12-01      | 5.0000%  | 0.0000% | $30000.00          | $34784.47          | Other Instrument          |
| CONNECTICUT (STATE OF)                     | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11499.62          | Other Instrument          |
| ELK RIVER MINN INDPT SCH DIST NO 728       | 2029-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16185.73          | Other Instrument          |
| GOODMAN US FINANCE EIGHT LLC               | 2046-04-28      | 5.8750%  | 0.0000% | $40000.00          | $39523.16          | Corporate Debt Securities |
| LAS VEGAS VALLEY NEV WTR DIST              | 2028-06-01      | 5.0000%  | 0.0000% | $20000.00          | $21467.44          | Other Instrument          |
| MOBILE ALA SOLID WASTE AUTH                | 2038-10-01      | 1.4000%  | 0.0000% | $4175000.00        | $4182025.67        | Money Market              |
| NEW YORK N Y CITY HSG DEV CORP             | 2041-11-01      | 2.9480%  | 0.0000% | $185000.00         | $145268.08         | Other Instrument          |
| NEW YORK (STATE OF)                        | 2033-03-15      | 5.0000%  | 0.0000% | $15000.00          | $17436.27          | Other Instrument          |
| ONEOK INC                                  | 2047-07-13      | 4.9500%  | 0.0000% | $167000.00         | $146889.86         | Corporate Debt Securities |
| OREGON ST FACS AUTH                        | 2041-10-01      | 4.1000%  | 0.0000% | $985000.00         | $644106.82         | Other Instrument          |
| PALOMAR CALIF CMNTY COLLEGE DIST           | 2034-08-01      | 2.3230%  | 0.0000% | $10000.00          | $8465.94           | Other Instrument          |
| SALEM WIS SCH DIST                         | 2029-04-01      | 5.0000%  | 0.0000% | $80000.00          | $85833.24          | Other Instrument          |
| SYSCO CORP                                 | 2045-10-01      | 4.8500%  | 0.0000% | $140000.00         | $123612.14         | Corporate Debt Securities |
| VERISK ANALYTICS INC                       | 2045-06-15      | 5.5000%  | 0.0000% | $48000.00          | $46700.91          | Corporate Debt Securities |
| MEXICO CITY AIRPORT TRUST                  | 2028-04-30      | 3.8750%  | 0.0000% | $1953000.00        | $1914626.53        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD           | 2052-02-15      | 6.2640%  | 0.0000% | $5063000.00        | $4593639.65        | Corporate Debt Securities |

### Security 310: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC_21-NQM6                                     | 2066-07-25      | 1.5850%  | 0.0000% | $20491117.00       | $8517928.80        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST PMTLT_25-J3                       | 2056-11-27      | 5.5000%  | 0.0000% | $28063700.00       | $18927976.04       | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                     | 2065-05-25      | 0.8090%  | 0.0000% | $9752525.00        | $1678257.78        | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                     | 2042-10-20      | 6.5831%  | 0.0000% | $740444.00         | $740585.80         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_25-C12                    | 2058-06-15      | 0.9545%  | 0.0000% | $107742000.00      | $5747085.68        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_26-C14                    | 2059-02-15      | 1.3376%  | 0.0000% | $20034505.00       | $1601400.68        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                     | 2056-01-25      | 4.5000%  | 0.0000% | $3609691.00        | $3252167.57        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SEC                 | 2050-02-15      | 3.7103%  | 0.0000% | $440487.00         | $328046.06         | Private Label Collateralized Mortgage Obligations |
| NRZT_22-NQM3                                     | 2062-04-25      | 3.9000%  | 0.0000% | $6108040.00        | $4038917.51        | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                     | 2067-04-25      | 4.4467%  | 0.0000% | $1275469.00        | $1238836.99        | Asset-Backed Securities                           |
| SHRN_25-MF18                                     | 2040-10-15      | 6.6047%  | 0.0000% | $413000.00         | $413881.24         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_22-3               | 2067-02-01      | 3.9010%  | 0.0000% | $8551445.00        | $5329105.22        | Private Label Collateralized Mortgage Obligations |
| ACHM_23-HE2                                      | 2038-10-25      | 9.3000%  | 0.0000% | $100020.00         | $84724.46          | Private Label Collateralized Mortgage Obligations |
| AMCR ABS TRUST AMCR_24-A                         | 2031-08-18      | 6.9700%  | 0.0000% | $159674.00         | $121552.72         | Asset-Backed Securities                           |
| ASPIRE MORTGAGE TRUST SPIRE_26-2                 | 2066-04-26      | 5.3250%  | 0.0000% | $10000000.00       | $9960247.63        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAG                 | 2049-08-10      | 3.4082%  | 0.0000% | $1933506.00        | $1205074.75        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K527                                    | 2029-09-25      | 5.8139%  | 0.0000% | $848016.00         | $839942.11         | Agency Collateralized Mortgage Obligation         |
| GSMBS_22-LTV1                                    | 2052-06-25      | 3.0000%  | 0.0000% | $13281732.00       | $7782162.50        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-CCM1                                    | 2055-06-25      | 5.5000%  | 0.0000% | $8949810.00        | $6467596.79        | Private Label Collateralized Mortgage Obligations |
| LMAT_17-RPL1                                     | 2070-01-28      | 5.9176%  | 0.0000% | $9830029.00        | $7177082.22        | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM1 | 2061-04-25      | 2.2765%  | 0.0000% | $14922000.00       | $7743340.65        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_22-NQM1                            | 2061-11-25      | 2.3050%  | 0.0000% | $8340496.00        | $4458064.71        | Private Label Collateralized Mortgage Obligations |
| OBX_25-R1                                        | 2062-09-25      | 4.9400%  | 0.0000% | $5111938.00        | $4773966.84        | Private Label Collateralized Mortgage Obligations |
| OBX_25-R1                                        | 2062-09-25      | 5.0920%  | 0.0000% | $1082000.00        | $1009592.21        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-C65                                      | 2058-10-15      | 1.3117%  | 0.0000% | $53469499.00       | $4269962.47        | Private Label Collateralized Mortgage Obligations |

### Security 311: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| APPLE INC                                                | 2051-02-08      | 2.6500%  | 0.0000% | $11000.00          | $6824.74           | Corporate Debt Securities |
| BAT CAPITAL CORP                                         | 2031-03-25      | 2.7260%  | 0.0000% | $131000.00         | $120136.99         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2042-02-07      | 5.8750%  | 0.0000% | $618000.00         | $650425.09         | Corporate Debt Securities |
| BIO-RAD LABS INC                                         | 2027-03-15      | 3.3000%  | 0.0000% | $2000.00           | $1995.09           | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2048-12-15      | 4.1500%  | 0.0000% | $513000.00         | $424192.29         | Corporate Debt Securities |
| HCA INC                                                  | 2095-11-15      | 7.5000%  | 0.0000% | $605000.00         | $638672.28         | Corporate Debt Securities |
| DT MIDSTREAM INC                                         | 2031-06-15      | 4.3750%  | 0.0000% | $1175000.00        | $1159537.65        | Corporate Debt Securities |
| DOW CHEMICAL CO                                          | 2050-11-15      | 3.6000%  | 0.0000% | $590000.00         | $393412.00         | Corporate Debt Securities |
| MORGAN STANLEY                                           | 2030-07-19      | 5.0420%  | 0.0000% | $870000.00         | $893183.08         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2044-02-15      | 4.7500%  | 0.0000% | $569000.00         | $488419.48         | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2041-02-15      | 3.0000%  | 0.0000% | $88000.00          | $65889.71          | Corporate Debt Securities |
| VERISK ANALYTICS INC                                     | 2050-05-15      | 3.6250%  | 0.0000% | $1589000.00        | $1124916.22        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2027-05-25      | 3.6250%  | 0.0000% | $400000.00         | $397577.11         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                | 2052-03-15      | 3.5500%  | 0.0000% | $1570000.00        | $1125560.04        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2079-12-31      | 6.2500%  | 0.0000% | $49000.00          | $50123.04          | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                             | 2041-05-13      | 3.4390%  | 0.0000% | $1242000.00        | $978892.79         | Corporate Debt Securities |
| AMERICO LIFE INC.                                        | 2031-04-15      | 3.4500%  | 0.0000% | $5000.00           | $4469.98           | Corporate Debt Securities |
| ARCELORMITTAL SA                                         | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2245.85           | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                                     | 2049-05-30      | 6.5810%  | 0.0000% | $2000.00           | $2077.57           | Corporate Debt Securities |
| BOEING CO                                                | 2029-03-01      | 3.2000%  | 0.0000% | $6729000.00        | $6541410.43        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2032-01-10      | 7.5070%  | 0.0000% | $177000.00         | $76771.68          | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2048-03-25      | 5.0500%  | 0.0000% | $220000.00         | $194629.11         | Corporate Debt Securities |
| CATERPILLAR INC                                          | 2097-03-01      | 7.3750%  | 0.0000% | $4970000.00        | $6026163.66        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                                  | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $231015.13         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2032-04-22      | 2.6150%  | 0.0000% | $294000.00         | $265154.97         | Corporate Debt Securities |
| HCA INC                                                  | 2027-03-15      | 3.1250%  | 0.0000% | $768000.00         | $766213.33         | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                               | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $493352.08         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                                 | 2033-04-01      | 5.7500%  | 0.0000% | $991000.00         | $1027403.28        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2030-07-22      | 4.9950%  | 0.0000% | $1172000.00        | $1202801.63        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2079-12-31      | 6.5000%  | 0.0000% | $2000.00           | $2073.14           | Corporate Debt Securities |
| LPL HOLDINGS INC                                         | 2029-03-15      | 4.0000%  | 0.0000% | $2050000.00        | $2013166.06        | Corporate Debt Securities |
| MAPLE GROVE FUNDING TRUST I                              | 2051-08-15      | 4.1610%  | 0.0000% | $508000.00         | $367965.06         | Corporate Debt Securities |
| MERCK & CO INC                                           | 2044-05-17      | 4.9000%  | 0.0000% | $895000.00         | $827931.68         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP        | 2053-09-15      | 7.1250%  | 0.0000% | $250000.00         | $263043.96         | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                         | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $209144.72         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                      | 2079-12-31      | 4.0000%  | 0.0000% | $19000.00          | $17896.82          | Corporate Debt Securities |
| SHELL FINANCE US INC                                     | 2035-05-11      | 4.1250%  | 0.0000% | $2000.00           | $1898.71           | Corporate Debt Securities |
| STATE STREET CORP                                        | 2079-12-31      | 6.4500%  | 0.0000% | $959000.00         | $1000197.04        | Corporate Debt Securities |
| AT&T INC                                                 | 2037-03-01      | 5.2500%  | 0.0000% | $21000.00          | $21068.53          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2030-10-23      | 4.6920%  | 0.0000% | $7000.00           | $7015.55           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2031-04-23      | 5.2180%  | 0.0000% | $126000.00         | $128446.67         | Corporate Debt Securities |
| ABBOTT LABORATORIES                                      | 2056-03-15      | 5.5000%  | 0.0000% | $1048000.00        | $1033120.73        | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2054-02-15      | 5.5500%  | 0.0000% | $2000.00           | $1923.07           | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2034-04-10      | 4.9890%  | 0.0000% | $326000.00         | $329837.21         | Corporate Debt Securities |
| CIGNA GROUP                                              | 2050-03-15      | 3.4000%  | 0.0000% | $4462000.00        | $3107867.28        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2035-05-15      | 5.1500%  | 0.0000% | $997000.00         | $981808.49         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                     | 2042-06-04      | 5.0000%  | 0.0000% | $301000.00         | $276048.77         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2042-04-15      | 4.4500%  | 0.0000% | $2000.00           | $1662.22           | Corporate Debt Securities |
| PG&E RECOVERY FUNDING LLC                                | 2049-07-15      | 5.5360%  | 0.0000% | $5000.00           | $5018.28           | Asset-Backed Securities   |
| SCHLUMBERGER HOLDINGS CORP                               | 2034-06-01      | 5.0000%  | 0.0000% | $888000.00         | $911755.97         | Corporate Debt Securities |
| RTX CORP                                                 | 2040-04-15      | 5.7000%  | 0.0000% | $899000.00         | $928628.04         | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                                   | 2079-12-31      | 6.1250%  | 0.0000% | $87000.00          | $91139.67          | Corporate Debt Securities |
| CHOICE HOTELS INTL INC                                   | 2034-08-01      | 5.8500%  | 0.0000% | $863000.00         | $889757.32         | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC              | 2045-12-01      | 4.5000%  | 0.0000% | $28000.00          | $24525.48          | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP                                  | 2051-09-17      | 3.0750%  | 0.0000% | $11000.00          | $7104.57           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2035-04-01      | 5.7000%  | 0.0000% | $4038000.00        | $4187702.12        | Corporate Debt Securities |
| FARMERS INS EXCHANGE                                     | 2064-10-15      | 7.0000%  | 0.0000% | $10000.00          | $10162.66          | Corporate Debt Securities |
| JACKSON FINANCIAL INC                                    | 2051-11-23      | 4.0000%  | 0.0000% | $21000.00          | $14468.72          | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2051-03-15      | 3.3500%  | 0.0000% | $729000.00         | $480663.31         | Corporate Debt Securities |
| S&P GLOBAL INC                                           | 2029-05-01      | 4.2500%  | 0.0000% | $1374000.00        | $1370916.13        | Corporate Debt Securities |
| APPLE INC                                                | 2062-08-08      | 4.1000%  | 0.0000% | $2000.00           | $1562.68           | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                               | 2028-03-15      | 5.7000%  | 0.0000% | $618000.00         | $625345.96         | Corporate Debt Securities |
| BGC GROUP INC                                            | 2029-06-10      | 6.6000%  | 0.0000% | $31000.00          | $32901.33          | Corporate Debt Securities |
| CARGILL INC                                              | 2052-04-22      | 4.3750%  | 0.0000% | $4000.00           | $3296.51           | Corporate Debt Securities |
| Enstar Group                                             | 2045-04-01      | 7.5000%  | 0.0000% | $48000.00          | $50740.96          | Corporate Debt Securities |
| FIFTH THIRD BANCORP                                      | 2028-10-27      | 6.3610%  | 0.0000% | $2000.00           | $2060.67           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                     | 2039-08-01      | 7.1250%  | 0.0000% | $317996.00         | $358287.42         | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                                 | 2052-02-02      | 4.3750%  | 0.0000% | $4295000.00        | $3299886.08        | Corporate Debt Securities |
| PSEG POWER LLC                                           | 2030-05-15      | 5.2000%  | 0.0000% | $254000.00         | $258001.06         | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                       | 2050-09-02      | 3.5500%  | 0.0000% | $866000.00         | $608953.16         | Corporate Debt Securities |
| SIXTH STREET LENDING PARTNERS                            | 2029-03-11      | 6.5000%  | 0.0000% | $837000.00         | $865042.29         | Corporate Debt Securities |
| JM SMUCKER CO                                            | 2043-11-15      | 6.5000%  | 0.0000% | $395000.00         | $421740.62         | Corporate Debt Securities |
| SPIRE MISSOURI INC                                       | 2051-06-01      | 3.3000%  | 0.0000% | $501000.00         | $346820.59         | Corporate Debt Securities |
| VALERO ENERGY CORP                                       | 2037-06-15      | 6.6250%  | 0.0000% | $2000.00           | $2263.86           | Corporate Debt Securities |
| BANCO SANTANDER SA                                       | 2035-01-17      | 6.0330%  | 0.0000% | $6600000.00        | $7055736.60        | Corporate Debt Securities |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.990000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FRONTIER FLORIDA LLC                                             | 2028-02-01      | 6.8600%  | 0.0000% | $6920000.00        | $7312956.04        | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-09-15      | 1.2009%  | 0.0000% | $15656368.00       | $98886.96          | Private Label Collateralized Mortgage Obligations |
| ALLY FINANCIAL INC                                               | 2029-06-13      | 6.9920%  | 0.0000% | $128000.00         | $137082.99         | Corporate Debt Securities                         |
| ALLSTATE CORP                                                    | 2029-06-24      | 5.0500%  | 0.0000% | $56000.00          | $58036.89          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO LP                                               | 2050-09-01      | 2.6500%  | 0.0000% | $250000.00         | $147804.44         | Corporate Debt Securities                         |
| QUANTA SERV INC.                                                 | 2028-08-09      | 4.3000%  | 0.0000% | $20128000.00       | $20336705.00       | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                            | 2028-01-24      | 4.9000%  | 0.0000% | $602000.00         | $614283.14         | Corporate Debt Securities                         |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)                    | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $497124.11         | Corporate Debt Securities                         |
| CITIGROUP INC                                                    | 2035-02-13      | 5.8270%  | 0.0000% | $9426000.00        | $9778695.26        | Corporate Debt Securities                         |
| EXELON CORPORATION                                               | 2034-03-15      | 5.4500%  | 0.0000% | $3116000.00        | $3220550.46        | Corporate Debt Securities                         |
| HCA INC                                                          | 2034-09-15      | 5.4500%  | 0.0000% | $3023000.00        | $3084345.07        | Corporate Debt Securities                         |
| KRAFT HEINZ FOODS CO                                             | 2035-03-15      | 5.4000%  | 0.0000% | $6800000.00        | $6931920.00        | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2045-03-15      | 4.3000%  | 0.0000% | $988000.00         | $786585.22         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2028-01-19      | 3.6300%  | 0.0000% | $250000.00         | $253076.88         | Corporate Debt Securities                         |
| VALERO ENERGY CORP                                               | 2027-09-15      | 2.1500%  | 0.0000% | $150000.00         | $146678.92         | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                              | 2027-09-23      | 3.6300%  | 0.0000% | $120000.00         | $121173.21         | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                                          | 2054-02-15      | 6.7500%  | 0.0000% | $9803000.00        | $10907013.86       | Corporate Debt Securities                         |
| OREGON (STATE OF)                                                | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11526.32          | Other Instrument                                  |
| UBS GROUP AG                                                     | 2030-08-13      | 3.1260%  | 0.0000% | $1225000.00        | $1175331.56        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 6.6250%  | 0.0000% | $2416000.00        | $2507065.75        | Corporate Debt Securities                         |
| BOEING CO                                                        | 2059-03-01      | 3.8250%  | 0.0000% | $163000.00         | $114390.14         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE III LLC                                | 2060-10-01      | 3.8000%  | 0.0000% | $158000.00         | $101493.23         | Corporate Debt Securities                         |
| MACQUARIE GROUP LTD                                              | 2033-01-14      | 2.8710%  | 0.0000% | $220000.00         | $198980.37         | Corporate Debt Securities                         |
| ESSENTIAL UTILITIES INC                                          | 2029-05-01      | 3.5660%  | 0.0000% | $16000.00          | $15573.18          | Corporate Debt Securities                         |
| AUBURN UNIVERSITY                                                | 2036-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11636.21          | Other Instrument                                  |
| CARDINAL HEALTH INC                                              | 2035-09-15      | 5.1500%  | 0.0000% | $1144000.00        | $1149772.75        | Corporate Debt Securities                         |
| CHASE_26-1                                                       | 2056-11-27      | 1.7548%  | 0.0000% | $156298796.00      | $10360424.35       | Private Label Collateralized Mortgage Obligations |
| COMCAST CORPORATION                                              | 2062-08-15      | 2.6500%  | 0.0000% | $10000.00          | $5024.76           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                      | 2033-02-01      | 4.9000%  | 0.0000% | $51000.00          | $52161.33          | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                                         | 2047-05-09      | 4.5000%  | 0.0000% | $25000.00          | $20768.50          | Corporate Debt Securities                         |
| DBGS_24-SBL                                                      | 2034-08-15      | 7.1668%  | 0.0000% | $18000000.00       | $13879101.06       | Private Label Collateralized Mortgage Obligations |
| EQT CORP                                                         | 2027-10-01      | 3.9000%  | 0.0000% | $11000.00          | $10993.11          | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC                                          | 2033-09-01      | 5.0000%  | 0.0000% | $95000.00          | $96343.51          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                                | 2030-12-15      | 4.4500%  | 0.0000% | $507000.00         | $512304.07         | Corporate Debt Securities                         |
| GENUINE PARTS CO                                                 | 2032-02-01      | 2.7500%  | 0.0000% | $79000.00          | $69299.11          | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC                                                | 2028-12-01      | 2.1250%  | 0.0000% | $10000.00          | $9539.77           | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC                                             | 2031-10-15      | 4.8500%  | 0.0000% | $136000.00         | $137584.10         | Corporate Debt Securities                         |
| HUNTINGTON INGALLS INDUSTRIES INC                                | 2030-01-15      | 5.3530%  | 0.0000% | $223000.00         | $231829.70         | Corporate Debt Securities                         |
| HYATT HOTELS CORP                                                | 2027-01-30      | 5.7500%  | 0.0000% | $25000.00          | $25669.92          | Corporate Debt Securities                         |
| INDIANA FINANCE AUTHORITY                                        | 2056-11-01      | 2.8200%  | 0.0000% | $8435000.00        | $8442732.08        | Money Market                                      |
| INTERSTATE POWER AND LIGHT CO                                    | 2028-09-26      | 4.1000%  | 0.0000% | $74000.00          | $73865.69          | Corporate Debt Securities                         |
| JPMMT_21-13                                                      | 2052-04-25      | 0.5379%  | 0.0000% | $22500000.00       | $542519.53         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_24-IG | 2039-11-09      | 5.8531%  | 0.0000% | $980000.00         | $984970.99         | Private Label Collateralized Mortgage Obligations |
| KINDER MORGAN INC                                                | 2029-02-01      | 5.0000%  | 0.0000% | $1905000.00        | $1960147.63        | Corporate Debt Securities                         |
| MASCO CORP                                                       | 2027-11-15      | 3.5000%  | 0.0000% | $17060000.00       | $16840797.96       | Corporate Debt Securities                         |
| MASSACHUSETTS EDL FING AUTH                                      | 2038-04-25      | 4.8782%  | 0.0000% | $2000000.00        | $35871.98          | Other Instrument                                  |
| MOSAIC CO                                                        | 2029-01-15      | 4.3500%  | 0.0000% | $5456000.00        | $5533111.47        | Corporate Debt Securities                         |
| OBX_22-NQM4                                                      | 2062-04-25      | 3.9672%  | 0.0000% | $16793699.00       | $13367131.43       | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                        | 2055-05-25      | 0.4921%  | 0.0000% | $191899893.00      | $1327795.17        | Private Label Collateralized Mortgage Obligations |
| QUEST DIAGNOSTICS INC                                            | 2045-03-30      | 4.7000%  | 0.0000% | $10000.00          | $8952.33           | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC                                            | 2029-06-30      | 4.2000%  | 0.0000% | $80000.00          | $80593.87          | Corporate Debt Securities                         |
| SEMT_17-4                                                        | 2047-07-25      | 0.4229%  | 0.0000% | $331161593.00      | $262722.97         | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2027-11-01      | 5.8500%  | 0.0000% | $140000.00         | $142885.40         | Corporate Debt Securities                         |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | 2035-09-15      | 5.1000%  | 0.0000% | $38000.00          | $38008.11          | Corporate Debt Securities                         |
| UTILITY DEBT SECURITIZATION AUTHORITY                            | 2037-12-15      | 5.0000%  | 0.0000% | $40000.00          | $47626.31          | Other Instrument                                  |
| VALE OVERSEAS LTD                                                | 2036-11-21      | 6.8750%  | 0.0000% | $80000.00          | $89437.42          | Corporate Debt Securities                         |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2027-03-15      | 3.5000%  | 0.0000% | $40000.00          | $40074.98          | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                           | 2045-01-15      | 4.9000%  | 0.0000% | $139000.00         | $125776.78         | Corporate Debt Securities                         |
| WILLIAMSON CNTY TX MUNI UTILITY DIST NO 28                       | 2033-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5064.23           | Other Instrument                                  |
| BAYER US FINANCE II LLC                                          | 2048-06-25      | 4.8750%  | 0.0000% | $200000.00         | $171068.83         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                               | 2026-12-01      | 4.2500%  | 0.0000% | $6000.00           | $6116.48           | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | 2027-11-24      | 1.6250%  | 0.0000% | $400000.00         | $382778.28         | Corporate Debt Securities                         |
| 7-ELEVEN INC                                                     | 2041-02-10      | 2.5000%  | 0.0000% | $70000.00          | $47775.66          | Corporate Debt Securities                         |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE | 2041-01-31      | 7.2500%  | 0.0000% | $2044000.00        | $2109762.33        | Corporate Debt Securities                         |
| SHELL REQUIRES SEC MASTER REVIEW                                 | 2035-08-11      | 0.0000%  | 0.0000% | $124000.00         | $125634.32         | Corporate Debt Securities                         |

### Security 313: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-04
- **C.13 - Final Legal Maturity Date:** 2026-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PMTLT_24-INV1                                                    | 2059-10-25      | 0.5000%  | 0.0000% | $117312928.00      | $1298885.15        | Private Label Collateralized Mortgage Obligations |
| BBCMS_24-5C27                                                    | 2057-07-15      | 1.0413%  | 0.0000% | $69860000.00       | $1516360.46        | Private Label Collateralized Mortgage Obligations |
| VENTR_13-15A                                                     | 2032-07-15      | 11.1247% | 0.0000% | $369251.00         | $107284.72         | Asset-Backed Securities                           |
| BCP_21-330N                                                      | 2038-06-15      | 6.2336%  | 0.0000% | $52454.00          | $7635.12           | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-CMI1                                                    | 2054-06-25      | 6.3458%  | 0.0000% | $2455000.00        | $2316433.17        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_20-MK | 2036-12-15      | 4.5916%  | 0.0000% | $6823000.00        | $3048284.17        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO 2021-4 LTD PLMRS_21-4AR                        | 2038-07-15      | 4.9931%  | 0.0000% | $3373347.00        | $3401118.68        | Asset-Backed Securities                           |
| BMO MORTGAGE TRUST BMO_24-5C5                                    | 2057-02-15      | 1.3921%  | 0.0000% | $38488000.00       | $1231111.45        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-SRP5                        | 2031-09-15      | 5.4741%  | 0.0000% | $2944884.00        | $2034643.72        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-W10           | 2034-12-15      | 7.8474%  | 0.0000% | $6552816.00        | $6496257.16        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4                | 2058-05-15      | 4.5000%  | 0.0000% | $302257.00         | $268395.75         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_23-B40                            | 2056-12-15      | 1.4288%  | 0.0000% | $35400000.00       | $1702156.20        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V7                             | 2056-05-15      | 4.0000%  | 0.0000% | $2306162.00        | $2010470.78        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K755                                                    | 2064-02-25      | 0.0000%  | 0.0000% | $10694068.00       | $8139511.81        | Agency Collateralized Mortgage Obligation         |
| MSRM_24-INV3                                                     | 2054-06-25      | 7.0658%  | 0.0000% | $813586.00         | $760064.71         | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM4                                                      | 2066-03-25      | 5.3760%  | 0.0000% | $196778.00         | $192928.55         | Private Label Collateralized Mortgage Obligations |
| RATE_26-J1                                                       | 2056-04-25      | 0.3414%  | 0.0000% | $115419000.00      | $1411281.98        | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES                                                | 2034-11-11      | 5.6500%  | 0.0000% | $1145000.00        | $1151065.07        | Corporate Debt Securities                         |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-C7          | 2053-04-15      | 1.6986%  | 0.0000% | $111050000.00      | $4158047.77        | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C6                                                       | 2057-09-15      | 1.5740%  | 0.0000% | $3601786.00        | $137445.54         | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR10                                                   | 2057-10-15      | 1.3992%  | 0.0000% | $37145744.00       | $1296760.50        | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                                     | 2052-07-25      | 4.4461%  | 0.0000% | $390000.00         | $323475.63         | Private Label Collateralized Mortgage Obligations |
| BARC_22-INV1                                                     | 2062-02-25      | 4.5828%  | 0.0000% | $1116000.00        | $992805.13         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31        | 2057-12-15      | 4.2500%  | 0.0000% | $110925.00         | $96068.88          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V13                            | 2057-02-15      | 1.1317%  | 0.0000% | $51920003.00       | $1455267.68        | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V11                                                     | 2057-11-15      | 0.7726%  | 0.0000% | $84610000.00       | $1563473.09        | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                                       | 2057-02-15      | 4.0000%  | 0.0000% | $46143.00          | $41282.86          | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C4                                                       | 2057-05-17      | 0.8105%  | 0.0000% | $64525000.00       | $1003306.56        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_25-5C9                                    | 2058-04-15      | 0.9227%  | 0.0000% | $42250000.00       | $1053317.68        | Private Label Collateralized Mortgage Obligations |
| CF_19-CF2                                                        | 2052-11-15      | 4.5235%  | 0.0000% | $1176948.00        | $1026492.00        | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-C14                     | 2051-11-15      | 0.6685%  | 0.0000% | $73726000.00       | $578214.65         | Private Label Collateralized Mortgage Obligations |
| CHASE_25-13                                                      | 2056-10-25      | 0.5000%  | 0.0000% | $119975000.00      | $1277174.98        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE BANK COMMERCIAL MORTGAG                                 | 2049-05-10      | 4.1950%  | 0.0000% | $1215000.00        | $1146611.03        | Private Label Collateralized Mortgage Obligations |
| ELMW5_4R-R                                                       | 2037-04-20      | 0.0000%  | 0.0000% | $698724.00         | $702086.02         | Asset-Backed Securities                           |
| FLATIRON CLO LTD FLAT_24-R                                       | 2039-01-17      | 4.7832%  | 0.0000% | $6953755.00        | $7045779.46        | Asset-Backed Securities                           |
| GSMSCII_17-GS5                                                   | 2050-03-10      | 1.0623%  | 0.0000% | $11059.00          | $82.15             | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_18-WP | 2033-07-05      | 4.2475%  | 0.0000% | $1682274.00        | $1599478.55        | Private Label Collateralized Mortgage Obligations |
| JPMMT_26-LTV1                                                    | 2056-09-25      | 5.4160%  | 0.0000% | $2915423.00        | $2807119.62        | Private Label Collateralized Mortgage Obligations |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2                         | 2056-12-15      | 1.1507%  | 0.0000% | $49540543.00       | $2565109.57        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | 2049-09-15      | 3.0000%  | 0.0000% | $16236.00          | $12283.44          | Private Label Collateralized Mortgage Obligations |
| MSC_20-L4                                                        | 2053-02-15      | 1.2886%  | 0.0000% | $4563670.00        | $179213.18         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C2                                                     | 2058-11-11      | 1.4545%  | 0.0000% | $24975000.00       | $1243756.07        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_26-NQM5                 | 2066-04-25      | 5.1750%  | 0.0000% | $287895.00         | $286596.16         | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-CNF2                                                    | 2057-02-26      | 0.0000%  | 0.0000% | $42127000.00       | $1611365.62        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-IN11                                                    | 2056-11-25      | 2.0048%  | 0.0000% | $1313264.00        | $54567.96          | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-J2                                                      | 2057-03-26      | 1.0048%  | 0.0000% | $76072000.00       | $4618767.00        | Private Label Collateralized Mortgage Obligations |
| RFMSI_06-RS5                                                     | 2036-09-25      | 4.1938%  | 0.0000% | $881490.00         | $286239.12         | Asset-Backed Securities                           |
| VENTR_21-44A                                                     | 2034-10-20      | 8.9068%  | 0.0000% | $138656.00         | $124494.93         | Asset-Backed Securities                           |

### Security 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ARTHUR J GALLAGHER & CO                                  | 2052-03-09      | 3.0500%  | 0.0000% | $539000.00         | $340059.29         | Corporate Debt Securities |
| SUNTRUST CAP I                                           | 2027-05-15      | 4.5827%  | 0.0000% | $28496000.00       | $28420546.96       | Corporate Debt Securities |
| INTEL CORP                                               | 2047-12-08      | 3.7340%  | 0.0000% | $747000.00         | $553203.18         | Corporate Debt Securities |
| MORGAN STANLEY                                           | 2037-04-20      | 5.2970%  | 0.0000% | $113000.00         | $113719.63         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                               | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $197939.53         | Corporate Debt Securities |
| ASCOT GROUP LTD                                          | 2035-06-15      | 6.3490%  | 0.0000% | $100000.00         | $104301.32         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2058-09-12      | 3.6364%  | 0.0000% | $316000.00         | $314893.32         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2027-11-25      | 4.1830%  | 0.0000% | $661000.00         | $659086.26         | Corporate Debt Securities |
| BOFA FINANCE LLC                                         | 2027-05-25      | 0.6000%  | 0.0000% | $451000.00         | $537847.57         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                         | 2086-07-28      | 6.5000%  | 0.0000% | $800000.00         | $803525.78         | Corporate Debt Securities |
| EIDP INC                                                 | 2041-10-09      | 3.6387%  | 0.0000% | $2409000.00        | $2412983.85        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2047-01-21      | 5.5410%  | 0.0000% | $2218000.00        | $2185908.50        | Corporate Debt Securities |
| GS FINANCE CORP                                          | 2057-10-31      | 3.6250%  | 0.0000% | $2082000.00        | $2045731.85        | Corporate Debt Securities |
| GS FINANCE CORP                                          | 2058-03-29      | 4.2623%  | 0.0000% | $59000.00          | $59331.81          | Corporate Debt Securities |
| HESS CORP                                                | 2047-04-01      | 5.8000%  | 0.0000% | $13316000.00       | $13705152.70       | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                                   | 2032-02-12      | 5.6250%  | 0.0000% | $497000.00         | $509160.97         | Corporate Debt Securities |
| NORDEA BANK ABP                                          | 2079-12-31      | 6.7500%  | 0.0000% | $1050000.00        | $1064314.13        | Corporate Debt Securities |
| ORACLE CORPORATION                                       | 2065-09-26      | 6.1000%  | 0.0000% | $11747000.00       | $10151816.14       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                  | 2053-03-15      | 5.1250%  | 0.0000% | $1342000.00        | $1248777.60        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                             | 2048-08-25      | 4.1477%  | 0.0000% | $693000.00         | $687958.63         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                             | 2054-07-23      | 3.6277%  | 0.0000% | $11384000.00       | $11311685.08       | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                                | 2051-12-21      | 3.2856%  | 0.0000% | $8527000.00        | $8537737.38        | Corporate Debt Securities |
| WELLS FARGO BANK NA                                      | 2040-11-27      | 3.7178%  | 0.0000% | $1751000.00        | $1742273.97        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                    | 2047-12-20      | 3.6969%  | 0.0000% | $2573000.00        | $2573973.52        | Corporate Debt Securities |
| AT&T INC                                                 | 2057-12-01      | 3.8000%  | 0.0000% | $9409000.00        | $6556180.75        | Corporate Debt Securities |
| AT&T INC                                                 | 2056-04-30      | 6.0000%  | 0.0000% | $194000.00         | $193633.34         | Corporate Debt Securities |
| CAMPBELLS CO                                             | 2050-04-24      | 3.1250%  | 0.0000% | $17050000.00       | $10466623.22       | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                    | 2065-08-01      | 3.6300%  | 0.0000% | $5328000.00        | $5279242.83        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2072-02-08      | 3.1750%  | 0.0000% | $4082000.00        | $4029460.12        | Corporate Debt Securities |
| RWE FINANCE US LLC                                       | 2055-09-18      | 5.8750%  | 0.0000% | $2548000.00        | $2467831.78        | Corporate Debt Securities |
| T-MOBILE USA INC                                         | 2050-04-15      | 4.5000%  | 0.0000% | $1016000.00        | $833871.84         | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                     | 2046-12-04      | 3.6184%  | 0.0000% | $7626000.00        | $7666633.85        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                         | 2034-01-28      | 6.0450%  | 0.0000% | $9350000.00        | $9325857.52        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                                      | 2049-10-01      | 4.1870%  | 0.0000% | $751000.00         | $589216.37         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2079-12-31      | 8.0000%  | 0.0000% | $6522000.00        | $6879746.19        | Corporate Debt Securities |
| MARKEL GROUP INC                                         | 2047-11-01      | 4.3000%  | 0.0000% | $15000.00          | $11939.02          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2057-11-09      | 3.6093%  | 0.0000% | $2368000.00        | $2361642.34        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                       | 2051-08-15      | 3.1500%  | 0.0000% | $393000.00         | $256676.16         | Corporate Debt Securities |
| US BANCORP                                               | 2079-12-31      | 5.3000%  | 0.0000% | $10337000.00       | $10432801.02       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                    | 2045-11-17      | 4.9000%  | 0.0000% | $1876000.00        | $1641750.13        | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                  | 2050-03-15      | 3.2500%  | 0.0000% | $843000.00         | $574698.86         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2037-04-23      | 5.4890%  | 0.0000% | $22911000.00       | $22897459.60       | Corporate Debt Securities |
| BOEING CO                                                | 2054-05-01      | 6.8580%  | 0.0000% | $7349000.00        | $8334897.75        | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC                                  | 2050-04-01      | 2.7500%  | 0.0000% | $2759000.00        | $1702966.69        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2079-12-31      | 6.5000%  | 0.0000% | $2167000.00        | $2216573.74        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                       | 2051-01-15      | 2.7000%  | 0.0000% | $2185000.00        | $1319040.80        | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                | 2054-10-01      | 6.1760%  | 0.0000% | $5613000.00        | $5467063.25        | Corporate Debt Securities |
| AT&T INC                                                 | 2048-03-09      | 4.5000%  | 0.0000% | $59000.00          | $48270.85          | Corporate Debt Securities |
| ALTRIA GROUP INC                                         | 2049-02-14      | 5.9500%  | 0.0000% | $485000.00         | $484148.42         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                  | 2032-07-21      | 4.7000%  | 0.0000% | $597000.00         | $598749.87         | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2048-04-01      | 4.4640%  | 0.0000% | $1651000.00        | $1385753.64        | Corporate Debt Securities |
| BROWN & BROWN INC                                        | 2052-03-17      | 4.9500%  | 0.0000% | $1587000.00        | $1348188.24        | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                    | 2056-08-31      | 3.6200%  | 0.0000% | $637000.00         | $628114.79         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                    | 2057-10-20      | 3.6300%  | 0.0000% | $14687000.00       | $14674289.58       | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                     | 2053-11-06      | 3.6149%  | 0.0000% | $20909000.00       | $20885567.73       | Corporate Debt Securities |
| CUMBERLAND COMBINED CYCLE GENERATION LLC                 | 2056-05-15      | 5.8210%  | 0.0000% | $42355000.00       | $43184102.65       | Corporate Debt Securities |
| DUKE ENERGY CORP                                         | 2041-06-15      | 3.3000%  | 0.0000% | $335000.00         | $258885.77         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                 | 2064-04-22      | 6.0000%  | 0.0000% | $565000.00         | $542494.17         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2067-06-01      | 6.7065%  | 0.0000% | $781000.00         | $789843.75         | Corporate Debt Securities |
| FEDEX CORP                                               | 2048-02-15      | 4.0500%  | 0.0000% | $3010000.00        | $2283566.60        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                 | 2070-08-24      | 3.5977%  | 0.0000% | $8420000.00        | $8324935.52        | Corporate Debt Securities |
| FLOWSERVE CORPORATION                                    | 2036-05-15      | 5.7000%  | 0.0000% | $17880000.00       | $18046313.80       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2079-12-31      | 7.0000%  | 0.0000% | $14499000.00       | $14949757.80       | Corporate Debt Securities |
| HOME DEPOT INC                                           | 2047-06-15      | 3.9000%  | 0.0000% | $796000.00         | $634218.31         | Corporate Debt Securities |
| HORSESHOE FUNDING TRUST II                               | 2055-11-15      | 6.8870%  | 0.0000% | $1994000.00        | $2060915.21        | Corporate Debt Securities |
| HUMANA INC                                               | 2053-03-15      | 5.5000%  | 0.0000% | $6030000.00        | $5453203.70        | Corporate Debt Securities |
| JBS USA HOLDING LUX SARL                                 | 2053-11-15      | 7.2500%  | 0.0000% | $287000.00         | $314152.91         | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2051-03-15      | 3.3500%  | 0.0000% | $3420000.00        | $2254963.70        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                                 | 2046-12-14      | 3.3690%  | 0.0000% | $25427000.00       | $18958911.52       | Corporate Debt Securities |
| LOWES COMPANIES INC                                      | 2041-09-15      | 2.8000%  | 0.0000% | $3372000.00        | $2413999.81        | Corporate Debt Securities |
| MARTIN MARIETTA MATERIALS INC                            | 2047-12-15      | 4.2500%  | 0.0000% | $49000.00          | $40704.84          | Corporate Debt Securities |
| MOODYS CORP                                              | 2061-11-29      | 3.1000%  | 0.0000% | $675000.00         | $400659.75         | Corporate Debt Securities |
| NATIONWIDE FINANCIAL SERVICES IN                         | 2067-05-15      | 6.7500%  | 0.0000% | $609000.00         | $602578.10         | Corporate Debt Securities |
| PATTERSON-UTI ENERGY INC.                                | 2036-05-15      | 6.0500%  | 0.0000% | $23583000.00       | $23683005.02       | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                      | 2058-09-15      | 3.6356%  | 0.0000% | $6025000.00        | $5987308.86        | Corporate Debt Securities |
| RD MICHIGAN PROPERTY OWNER I LLC                         | 2045-03-30      | 7.5000%  | 0.0000% | $10944000.00       | $11031351.36       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                     | 2084-11-24      | 6.3500%  | 0.0000% | $2958000.00        | $2856073.07        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                     | 2085-11-24      | 6.5000%  | 0.0000% | $1984000.00        | $1944603.27        | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD              | 2045-04-28      | 4.1000%  | 0.0000% | $226000.00         | $199415.75         | Corporate Debt Securities |
| SWISS RE SUBORDINATED FINANCE PLC                        | 2046-04-01      | 6.1910%  | 0.0000% | $19600000.00       | $19730622.02       | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                       | 2032-03-15      | 3.2500%  | 0.0000% | $1978000.00        | $1770884.72        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                | 2052-03-10      | 2.9500%  | 0.0000% | $97000.00          | $62180.26          | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                                | 2050-12-21      | 3.2856%  | 0.0000% | $16266000.00       | $16207929.25       | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                                | 2064-12-15      | 3.6356%  | 0.0000% | $4393000.00        | $4375578.28        | Corporate Debt Securities |
| VALLEY NTL BANCORP                                       | 2036-06-01      | 6.2190%  | 0.0000% | $26468000.00       | $26499265.33       | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                         | 2066-01-29      | 0.0000%  | 0.0000% | $47000.00          | $46786.05          | Corporate Debt Securities |

### Security 315: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SERVICE CORPORATION INTERNATIONAL              | 2029-06-01      | 5.1250%  | 0.0000% | $6000000.00        | $6143641.67        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC               | 2029-01-15      | 6.0000%  | 0.0000% | $5000000.00        | $5072066.67        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2032-05-19      | 4.2000%  | 0.0000% | $6000000.00        | $5176300.00        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                   | 2033-10-15      | 5.7500%  | 0.0000% | $6982000.00        | $6963202.90        | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                  | 2030-08-01      | 10.3750% | 0.0000% | $4972000.00        | $4649998.09        | Corporate Debt Securities |
| CNX RESOURCES CORP                             | 2032-03-01      | 7.2500%  | 0.0000% | $5336000.00        | $5603879.06        | Corporate Debt Securities |
| CARSCOM INC                                    | 2028-11-01      | 6.3750%  | 0.0000% | $6000000.00        | $5895650.00        | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC                  | 2028-10-15      | 6.5000%  | 0.0000% | $6010000.00        | $6063455.61        | Corporate Debt Securities |
| DELUXE CORP                                    | 2029-06-01      | 8.0000%  | 0.0000% | $1035000.00        | $1089012.05        | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO                      | 2028-06-01      | 5.5000%  | 0.0000% | $4279000.00        | $4379190.41        | Corporate Debt Securities |
| ENCORE CAP GRP                                 | 2030-05-15      | 8.5000%  | 0.0000% | $5860000.00        | $6249956.96        | Corporate Debt Securities |
| GGAM FINANCE LIMITED                           | 2029-04-15      | 6.8750%  | 0.0000% | $7395000.00        | $7608292.34        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                    | 2032-04-01      | 7.6250%  | 0.0000% | $6380000.00        | $6625149.73        | Corporate Debt Securities |
| NTNL MNTR HLDGS                                | 2030-12-15      | 10.5000% | 0.0000% | $6979000.00        | $7680726.82        | Corporate Debt Securities |
| NOVA CHEMICALS CORP                            | 2030-02-15      | 9.0000%  | 0.0000% | $4789000.00        | $5171593.21        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO              | 2030-10-15      | 4.0000%  | 0.0000% | $5601000.00        | $5334890.27        | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP | 2028-02-15      | 4.7500%  | 0.0000% | $6196000.00        | $6237712.85        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                  | 2032-12-31      | 4.3750%  | 0.0000% | $9486000.00        | $7722855.62        | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2030-07-15      | 4.3750%  | 0.0000% | $6000000.00        | $5797168.33        | Corporate Debt Securities |
| TASEKO MINES LTD                               | 2030-05-01      | 8.2500%  | 0.0000% | $4795000.00        | $5041590.87        | Corporate Debt Securities |
| TENET HEALTHCARE CORP                          | 2032-11-15      | 5.5000%  | 0.0000% | $5000000.00        | $4979944.44        | Corporate Debt Securities |
| TWILIO INC                                     | 2029-03-15      | 3.6250%  | 0.0000% | $4782000.00        | $4636394.74        | Corporate Debt Securities |
| VM CONSOLIDATED INC                            | 2029-04-15      | 5.5000%  | 0.0000% | $6000000.00        | $5118013.33        | Corporate Debt Securities |
| WINNEBAGO IND INC                              | 2028-07-15      | 6.2500%  | 0.0000% | $4932000.00        | $5042397.34        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2030-03-01      | 4.6250%  | 0.0000% | $5150000.00        | $5003047.61        | Corporate Debt Securities |
| ZEGONA FINANCE PLC                             | 2029-07-15      | 8.6250%  | 0.0000% | $5593000.00        | $6032241.59        | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC              | 2031-10-01      | 6.5000%  | 0.0000% | $5886000.00        | $5960176.68        | Corporate Debt Securities |
| ALTICE FINANCING SA                            | 2027-07-15      | 9.6250%  | 0.0000% | $7000000.00        | $5722194.72        | Corporate Debt Securities |
| CENTURY ALUMINUM CO.                           | 2032-08-01      | 6.8750%  | 0.0000% | $4361000.00        | $4625253.58        | Corporate Debt Securities |
| FERRELLGAS LP                                  | 2031-01-15      | 9.2500%  | 0.0000% | $5000000.00        | $5536461.11        | Corporate Debt Securities |
| GETTY IMAGES INC                               | 2030-02-21      | 11.2500% | 0.0000% | $7569000.00        | $6405266.25        | Corporate Debt Securities |
| GETTY IMAGES INC                               | 2030-11-15      | 10.5000% | 0.0000% | $6602000.00        | $5838302.65        | Corporate Debt Securities |
| GROUP 1 AUTO INC                               | 2028-08-15      | 4.0000%  | 0.0000% | $5000000.00        | $4911877.78        | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP                 | 2029-09-01      | 6.7500%  | 0.0000% | $7141000.00        | $7452419.01        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                           | 2029-11-15      | 10.0000% | 0.0000% | $4970000.00        | $4984606.28        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                        | 2035-10-01      | 6.7500%  | 0.0000% | $7393000.00        | $7684912.61        | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                      | 2031-06-01      | 7.1250%  | 0.0000% | $4866000.00        | $5029635.47        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                     | 2034-03-01      | 5.6250%  | 0.0000% | $4250000.00        | $4212408.75        | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL              | 2031-05-15      | 4.0000%  | 0.0000% | $8063000.00        | $7592649.37        | Corporate Debt Securities |
| UNITI SERVICES LLC                             | 2029-02-15      | 6.5000%  | 0.0000% | $5500000.00        | $5537552.78        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                   | 2032-08-01      | 9.3750%  | 0.0000% | $7318000.00        | $7707896.94        | Corporate Debt Securities |
| ATLANTICUS HOLDINGS CORP                       | 2030-09-01      | 9.7500%  | 0.0000% | $7182000.00        | $7427289.24        | Corporate Debt Securities |
| CARPENTER TECH CORP                            | 2034-03-01      | 5.6250%  | 0.0000% | $7893000.00        | $7943199.48        | Corporate Debt Securities |
| ENERSYS                                        | 2027-12-15      | 4.3750%  | 0.0000% | $5453000.00        | $5520129.46        | Corporate Debt Securities |
| ENERSYS                                        | 2032-01-15      | 6.6250%  | 0.0000% | $4714000.00        | $4965207.75        | Corporate Debt Securities |
| GRAHAM HOLDINGS CO                             | 2033-12-01      | 5.6250%  | 0.0000% | $4373000.00        | $4418725.18        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                       | 2030-08-15      | 7.7500%  | 0.0000% | $5000000.00        | $4851394.44        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2032-09-15      | 7.1250%  | 0.0000% | $4351000.00        | $4437784.32        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2029-06-01      | 4.0910%  | 0.0000% | $5814000.00        | $5695336.26        | Corporate Debt Securities |
| US FOODS INC                                   | 2029-02-15      | 4.7500%  | 0.0000% | $4901000.00        | $4902530.20        | Corporate Debt Securities |
| BRINKS CO                                      | 2032-06-15      | 6.7500%  | 0.0000% | $5662000.00        | $5969729.70        | Corporate Debt Securities |
| GOEASY LTD                                     | 2029-07-01      | 7.6250%  | 0.0000% | $5000000.00        | $4852786.11        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I               | 2028-07-15      | 5.2500%  | 0.0000% | $6500000.00        | $6596860.83        | Corporate Debt Securities |
| PRECISION DRILLING CORP(CALGARY)               | 2029-01-15      | 6.8750%  | 0.0000% | $4232000.00        | $4378047.50        | Corporate Debt Securities |
| SABRE GLBL INC                                 | 2030-03-15      | 10.7500% | 0.0000% | $5010000.00        | $4513144.38        | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                | 2033-08-01      | 6.2500%  | 0.0000% | $6075000.00        | $6194532.37        | Corporate Debt Securities |
| SWORD PURCHASER LLC                            | 2033-04-15      | 8.2500%  | 0.0000% | $4670000.00        | $4852402.42        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                            | 2029-12-01      | 4.5000%  | 0.0000% | $6500000.00        | $6417710.00        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC             | 2030-07-15      | 4.0000%  | 0.0000% | $5000000.00        | $4852844.44        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                               | 2030-07-30      | 7.8750%  | 0.0000% | $4336000.00        | $4647720.46        | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                     | 2031-01-31      | 4.2500%  | 0.0000% | $5600000.00        | $4750756.89        | Corporate Debt Securities |
| A&K TRAVEL GROUP HOLDINGS LTD                  | 2033-05-15      | 7.5000%  | 0.0000% | $5000000.00        | $5085716.67        | Corporate Debt Securities |
| AP CORE HOLDINGS II LLC                        | 2031-05-15      | 11.0000% | 0.0000% | $4500000.00        | $4733030.00        | Corporate Debt Securities |
| API GROUP DE INC                               | 2034-06-01      | 5.7500%  | 0.0000% | $6200000.00        | $6175360.17        | Corporate Debt Securities |
| ACADEMY LTD                                    | 2031-05-15      | 5.8750%  | 0.0000% | $5510000.00        | $5555060.32        | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)                      | 2029-11-01      | 9.5000%  | 0.0000% | $4948681.00        | $5048072.51        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                            | 2028-12-01      | 9.0000%  | 0.0000% | $2175011.00        | $2250048.88        | Corporate Debt Securities |
| CVR ENERGY INC                                 | 2028-02-15      | 5.7500%  | 0.0000% | $7153000.00        | $7249501.92        | Corporate Debt Securities |
| CHEMOURS COMPANY                               | 2028-11-15      | 5.7500%  | 0.0000% | $5200000.00        | $5197743.78        | Corporate Debt Securities |
| CHURCHILL DOWNS INC                            | 2027-04-01      | 5.5000%  | 0.0000% | $5000000.00        | $5041505.56        | Corporate Debt Securities |
| CIMPRESS                                       | 2032-09-15      | 7.3750%  | 0.0000% | $6000000.00        | $6150178.33        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HOLDINGS INC            | 2032-04-15      | 6.7500%  | 0.0000% | $6224000.00        | $6001180.80        | Corporate Debt Securities |
| COGENT COMMUNICATIONS GROUP INC                | 2027-06-15      | 7.0000%  | 0.0000% | $5000000.00        | $5145044.44        | Corporate Debt Securities |
| DANA INC                                       | 2030-09-01      | 4.2500%  | 0.0000% | $6000000.00        | $5783153.33        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                    | 2029-03-15      | 8.6250%  | 0.0000% | $4142000.00        | $4387575.73        | Corporate Debt Securities |
| SK INVICTUS INTERMEDIATE II SARL               | 2029-10-30      | 5.0000%  | 0.0000% | $6399000.00        | $6297497.64        | Corporate Debt Securities |
| FMC CORP                                       | 2026-10-01      | 3.2000%  | 0.0000% | $8000000.00        | $8012124.44        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                  | 2034-03-08      | 6.1250%  | 0.0000% | $7700000.00        | $7902904.63        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                   | 2029-06-01      | 6.5000%  | 0.0000% | $4126000.00        | $4362539.00        | Corporate Debt Securities |
| IQVIA INC                                      | 2026-10-15      | 5.0000%  | 0.0000% | $7000000.00        | $7040327.78        | Corporate Debt Securities |
| M/I HOMES INC                                  | 2028-02-01      | 4.9500%  | 0.0000% | $6000000.00        | $6089550.00        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                           | 2027-01-15      | 3.5000%  | 0.0000% | $7000000.00        | $7027914.44        | Corporate Debt Securities |
| PERIMETER HOLDINGS LLC                         | 2034-01-15      | 6.2500%  | 0.0000% | $5763000.00        | $5866854.06        | Corporate Debt Securities |
| PRESTIGE BRANDS INC                            | 2028-01-15      | 5.1250%  | 0.0000% | $7000000.00        | $7107214.72        | Corporate Debt Securities |
| PROSPECT CAPITAL CORP                          | 2026-11-15      | 3.3640%  | 0.0000% | $7080000.00        | $6925006.21        | Corporate Debt Securities |
| RAKUTEN GROUP INC                              | 2029-04-15      | 9.7500%  | 0.0000% | $3836000.00        | $4236734.13        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2032-12-01      | 9.6250%  | 0.0000% | $6000000.00        | $6669240.00        | Corporate Debt Securities |
| SWORD PURCHASER LLC                            | 2034-04-15      | 10.5000% | 0.0000% | $7035000.00        | $7390290.95        | Corporate Debt Securities |

### Security 316: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ILFC E-CAPITAL TR I            SUB GLBL 144A 65        | 2065-12-21      | 6.3800%  | 0.0000% | $347000.00         | $302530.79         | Corporate Debt Securities |
| ALLSTATE CORP                  EXT JR SB GLBL67        | 2067-05-15      | 6.5000%  | 0.0000% | $12884000.00       | $13231839.37       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -D 56        | 2056-03-15      | 6.0500%  | 0.0000% | $102000.00         | $102388.22         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55        | 2055-02-15      | 7.0000%  | 0.0000% | $80000.00          | $84561.78          | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 56        | 2056-07-15      | 5.7500%  | 0.0000% | $1979000.00        | $2058939.51        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29        | 2029-12-15      | 0.0000%  | 0.0000% | $2659000.00        | $531.80            | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62        | 2062-02-15      | 3.8750%  | 0.0000% | $565000.00         | $564527.91         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55        | 2055-03-31      | 6.3750%  | 0.0000% | $5491000.00        | $5649623.55        | Corporate Debt Securities |
| EVERSOURCE ENERGY              JR SB A NT6.1%56        | 2056-08-15      | 6.1000%  | 0.0000% | $4718000.00        | $4755736.14        | Corporate Debt Securities |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27          | 2027-06-30      | 0.0000%  | 0.0000% | $5.00              | $2.49              | Corporate Debt Securities |
| EVERSOURCE ENERGY              JR SB -B NT 56          | 2056-08-15      | 6.3500%  | 0.0000% | $2405000.00        | $2447650.67        | Corporate Debt Securities |
| ILFC E-CAPITAL TRUST II        JR SB -2 144A 65        | 2065-12-21      | 6.6300%  | 0.0000% | $135000.00         | $120334.00         | Corporate Debt Securities |
| ARD FIN S A                    SR SEC GLBL 27          | 2027-06-30      | 0.0000%  | 0.0000% | $1615654.00        | $4039.14           | Corporate Debt Securities |
| TELSTRA GROUP LTD                                      | 2026-08-18      | 0.0000%  | 0.0000% | $9861.00           | $9770.98           | Money Market              |
| 321 HENDERSON REC 2006-4       A-2    20471215 5.43000 | 2047-12-15      | 5.4300%  | 0.0000% | $12710000.00       | $4884182.40        | Asset-Backed Securities   |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29          | 2029-05-03      | 0.0000%  | 0.0000% | $2249342.00        | $224.93            | Corporate Debt Securities |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29          | 2029-05-03      | 0.0000%  | 0.0000% | $112419.00         | $11.24             | Corporate Debt Securities |

### Security 317: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $856315594.00      | $836336340.06      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1083660.17        | Agency Mortgage-Backed Securities |

### Security 318: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2038-04-15      | 7.5500%  | 0.0000% | $25034000.00       | $29889789.35       | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO             | 2059-09-30      | 3.6250%  | 0.0000% | $1124000.00        | $767558.21         | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2045-03-15      | 4.9000%  | 0.0000% | $795000.00         | $709642.62         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                          | 2029-02-15      | 4.9000%  | 0.0000% | $15000.00          | $15307.88          | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC                        | 2027-12-06      | 4.0000%  | 0.0000% | $77000.00          | $77739.37          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2029-08-23      | 3.3000%  | 0.0000% | $1774000.00        | $1722820.10        | Corporate Debt Securities |
| BNP PARIBAS SA                                    | 2032-04-19      | 2.8710%  | 0.0000% | $1439000.00        | $1311317.53        | Corporate Debt Securities |
| HCA INC                                           | 2042-03-15      | 4.3750%  | 0.0000% | $86000.00          | $73283.44          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $92000.00          | $92659.54          | Corporate Debt Securities |
| SUN COMMUNITIES OPERATING LP                      | 2032-04-15      | 4.2000%  | 0.0000% | $14199000.00       | $13676950.10       | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                       | 2032-01-15      | 4.0000%  | 0.0000% | $4026000.00        | $3891647.91        | Corporate Debt Securities |
| VICI PROPERTIES LP                                | 2029-02-15      | 3.8750%  | 0.0000% | $438000.00         | $430827.51         | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2053-09-15      | 7.1250%  | 0.0000% | $3635000.00        | $3824659.15        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                        | 2028-03-15      | 5.7000%  | 0.0000% | $24000.00          | $24285.28          | Corporate Debt Securities |
| BOEING CO                                         | 2050-02-01      | 3.7500%  | 0.0000% | $1620000.00        | $1200714.30        | Corporate Debt Securities |
| BROOKLYN UNION GAS CO                             | 2027-08-05      | 4.6320%  | 0.0000% | $7000.00           | $7098.69           | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2030-07-26      | 5.4630%  | 0.0000% | $1100000.00        | $1141090.78        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2032-10-14      | 7.5000%  | 0.0000% | $535000.00         | $605697.58         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2039-10-15      | 6.1250%  | 0.0000% | $1225000.00        | $1318242.24        | Corporate Debt Securities |
| PELAGOS INSURANCE CAPITAL LTD                     | 2030-06-30      | 4.8750%  | 0.0000% | $2155000.00        | $2144348.01        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2031-04-27      | 2.8500%  | 0.0000% | $2386000.00        | $2178020.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2041-02-01      | 6.2500%  | 0.0000% | $1031000.00        | $1114486.37        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2027-09-10      | 1.5420%  | 0.0000% | $59000.00          | $58735.91          | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                  | 2035-07-23      | 5.6000%  | 0.0000% | $49525000.00       | $51439141.25       | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2035-07-15      | 6.7500%  | 0.0000% | $9208000.00        | $9830046.44        | Corporate Debt Securities |
| ITC HOLDINGS                                      | 2027-11-15      | 3.3500%  | 0.0000% | $45000.00          | $44369.68          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                     | 2027-06-08      | 6.4500%  | 0.0000% | $39000.00          | $40908.95          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                     | 2031-10-15      | 2.6250%  | 0.0000% | $628000.00         | $548720.23         | Corporate Debt Securities |
| NEW ENGLAND POWER CO                              | 2052-11-25      | 5.9360%  | 0.0000% | $92000.00          | $91661.40          | Corporate Debt Securities |
| OGLETHORPE POWER CORP                             | 2050-08-01      | 3.7500%  | 0.0000% | $1581000.00        | $1149389.64        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2041-05-15      | 5.2500%  | 0.0000% | $60000.00          | $58549.30          | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2034-07-08      | 4.3000%  | 0.0000% | $358000.00         | $327685.16         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                             | 2029-03-15      | 5.9500%  | 0.0000% | $21114000.00       | $21309105.09       | Corporate Debt Securities |
| PACIFICORP                                        | 2050-02-15      | 4.1500%  | 0.0000% | $4542000.00        | $3509825.45        | Corporate Debt Securities |
| PARKER HANNIFIN CORPORATION                       | 2044-11-21      | 4.4500%  | 0.0000% | $138000.00         | $120952.71         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                               | 2031-03-06      | 5.4500%  | 0.0000% | $280000.00         | $283582.68         | Corporate Debt Securities |
| UDR INC                                           | 2027-07-01      | 3.5000%  | 0.0000% | $196000.00         | $197089.54         | Corporate Debt Securities |
| VENTAS REALTY LP                                  | 2043-09-30      | 5.7000%  | 0.0000% | $293000.00         | $292936.03         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2029-04-23      | 3.6300%  | 0.0000% | $6964000.00        | $7080679.94        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2033-04-01      | 6.1500%  | 0.0000% | $63000.00          | $66681.61          | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2044-06-24      | 5.7500%  | 0.0000% | $151000.00         | $152915.73         | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY                 | 2050-04-01      | 3.6500%  | 0.0000% | $91000.00          | $65628.34          | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC            | 2026-08-15      | 6.0550%  | 0.0000% | $15000.00          | $15290.58          | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                            | 2030-02-01      | 3.0000%  | 0.0000% | $1930000.00        | $1823856.43        | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                          | 2027-06-15      | 2.8750%  | 0.0000% | $130000.00         | $128868.64         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                           | 2032-02-15      | 5.0000%  | 0.0000% | $685000.00         | $694757.44         | Corporate Debt Securities |
| BPCE SA                                           | 2027-10-23      | 3.5000%  | 0.0000% | $516000.00         | $510870.96         | Corporate Debt Securities |
| COTERRA ENERGY INC                                | 2035-02-15      | 5.4000%  | 0.0000% | $738000.00         | $758243.34         | Corporate Debt Securities |
| COCA-COLA CO                                      | 2050-03-25      | 4.2000%  | 0.0000% | $483000.00         | $402124.87         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2030-02-01      | 4.3500%  | 0.0000% | $10000.00          | $10038.08          | Corporate Debt Securities |
| EQT CORP                                          | 2031-01-15      | 4.7500%  | 0.0000% | $22000.00          | $22227.49          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                            | 2026-07-01      | 3.5000%  | 0.0000% | $36000.00          | $36494.24          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2027-03-27      | 4.0000%  | 0.0000% | $203000.00         | $203976.20         | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                        | 2032-04-14      | 5.9500%  | 0.0000% | $636000.00         | $631164.81         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                          | 2029-12-15      | 3.3750%  | 0.0000% | $363000.00         | $350521.88         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                             | 2030-01-13      | 3.8500%  | 0.0000% | $554000.00         | $525105.82         | Corporate Debt Securities |
| IPALCO ENTERPRISES INC                            | 2030-05-01      | 4.2500%  | 0.0000% | $73000.00          | $70941.81          | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                      | 2028-03-01      | 3.8000%  | 0.0000% | $92000.00          | $92532.58          | Corporate Debt Securities |
| MAREX GROUP PLC                                   | 2028-05-08      | 5.8290%  | 0.0000% | $102000.00         | $103549.41         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2028-04-01      | 3.8000%  | 0.0000% | $138000.00         | $137638.75         | Corporate Debt Securities |
| NNN REIT INC                                      | 2048-10-15      | 4.8000%  | 0.0000% | $110000.00         | $95974.63          | Corporate Debt Securities |
| NUTRIEN LTD                                       | 2035-03-15      | 4.1250%  | 0.0000% | $85000.00          | $78710.78          | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND                     | 2029-07-23      | 6.5000%  | 0.0000% | $6716000.00        | $6928024.12        | Corporate Debt Securities |
| OGLETHORPE POWER CORP                             | 2044-06-01      | 4.5500%  | 0.0000% | $128000.00         | $110430.36         | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2039-07-08      | 6.1250%  | 0.0000% | $296000.00         | $297251.96         | Corporate Debt Securities |
| PRESIDENT AND FELLOWS OF HARVARD                  | 2050-10-15      | 2.5170%  | 0.0000% | $105000.00         | $63675.81          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                | 2037-09-01      | 6.2500%  | 0.0000% | $120000.00         | $131078.13         | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP                        | 2045-03-15      | 4.5000%  | 0.0000% | $892000.00         | $767566.00         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                            | 2030-01-13      | 3.6300%  | 0.0000% | $580000.00         | $584522.32         | Corporate Debt Securities |
| STORE CAPITAL LLC                                 | 2030-11-18      | 2.7500%  | 0.0000% | $3989000.00        | $3597520.65        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                               | 2036-07-29      | 6.0000%  | 0.0000% | $3061000.00        | $3120169.13        | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC                       | 2031-02-15      | 5.7500%  | 0.0000% | $8796000.00        | $8607951.29        | Corporate Debt Securities |
| TANGER PROPERTIES LP                              | 2027-07-15      | 3.8750%  | 0.0000% | $16000.00          | $16109.50          | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE COMPANY LLC                | 2027-03-15      | 7.0000%  | 0.0000% | $62000.00          | $64181.09          | Corporate Debt Securities |
| VENTAS REALTY LP                                  | 2036-02-15      | 5.0000%  | 0.0000% | $2505000.00        | $2515109.07        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2030-09-11      | 4.8500%  | 0.0000% | $4445000.00        | $4457660.84        | Corporate Debt Securities |
| CELULOSA ARAUCO                                   | 2030-01-29      | 4.2000%  | 0.0000% | $335000.00         | $320414.10         | Corporate Debt Securities |
| ANTOFAGASTA PLC                                   | 2035-09-09      | 5.6250%  | 0.0000% | $620000.00         | $631104.20         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2031-05-28      | 2.2500%  | 0.0000% | $1082000.00        | $971649.53         | Corporate Debt Securities |
| CRH AMERICA INC                                   | 2033-10-15      | 6.4000%  | 0.0000% | $574000.00         | $620455.10         | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD                    | 2030-07-15      | 2.9500%  | 0.0000% | $45000.00          | $42740.13          | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2051-04-01      | 3.3500%  | 0.0000% | $2500000.00        | $1746518.06        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                            | 2035-02-01      | 4.8000%  | 0.0000% | $1115000.00        | $1022547.92        | Corporate Debt Securities |
| IDAHO POWER COMPANY                               | 2053-03-15      | 5.5000%  | 0.0000% | $125000.00         | $122040.69         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                      | 2052-08-15      | 4.0500%  | 0.0000% | $510000.00         | $398447.70         | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC                     | 2030-06-15      | 2.1250%  | 0.0000% | $22000.00          | $20129.35          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2037-11-30      | 6.3500%  | 0.0000% | $1877000.00        | $2090459.22        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2028-08-15      | 4.7500%  | 0.0000% | $1487000.00        | $1508044.35        | Corporate Debt Securities |
| AVIATION CAPITAL GROUP LLC                        | 2028-04-15      | 6.2500%  | 0.0000% | $200000.00         | $206531.78         | Corporate Debt Securities |
| BAYER US FINANCE LLC                              | 2029-01-21      | 6.2500%  | 0.0000% | $2522000.00        | $2666289.22        | Corporate Debt Securities |
| ABBVIE INC                                        | 2035-05-14      | 4.5000%  | 0.0000% | $713000.00         | $689389.01         | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                            | 2030-12-01      | 3.1250%  | 0.0000% | $18925000.00       | $17775143.28       | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2027-10-22      | 4.3274%  | 0.0000% | $50000.00          | $50223.64          | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                         | 2030-08-30      | 5.8750%  | 0.0000% | $1208000.00        | $1215176.36        | Corporate Debt Securities |
| AUGUSTA SPINCO CORP                               | 2027-09-23      | 4.3210%  | 0.0000% | $52000.00          | $52291.82          | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                | 2029-03-03      | 3.5100%  | 0.0000% | $1600000.00        | $1618839.98        | Corporate Debt Securities |
| CENTERPOINT ENERGY RESOURCES COR                  | 2033-03-01      | 5.4000%  | 0.0000% | $25000.00          | $25831.75          | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC             | 2026-12-01      | 3.4000%  | 0.0000% | $95000.00          | $96181.91          | Corporate Debt Securities |
| CITIGROUP INC                                     | 2034-12-11      | 5.8500%  | 0.0000% | $2403000.00        | $2572171.20        | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2030-11-15      | 2.1000%  | 0.0000% | $69000.00          | $61066.15          | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2030-09-30      | 4.3750%  | 0.0000% | $830000.00         | $820762.22         | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                           | 2030-04-15      | 2.7040%  | 0.0000% | $264000.00         | $246086.25         | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION LLC                      | 2030-01-15      | 4.5500%  | 0.0000% | $368000.00         | $372683.21         | Corporate Debt Securities |
| HIGHWOODS REALTY LP                               | 2031-02-01      | 2.6000%  | 0.0000% | $2825000.00        | $2534200.78        | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC                           | 2046-03-16      | 5.6220%  | 0.0000% | $120000.00         | $120919.22         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                     | 2030-06-01      | 2.3000%  | 0.0000% | $25000.00          | $23158.56          | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                            | 2035-01-15      | 5.1000%  | 0.0000% | $3283000.00        | $3332420.09        | Corporate Debt Securities |
| KEYCORP                                           | 2028-04-30      | 4.1000%  | 0.0000% | $16000.00          | $15945.32          | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                  | 2044-03-01      | 5.5000%  | 0.0000% | $1876000.00        | $1829202.14        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                              | 2027-05-15      | 3.8750%  | 0.0000% | $16000.00          | $15970.83          | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2030-03-01      | 2.1250%  | 0.0000% | $240000.00         | $221537.87         | Corporate Debt Securities |
| MOUNT SINAI HOSPITAL                              | 2035-07-01      | 3.8310%  | 0.0000% | $50000.00          | $44666.98          | Corporate Debt Securities |
| PUBLIC STORAGE OPERATING CO                       | 2033-08-01      | 5.1000%  | 0.0000% | $1147000.00        | $1186854.43        | Corporate Debt Securities |
| REINSURANCE GROUP OF AMERICA INC                  | 2034-09-15      | 5.7500%  | 0.0000% | $72000.00          | $74678.36          | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION          | 2028-09-15      | 4.0500%  | 0.0000% | $190000.00         | $190221.35         | Corporate Debt Securities |
| TPG OPERATING GROUP II LP                         | 2031-05-15      | 4.8750%  | 0.0000% | $5892000.00        | $5887308.50        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                              | 2028-06-01      | 4.4500%  | 0.0000% | $472000.00         | $478788.67         | Corporate Debt Securities |
| MSCI INC                                          | 2031-11-01      | 3.6250%  | 0.0000% | $120000.00         | $111662.33         | Corporate Debt Securities |
| COMPANIA CERVECERIAS UNIDAS SA                    | 2032-01-19      | 3.3500%  | 0.0000% | $875000.00         | $805767.57         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                        | 2027-04-15      | 6.4500%  | 0.0000% | $37620000.00       | $38543696.40       | Corporate Debt Securities |
| AIRCASTLE LTD                                     | 2030-03-15      | 5.2500%  | 0.0000% | $10107000.00       | $10297331.66       | Corporate Debt Securities |
| AKER BP ASA                                       | 2035-10-30      | 5.2500%  | 0.0000% | $763000.00         | $750684.54         | Corporate Debt Securities |
| ALLSTATE CORP                                     | 2026-12-15      | 3.2800%  | 0.0000% | $4500000.00        | $4548250.00        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2042-08-09      | 4.2500%  | 0.0000% | $172000.00         | $143359.61         | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                           | 2036-06-15      | 6.7000%  | 0.0000% | $1200000.00        | $1355594.67        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2028-03-03      | 4.5500%  | 0.0000% | $195000.00         | $197176.09         | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                          | 2030-06-15      | 4.9500%  | 0.0000% | $2071000.00        | $2125053.10        | Corporate Debt Securities |
| AMERICAN TOWER CORP                               | 2049-10-15      | 3.7000%  | 0.0000% | $4228000.00        | $3109407.44        | Corporate Debt Securities |
| AMERICAN TOWER CORP                               | 2027-03-15      | 3.6500%  | 0.0000% | $58000.00          | $58160.82          | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                       | 2050-05-01      | 3.4500%  | 0.0000% | $3582000.00        | $2520772.80        | Corporate Debt Securities |
| ANTARES HOLDINGS LP                               | 2029-02-08      | 6.5000%  | 0.0000% | $1900000.00        | $1945413.17        | Corporate Debt Securities |
| AON CORP                                          | 2027-05-28      | 2.8500%  | 0.0000% | $2330000.00        | $2298543.06        | Corporate Debt Securities |
| APACHE CORP                                       | 2040-09-01      | 5.1000%  | 0.0000% | $75000.00          | $67871.00          | Corporate Debt Securities |
| APA CORP (US)                                     | 2047-08-15      | 7.3750%  | 0.0000% | $3538000.00        | $3796364.42        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                         | 2029-04-13      | 6.9000%  | 0.0000% | $8916000.00        | $9234449.80        | Corporate Debt Securities |
| APPALACHIAN POWER CO                              | 2035-10-01      | 5.8000%  | 0.0000% | $6677000.00        | $6983570.75        | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                    | 2027-09-15      | 2.9500%  | 0.0000% | $92000.00          | $90804.36          | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                    | 2049-12-01      | 3.5000%  | 0.0000% | $15000.00          | $10760.18          | Corporate Debt Securities |
| ARROW ELECTRONICS INC                             | 2034-04-10      | 5.8750%  | 0.0000% | $4380000.00        | $4543095.99        | Corporate Debt Securities |
| ASPEN INSURANCE HOLDINGS LTD                      | 2030-07-01      | 5.7500%  | 0.0000% | $25000.00          | $26353.72          | Corporate Debt Securities |
| ATHENE HOLDING LTD                                | 2034-01-15      | 5.8750%  | 0.0000% | $2001000.00        | $2078895.04        | Corporate Debt Securities |
| AUTODESK INC                                      | 2035-06-15      | 5.3000%  | 0.0000% | $576000.00         | $588703.36         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP LLC                        | 2029-07-15      | 5.3750%  | 0.0000% | $448000.00         | $462800.55         | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2037-08-15      | 4.3900%  | 0.0000% | $7247000.00        | $6714289.13        | Corporate Debt Securities |
| BAT INTL FIN PLC                                  | 2028-03-16      | 4.4480%  | 0.0000% | $132000.00         | $133154.94         | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                     | 2036-10-01      | 6.3500%  | 0.0000% | $93000.00          | $101768.09         | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                         | 2032-02-01      | 2.5390%  | 0.0000% | $11279000.00       | $9718914.41        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                    | 2029-07-16      | 5.9500%  | 0.0000% | $8779000.00        | $8971101.59        | Corporate Debt Securities |
| BOSTON MEDICAL CENTER CORP                        | 2028-07-01      | 3.9120%  | 0.0000% | $2460000.00        | $2456365.76        | Corporate Debt Securities |
| BRIXMOR OPERATING PARTNERSHIP LP                  | 2029-05-15      | 4.1250%  | 0.0000% | $280000.00         | $276425.57         | Corporate Debt Securities |
| BROADCOM INC                                      | 2033-02-15      | 2.6000%  | 0.0000% | $26660000.00       | $23416040.82       | Corporate Debt Securities |
| BROOKLYN UNION GAS CO                             | 2049-03-04      | 4.4870%  | 0.0000% | $180000.00         | $144889.98         | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                            | 2030-08-04      | 4.5500%  | 0.0000% | $6065000.00        | $6115064.89        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2041-03-01      | 5.0500%  | 0.0000% | $1199000.00        | $1183346.39        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                  | 2041-09-15      | 4.9500%  | 0.0000% | $184000.00         | $177755.96         | Corporate Debt Securities |
| BURLINGTON RESOURCES LLC                          | 2031-12-01      | 7.4000%  | 0.0000% | $3788000.00        | $4388999.87        | Corporate Debt Securities |
| CGI INC                                           | 2031-09-14      | 2.3000%  | 0.0000% | $257000.00         | $224546.47         | Corporate Debt Securities |
| CIGNA HOLDING CO                                  | 2027-05-15      | 7.8750%  | 0.0000% | $9000.00           | $9306.38           | Corporate Debt Securities |
| First-Ctzn Bk&Tr                                  | 2028-03-09      | 6.1250%  | 0.0000% | $3419000.00        | $3546122.22        | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD                    | 2035-02-01      | 5.8500%  | 0.0000% | $665000.00         | $705508.48         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2027-03-09      | 3.7500%  | 0.0000% | $152000.00         | $152752.91         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2027-11-02      | 1.8780%  | 0.0000% | $40000.00          | $39606.74          | Corporate Debt Securities |
| CITIGROUP INC                                     | 2028-02-24      | 3.0700%  | 0.0000% | $64000.00          | $63905.37          | Corporate Debt Securities |
| Fifth Third Fin                                   | 2030-01-30      | 5.9820%  | 0.0000% | $108000.00         | $113247.05         | Corporate Debt Securities |
| Consorcio Trans                                   | 2034-04-16      | 4.7000%  | 0.0000% | $600000.00         | $582488.33         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC               | 2034-01-15      | 6.1250%  | 0.0000% | $3693000.00        | $4015430.70        | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                          | 2047-07-15      | 3.9500%  | 0.0000% | $80000.00          | $63814.62          | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA                          | 2026-07-21      | 3.7500%  | 0.0000% | $937000.00         | $948584.44         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                            | 2027-08-15      | 3.5000%  | 0.0000% | $90000.00          | $89729.20          | Corporate Debt Securities |
| KONINKLIJKE AHOLD DELHAIZE NV                     | 2040-10-01      | 5.7000%  | 0.0000% | $9000.00           | $9160.59           | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2035-03-15      | 5.3500%  | 0.0000% | $20000.00          | $19978.94          | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC                           | 2043-07-15      | 4.9000%  | 0.0000% | $256000.00         | $238985.96         | Corporate Debt Securities |
| EBAY INC                                          | 2031-05-10      | 2.6000%  | 0.0000% | $2251000.00        | $2034661.39        | Corporate Debt Securities |
| KINDER MORGAN INC                                 | 2031-08-01      | 7.8000%  | 0.0000% | $32000.00          | $37240.85          | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2029-09-15      | 4.1500%  | 0.0000% | $209000.00         | $207773.29         | Corporate Debt Securities |
| ENEL AMERICAS SA (CAYMAN ISLANDS BRANCH)          | 2026-12-01      | 6.6000%  | 0.0000% | $431000.00         | $448594.86         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                 | 2040-09-01      | 6.4500%  | 0.0000% | $278000.00         | $310155.33         | Corporate Debt Securities |
| EQUINIX INC                                       | 2028-03-15      | 1.5500%  | 0.0000% | $40000.00          | $38121.44          | Corporate Debt Securities |
| EQUINIX INC                                       | 2032-04-15      | 3.9000%  | 0.0000% | $2933000.00        | $2790857.04        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                            | 2029-06-15      | 4.0000%  | 0.0000% | $85000.00          | $85020.59          | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                          | 2039-04-01      | 5.9600%  | 0.0000% | $3880000.00        | $4138921.02        | Corporate Debt Securities |
| GATX CORP                                         | 2029-04-01      | 4.7000%  | 0.0000% | $14000.00          | $14126.87          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC              | 2027-07-15      | 5.0000%  | 0.0000% | $208000.00         | $213175.27         | Corporate Debt Securities |
| GLOBAL ATLANTIC (FIN) CO                          | 2029-10-15      | 4.4000%  | 0.0000% | $21000.00          | $20496.16          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2030-02-07      | 2.6000%  | 0.0000% | $1121000.00        | $1053178.25        | Corporate Debt Securities |
| GOLDMAN SACHS PRIVATE CREDIT CORP                 | 2031-01-31      | 5.8750%  | 0.0000% | $6724000.00        | $6844567.86        | Corporate Debt Securities |
| HCA INC                                           | 2028-03-01      | 4.5139%  | 0.0000% | $1191000.00        | $1206731.73        | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2036-03-15      | 6.0000%  | 0.0000% | $5660000.00        | $5658641.60        | Corporate Debt Securities |
| HIGHWOODS REALTY LP                               | 2029-04-15      | 4.2000%  | 0.0000% | $42000.00          | $41307.98          | Corporate Debt Securities |
| HOWARD UNIVERSITY                                 | 2052-10-01      | 5.2090%  | 0.0000% | $85000.00          | $70484.74          | Corporate Debt Securities |
| HUT 8 DC LLC                                      | 2042-11-15      | 6.1920%  | 0.0000% | $42934000.00       | $43498496.23       | Corporate Debt Securities |
| IDAHO POWER COMPANY                               | 2036-03-01      | 4.8500%  | 0.0000% | $7525000.00        | $7426756.94        | Corporate Debt Securities |
| ING GROEP NV                                      | 2032-04-01      | 2.7270%  | 0.0000% | $856000.00         | $780478.12         | Corporate Debt Securities |
| INTERNATIONAL FLAVORS & FRAGRANCES INC            | 2028-09-26      | 4.4500%  | 0.0000% | $191000.00         | $192216.19         | Corporate Debt Securities |
| INTL PAPER CO                                     | 2044-06-15      | 4.8000%  | 0.0000% | $131000.00         | $116235.86         | Corporate Debt Securities |
| INVITATION HOMES OPERATING PARTNERSHIP LP         | 2031-08-15      | 2.0000%  | 0.0000% | $37000.00          | $32052.28          | Corporate Debt Securities |
| JACKSON FINANCIAL INC                             | 2027-06-08      | 5.1700%  | 0.0000% | $182000.00         | $187346.71         | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                | 2045-09-14      | 5.1250%  | 0.0000% | $8000.00           | $7391.90           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2030-05-15      | 4.6000%  | 0.0000% | $580000.00         | $577690.96         | Corporate Debt Securities |
| KROGER CO                                         | 2029-06-01      | 7.7000%  | 0.0000% | $24000.00          | $26933.33          | Corporate Debt Securities |
| LPL HOLDINGS INC                                  | 2034-05-20      | 6.0000%  | 0.0000% | $34000.00          | $34893.18          | Corporate Debt Securities |
| LXP INDUSTRIAL TRUST                              | 2031-10-01      | 2.3750%  | 0.0000% | $504000.00         | $440015.38         | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2028-04-15      | 1.3000%  | 0.0000% | $2167000.00        | $2050651.36        | Corporate Debt Securities |
| LOWES COMPANIES INC                               | 2031-03-15      | 4.2500%  | 0.0000% | $17876000.00       | $17686981.16       | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2027-12-15      | 7.6250%  | 0.0000% | $465000.00         | $498678.14         | Corporate Debt Securities |
| MSD INVESTMENT CORP                               | 2031-02-05      | 6.1250%  | 0.0000% | $12000.00          | $12046.37          | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                        | 2027-07-15      | 4.2000%  | 0.0000% | $591000.00         | $599772.41         | Corporate Debt Securities |
| MINERA MEXICO SA DE CV                            | 2050-01-26      | 4.5000%  | 0.0000% | $1050000.00        | $877280.25         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                        | 2028-05-06      | 4.2500%  | 0.0000% | $174000.00         | $173913.92         | Corporate Debt Securities |
| MOSAIC CO                                         | 2027-11-15      | 4.0500%  | 0.0000% | $92000.00          | $91538.62          | Corporate Debt Securities |
| NATIONAL HLTH INVESTORS INC.                      | 2033-02-01      | 5.3500%  | 0.0000% | $476000.00         | $480420.19         | Corporate Debt Securities |
| NATIONWIDE BUILDING SOCIETY                       | 2029-07-14      | 4.6490%  | 0.0000% | $2357000.00        | $2398916.30        | Corporate Debt Securities |
| NEVADA PWR CO                                     | 2054-03-15      | 6.0000%  | 0.0000% | $189000.00         | $193873.05         | Corporate Debt Securities |
| NEW YORK STATE ELECTRIC & GAS CORPORATION         | 2034-08-15      | 5.3000%  | 0.0000% | $198000.00         | $202956.16         | Corporate Debt Securities |
| NEWMARKET                                         | 2031-03-18      | 2.7000%  | 0.0000% | $10000.00          | $9116.45           | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                           | 2028-12-15      | 4.2780%  | 0.0000% | $415000.00         | $419792.70         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                           | 2036-01-12      | 5.1120%  | 0.0000% | $815000.00         | $817684.61         | Corporate Debt Securities |
| NUTRIEN LTD                                       | 2027-06-21      | 5.2000%  | 0.0000% | $277000.00         | $285734.43         | Corporate Debt Securities |
| NVENT FINANCE SARL                                | 2031-11-15      | 2.7500%  | 0.0000% | $100000.00         | $88523.94          | Corporate Debt Securities |
| OAKTREE SPECIALTY LENDING CORP                    | 2030-02-27      | 6.3400%  | 0.0000% | $4700000.00        | $4720690.44        | Corporate Debt Securities |
| ONEOK INC                                         | 2050-03-01      | 3.9500%  | 0.0000% | $7090000.00        | $5195449.59        | Corporate Debt Securities |
| OWENS CORNING                                     | 2048-01-30      | 4.4000%  | 0.0000% | $78000.00          | $65025.05          | Corporate Debt Securities |
| PECO ENERGY CO                                    | 2043-10-15      | 4.8000%  | 0.0000% | $23000.00          | $20709.58          | Corporate Debt Securities |
| PECO ENERGY CO                                    | 2047-09-15      | 3.7000%  | 0.0000% | $7853000.00        | $5964083.01        | Corporate Debt Securities |
| PECO ENERGY CO                                    | 2055-09-15      | 5.6500%  | 0.0000% | $1392000.00        | $1386367.81        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2043-06-15      | 4.6000%  | 0.0000% | $95000.00          | $80653.63          | Corporate Debt Securities |
| PARTNERRE FINANCE B LLC                           | 2050-10-01      | 4.5000%  | 0.0000% | $693000.00         | $671898.15         | Corporate Debt Securities |
| PIEDMONT OPERATING PARTNERSHIP LP                 | 2030-08-15      | 3.1500%  | 0.0000% | $51000.00          | $46980.69          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                | 2051-08-15      | 3.1500%  | 0.0000% | $12000.00          | $7837.44           | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2050-01-01      | 3.1500%  | 0.0000% | $39000.00          | $26583.57          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2053-03-15      | 5.1250%  | 0.0000% | $15507000.00       | $14429801.94       | Corporate Debt Securities |
| PUGET ENERGY INC                                  | 2035-03-15      | 5.7250%  | 0.0000% | $5491000.00        | $5595263.41        | Corporate Debt Securities |
| PUGET SOUND ENRG INC                              | 2054-06-15      | 5.6850%  | 0.0000% | $55000.00          | $55520.76          | Corporate Debt Securities |
| RTX CORP                                          | 2044-12-15      | 4.2000%  | 0.0000% | $144000.00         | $120141.12         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2086-05-24      | 6.5000%  | 0.0000% | $5400000.00        | $5330409.00        | Corporate Debt Securities |
| SBL HOLDINGS INC                                  | 2031-02-18      | 5.0000%  | 0.0000% | $687000.00         | $621170.13         | Corporate Debt Securities |
| SABRA HEALTH CARE LP                              | 2029-10-15      | 3.9000%  | 0.0000% | $44000.00          | $42840.89          | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                           | 2036-06-20      | 6.7500%  | 0.0000% | $32000.00          | $37109.84          | Corporate Debt Securities |
| SAN DIEGO GAS & ELECTRIC CO                       | 2047-06-01      | 3.7500%  | 0.0000% | $191000.00         | $147267.05         | Corporate Debt Securities |
| SIXTH STREET SPECIALTY LENDING INC                | 2030-08-15      | 5.6250%  | 0.0000% | $441000.00         | $444400.11         | Corporate Debt Securities |
| SMURFIT WESTROCK FINANCING DAC                    | 2036-01-15      | 5.1850%  | 0.0000% | $5278000.00        | $5351138.42        | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2028-01-19      | 3.6300%  | 0.0000% | $9400000.00        | $9515690.50        | Corporate Debt Securities |
| SONOCO PRODUCTS COMPANY                           | 2030-05-01      | 3.1250%  | 0.0000% | $3832000.00        | $3613616.45        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2035-07-15      | 5.3500%  | 0.0000% | $76000.00          | $76254.90          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2038-02-01      | 5.9500%  | 0.0000% | $9057000.00        | $9328554.02        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2053-12-01      | 5.8750%  | 0.0000% | $2666000.00        | $2609743.70        | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION          | 2056-09-15      | 6.0500%  | 0.0000% | $225000.00         | $226229.94         | Corporate Debt Securities |
| SOUTHERN NATURAL GAS COMPANY LLC                  | 2035-08-01      | 5.4500%  | 0.0000% | $6590000.00        | $6815403.63        | Corporate Debt Securities |
| SOUTHWEST AIRLINES CO                             | 2027-11-16      | 3.4500%  | 0.0000% | $25000.00          | $24626.65          | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY               | 2045-04-01      | 3.9000%  | 0.0000% | $84000.00          | $64766.80          | Corporate Debt Securities |
| STATE STREET CORP                                 | 2029-12-03      | 4.1410%  | 0.0000% | $964000.00         | $976941.59         | Corporate Debt Securities |
| STATE STREET CORP                                 | 2079-12-31      | 6.7000%  | 0.0000% | $10000.00          | $10414.52          | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2040-02-15      | 6.8500%  | 0.0000% | $189000.00         | $204977.85         | Corporate Debt Securities |
| SYNOPSYS INC                                      | 2028-04-01      | 4.6500%  | 0.0000% | $351000.00         | $354742.25         | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC.                      | 2034-12-15      | 5.3000%  | 0.0000% | $16166000.00       | $16546942.81       | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC                       | 2030-02-18      | 6.7500%  | 0.0000% | $360000.00         | $368811.90         | Corporate Debt Securities |
| TANGER PROPERTIES LP                              | 2026-09-01      | 3.1250%  | 0.0000% | $40000.00          | $40185.16          | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                       | 2031-02-01      | 4.8750%  | 0.0000% | $123000.00         | $124760.03         | Corporate Debt Securities |
| TENCENT HOLDINGS LTD                              | 2028-01-19      | 3.5950%  | 0.0000% | $665000.00         | $667707.84         | Corporate Debt Securities |
| TEXAS EASTERN TRNSMSN LP                          | 2028-01-15      | 3.5000%  | 0.0000% | $321000.00         | $319586.89         | Corporate Debt Securities |
| THERMO FISHER                                     | 2044-02-01      | 5.3000%  | 0.0000% | $70000.00          | $68964.86          | Corporate Debt Securities |
| 3M CO                                             | 2029-03-01      | 3.3750%  | 0.0000% | $45000.00          | $44125.20          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC        | 2056-03-15      | 5.7500%  | 0.0000% | $25049000.00       | $25038966.48       | Corporate Debt Securities |
| TRANSURBAN FINANCE COMPANY PTY LTD                | 2031-03-16      | 2.4500%  | 0.0000% | $349000.00         | $315875.73         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                             | 2030-06-05      | 1.9500%  | 0.0000% | $486000.00         | $443671.83         | Corporate Debt Securities |
| UBS GROUP AG                                      | 2033-08-05      | 4.9880%  | 0.0000% | $691000.00         | $696815.00         | Corporate Debt Securities |
| UNION ELECTRIC CO                                 | 2036-03-15      | 4.8000%  | 0.0000% | $1067000.00        | $1050041.81        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                         | 2061-05-20      | 3.5500%  | 0.0000% | $202000.00         | $135743.50         | Corporate Debt Securities |
| UNIVERSITY OF SOUTHERN CALIFORNIA                 | 2120-10-01      | 3.2260%  | 0.0000% | $2232000.00        | $1255516.62        | Corporate Debt Securities |
| VALMONT INDUSTRIES INC                            | 2054-10-01      | 5.2500%  | 0.0000% | $286000.00         | $263562.82         | Corporate Debt Securities |
| VICI PROPERTIES LP                                | 2030-08-15      | 4.1250%  | 0.0000% | $641000.00         | $621722.99         | Corporate Debt Securities |
| VIKING OCEAN CRUISES SHIP VII LTD                 | 2029-02-15      | 5.6250%  | 0.0000% | $14000.00          | $14240.66          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2051-11-15      | 2.9500%  | 0.0000% | $2904000.00        | $1825214.01        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2053-04-01      | 5.4500%  | 0.0000% | $3012000.00        | $2889383.15        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2027-06-17      | 3.1960%  | 0.0000% | $413000.00         | $418642.41         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2030-02-01      | 4.0500%  | 0.0000% | $1768000.00        | $1740304.28        | Corporate Debt Securities |
| WOODSIDE FIN LTD                                  | 2028-05-19      | 4.9000%  | 0.0000% | $1491000.00        | $1503198.04        | Corporate Debt Securities |
| ZOETIS INC                                        | 2030-05-15      | 2.0000%  | 0.0000% | $6421000.00        | $5809513.90        | Corporate Debt Securities |
| NGPL PIPECO LLC                                   | 2027-08-15      | 4.8750%  | 0.0000% | $676000.00         | $687987.73         | Corporate Debt Securities |
| PROTECTIVE LIFE CORP                              | 2028-09-30      | 4.3000%  | 0.0000% | $15000.00          | $14978.21          | Corporate Debt Securities |
| WOODSIDE FIN LTD                                  | 2029-03-04      | 4.5000%  | 0.0000% | $50000.00          | $50220.25          | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                              | 2030-04-21      | 3.5000%  | 0.0000% | $576000.00         | $558192.64         | Corporate Debt Securities |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT           | 2050-05-15      | 5.8000%  | 0.0000% | $300000.00         | $277762.67         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD       | 2031-01-08      | 2.3000%  | 0.0000% | $350000.00         | $324984.92         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2028-04-01      | 5.5000%  | 0.0000% | $10000.00          | $10193.01          | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                       | 2031-04-16      | 3.3500%  | 0.0000% | $500000.00         | $460110.69         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                               | 2032-06-23      | 2.6910%  | 0.0000% | $30000.00          | $27272.73          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPERATING COMPANY LLC          | 2030-08-15      | 5.9270%  | 0.0000% | $600000.00         | $634357.47         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2028-09-12      | 5.6500%  | 0.0000% | $700000.00         | $720779.31         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                            | 2035-01-11      | 6.0970%  | 0.0000% | $560000.00         | $597285.83         | Corporate Debt Securities |
| PSEG POWER LLC                                    | 2030-05-15      | 5.2000%  | 0.0000% | $90000.00          | $91417.70          | Corporate Debt Securities |
| GLOBE LIFE INC                                    | 2028-09-15      | 4.5500%  | 0.0000% | $158000.00         | $159371.88         | Corporate Debt Securities |

### Security 319: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $1290000000.00
- **C.18.a - Value (excl. sponsor support):** $1290000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| THE CIGNA GROUP                SR GLBL NT4.8%38              | 2038-08-15      | 4.8000%  | 0.0000% | $62421000.00       | $59925824.56       | Corporate Debt Securities |
| RTX CORPORATION                SR NT 4.5%42                  | 2042-06-01      | 4.5000%  | 0.0000% | $38626000.00       | $35321545.70       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54              | 2054-05-01      | 6.8580%  | 0.0000% | $99207000.00       | $112516015.88      | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 55               | 2055-05-01      | 5.7000%  | 0.0000% | $19446000.00       | $19212907.28       | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL FL NT 28              | 2028-11-15      | 4.1540%  | 0.0000% | $5189000.00        | $5218333.52        | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP         SR NT 7.375%40                | 2040-01-15      | 7.3750%  | 0.0000% | $4000000.00        | $4827005.56        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 49                 | 2049-09-15      | 3.3500%  | 0.0000% | $20714000.00       | $14628353.39       | Corporate Debt Securities |
| EXXON MOBIL CORP               SR GLBL NT 26                 | 2026-08-16      | 2.2750%  | 0.0000% | $7000000.00        | $7018263.19        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 32              | 2032-01-21      | 4.5945%  | 0.0000% | $1000000.00        | $1002823.99        | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP               | 2079-12-31      | 4.6000%  | 0.0000% | $10000000.00       | $9558800.00        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 44                 | 2044-03-09      | 6.3320%  | 0.0000% | $44912000.00       | $48689149.10       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33                 | 2033-07-25      | 4.9120%  | 0.0000% | $35000000.00       | $35615618.89       | Corporate Debt Securities |
| MGIC INVT CORP WIS             SR GLBL NT 28                 | 2028-08-15      | 5.2500%  | 0.0000% | $45831000.00       | $46519687.16       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 34                 | 2034-03-15      | 6.9500%  | 0.0000% | $21834000.00       | $24141550.55       | Corporate Debt Securities |
| PORT AUTH N Y & N J            CONSOLIDATED BDS         165T | 2040-11-01      | 5.6470%  | 0.0000% | $6145000.00        | $6449989.32        | Other Instrument          |
| T MOBILE USA INC               GLBL NT 5.65%53               | 2053-01-15      | 5.6500%  | 0.0000% | $19740000.00       | $19224994.37       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         -2014B 4.45%44                | 2044-02-15      | 4.4500%  | 0.0000% | $2000.00           | $1738.77           | Corporate Debt Securities |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40              | 2040-04-15      | 6.3000%  | 0.0000% | $9300000.00        | $9940677.00        | Corporate Debt Securities |
| DEVON FING CORP U L C          SR GLBL NT 31                 | 2031-09-30      | 7.8750%  | 0.0000% | $1166000.00        | $1350258.61        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 34                 | 2034-05-15      | 5.5500%  | 0.0000% | $16781000.00       | $17172137.14       | Corporate Debt Securities |
| PINE STR TR III                SR 144A NT 54                 | 2054-05-15      | 6.2230%  | 0.0000% | $10000000.00       | $10114600.56       | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR GLBL NT2.8%27              | 2027-03-25      | 2.8000%  | 0.0000% | $2450000.00        | $2439655.56        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 34                 | 2034-08-09      | 5.2500%  | 0.0000% | $17876000.00       | $18327398.79       | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  1LIEN GLBL 29                 | 2029-12-15      | 6.0000%  | 0.0000% | $353000.00         | $368769.69         | Corporate Debt Securities |
| AIRCASTLE LTD / AIRCASTLE IREL SR GLBL 144A 30               | 2030-09-15      | 5.0000%  | 0.0000% | $15000000.00       | $15101516.67       | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT3.7%29              | 2029-02-15      | 3.7000%  | 0.0000% | $14000000.00       | $13955962.22       | Corporate Debt Securities |
| DANSKE BK AS                   FR 4.375%061228               | 2028-06-12      | 4.3750%  | 0.0000% | $6000000.00        | $6101850.83        | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49                 | 2049-01-25      | 5.5760%  | 0.0000% | $15000000.00       | $14415393.33       | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54                | 2054-02-05      | 5.3000%  | 0.0000% | $5000000.00        | $4584866.67        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48                 | 2048-11-15      | 3.9640%  | 0.0000% | $18000000.00       | $14263228.00       | Corporate Debt Securities |
| KLA CORP                       SR GLBL NT 5%49               | 2049-03-15      | 5.0000%  | 0.0000% | $10000000.00       | $9274477.78        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR NT 6.5%39                  | 2039-09-01      | 6.5000%  | 0.0000% | $10000000.00       | $10975288.89       | Corporate Debt Securities |
| MONTELL AMER FIN CORP          GLBL 144A NT 27               | 2027-03-15      | 8.1000%  | 0.0000% | $1249000.00        | $1304518.05        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.7%56              | 2056-02-04      | 6.7000%  | 0.0000% | $128923000.00      | $125646135.46      | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.8%32              | 2032-03-15      | 3.8000%  | 0.0000% | $14000000.00       | $13172335.56       | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT4.7%32              | 2032-12-15      | 4.7000%  | 0.0000% | $476000.00         | $479944.45         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT 34                 | 2034-06-11      | 5.6500%  | 0.0000% | $17551000.00       | $18222618.27       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%44               | 2044-06-01      | 6.0000%  | 0.0000% | $17000000.00       | $17559413.33       | Corporate Debt Securities |
| NSTAR ELEC CO                  GLBL DEB 5.2%35               | 2035-03-01      | 5.2000%  | 0.0000% | $18785000.00       | $19151704.07       | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 33                 | 2033-03-15      | 5.6500%  | 0.0000% | $17000000.00       | $17773906.11       | Corporate Debt Securities |
| AT&T INC                       GLBL NT 5.25%36               | 2036-10-30      | 5.2500%  | 0.0000% | $24267000.00       | $24079638.54       | Corporate Debt Securities |
| BANK OF AMERICA NA             SR GLBL NT 26                 | 2026-08-18      | 5.5260%  | 0.0000% | $11750000.00       | $11965653.62       | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT5.5%34              | 2034-02-15      | 5.5000%  | 0.0000% | $15000000.00       | $15511483.33       | Corporate Debt Securities |
| CARNIVAL CORP LTD              1LIEN 144A NT 29              | 2029-08-15      | 7.0000%  | 0.0000% | $5000000.00        | $5290411.11        | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT6.3%56              | 2056-05-15      | 6.3000%  | 0.0000% | $366337000.00      | $370687251.88      | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 48                 | 2048-03-01      | 3.9500%  | 0.0000% | $18513000.00       | $14715901.42       | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 52                 | 2052-11-22      | 6.3770%  | 0.0000% | $9891000.00        | $10522045.53       | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT1.5%26              | 2026-06-10      | 1.5000%  | 0.0000% | $7722000.00        | $7768422.09        | Corporate Debt Securities |
| JOHNSON & JOHNSON              SR GLBL NT 27                 | 2027-03-03      | 2.9500%  | 0.0000% | $11634000.00       | $11633967.68       | Corporate Debt Securities |
| NRG ENERGY INC                 1LIEN GLBL 35                 | 2035-10-15      | 5.4070%  | 0.0000% | $27100000.00       | $26727877.86       | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 56                | 2056-06-30      | 6.0500%  | 0.0000% | $10000000.00       | $10237441.67       | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 34                 | 2034-04-01      | 5.4500%  | 0.0000% | $15000000.00       | $15441908.33       | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP               | 2500-12-31      | 9.2500%  | 0.0000% | $15000000.00       | $16206916.67       | Corporate Debt Securities |
| WASHINGTON GAS LT CO           FR 3.796%091546               | 2046-09-15      | 3.7960%  | 0.0000% | $3500000.00        | $2695990.11        | Corporate Debt Securities |

### Security 320: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ANHEUSER-BUSCH COMPANIES LLC | 2046-02-01      | 4.9000%  | 0.0000% | $4927000.00        | $4560485.94        | Corporate Debt Securities |
| JPMORGAN CHASE & CO          | 2033-01-25      | 2.9630%  | 0.0000% | $103599000.00      | $95042332.68       | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION  | 2036-05-15      | 4.5000%  | 0.0000% | $6000000.00        | $5836980.00        | Corporate Debt Securities |
| INTEL CORP                   | 2036-05-15      | 5.3000%  | 0.0000% | $10000000.00       | $10009094.44       | Corporate Debt Securities |
| TARGA RESOURCES CORP         | 2033-03-15      | 6.1250%  | 0.0000% | $11401000.00       | $12202493.47       | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD       | 2027-07-02      | 5.3750%  | 0.0000% | $8640000.00        | $8894689.20        | Corporate Debt Securities |

### Security 321: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27         | 2027-07-15      | 5.7500%  | 0.0000% | $3999000.00        | $4084509.73        | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD27        | 2027-10-27      | 4.3750%  | 0.0000% | $440.00            | $294.43            | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30         | 2030-05-01      | 3.8750%  | 0.0000% | $2329000.00        | $2198375.45        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29        | 2029-02-01      | 9.5000%  | 0.0000% | $2406000.00        | $2690819.61        | Corporate Debt Securities |
| URUGUAY REP                    GLBL AMRTZ BD 55        | 2055-04-20      | 4.9750%  | 0.0000% | $205.00            | $183.25            | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32         | 2032-04-01      | 7.6250%  | 0.0000% | $669000.00         | $694706.14         | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 34         | 2034-12-01      | 5.7500%  | 0.0000% | $254000.00         | $256263.14         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33         | 2033-10-15      | 5.7500%  | 0.0000% | $983000.00         | $980353.55         | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR GLBL 144A 35         | 2035-10-01      | 6.7500%  | 0.0000% | $2000000.00        | $2078970.00        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34         | 2034-07-01      | 5.7500%  | 0.0000% | $4399000.00        | $4465278.27        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 34           | 2034-01-20      | 8.2500%  | 0.0000% | $4000.00           | $4664.05           | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  1LIEN GLBL 30           | 2030-02-15      | 7.0000%  | 0.0000% | $900000.00         | $928226.00         | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26           | 2026-09-30      | 4.2500%  | 0.0000% | $2289000.00        | $2298465.65        | Corporate Debt Securities |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27           | 2027-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3019.54           | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 30         | 2030-06-15      | 5.8750%  | 0.0000% | $5080000.00        | $5243087.76        | Corporate Debt Securities |
| LIBERTY COSTA RICA SR SECD FIN SR SEC 144A NT31        | 2031-01-15      | 10.8750% | 0.0000% | $1000000.00        | $1094569.17        | Corporate Debt Securities |
| GEN DIGITAL INC                SR GLBL 144A 33         | 2033-04-01      | 6.2500%  | 0.0000% | $397000.00         | $398710.85         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28           | 2028-10-01      | 5.8750%  | 0.0000% | $625000.00         | $631178.30         | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD50        | 2050-06-18      | 5.1000%  | 0.0000% | $312.00            | $293.84            | Corporate Debt Securities |
| SIRIUS XM RADIO LLC            SR GLBL 144A 27         | 2027-08-01      | 5.0000%  | 0.0000% | $6824000.00        | $6913182.10        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 33         | 2033-08-15      | 6.0000%  | 0.0000% | $1800000.00        | $1832676.00        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36        | 2036-01-15      | 6.7500%  | 0.0000% | $7837000.00        | $8501695.15        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30        | 2030-12-15      | 6.1250%  | 0.0000% | $2989000.00        | $3157470.83        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34         | 2034-02-15      | 6.7500%  | 0.0000% | $3688000.00        | $3755490.40        | Corporate Debt Securities |
| NEXA RES S A                   SR GLBL REGS 28         | 2028-01-18      | 6.5000%  | 0.0000% | $590000.00         | $612516.04         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29         | 2029-10-01      | 4.5000%  | 0.0000% | $2321000.00        | $2274347.90        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33         | 2033-05-15      | 8.0000%  | 0.0000% | $633000.00         | $665935.69         | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28         | 2028-12-15      | 6.6250%  | 0.0000% | $1591000.00        | $1671982.78        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 36         | 2036-02-01      | 6.5000%  | 0.0000% | $2263000.00        | $2358199.38        | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31           | 2031-02-15      | 7.1250%  | 0.0000% | $3864000.00        | $4166448.16        | Corporate Debt Securities |
| OLEODUCTO CENT S A             SR GLBL REGS 27         | 2027-07-14      | 4.0000%  | 0.0000% | $450000.00         | $451143.00         | Corporate Debt Securities |
| BUCKEYE PARTNERS L P           SR 144A NT 30           | 2030-02-01      | 6.7500%  | 0.0000% | $578000.00         | $610492.27         | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 34         | 2034-05-15      | 5.8750%  | 0.0000% | $1000000.00        | $995849.03         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 34           | 2034-10-01      | 5.5500%  | 0.0000% | $5150000.00        | $5336696.08        | Corporate Debt Securities |
| OLEODUCTO CENT S A             SR GLBL 144A 27         | 2027-07-14      | 4.0000%  | 0.0000% | $200000.00         | $200508.00         | Corporate Debt Securities |
| ORAZUL ENERGY PERU S A         SR 144A NT 32           | 2032-09-17      | 6.2500%  | 0.0000% | $395000.00         | $400020.45         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 32         | 2032-06-01      | 7.3750%  | 0.0000% | $5172000.00        | $5151184.14        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 29         | 2029-06-15      | 5.2500%  | 0.0000% | $3000000.00        | $3058070.00        | Corporate Debt Securities |
| RLJ LODGING TR                 SR SEC GLBL 26          | 2026-07-01      | 3.7500%  | 0.0000% | $8694000.00        | $8815600.08        | Corporate Debt Securities |
| SAAVI ENERGIA S A R L          SR 144A NT 35           | 2035-02-10      | 8.8750%  | 0.0000% | $250000.00         | $277655.38         | Corporate Debt Securities |
| SNAP INC                       SR GLBL 144A 34         | 2034-03-15      | 6.8750%  | 0.0000% | $2348000.00        | $2340490.97        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34         | 2034-03-15      | 5.8750%  | 0.0000% | $2006000.00        | $2017106.00        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 34         | 2034-02-01      | 6.2500%  | 0.0000% | $500000.00         | $515822.78         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 33         | 2033-04-30      | 5.2500%  | 0.0000% | $3488000.00        | $3479056.19        | Corporate Debt Securities |
| WORLD OMNI AUTO RECE TR 2023-B A-3    20280515 4.66000 | 2028-05-15      | 4.6600%  | 0.0000% | $2925000.00        | $595711.78         | Asset-Backed Securities   |
| PAREX RES INC                  SR REGS NT8.5%31        | 2031-05-11      | 8.5000%  | 0.0000% | $250000.00         | $257015.00         | Corporate Debt Securities |
| SAAVI ENERGIA S A R L          SR REGS NT 35           | 2035-02-10      | 8.8750%  | 0.0000% | $856000.00         | $950692.03         | Corporate Debt Securities |
| BANCO NACL DE COMERCIO EXT MTN SR REGS NT 30           | 2030-05-07      | 5.8750%  | 0.0000% | $500000.00         | $510945.14         | Corporate Debt Securities |
| HUNT OIL CO PERU LLC SUCURSA   SR GLBL REGS 38         | 2038-11-05      | 7.7500%  | 0.0000% | $350000.00         | $375744.83         | Corporate Debt Securities |

### Security 322: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-06
- **C.13 - Final Legal Maturity Date:** 2026-09-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW RESIDENTIAL MORTGAGE LOAN TR                                 | 2056-09-25      | 3.2500%  | 0.0000% | $4385200.00        | $532049.83         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | 2061-09-15      | 4.4420%  | 0.0000% | $59000.00          | $58998.52          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_17-JP | 2050-03-15      | 3.7232%  | 0.0000% | $425000.00         | $423484.80         | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $44812000.00       | $42317121.75       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 1.0874%  | 0.0000% | $4661000.00        | $9449.11           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.8851%  | 0.0000% | $1728608.00        | $645.55            | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_25-EWEST                                         | 2042-06-15      | 5.2047%  | 0.0000% | $35000000.00       | $35092340.96       | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.7356%  | 0.0000% | $7560000.00        | $21143.64          | Private Label Collateralized Mortgage Obligations |
| BANK_22-BNK41                                                    | 2065-04-15      | 2.5000%  | 0.0000% | $3000000.00        | $1939798.34        | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR8                                              | 2057-08-15      | 4.0000%  | 0.0000% | $4025000.00        | $3670265.12        | Private Label Collateralized Mortgage Obligations |
| BVINV_22-INV5                                                    | 2052-02-26      | 3.0000%  | 0.0000% | $7694000.00        | $4652537.88        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V18                            | 2058-10-15      | 4.5000%  | 0.0000% | $1500000.00        | $1270837.50        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                    | 2060-03-25      | 0.9700%  | 0.0000% | $28908000.00       | $1086436.29        | Private Label Collateralized Mortgage Obligations |
| BX_25-GW                                                         | 2042-07-15      | 6.4050%  | 0.0000% | $1876000.00        | $1888859.88        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                        | 2037-10-15      | 5.5920%  | 0.0000% | $4295000.00        | $4261390.19        | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 4.8085%  | 0.0000% | $7400000.00        | $480685.19         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-5                                                       | 2055-04-26      | 0.1576%  | 0.0000% | $448665000.00      | $424516.76         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2048-11-10      | 3.8180%  | 0.0000% | $2334000.00        | $401547.45         | Private Label Collateralized Mortgage Obligations |
| CONE_24-DFW1                                                     | 2041-08-15      | 6.3449%  | 0.0000% | $1550000.00        | $1548572.04        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_24-SBL                                  | 2034-08-15      | 5.5101%  | 0.0000% | $13000000.00       | $10004871.99       | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2039-10-15      | 5.2873%  | 0.0000% | $5000000.00        | $4997829.89        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 4.7416%  | 0.0000% | $9594000.00        | $3640222.25        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.8245%  | 0.0000% | $105206000.00      | $58335.80          | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.4589%  | 0.0000% | $350273000.00      | $2141454.87        | Private Label Collateralized Mortgage Obligations |
| KRE_25-AIP4                                                      | 2042-03-15      | 4.9271%  | 0.0000% | $14000000.00       | $13085881.94       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 1.0648%  | 0.0000% | $65730000.00       | $142525.72         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $141504.66         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.5490%  | 0.0000% | $165907000.00      | $2390620.33        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_21-APPL        | 2038-08-15      | 4.8425%  | 0.0000% | $6125000.00        | $5605896.95        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $755778.42         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM13                                           | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $1488288.22        | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                                | 2039-09-15      | 5.4703%  | 0.0000% | $12000000.00       | $5233910.11        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_22-NQM1                                            | 2067-08-25      | 5.3853%  | 0.0000% | $2426000.00        | $1572709.06        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-IN10                                                    | 2056-10-25      | 6.7720%  | 0.0000% | $6584000.00        | $6822480.79        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $103783.04         | Private Label Collateralized Mortgage Obligations |
| RATE_25-J1                                                       | 2055-03-25      | 0.5000%  | 0.0000% | $18375000.00       | $92457.78          | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4124%  | 0.0000% | $351685000.00      | $1132091.12        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-13                                                       | 2056-01-25      | 5.0000%  | 0.0000% | $125000.00         | $112713.58         | Private Label Collateralized Mortgage Obligations |
| STAR_22-4                                                        | 2067-05-25      | 5.1920%  | 0.0000% | $25194000.00       | $25212875.90       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $413376.06         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-03-15      | 4.3110%  | 0.0000% | $675000.00         | $586821.38         | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.9591%  | 0.0000% | $54372838.00       | $330475.50         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.5360%  | 0.0000% | $1000000.00        | $3716.40           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C44                | 2051-05-15      | 0.8637%  | 0.0000% | $1008000.00        | $9614.22           | Private Label Collateralized Mortgage Obligations |
| ALEN 2021-ACEN MORTGAGE TRUST ALEN_21-ACEN                       | 2038-04-15      | 4.8920%  | 0.0000% | $5620000.00        | $5349691.74        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 4.7951%  | 0.0000% | $10234000.00       | $9518276.16        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIRC                          | 2039-08-15      | 5.3192%  | 0.0000% | $19409000.00       | $16940932.88       | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.7695%  | 0.0000% | $190134.00         | $172803.99         | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST DCOT_19-MTC                                      | 2045-09-15      | 3.1744%  | 0.0000% | $1000000.00        | $878212.33         | Private Label Collateralized Mortgage Obligations |
| GSMBS_26-PJ1                                                     | 2056-06-26      | 4.8621%  | 0.0000% | $5000000.00        | $4637127.56        | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-2                                                       | 2050-07-25      | 3.8139%  | 0.0000% | $2096000.00        | $1577173.84        | Private Label Collateralized Mortgage Obligations |
| LQR_25-CALI                                                      | 2043-01-15      | 5.2271%  | 0.0000% | $10000000.00       | $10014077.57       | Private Label Collateralized Mortgage Obligations |
| MFRA_21-INV2                                                     | 2056-11-25      | 2.2640%  | 0.0000% | $16000000.00       | $8038478.18        | Asset-Backed Securities                           |
| MFRA_21-AEI1                                                     | 2051-08-25      | 2.5000%  | 0.0000% | $5000000.00        | $3148952.37        | Asset-Backed Securities                           |
| MFRA_23-INV2                                                     | 2058-10-25      | 7.6500%  | 0.0000% | $5000000.00        | $5044480.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.8249%  | 0.0000% | $2437050.00        | $2096046.49        | Private Label Collateralized Mortgage Obligations |
| OAKST_23-NLP                                                     | 2040-03-15      | 6.2981%  | 0.0000% | $3500000.00        | $1633282.78        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 3.6590%  | 0.0000% | $14000000.00       | $12260862.45       | Private Label Collateralized Mortgage Obligations |
| STAR_22-2                                                        | 2067-02-25      | 4.2000%  | 0.0000% | $9761000.00        | $7912644.03        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | 2034-12-15      | 4.5500%  | 0.0000% | $11848000.00       | $11075795.42       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C5                | 2058-07-15      | 4.2500%  | 0.0000% | $1000000.00        | $876381.56         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C7                | 2058-12-15      | 5.2030%  | 0.0000% | $5429247.00        | $5521917.60        | Private Label Collateralized Mortgage Obligations |
| BARIL_26-FL1                                                     | 2043-08-20      | 5.7583%  | 0.0000% | $12000000.00       | $12046613.76       | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST HOMES_26-AFC1                                        | 2061-02-25      | 4.8460%  | 0.0000% | $15000000.00       | $14618942.48       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_26-NMR1                                           | 2067-11-25      | 5.5020%  | 0.0000% | $11000000.00       | $10694928.36       | Private Label Collateralized Mortgage Obligations |
| WILLOBROOK MALL WBRK_25-WBRK                                     | 2035-03-05      | 6.0752%  | 0.0000% | $12300000.00       | $12137014.52       | Private Label Collateralized Mortgage Obligations |
| AOMT_23-1                                                        | 2067-09-26      | 4.7500%  | 0.0000% | $1625000.00        | $1140593.88        | Asset-Backed Securities                           |
| BBCCRE TRUST BBCCR_15-GTP                                        | 2033-08-10      | 3.9660%  | 0.0000% | $15000000.00       | $13801717.63       | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-AGW                                                     | 2036-06-15      | 4.9916%  | 0.0000% | $1470000.00        | $1470240.37        | Private Label Collateralized Mortgage Obligations |
| BINOM_22-RPL1                                                    | 2061-02-28      | 3.0000%  | 0.0000% | $165000.00         | $135222.34         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIR2                          | 2041-10-15      | 5.1194%  | 0.0000% | $37983000.00       | $36618922.34       | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 3.3110%  | 0.0000% | $190000.00         | $146005.28         | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN36                                                     | 2064-09-15      | 2.4700%  | 0.0000% | $200000.00         | $177949.82         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_21-BN38                                                | 2064-12-15      | 2.8850%  | 0.0000% | $333000.00         | $284246.44         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BNK40                                               | 2064-03-15      | 3.5067%  | 0.0000% | $30000.00          | $27862.95          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BN7                                                 | 2060-09-15      | 3.4350%  | 0.0000% | $6760000.00        | $6685752.67        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                             | 2051-10-10      | 3.9950%  | 0.0000% | $4650000.00        | $4601771.23        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-SLCT                          | 2042-01-15      | 6.5683%  | 0.0000% | $4500000.00        | $4511476.45        | Private Label Collateralized Mortgage Obligations |
| CIP COMMERCIAL MORTGAGE TRUST CIP_25-SBAY                        | 2037-10-15      | 5.0271%  | 0.0000% | $7000000.00        | $7022434.86        | Private Label Collateralized Mortgage Obligations |
| CSMC_20-SPT1                                                     | 2065-04-27      | 3.3880%  | 0.0000% | $1200000.00        | $1087227.73        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVENUE SECURITIES TRUST CAS_26-R01                   | 2046-01-25      | 4.9621%  | 0.0000% | $1680000.00        | $1679100.37        | Private Label Collateralized Mortgage Obligations |
| CROSSM_26-NQM3                                                   | 2071-03-25      | 5.1250%  | 0.0000% | $4000000.00        | $3837241.39        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TRUST FSMT_21-1                                | 2051-02-01      | 2.5000%  | 0.0000% | $7800000.00        | $3695588.57        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                                     | 2055-12-27      | 5.0000%  | 0.0000% | $6750000.00        | $6430636.49        | Private Label Collateralized Mortgage Obligations |
| GSMS_25-BEDS                                                     | 2042-12-15      | 5.1271%  | 0.0000% | $10000000.00       | $9971798.68        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST JPMCG_24-WOLF                                   | 2039-03-15      | 6.5171%  | 0.0000% | $1068000.00        | $1078049.26        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-13                                                      | 2052-04-25      | 2.5000%  | 0.0000% | $19500000.00       | $10825586.27       | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-2                                                       | 2055-07-26      | 0.2819%  | 0.0000% | $368315040.00      | $634619.24         | Private Label Collateralized Mortgage Obligations |
| JPMMT_17-6                                                       | 2048-12-25      | 3.7776%  | 0.0000% | $150000.00         | $103395.44         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OP | 2039-01-05      | 3.3765%  | 0.0000% | $1400000.00        | $1169176.63        | Private Label Collateralized Mortgage Obligations |
| JW COMMERCIAL MORTGAGE TRUST JW_26-MRCO                          | 2039-06-15      | 0.0000%  | 0.0000% | $10200000.00       | $10278389.26       | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MORTGAGE TRUST KSL_25-MH                          | 2042-12-15      | 6.5688%  | 0.0000% | $17500000.00       | $17488354.19       | Private Label Collateralized Mortgage Obligations |
| MFRA TRUST MFRA_22-RPL1                                          | 2061-08-25      | 3.3000%  | 0.0000% | $100000.00         | $52099.12          | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_23-NQM3                                           | 2068-07-25      | 6.6170%  | 0.0000% | $16047800.00       | $8358608.71        | Private Label Collateralized Mortgage Obligations |
| MFRA_26-INV1                                                     | 2026-06-01      | 0.0000%  | 0.0000% | $12500000.00       | $12414642.67       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_22-L8                         | 2055-04-16      | 3.9172%  | 0.0000% | $500000.00         | $458575.75         | Private Label Collateralized Mortgage Obligations |
| NRZT_26-NQM5                                                     | 2066-04-26      | 5.1750%  | 0.0000% | $895000.00         | $891477.39         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_26-NQM6                 | 2066-05-25      | 5.2930%  | 0.0000% | $17121719.00       | $17023565.68       | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                                      | 2056-04-25      | 0.8015%  | 0.0000% | $80000000.00       | $1574193.36        | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                                      | 2056-04-25      | 0.0000%  | 0.0000% | $10562000.00       | $10515503.75       | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                                      | 2056-04-25      | 0.0000%  | 0.0000% | $7105000.00        | $6831573.06        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_22-NQM1                                            | 2067-08-25      | 5.3442%  | 0.0000% | $3827200.00        | $3814119.39        | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-INV4                                                    | 2057-03-26      | 0.0000%  | 0.0000% | $4330000.00        | $4537086.19        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                                      | 2057-01-25      | 5.5000%  | 0.0000% | $650000.00         | $576663.76         | Private Label Collateralized Mortgage Obligations |
| PMTLT_24-INV1                                                    | 2059-10-25      | 0.2671%  | 0.0000% | $331004000.00      | $1319733.94        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_21-INV1                    | 2051-08-25      | 2.5000%  | 0.0000% | $2146000.00        | $1347107.00        | Private Label Collateralized Mortgage Obligations |
| SAMART_26-CES1                                                   | 2056-01-25      | 5.3010%  | 0.0000% | $1709000.00        | $1697093.40        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-MED1                                                     | 2056-04-25      | 6.8709%  | 0.0000% | $13744000.00       | $13239781.82       | Private Label Collateralized Mortgage Obligations |
| TPMT_24-2                                                        | 2064-12-25      | 4.9139%  | 0.0000% | $500000.00         | $375806.33         | Private Label Collateralized Mortgage Obligations |
| VERUS_26-R4                                                      | 2067-12-27      | 5.6310%  | 0.0000% | $5300000.00        | $5312771.23        | Private Label Collateralized Mortgage Obligations |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                      | 2027-11-15      | 6.4161%  | 0.0000% | $10333000.00       | $9095209.54        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERICIAL MORTGAGE TRUST WHARF_25-DC                     | 2040-07-15      | 5.7289%  | 0.0000% | $105000.00         | $106436.52         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C56                | 2053-06-15      | 2.4480%  | 0.0000% | $35000.00          | $32302.24          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-C65                | 2058-10-15      | 5.2920%  | 0.0000% | $1640000.00        | $1666736.92        | Private Label Collateralized Mortgage Obligations |

### Security 323: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREEDOM MORTGAGE CORP        | 2030-10-01      | 12.2500% | 0.0000% | $13250000.00       | $14582633.47       | Corporate Debt Securities |
| FERRELLGAS LP                | 2029-04-01      | 5.8750%  | 0.0000% | $7959000.00        | $7868150.23        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC  | 2031-04-01      | 8.0000%  | 0.0000% | $14941000.00       | $15272524.19       | Corporate Debt Securities |
| RAKUTEN GROUP INC            | 2027-02-15      | 11.2500% | 0.0000% | $13787000.00       | $14751400.65       | Corporate Debt Securities |
| SABRE FINANCIAL BORROWER LLC | 2029-06-15      | 11.1250% | 0.0000% | $14000000.00       | $15279051.67       | Corporate Debt Securities |
| CENTENE CORP                 | 2027-12-15      | 4.2500%  | 0.0000% | $15000000.00       | $15250516.67       | Corporate Debt Securities |
| PR RNO PROPERTY OWNER 1 LLC  | 2031-05-01      | 6.5000%  | 0.0000% | $13838000.00       | $13900624.64       | Corporate Debt Securities |

### Security 324: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-04
- **C.13 - Final Legal Maturity Date:** 2026-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BATLN_15                                       | 2033-01-17      | 0.0000%  | 0.0000% | $2250000.00        | $786687.75         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_26-NQM1  | 2065-12-25      | 4.8300%  | 0.0000% | $17000000.00       | $16448804.09       | Private Label Collateralized Mortgage Obligations |
| CPS_24-A                                       | 2031-08-15      | 8.4200%  | 0.0000% | $1033000.00        | $1074072.54        | Asset-Backed Securities                           |
| KKR_29                                         | 2037-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $780000.00         | Asset-Backed Securities                           |
| OAKCL_19-3A                                    | 2031-07-21      | 0.0000%  | 0.0000% | $1750000.00        | $794024.00         | Asset-Backed Securities                           |
| OCT32_17-1A                                    | 2029-07-15      | 0.0000%  | 0.0000% | $7378640.00        | $1097506.29        | Asset-Backed Securities                           |
| PAID_24-10                                     | 2032-06-15      | 10.4120% | 0.0000% | $2000000.00        | $1175897.47        | Asset-Backed Securities                           |
| PAIDGT_25-2                                    | 2032-10-15      | 10.8950% | 0.0000% | $2316667.00        | $639178.95         | Asset-Backed Securities                           |
| PAIDGT_25-7                                    | 2033-05-15      | 8.8900%  | 0.0000% | $1500000.00        | $1507610.96        | Asset-Backed Securities                           |
| PLMRS_21-4A                                    | 2034-10-15      | 0.0000%  | 0.0000% | $4300000.00        | $1419000.00        | Asset-Backed Securities                           |
| SUNRUN CALLISTO ISSUER LLC SUNRN_24-2A         | 2059-07-30      | 6.2500%  | 0.0000% | $1000000.00        | $972626.45         | Asset-Backed Securities                           |
| THRUST ENGINE LEASING DAC THRST_21-1A          | 2040-07-15      | 6.1210%  | 0.0000% | $1175000.00        | $962644.45         | Asset-Backed Securities                           |
| AUTHB_21-1                                     | 2051-07-30      | 3.7340%  | 0.0000% | $200000.00         | $180066.24         | Asset-Backed Securities                           |
| ACHV ABS TRUST ACHV_24-2PL                     | 2031-10-27      | 5.4300%  | 0.0000% | $116000.00         | $25097.89          | Asset-Backed Securities                           |
| ABT_24-A                                       | 2031-08-18      | 11.2500% | 0.0000% | $383000.00         | $397817.69         | Asset-Backed Securities                           |
| APLPT_23-1                                     | 2053-09-15      | 21.0991% | 0.0000% | $19107759.00       | $219052.56         | Asset-Backed Securities                           |
| AJAXM_23-C                                     | 2063-05-25      | 3.5000%  | 0.0000% | $625000.00         | $408464.86         | Private Label Collateralized Mortgage Obligations |
| APID_22-42A                                    | 2036-01-20      | 0.0000%  | 0.0000% | $1070000.00        | $706091.93         | Asset-Backed Securities                           |
| ARCMT_25-RTL1                                  | 2040-10-25      | 6.8090%  | 0.0000% | $371000.00         | $370711.57         | Private Label Collateralized Mortgage Obligations |
| BALLY_22-19A                                   | 2035-04-20      | 0.0000%  | 0.0000% | $1500000.00        | $435000.00         | Asset-Backed Securities                           |
| CIFC_15-4A                                     | 2027-10-20      | 0.0000%  | 0.0000% | $5684000.00        | $1421000.00        | Asset-Backed Securities                           |
| CAJUN_25-2                                     | 2055-11-20      | 6.3061%  | 0.0000% | $500000.00         | $494990.00         | Asset-Backed Securities                           |
| CANYC_16-1                                     | 2031-07-15      | 0.0000%  | 0.0000% | $2111500.00        | $726432.01         | Asset-Backed Securities                           |
| COMMONBOND STUDENT LOAN TRUST CB               | 2040-10-25      | 2.7300%  | 0.0000% | $450000.00         | $4464.84           | Asset-Backed Securities                           |
| COMMONBOND STUDENT LOAN TRUST CB               | 2040-10-25      | 5.1488%  | 0.0000% | $1500000.00        | $31770.85          | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_18-2A                   | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $200.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                   | 2119-04-15      | 0.0000%  | 0.0000% | $5000000.00        | $500.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                   | 2119-04-17      | 0.0000%  | 0.0000% | $3750000.00        | $1549.92           | Asset-Backed Securities                           |
| GODDAR_24-1                                    | 2054-10-30      | 6.8340%  | 0.0000% | $341000.00         | $340561.92         | Asset-Backed Securities                           |
| GWOLF_5                                        | 2027-04-26      | 0.0000%  | 0.0000% | $1318000.00        | $425254.02         | Asset-Backed Securities                           |
| LOANPAL SOLAR LOAN LTD LPSLT_21-2GS            | 2048-03-20      | 2.2200%  | 0.0000% | $1385000.00        | $614489.21         | Asset-Backed Securities                           |
| MADPF_18A                                      | 2026-10-21      | 0.0000%  | 0.0000% | $1317000.00        | $345071.12         | Asset-Backed Securities                           |
| MDPK_16-20A                                    | 2037-10-27      | 0.0000%  | 0.0000% | $3420000.00        | $205200.00         | Asset-Backed Securities                           |
| NEIGHBORLY ISSUER LLC NBLY_22-1A               | 2052-01-30      | 3.6950%  | 0.0000% | $1500000.00        | $1364485.66        | Asset-Backed Securities                           |
| OPORTUN FUNDING LLC OPTN_21-B                  | 2031-05-08      | 3.6500%  | 0.0000% | $1050000.00        | $112653.58         | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_22-1A       | 2030-02-15      | 3.6020%  | 0.0000% | $1000000.00        | $407315.27         | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_23-1        | 2031-02-15      | 7.8790%  | 0.0000% | $960000.00         | $606821.32         | Asset-Backed Securities                           |
| REGT4_10                                       | 2031-01-17      | 0.0000%  | 0.0000% | $1000000.00        | $264418.00         | Asset-Backed Securities                           |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A         | 2059-01-30      | 5.7500%  | 0.0000% | $300000.00         | $273125.14         | Asset-Backed Securities                           |
| SUNRUN NEPTUNE ISSUER LLC SUNRN_24-1           | 2055-01-30      | 6.2700%  | 0.0000% | $900000.00         | $737327.05         | Asset-Backed Securities                           |
| TELOS CLO LTD TELOS_13-3A                      | 2026-07-17      | 10.6920% | 0.0000% | $6995000.00        | $55495.95          | Asset-Backed Securities                           |
| TRNTS_11                                       | 2032-07-15      | 0.0000%  | 0.0000% | $2000000.00        | $516280.00         | Asset-Backed Securities                           |
| VENTR_34                                       | 2031-10-15      | 0.0000%  | 0.0000% | $6686302.00        | $295026.39         | Asset-Backed Securities                           |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-C            | 2061-01-01      | 2.1150%  | 0.0000% | $2430000.00        | $653972.73         | Private Label Collateralized Mortgage Obligations |
| CASCADE FUNDING MORTGAGE TRUST CFMT_24-HB14    | 2034-06-25      | 3.0000%  | 0.0000% | $717228.00         | $698931.76         | Private Label Collateralized Mortgage Obligations |
| COLT FUNDING LLC COLT_26-3                     | 2071-05-25      | 5.1190%  | 0.0000% | $18000000.00       | $18068603.00       | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO VIII LTD ELMW8_21-1A               | 2034-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $650000.00         | Asset-Backed Securities                           |
| HLM_25-24A                                     | 2038-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $1276114.00        | Asset-Backed Securities                           |
| ICG_14-1RR                                     | 2034-10-20      | 0.0000%  | 0.0000% | $8687500.00        | $1246508.56        | Asset-Backed Securities                           |
| OLIT 2024-HB2 A                                | 2037-08-25      | 5.0000%  | 0.0000% | $2000000.00        | $581599.00         | Private Label Collateralized Mortgage Obligations |
| PRPM_24-7                                      | 2029-12-25      | 5.8700%  | 0.0000% | $100000.00         | $56249.93          | Private Label Collateralized Mortgage Obligations |
| RAD_12                                         | 2125-07-30      | 0.0000%  | 0.0000% | $1696000.00        | $542720.00         | Asset-Backed Securities                           |
| SUNLLC_24-pr1                                  | 2059-10-30      | 6.5000%  | 0.0000% | $1507000.00        | $1423958.90        | Asset-Backed Securities                           |
| TPG REAL ESTATE FINANCE ISSUER LTD TRTX_25-FL7 | 2043-06-18      | 5.0751%  | 0.0000% | $12261866.00       | $12283503.80       | Private Label Collateralized Mortgage Obligations |

### Security 325: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $168500000.00
- **C.18.a - Value (excl. sponsor support):** $168500000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO                                              | 2029-04-23      | 4.0050%  | 0.0000% | $23000.00          | $22877.30          | Corporate Debt Securities                         |
| AMAZON.COM INC                                                   | 2027-04-13      | 3.3000%  | 0.0000% | $30000.00          | $29948.60          | Corporate Debt Securities                         |
| NRG ENERGY INC                                                   | 2033-03-15      | 7.0000%  | 0.0000% | $51000.00          | $55999.47          | Corporate Debt Securities                         |
| HMH TRUST HMH_17-NSS                                             | 2031-07-05      | 3.0622%  | 0.0000% | $6738540.00        | $5390169.67        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_17-ASHF                       | 2032-11-15      | 5.8740%  | 0.0000% | $6045000.00        | $20138.30          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                                                    | 2031-06-03      | 2.5720%  | 0.0000% | $210000.00         | $195704.09         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TRUST JPMMT_25-VIS2                           | 2063-01-25      | 5.3850%  | 0.0000% | $165000.00         | $155455.06         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM20                            | 2065-10-25      | 5.0210%  | 0.0000% | $350000.00         | $300805.01         | Private Label Collateralized Mortgage Obligations |
| AGTT_24-NLP                                                      | 2041-08-15      | 8.2814%  | 0.0000% | $5151000.00        | $3495993.46        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                                                   | 2030-01-09      | 3.6200%  | 0.0000% | $1000.00           | $1003.93           | Corporate Debt Securities                         |
| SRPT_14-STAR                                                     | 2027-11-15      | 5.8675%  | 0.0000% | $8188944.00        | $3774868.86        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                                | 2054-11-15      | 2.8000%  | 0.0000% | $50000.00          | $32097.59          | Private Label Collateralized Mortgage Obligations |
| MPLX LP                                                          | 2034-06-01      | 5.5000%  | 0.0000% | $10000.00          | $10409.64          | Corporate Debt Securities                         |
| INVERSIONES CMPC S.A.                                            | 2031-04-06      | 3.0000%  | 0.0000% | $319000.00         | $280754.03         | Corporate Debt Securities                         |
| ACCENTURE CAPITAL INC                                            | 2027-10-04      | 3.9000%  | 0.0000% | $8000.00           | $8023.19           | Corporate Debt Securities                         |
| BRIGHTHOUSE FINANCIAL INC                                        | 2027-06-22      | 3.7000%  | 0.0000% | $8000.00           | $8014.61           | Corporate Debt Securities                         |
| JPMMT_22-LTV1                                                    | 2052-07-25      | 0.2244%  | 0.0000% | $19269690.00       | $90396.52          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_24-VIS2                           | 2064-11-25      | 5.8530%  | 0.0000% | $8673230.00        | $6650490.24        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_25-NQM4                           | 2066-03-25      | 4.9540%  | 0.0000% | $3596869.00        | $3190008.63        | Private Label Collateralized Mortgage Obligations |
| ORACLE CORPORATION                                               | 2036-07-15      | 3.8500%  | 0.0000% | $200000.00         | $169630.11         | Corporate Debt Securities                         |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                         | 2038-05-15      | 4.8925%  | 0.0000% | $10000.00          | $10013.75          | Private Label Collateralized Mortgage Obligations |
| ADMT_23-NQM3                                                     | 2068-07-25      | 8.0232%  | 0.0000% | $316133.00         | $317601.85         | Private Label Collateralized Mortgage Obligations |
| ALLY FINANCIAL INC                                               | 2031-01-17      | 5.5430%  | 0.0000% | $82000.00          | $84197.14          | Corporate Debt Securities                         |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-0A9                  | 2046-07-20      | 4.1371%  | 0.0000% | $44499900.00       | $2212188.77        | Private Label Collateralized Mortgage Obligations |
| CWALT_06-OA11-A1C                                                | 2046-09-25      | 4.1988%  | 0.0000% | $8435000.00        | $5922665.47        | Private Label Collateralized Mortgage Obligations |
| AHM_04-4                                                         | 2045-02-25      | 4.5238%  | 0.0000% | $12500000.00       | $5257112.43        | Private Label Collateralized Mortgage Obligations |
| AVALONBAY COMMUNITIES INC                                        | 2048-04-15      | 4.3500%  | 0.0000% | $1000.00           | $833.74            | Corporate Debt Securities                         |
| BBUBST_12-TFT                                                    | 2030-06-05      | 3.6779%  | 0.0000% | $6000000.00        | $4351610.06        | Private Label Collateralized Mortgage Obligations |
| BX_26-VLT9                                                       | 2045-03-15      | 6.1771%  | 0.0000% | $100000.00         | $100302.72         | Private Label Collateralized Mortgage Obligations |
| BAXTER INTERNATIONAL INC.                                        | 2035-12-15      | 5.6500%  | 0.0000% | $3000.00           | $3039.50           | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_18-B1                             | 2051-01-15      | 4.0590%  | 0.0000% | $2500000.00        | $2362515.00        | Private Label Collateralized Mortgage Obligations |
| BROADCOM INC                                                     | 2032-04-15      | 5.2000%  | 0.0000% | $618000.00         | $634077.61         | Corporate Debt Securities                         |
| COMM MORTGAGE TRUST COMM_14-UBS5                                 | 2047-09-10      | 4.8829%  | 0.0000% | $2378500.00        | $2216126.79        | Private Label Collateralized Mortgage Obligations |
| COMM_16-COR1                                                     | 2049-10-10      | 4.4034%  | 0.0000% | $177920.00         | $154900.06         | Private Label Collateralized Mortgage Obligations |
| CSMC_22-NQM2                                                     | 2067-02-25      | 4.0000%  | 0.0000% | $12125800.00       | $7355244.86        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                                                  | 2030-04-01      | 3.7500%  | 0.0000% | $44000.00          | $42843.31          | Corporate Debt Securities                         |
| CHUBB INA HOLDINGS LLC                                           | 2036-05-20      | 5.3000%  | 0.0000% | $2663000.00        | $2697792.10        | Corporate Debt Securities                         |
| CGCMT_14-GC25                                                    | 2047-10-10      | 3.5480%  | 0.0000% | $925825.00         | $400733.69         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-02-12      | 2.8500%  | 0.0000% | $1232542.00        | $808420.19         | Private Label Collateralized Mortgage Obligations |
| CMLTI_22-J1                                                      | 2052-02-25      | 0.0000%  | 0.0000% | $127942326.00      | $452913.14         | Private Label Collateralized Mortgage Obligations |
| COMM_24-WCL1                                                     | 2041-06-15      | 8.1150%  | 0.0000% | $100000.00         | $100315.58         | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH BANK OF AUSTRALIA                                   | 2047-07-12      | 3.9000%  | 0.0000% | $152000.00         | $123053.37         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA                                               | 2079-12-31      | 6.7000%  | 0.0000% | $220000.00         | $223258.93         | Corporate Debt Securities                         |
| UBS GROUP AG                                                     | 2033-08-12      | 6.5370%  | 0.0000% | $251000.00         | $274096.87         | Corporate Debt Securities                         |
| CROSS MORTGAGE TRUST CROSS_26-NQM1                               | 2061-02-25      | 4.6990%  | 0.0000% | $2117770.00        | $2020820.43        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST CROSS_26-NQM1                               | 2061-02-25      | 4.6990%  | 0.0000% | $5562252.00        | $5307617.19        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST CROSS_25-H10                                | 2071-01-25      | 4.9680%  | 0.0000% | $9549209.00        | $8960310.20        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE INC                                                 | 2028-01-11      | 5.0000%  | 0.0000% | $27000.00          | $27715.14          | Corporate Debt Securities                         |
| DEUTSCHE BANK COMMERCIAL MORTGAG                                 | 2036-08-10      | 2.8330%  | 0.0000% | $38115000.00       | $6428226.02        | Private Label Collateralized Mortgage Obligations |
| DOLP_21-NYC                                                      | 2041-05-10      | 0.0000%  | 0.0000% | $6000058.00        | $5085929.48        | Private Label Collateralized Mortgage Obligations |
| DARDEN RESTAURANTS INC                                           | 2033-10-10      | 6.3000%  | 0.0000% | $294000.00         | $316760.01         | Corporate Debt Securities                         |
| DABLT_07-AB1                                                     | 2037-04-25      | 3.9988%  | 0.0000% | $32100000.00       | $2261526.08        | Private Label Collateralized Mortgage Obligations |
| DOLLAR GENERAL CORP                                              | 2030-04-03      | 3.5000%  | 0.0000% | $7000.00           | $6704.07           | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                         | 2042-12-15      | 3.8000%  | 0.0000% | $1000.00           | $824.91            | Corporate Debt Securities                         |
| FONTAINEBLEAU MIAMI BEACH TRUST FMBT_24-FBLU                     | 2039-12-15      | 7.8771%  | 0.0000% | $2120000.00        | $2142394.22        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                                 | 2050-08-10      | 3.0000%  | 0.0000% | $6995000.00        | $5690078.09        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_06-1                        | 2036-03-19      | 4.2073%  | 0.0000% | $2681204.00        | $167978.40         | Private Label Collateralized Mortgage Obligations |
| HVMLT_05-9                                                       | 2035-06-20      | 5.2171%  | 0.0000% | $3412730.00        | $399665.07         | Private Label Collateralized Mortgage Obligations |
| HVMLT_06-12                                                      | 2036-12-19      | 4.2073%  | 0.0000% | $37244994.00       | $6118381.05        | Private Label Collateralized Mortgage Obligations |
| HVMLT_07-5                                                       | 2037-09-19      | 3.9573%  | 0.0000% | $52932.00          | $1513.85           | Private Label Collateralized Mortgage Obligations |
| HMBT_05-1                                                        | 2035-03-25      | 4.1988%  | 0.0000% | $134716591.00      | $2093996.44        | Private Label Collateralized Mortgage Obligations |
| IDAHO POWER COMPANY                                              | 2036-03-01      | 4.8500%  | 0.0000% | $1000.00           | $986.94            | Corporate Debt Securities                         |
| JP MORGAN CHASE COMMERCIAL MORTG                                 | 2050-09-15      | 4.5622%  | 0.0000% | $546088.00         | $412559.21         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP JPMCC_22-NLP | 2037-04-15      | 6.4849%  | 0.0000% | $2000000.00        | $1836323.68        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST                       | 2053-05-13      | 1.7500%  | 0.0000% | $3866000.00        | $2125643.21        | Private Label Collateralized Mortgage Obligations |
| MARM_05-1                                                        | 2035-03-25      | 4.9144%  | 0.0000% | $11624990.00       | $1385016.20        | Private Label Collateralized Mortgage Obligations |
| MERCK & CO INC                                                   | 2028-05-22      | 4.3000%  | 0.0000% | $108000.00         | $108283.62         | Corporate Debt Securities                         |
| NATIONAL SECURITIES CLEARING CORP                                | 2027-11-21      | 5.1000%  | 0.0000% | $3569000.00        | $3617336.16        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2027-05-01      | 3.5500%  | 0.0000% | $23000.00          | $22916.54          | Corporate Debt Securities                         |
| OBX_24-NQM3                                                      | 2063-12-26      | 0.4375%  | 0.0000% | $219526716.00      | $129063.23         | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM3                                                      | 2063-12-26      | 0.0000%  | 0.0000% | $219952000.00      | $4097007.63        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM15                            | 2065-07-27      | 5.1430%  | 0.0000% | $5166267.00        | $3909979.62        | Private Label Collateralized Mortgage Obligations |
| OBX_NQM                                                          | 2066-01-25      | 5.3210%  | 0.0000% | $6105287.00        | $5942291.17        | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM5                                                      | 2066-01-25      | 6.6231%  | 0.0000% | $4664669.00        | $4610008.47        | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM5                                                      | 2066-01-25      | 0.0000%  | 0.0000% | $376907000.00      | $8164345.20        | Private Label Collateralized Mortgage Obligations |
| NYC_26-1325                                                      | 2041-05-05      | 6.9077%  | 0.0000% | $2053000.00        | $2067593.48        | Private Label Collateralized Mortgage Obligations |
| NYC_26-1325                                                      | 2041-05-05      | 6.9077%  | 0.0000% | $2947000.00        | $2967948.35        | Private Label Collateralized Mortgage Obligations |
| PRKCM_23-AFC4                                                    | 2058-11-25      | 7.9226%  | 0.0000% | $6047000.00        | $6103503.22        | Private Label Collateralized Mortgage Obligations |
| PACW_22-1                                                        | 2052-06-27      | 15.8581% | 0.0000% | $3289000.00        | $2832268.55        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO LTD PLMRS_19-1                                 | 2038-08-14      | 4.8963%  | 0.0000% | $1459400.00        | $1466201.01        | Asset-Backed Securities                           |
| RESIDENTIAL ACCREDIT LOANS INC RALI_05-QO5                       | 2046-01-25      | 4.7667%  | 0.0000% | $19420093.00       | $897902.17         | Private Label Collateralized Mortgage Obligations |
| SARM_04-18                                                       | 2034-12-25      | 4.2288%  | 0.0000% | $10180000.00       | $2260252.09        | Private Label Collateralized Mortgage Obligations |
| SARM_05-19XS                                                     | 2035-10-25      | 4.4188%  | 0.0000% | $32705900.00       | $7297942.30        | Private Label Collateralized Mortgage Obligations |
| SAMI_06-AR3                                                      | 2036-04-25      | 4.2388%  | 0.0000% | $58500000.00       | $1810400.63        | Private Label Collateralized Mortgage Obligations |
| THARALDSON HOTEL PORTFOLIO TRUST THPT_23-THL                     | 2034-12-10      | 7.4282%  | 0.0000% | $970000.00         | $963728.08         | Private Label Collateralized Mortgage Obligations |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | 2057-09-15      | 3.8937%  | 0.0000% | $18960921.00       | $6224453.98        | Private Label Collateralized Mortgage Obligations |
| VULCAN MATERIALS COMPANY                                         | 2027-04-01      | 3.9000%  | 0.0000% | $5000.00           | $5018.82           | Corporate Debt Securities                         |
| WAMU_05-AR6                                                      | 2045-04-25      | 4.5988%  | 0.0000% | $10431056.00       | $3094199.15        | Private Label Collateralized Mortgage Obligations |
| WAMU_07-OA6                                                      | 2047-07-25      | 4.5767%  | 0.0000% | $55715050.00       | $6964749.09        | Private Label Collateralized Mortgage Obligations |
| WALMART INC                                                      | 2035-09-01      | 5.2500%  | 0.0000% | $2000.00           | $2100.29           | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                            | 2032-05-20      | 4.8440%  | 0.0000% | $2000.00           | $1998.12           | Corporate Debt Securities                         |
| WFCM_25-NYCH                                                     | 2042-06-15      | 7.5663%  | 0.0000% | $100000.00         | $99836.94          | Private Label Collateralized Mortgage Obligations |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                         | 2035-05-29      | 5.5000%  | 0.0000% | $6000.00           | $6131.70           | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                           | 2055-03-15      | 6.0000%  | 0.0000% | $143000.00         | $144978.17         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                               | 2033-08-08      | 6.9210%  | 0.0000% | $1000000.00        | $1104879.75        | Corporate Debt Securities                         |

### Security 326: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.910000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-03
- **C.13 - Final Legal Maturity Date:** 2026-07-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| OBX_20-INV1                                              | 2049-12-27      | 4.3220%  | 0.0000% | $9927000.00        | $7626303.63        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                              | 2051-09-25      | 3.0506%  | 0.0000% | $3522000.00        | $2609783.37        | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                             | 2055-12-16      | 2.3693%  | 0.0000% | $2195000.00        | $284578.55         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B31                                             | 2054-12-15      | 2.2500%  | 0.0000% | $832000.00         | $475117.76         | Private Label Collateralized Mortgage Obligations |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_18-CX11            | 2051-04-15      | 2.7500%  | 0.0000% | $1165000.00        | $953826.14         | Private Label Collateralized Mortgage Obligations |
| GCAT_20-NQM2                                             | 2065-04-27      | 4.8500%  | 0.0000% | $7601000.00        | $5221463.03        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                             | 2054-01-26      | 0.6348%  | 0.0000% | $224889000.00      | $1158978.90        | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV1                                             | 2054-01-26      | 1.0000%  | 0.0000% | $29200994.00       | $1197805.28        | Private Label Collateralized Mortgage Obligations |
| MIT_05-1                                                 | 2035-02-25      | 5.1988%  | 0.0000% | $19432000.00       | $115495.41         | Private Label Collateralized Mortgage Obligations |
| NCMS_19-FAME                                             | 2036-08-15      | 3.6553%  | 0.0000% | $1775000.00        | $1576260.37        | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM8                                              | 2064-05-27      | 6.7080%  | 0.0000% | $2025000.00        | $2050430.63        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                               | 2055-11-25      | 0.5000%  | 0.0000% | $34901000.00       | $465888.28         | Private Label Collateralized Mortgage Obligations |
| SHR TRUST SHR_24-LXRY                                    | 2041-10-15      | 7.2271%  | 0.0000% | $12000000.00       | $12029982.42       | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                             | 2056-01-25      | 5.2136%  | 0.0000% | $7455000.00        | $6112217.77        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P               | 2034-09-15      | 5.4134%  | 0.0000% | $12600000.00       | $12559893.62       | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS               | 2030-04-07      | 3.1000%  | 0.0000% | $3846000.00        | $2142062.33        | Corporate Debt Securities                         |
| UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS               | 2029-11-01      | 3.5000%  | 0.0000% | $800000.00         | $229709.77         | Corporate Debt Securities                         |
| AOMT_24-10                                               | 2069-10-25      | 7.2372%  | 0.0000% | $2090400.00        | $2136004.30        | Private Label Collateralized Mortgage Obligations |
| BAMLL_24-BHP                                             | 2039-08-15      | 8.1280%  | 0.0000% | $46178000.00       | $46113391.85       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                    | 2054-01-15      | 2.0000%  | 0.0000% | $3000000.00        | $2006368.67        | Private Label Collateralized Mortgage Obligations |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-110W                | 2040-12-13      | 6.6286%  | 0.0000% | $13800000.00       | $13510566.78       | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-2                                               | 2051-05-25      | 2.3460%  | 0.0000% | $683000.00         | $278171.37         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                             | 2054-06-25      | 6.9121%  | 0.0000% | $314000.00         | $315519.23         | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                             | 2056-01-25      | 5.2136%  | 0.0000% | $12426000.00       | $10542069.28       | Private Label Collateralized Mortgage Obligations |
| VENTURE CDO LTD VENTR_22-45A                             | 2035-07-20      | 5.5752%  | 0.0000% | $7500000.00        | $7557973.75        | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2059-12-15      | 3.2526%  | 0.0000% | $3000000.00        | $2818640.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B3                     | 2051-04-12      | 4.6959%  | 0.0000% | $1210000.00        | $1038644.22        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV4                                              | 2052-06-25      | 0.1046%  | 0.0000% | $312386999.00      | $1162492.76        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                                | 2055-10-25      | 6.5825%  | 0.0000% | $3594000.00        | $3214325.81        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                             | 2043-11-25      | 9.7123%  | 0.0000% | $435550.00         | $444018.16         | Private Label Collateralized Mortgage Obligations |
| VIBR_9R                                                  | 2037-04-20      | 7.6752%  | 0.0000% | $5000000.00        | $4962714.16        | Asset-Backed Securities                           |
| ALESCO PREFERRED FUNDING LTD                             | 2037-07-15      | 4.2547%  | 0.0000% | $41190000.00       | $4103398.25        | Asset-Backed Securities                           |
| BANK BANK_18-BN11                                        | 2061-03-17      | 4.5099%  | 0.0000% | $419000.00         | $391789.64         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                             | 2055-12-27      | 5.5000%  | 0.0000% | $1429000.00        | $1269561.99        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                             | 2055-12-27      | 0.5900%  | 0.0000% | $16145000.00       | $231293.14         | Private Label Collateralized Mortgage Obligations |
| OBX_21-J1                                                | 2051-05-25      | 2.6263%  | 0.0000% | $1238000.00        | $558501.39         | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV1                                              | 2056-02-25      | 6.5012%  | 0.0000% | $3809000.00        | $3682700.59        | Private Label Collateralized Mortgage Obligations |
| AGL CLO 1 LTD AGL_22-17                                  | 2035-01-21      | 6.1221%  | 0.0000% | $4500000.00        | $4319965.16        | Asset-Backed Securities                           |
| ALESC_10A                                                | 2036-09-23      | 4.4490%  | 0.0000% | $1000000.00        | $913280.18         | Asset-Backed Securities                           |
| ALESC_10A                                                | 2036-09-23      | 4.5991%  | 0.0000% | $13670000.00       | $11218842.41       | Asset-Backed Securities                           |
| ALLEG_5S                                                 | 2037-07-24      | 7.1671%  | 0.0000% | $1000000.00        | $992978.00         | Asset-Backed Securities                           |
| AOMT_24-13                                               | 2069-12-26      | 6.4390%  | 0.0000% | $5442000.00        | $5542095.31        | Private Label Collateralized Mortgage Obligations |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST AMMST_20-MF1 | 2053-05-15      | 1.0434%  | 0.0000% | $1000000.00        | $28154.94          | Private Label Collateralized Mortgage Obligations |
| BANK BANK_18-BNK14                                       | 2061-11-15      | 3.0000%  | 0.0000% | $5680630.00        | $4740964.80        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN26                                        | 2063-03-15      | 3.4140%  | 0.0000% | $1500000.00        | $1258988.00        | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST BVINV_21-INV5  | 2051-11-25      | 3.0000%  | 0.0000% | $899994.00         | $533222.47         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B31                                             | 2054-12-15      | 2.2500%  | 0.0000% | $2500000.00        | $1672872.50        | Private Label Collateralized Mortgage Obligations |
| BROOKHAVEN PARK CLO LTD BROOKP_24-1A                     | 2037-04-19      | 7.2752%  | 0.0000% | $2500000.00        | $2515328.75        | Asset-Backed Securities                           |
| BX TRUST BX_22-LBA6                                      | 2039-01-15      | 5.2271%  | 0.0000% | $200000.00         | $200344.15         | Private Label Collateralized Mortgage Obligations |
| CD_19-CD8                                                | 2057-08-15      | 3.0000%  | 0.0000% | $1408500.00        | $912169.01         | Private Label Collateralized Mortgage Obligations |
| CIM_20-INV1                                              | 2050-04-25      | 3.9204%  | 0.0000% | $8042000.00        | $6172417.50        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_14-UBS5                         | 2047-09-10      | 4.1930%  | 0.0000% | $112000.00         | $35070.21          | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CHOP                | 2032-07-15      | 5.5940%  | 0.0000% | $1662000.00        | $1655489.02        | Private Label Collateralized Mortgage Obligations |
| CYGPK_1R-R                                               | 2038-10-18      | 6.4304%  | 0.0000% | $1190190.00        | $1188407.23        | Asset-Backed Securities                           |
| COLT MORTGAGE LOAN TRUST COLT_26-4                       | 2071-06-25      | 5.2880%  | 0.0000% | $2000000.00        | $2005995.78        | Private Label Collateralized Mortgage Obligations |
| CSTL COMMERCIAL MORTGAGE TRUST CSTL_26-GATE3             | 2043-02-10      | 5.1021%  | 0.0000% | $100000.00         | $98320.83          | Private Label Collateralized Mortgage Obligations |
| EFMT_24-INV2                                             | 2069-10-25      | 5.7260%  | 0.0000% | $1037000.00        | $1035221.09        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                              | 2060-11-25      | 0.5000%  | 0.0000% | $88292400.00       | $1156117.89        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                              | 2060-11-25      | 6.9235%  | 0.0000% | $261000.00         | $259564.22         | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE2                                              | 2061-04-25      | 0.0000%  | 0.0000% | $19403000.00       | $330559.07         | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE3                                              | 2061-06-27      | 0.0000%  | 0.0000% | $1327000.00        | $1333783.18        | Private Label Collateralized Mortgage Obligations |
| FSMT_21-2                                                | 2051-04-25      | 4.3121%  | 0.0000% | $18418000.00       | $12205595.07       | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS10                | 2051-07-10      | 4.5772%  | 0.0000% | $3065000.00        | $2877506.08        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                             | 2052-08-26      | 4.5924%  | 0.0000% | $5706000.00        | $4326623.50        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_25-FL19  | 2042-05-18      | 5.1428%  | 0.0000% | $13400000.00       | $13446001.87       | Private Label Collateralized Mortgage Obligations |
| MADISON PARK FUNDING MDPK_21-39AR                        | 2034-10-22      | 6.8636%  | 0.0000% | $12000000.00       | $11599611.55       | Asset-Backed Securities                           |
| NRZT_17-6A                                               | 2057-08-27      | 2.8220%  | 0.0000% | $8067000.00        | $5135990.24        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                              | 2052-02-26      | 3.1724%  | 0.0000% | $4466000.00        | $3404739.44        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM6                                              | 2062-06-25      | 4.6841%  | 0.0000% | $19784000.00       | $17715753.16       | Private Label Collateralized Mortgage Obligations |
| OBX_25-J2                                                | 2055-09-25      | 6.5562%  | 0.0000% | $3653000.00        | $3703627.44        | Private Label Collateralized Mortgage Obligations |
| OBX_26-R1                                                | 2063-01-25      | 4.8840%  | 0.0000% | $19279200.00       | $18175018.12       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_26-NQM6                     | 2066-04-26      | 5.0630%  | 0.0000% | $7500000.00        | $7377287.66        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_26-NQM3                     | 2066-01-01      | 4.6520%  | 0.0000% | $33484000.00       | $31561324.52       | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                            | 2051-07-25      | 3.0890%  | 0.0000% | $4147000.00        | $2989568.73        | Private Label Collateralized Mortgage Obligations |
| PMTLT_22-INV1                                            | 2052-03-25      | 3.0000%  | 0.0000% | $150000.00         | $97449.76          | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV2                                            | 2051-11-27      | 3.2333%  | 0.0000% | $5077000.00        | $3745106.86        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV2                                            | 2051-11-27      | 3.2333%  | 0.0000% | $2986000.00        | $2237512.21        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV2                                            | 2051-11-27      | 3.2333%  | 0.0000% | $1642000.00        | $1240917.96        | Private Label Collateralized Mortgage Obligations |
| PREFTS_23                                                | 2036-12-22      | 4.6656%  | 0.0000% | $8211000.00        | $342976.15         | Asset-Backed Securities                           |
| PFMLT_21-INV2                                            | 2051-11-27      | 2.6890%  | 0.0000% | $124800.00         | $79602.57          | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                               | 2055-06-25      | 0.5000%  | 0.0000% | $212000000.00      | $1955979.03        | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CE11                                             | 2055-11-26      | 5.2260%  | 0.0000% | $656700.00         | $651743.01         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CE11                                             | 2055-11-26      | 5.6750%  | 0.0000% | $852000.00         | $853373.33         | Private Label Collateralized Mortgage Obligations |
| SPRITE LIMITED SPRTE_26-1                                | 2041-03-15      | 6.2110%  | 0.0000% | $6000000.00        | $5876217.52        | Asset-Backed Securities                           |
| SREITC_21-MFP2                                           | 2036-11-15      | 4.9127%  | 0.0000% | $100000.00         | $100159.87         | Private Label Collateralized Mortgage Obligations |
| TCW_21-1A                                                | 2028-01-20      | 6.7752%  | 0.0000% | $4000000.00        | $4022039.33        | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE TRUST TPMT_20-2                      | 2060-04-25      | 1.6360%  | 0.0000% | $700000.00         | $198384.23         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C15               | 2051-12-15      | 5.3066%  | 0.0000% | $5456000.00        | $4983479.73        | Private Label Collateralized Mortgage Obligations |
| VEGAS_24-GCS                                             | 2036-07-10      | 6.2165%  | 0.0000% | $17000000.00       | $17061302.95       | Private Label Collateralized Mortgage Obligations |
| WFHE_04-2                                                | 2034-10-25      | 4.6988%  | 0.0000% | $600000.00         | $36382.40          | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2048-07-15      | 4.1760%  | 0.0000% | $2500000.00        | $2490632.50        | Private Label Collateralized Mortgage Obligations |

### Security 327: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.700000%
- **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: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5069E                                | 2051-02-25      | 3.0000%  | 0.0000% | $8159207.00        | $912549.97         | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                | 2049-06-25      | 3.5000%  | 0.0000% | $12500000.00       | $1036851.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                | 2055-05-20      | 2.8249%  | 0.0000% | $18500000.00       | $1064200.24        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                 | 2056-01-20      | 2.0549%  | 0.0000% | $222241687.00      | $13545218.17       | Agency Collateralized Mortgage Obligation |
| FREMF_17-KWO3                              | 2027-08-25      | 0.0000%  | 0.0000% | $832078.00         | $752038.75         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | 0.0000% | $1220.00           | $1224.63           | Agency Mortgage-Backed Securities         |
| GNMA_24-97F                                | 2054-06-20      | 3.6749%  | 0.0000% | $42979700.00       | $2697576.16        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | 0.0000% | $724810.00         | $743770.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-06-20      | 5.5000%  | 0.0000% | $7798.00           | $2183.44           | Agency Mortgage-Backed Securities         |
| GNMA_20-40                                 | 2062-01-16      | 0.8845%  | 0.0000% | $54999936.00       | $1506067.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120L                               | 2050-01-20      | 4.5000%  | 0.0000% | $61879911.00       | $12499512.57       | Agency Collateralized Mortgage Obligation |
| GNMA_25-149B                               | 2055-09-20      | 2.3249%  | 0.0000% | $268421067.00      | $12661225.76       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Q                               | 2050-01-20      | 2.3329%  | 0.0000% | $110075800.00      | $10442395.36       | Agency Collateralized Mortgage Obligation |
| GNMA_21-223E                               | 2051-12-20      | 3.0000%  | 0.0000% | $197993499.00      | $9924133.47        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168G                               | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12139282.05       | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                 | 2055-01-20      | 2.2999%  | 0.0000% | $200000000.00      | $11030788.40       | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                 | 2056-01-20      | 1.4149%  | 0.0000% | $354945910.00      | $16378965.28       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                | 2056-02-20      | 2.0749%  | 0.0000% | $150000000.00      | $11880108.92       | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                | 2056-03-20      | 0.6249%  | 0.0000% | $987000000.00      | $11269466.78       | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                               | 2049-10-25      | 0.1000%  | 0.0000% | $638181119.00      | $568185.61         | Agency Collateralized Mortgage Obligation |
| FREMF_21-K130                              | 2031-07-25      | 0.1000%  | 0.0000% | $229472922.00      | $965571.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_5549B                                | 2055-06-25      | 0.1879%  | 0.0000% | $395000000.00      | $1481022.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5558A                                | 2055-07-25      | 0.0000%  | 0.0000% | $6014400.00        | $3852845.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5625G                                | 2055-09-25      | 1.6379%  | 0.0000% | $67017087.00       | $2089877.84        | Agency Collateralized Mortgage Obligation |
| FHSTR_402                                  | 2053-09-25      | 2.0879%  | 0.0000% | $273858212.00      | $6404064.75        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 4.0000%  | 0.0000% | $8948630.00        | $662098.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.5000%  | 0.0000% | $5975000.00        | $693011.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.5000%  | 0.0000% | $938914.00         | $689216.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.0000%  | 0.0000% | $744431.00         | $739898.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | 0.0000% | $720000.00         | $738834.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.3700%  | 0.0000% | $720000.00         | $735988.29         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 5.5000%  | 0.0000% | $750416.00         | $755870.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 4.5000%  | 0.0000% | $385063.00         | $263201.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | 0.0000% | $10394586.00       | $6748158.23        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | 0.0000% | $6338417.00        | $6285071.05        | Agency Mortgage-Backed Securities         |
| GNMA_25-40B                                | 2066-03-16      | 0.8079%  | 0.0000% | $62538457.00       | $4289041.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173C                               | 2055-10-20      | 0.3249%  | 0.0000% | $2000000000.00     | $15273025.67       | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                | 2052-03-20      | 0.0000%  | 0.0000% | $125781.00         | $149.32            | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G                               | 2053-10-20      | 2.7249%  | 0.0000% | $49999897.00       | $2201376.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                | 2064-05-20      | 2.2249%  | 0.0000% | $3176297.00        | $50048.28          | Agency Collateralized Mortgage Obligation |
| GNMA_24-174G                               | 2051-04-20      | 2.3329%  | 0.0000% | $108412152.00      | $10341231.19       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30H                                | 2056-02-20      | 1.4149%  | 0.0000% | $350000000.00      | $15224107.21       | Agency Collateralized Mortgage Obligation |

### Security 328: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $531405000.00
- **C.18.a - Value (excl. sponsor support):** $531405000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TERAWULF INC                 | 2030-02-01      | 2.7500%  | 0.0000% | $8725000.00        | $28357723.56       | Corporate Debt Securities |
| BILL HOLDINGS INC            | 2030-04-01      | 0.0000%  | 0.0000% | $4839000.00        | $4245254.70        | Corporate Debt Securities |
| ENPHASE ENERGY INC           | 2028-03-01      | 0.0000%  | 0.0000% | $24025000.00       | $22271175.00       | Corporate Debt Securities |
| LUCID GROUP INC              | 2031-11-01      | 7.0000%  | 0.0000% | $108852000.00      | $64652040.67       | Corporate Debt Securities |
| GUARDANT HEALTH INC          | 2031-02-15      | 1.2500%  | 0.0000% | $78287000.00       | $177610586.76      | Corporate Debt Securities |
| AST SPACEMOBILE INC          | 2036-01-15      | 2.0000%  | 0.0000% | $11402000.00       | $17986021.56       | Corporate Debt Securities |
| APPLIED OPTOELECTRONICS INC  | 2030-01-15      | 2.7500%  | 0.0000% | $2575000.00        | $10366012.99       | Corporate Debt Securities |
| ARRAY TECHNOLOGIES INC       | 2031-07-01      | 2.8750%  | 0.0000% | $49608000.00       | $72703969.00       | Corporate Debt Securities |
| Astronics                    | 2031-01-15      | 0.0000%  | 0.0000% | $672000.00         | $1163904.00        | Corporate Debt Securities |
| CERENCE INC                  | 2028-07-01      | 1.5000%  | 0.0000% | $4997000.00        | $4611564.73        | Corporate Debt Securities |
| COHU INC                     | 2031-01-15      | 1.5000%  | 0.0000% | $44197000.00       | $94430573.58       | Corporate Debt Securities |
| EVOLENT HEALTH INC           | 2029-12-01      | 3.5000%  | 0.0000% | $18775000.00       | $13314958.81       | Corporate Debt Securities |
| KOSMOS ENERGY LTD            | 2030-03-15      | 3.1250%  | 0.0000% | $228000.00         | $184092.58         | Corporate Debt Securities |
| MARA HOLDINGS INC            | 2031-09-01      | 2.1250%  | 0.0000% | $32210000.00       | $36000938.06       | Corporate Debt Securities |
| NOVAVAX INC                  | 2031-09-01      | 4.6250%  | 0.0000% | $17570000.00       | $23145058.61       | Corporate Debt Securities |
| OMEROS CORP                  | 2029-06-15      | 9.5000%  | 0.0000% | $1083000.00        | $2306332.73        | Corporate Debt Securities |
| VEECO INSTRUMENTS INC.       | 2029-06-01      | 2.8750%  | 0.0000% | $3954000.00        | $8409546.23        | Corporate Debt Securities |
| VERTEX INC                   | 2029-05-01      | 0.7500%  | 0.0000% | $2166000.00        | $1952829.50        | Corporate Debt Securities |
| XERIS BIOPHARMA HOLDINGS INC | 2028-07-15      | 8.0000%  | 0.0000% | $383000.00         | $855613.49         | Corporate Debt Securities |
| ZENAS BIOPHARMA INC          | 2032-04-01      | 2.5000%  | 0.0000% | $10578000.00       | $10605473.42       | Corporate Debt Securities |

### Security 329: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| LAMB WESTON HLDGS INC          COM              | 2500-12-31      | 0.0000%  | 0.0000% | $16390.00          | $713456.70         | Equities                  |
| WELLS FARGO & CO               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $703136.00         | $53895374.40       | Equities                  |
| KINDER MORGAN INC DEL          COM              | 2500-12-31      | 0.0000%  | 0.0000% | $12841.00          | $409756.31         | Equities                  |
| LABCORP HOLDINGS INC           COM SHS          | 2500-12-31      | 0.0000%  | 0.0000% | $348078.00         | $91457494.50       | Equities                  |
| LIBERTY MEDIA CORP DEL         COM LBTY ONE S C | 2500-12-31      | 0.0000%  | 0.0000% | $493641.00         | $44950949.46       | Equities                  |
| NEWS CORP NEW                  CL B             | 2500-12-31      | 0.0000%  | 0.0000% | $128132.00         | $3887524.88        | Equities                  |
| REALTY INCOME CORP             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $607531.00         | $37478587.39       | Equities                  |
| RIVIAN AUTOMOTIVE INC          COM CL A         | 2500-12-31      | 0.0000%  | 0.0000% | $48374.00          | $735284.80         | Equities                  |
| SYNCHRONY FINANCIAL            COM              | 2500-12-31      | 0.0000%  | 0.0000% | $146832.00         | $10494083.04       | Equities                  |
| UDR INC                        COM              | 2500-12-31      | 0.0000%  | 0.0000% | $88896.00          | $3367380.48        | Equities                  |
| AFLAC INC                      COM              | 2500-12-31      | 0.0000%  | 0.0000% | $132357.00         | $14907368.91       | Equities                  |
| CIENA CORP                     COM NEW          | 2500-12-31      | 0.0000%  | 0.0000% | $88938.00          | $50710668.84       | Equities                  |
| LAZARD INC                     COM              | 2500-12-31      | 0.0000%  | 0.0000% | $53210.00          | $2603565.30        | Equities                  |
| AGILENT TECHNOLOGIES INC       COM              | 2500-12-31      | 0.0000%  | 0.0000% | $8012.00           | $1084664.56        | Equities                  |
| ALECTOR INC                    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $421984.00         | $907265.60         | Equities                  |
| U HAUL HOLDING COMPANY         COM              | 2500-12-31      | 0.0000%  | 0.0000% | $5956.00           | $351701.80         | Equities                  |
| AMERICAN HOMES 4 RENT          CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $1722708.00        | $55109428.92       | Equities                  |
| AUTOMATIC DATA PROCESSING INC  COM              | 2500-12-31      | 0.0000%  | 0.0000% | $109470.00         | $24068074.20       | Equities                  |
| COSTAR GROUP INC               COM              | 2500-12-31      | 0.0000%  | 0.0000% | $74388.00          | $2402732.40        | Equities                  |
| HUNTINGTON INGALLS INDS INC    COM              | 2500-12-31      | 0.0000%  | 0.0000% | $350584.00         | $112502405.60      | Equities                  |
| MOHAWK INDS INC                COM              | 2500-12-31      | 0.0000%  | 0.0000% | $57085.00          | $6145200.25        | Equities                  |
| SITEONE LANDSCAPE SUPPLY INC   COM              | 2500-12-31      | 0.0000%  | 0.0000% | $21092.00          | $2356398.24        | Equities                  |
| UNDER ARMOUR INC               CL A             | 2500-12-31      | 0.0000%  | 0.0000% | $828245.00         | $4961187.55        | Equities                  |
| VALERO ENERGY CORP             COM              | 2500-12-31      | 0.0000%  | 0.0000% | $125156.00         | $30644446.60       | Equities                  |
| VERALTO CORP                   COM SHS          | 2500-12-31      | 0.0000%  | 0.0000% | $84307.00          | $7037948.36        | Equities                  |
| AMDOCS LTD                     SHS              | 2500-12-31      | 0.0000%  | 0.0000% | $15950.00          | $983317.50         | Equities                  |
| FTAI AVIATION LTD              SHS              | 2500-12-31      | 0.0000%  | 0.0000% | $29811.00          | $7833734.58        | Corporate Debt Securities |

### Security 330: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKET LLC 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $218.52            | U.S. Treasuries (including strips)  |
| GUARDANT HEALTH INC                    | 2031-02-15      | 1.2500%  | 0.0000% | $70000.00          | $158809.78         | Corporate Debt Securities           |
| UNITED STATES TREASURY                 | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips)  |
| ENPHASE ENERGY INC                     | 2028-03-01      | 0.0000%  | 0.0000% | $95000.00          | $88065.00          | Corporate Debt Securities           |
| ANI PHARMACEUTICALS INC                | 2029-09-01      | 2.2500%  | 0.0000% | $169000.00         | $221254.80         | Corporate Debt Securities           |
| BIOMARIN PHARMACEUTICAL INC            | 2027-05-15      | 1.2500%  | 0.0000% | $13000.00          | $12600.72          | Corporate Debt Securities           |
| BLACKLINE INC                          | 2029-06-01      | 1.0000%  | 0.0000% | $69000.00          | $62579.17          | Corporate Debt Securities           |
| BLOOM ENERGY CORPORATION               | 2030-11-15      | 0.0000%  | 0.0000% | $289000.00         | $508697.80         | Corporate Debt Securities           |
| BRIDGEBIO PHARMA INC                   | 2029-02-01      | 2.2500%  | 0.0000% | $1000.00           | $1092.78           | Corporate Debt Securities           |
| CIPHER DIGITAL INC                     | 2031-10-01      | 0.0000%  | 0.0000% | $428000.00         | $749000.00         | Corporate Debt Securities           |
| COINBASE GLOBAL INC                    | 2030-04-01      | 0.2500%  | 0.0000% | $345000.00         | $330993.96         | Corporate Debt Securities           |
| CORE SCIENTIFIC INC                    | 2031-06-15      | 0.0000%  | 0.0000% | $77000.00          | $114845.50         | Corporate Debt Securities           |
| DATADOG INC                            | 2029-12-01      | 0.0000%  | 0.0000% | $105000.00         | $136185.00         | Corporate Debt Securities           |
| DROPBOX INC                            | 2028-03-01      | 0.0000%  | 0.0000% | $80000.00          | $79120.00          | Corporate Debt Securities           |
| ETSY INC                               | 2030-06-15      | 1.0000%  | 0.0000% | $359000.00         | $392119.74         | Corporate Debt Securities           |
| EURONET WORLDWIDE INC.                 | 2049-03-15      | 0.7500%  | 0.0000% | $4000.00           | $3357.37           | Corporate Debt Securities           |
| GLOBAL PAYMENTS INC.                   | 2031-03-01      | 1.5000%  | 0.0000% | $21000.00          | $18914.00          | Corporate Debt Securities           |
| MATCH GROUP FINANCECO 2 INC            | 2026-06-15      | 0.8750%  | 0.0000% | $2624000.00        | $2621339.56        | Corporate Debt Securities           |
| MATCH GROUP FINANCECO 3 INC            | 2030-01-15      | 2.0000%  | 0.0000% | $3112000.00        | $2834859.11        | Corporate Debt Securities           |
| INTERDIGITAL INC                       | 2027-06-01      | 3.5000%  | 0.0000% | $1756000.00        | $5734754.56        | Corporate Debt Securities           |
| IONIS PHARMACEUTICALS INC              | 2028-06-15      | 1.7500%  | 0.0000% | $414000.00         | $631789.76         | Corporate Debt Securities           |
| LIVE NATION ENTERTAINMENT INC          | 2031-10-15      | 2.8750%  | 0.0000% | $504000.00         | $533067.64         | Corporate Debt Securities           |
| MARA HOLDINGS INC                      | 2032-08-01      | 0.0000%  | 0.0000% | $1000.00           | $1012.30           | Corporate Debt Securities           |
| MERITAGE HOMES CORP                    | 2028-05-15      | 1.7500%  | 0.0000% | $52000.00          | $50943.39          | Corporate Debt Securities           |
| STRATEGY INC                           | 2030-03-15      | 0.6250%  | 0.0000% | $1000.00           | $1310.28           | Corporate Debt Securities           |
| STRATEGY INC                           | 2031-03-15      | 0.8750%  | 0.0000% | $23000.00          | $25290.77          | Corporate Debt Securities           |
| MICROCHIP TECH INC                     | 2030-06-01      | 0.7500%  | 0.0000% | $3000.00           | $3341.42           | Corporate Debt Securities           |
| NCL CORPORATION LTD                    | 2027-02-15      | 2.5000%  | 0.0000% | $1000.00           | $995.22            | Corporate Debt Securities           |
| PINNACLE WEST CAPITAL CORPORATION      | 2027-06-15      | 4.7500%  | 0.0000% | $1000.00           | $1165.64           | Corporate Debt Securities           |
| SNOWFLAKE INC                          | 2027-10-01      | 0.0000%  | 0.0000% | $9000.00           | $14375.70          | Corporate Debt Securities           |
| SNOWFLAKE INC                          | 2029-10-01      | 0.0000%  | 0.0000% | $4888000.00        | $8248011.20        | Corporate Debt Securities           |
| WEC ENERGY GROUP INC                   | 2029-06-01      | 4.3750%  | 0.0000% | $1000.00           | $1224.63           | Corporate Debt Securities           |
| WEC ENERGY GROUP INC                   | 2028-06-01      | 3.3750%  | 0.0000% | $19000.00          | $19754.06          | Corporate Debt Securities           |
| WINNEBAGO IND INC                      | 2030-01-15      | 3.2500%  | 0.0000% | $10000.00          | $9295.97           | Corporate Debt Securities           |
| CYTOKINETICS INCORPORATED              | 2031-10-01      | 1.7500%  | 0.0000% | $1500000.00        | $2111729.17        | Corporate Debt Securities           |
| POST HOLDINGS INC                      | 2027-08-15      | 2.5000%  | 0.0000% | $15000.00          | $16203.33          | Corporate Debt Securities           |
| SOFI TECHNOLOGIES INC                  | 2026-10-15      | 0.0000%  | 0.0000% | $1449000.00        | $1472908.50        | Corporate Debt Securities           |
| UPSTART HOLDINGS INC                   | 2026-08-15      | 0.2500%  | 0.0000% | $149000.00         | $146784.70         | Corporate Debt Securities           |
| AKAMAI TECH INC                        | 2029-02-15      | 1.1250%  | 0.0000% | $1569000.00        | $2094756.21        | Corporate Debt Securities           |
| COINBASE GLOBAL INC                    | 2032-10-01      | 0.0000%  | 0.0000% | $86000.00          | $72111.00          | Corporate Debt Securities           |
| GAMESTOP CORP                          | 2032-06-15      | 0.0000%  | 0.0000% | $7000.00           | $7024.50           | Corporate Debt Securities           |
| GUIDEWIRE SOFTWARE INC                 | 2029-11-01      | 1.2500%  | 0.0000% | $70000.00          | $69543.06          | Corporate Debt Securities           |
| ON SEMICONDUCTOR CORP                  | 2029-03-01      | 0.5000%  | 0.0000% | $7000.00           | $9640.56           | Corporate Debt Securities           |
| PPL CAPITAL FUNDING INC                | 2028-03-15      | 2.8750%  | 0.0000% | $48000.00          | $53635.67          | Corporate Debt Securities           |
| RIVIAN AUTOMOTIVE INC                  | 2030-10-15      | 3.6250%  | 0.0000% | $702000.00         | $701179.05         | Corporate Debt Securities           |
| SUPER MICRO COMPUTER INC               | 2029-03-01      | 3.5000%  | 0.0000% | $453000.00         | $443335.50         | Corporate Debt Securities           |
| WAYFAIR INC                            | 2028-11-15      | 3.5000%  | 0.0000% | $1181000.00        | $1980372.97        | Corporate Debt Securities           |
| ADVANCED ENERGY INDUSTRIES INC         | 2028-09-15      | 2.5000%  | 0.0000% | $1000.00           | $2337.14           | Corporate Debt Securities           |
| BENTLEY SYSTEMS INCORPORATED           | 2027-07-01      | 0.3750%  | 0.0000% | $222000.00         | $212796.25         | Corporate Debt Securities           |
| COGENT BIOSCIENCES INC                 | 2031-11-15      | 1.6250%  | 0.0000% | $1000.00           | $1176.63           | Corporate Debt Securities           |
| COMPASS INC                            | 2031-04-15      | 0.2500%  | 0.0000% | $21000.00          | $19317.32          | Corporate Debt Securities           |
| DIGITALOCEAN HOLDINGS INC              | 2030-08-15      | 0.0000%  | 0.0000% | $99000.00          | $389812.50         | Corporate Debt Securities           |
| LIVE NATION ENTERTAINMENT INC          | 2029-01-15      | 3.1250%  | 0.0000% | $378000.00         | $625375.27         | Corporate Debt Securities           |
| SOLARIS ENERGY INFRASTRUCTURE INC      | 2031-10-01      | 0.2500%  | 0.0000% | $5000.00           | $7277.01           | Corporate Debt Securities           |
| ULTRA CLEAN HLD                        | 2031-03-15      | 0.0000%  | 0.0000% | $1000.00           | $1321.50           | Corporate Debt Securities           |
| AST SPACEMOBILE INC                    | 2036-01-15      | 2.0000%  | 0.0000% | $774000.00         | $1220942.00        | Corporate Debt Securities           |
| AST SPACEMOBILE INC                    | 2036-04-15      | 2.2500%  | 0.0000% | $1000.00           | $1404.38           | Corporate Debt Securities           |
| AKAMAI TECH INC                        | 2033-05-15      | 0.2500%  | 0.0000% | $2000.00           | $3384.19           | Corporate Debt Securities           |
| ALLIANT ENERGY CORP                    | 2028-05-30      | 3.2500%  | 0.0000% | $15000.00          | $16194.90          | Corporate Debt Securities           |
| BILL HOLDINGS INC                      | 2030-04-01      | 0.0000%  | 0.0000% | $5536000.00        | $4856732.80        | Corporate Debt Securities           |
| BRIDGEBIO PHARMA INC                   | 2033-02-01      | 0.7500%  | 0.0000% | $1000.00           | $960.17            | Corporate Debt Securities           |
| CMS ENERGY CORP                        | 2031-05-01      | 3.1250%  | 0.0000% | $43000.00          | $43267.91          | Corporate Debt Securities           |
| CENTERPOINT ENERGY INC                 | 2026-08-15      | 4.2500%  | 0.0000% | $79000.00          | $92451.94          | Corporate Debt Securities           |
| CENTERPOINT ENERGY INC                 | 2029-05-15      | 2.8750%  | 0.0000% | $30000.00          | $30441.81          | Corporate Debt Securities           |
| CENTRUS ENERGY CORP                    | 2030-11-01      | 2.2500%  | 0.0000% | $85000.00          | $180816.25         | Corporate Debt Securities           |
| CENTRUS ENERGY CORP                    | 2032-08-15      | 0.0000%  | 0.0000% | $1000.00           | $1087.50           | Corporate Debt Securities           |
| CLEANSPARK INC                         | 2032-02-15      | 0.0000%  | 0.0000% | $1000.00           | $1165.00           | Corporate Debt Securities           |
| CLOUDFLARE INC                         | 2030-06-15      | 0.0000%  | 0.0000% | $71000.00          | $86201.10          | Corporate Debt Securities           |
| DRAFTKINGS HOLDINGS INC                | 2028-03-15      | 0.0000%  | 0.0000% | $659000.00         | $605489.20         | Corporate Debt Securities           |
| DUKE ENERGY CORP                       | 2029-03-15      | 3.0000%  | 0.0000% | $69000.00          | $68787.25          | Corporate Debt Securities           |
| ETSY INC                               | 2028-06-15      | 0.2500%  | 0.0000% | $552000.00         | $501899.87         | Corporate Debt Securities           |
| EXELON CORPORATION                     | 2029-03-15      | 3.2500%  | 0.0000% | $1000.00           | $1021.80           | Corporate Debt Securities           |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-04-01      | 4.3490%  | 0.0000% | $23825000.00       | $23821251.55       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-02-06      | 0.0000%  | 0.0000% | $7000.00           | $5394.73           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-10-01      | 4.6300%  | 0.0000% | $7725000.00        | $7178138.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 5.8100%  | 0.0000% | $5958000.00        | $6147457.78        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-09-01      | 4.3800%  | 0.0000% | $2894586.00        | $2891594.93        | Agency Mortgage-Backed Securities   |
| FIRSTENERGY CORP                       | 2031-01-15      | 3.8750%  | 0.0000% | $218000.00         | $242333.95         | Corporate Debt Securities           |
| FIVE9 INC                              | 2029-03-15      | 1.0000%  | 0.0000% | $343000.00         | $304191.46         | Corporate Debt Securities           |
| GAMESTOP CORP                          | 2030-04-01      | 0.0000%  | 0.0000% | $299000.00         | $299897.00         | Corporate Debt Securities           |
| HALOZYME THERAPEUTICS INC              | 2031-02-15      | 0.0000%  | 0.0000% | $2001000.00        | $1995997.50        | Corporate Debt Securities           |
| JAZZ INVESTMENTS I LTD                 | 2030-09-15      | 3.1250%  | 0.0000% | $400000.00         | $669169.44         | Corporate Debt Securities           |
| LCI INDUSTRIES                         | 2030-03-01      | 3.0000%  | 0.0000% | $43000.00          | $49636.33          | Corporate Debt Securities           |
| LIVE NATION ENTERTAINMENT INC          | 2030-01-15      | 2.8750%  | 0.0000% | $1000.00           | $1150.70           | Corporate Debt Securities           |
| LYFT INC                               | 2030-09-15      | 0.0000%  | 0.0000% | $110000.00         | $105655.00         | Corporate Debt Securities           |
| MARRIOTT VACATIONS WORLDWIDE CORP      | 2027-12-15      | 3.2500%  | 0.0000% | $11000.00          | $10871.36          | Corporate Debt Securities           |
| STRATEGY INC                           | 2028-09-15      | 0.6250%  | 0.0000% | $448000.00         | $538399.56         | Corporate Debt Securities           |
| MICROCHIP TECH INC                     | 2030-02-15      | 0.0000%  | 0.0000% | $1000.00           | $1168.00           | Corporate Debt Securities           |
| NCL CORPORATION LTD                    | 2030-09-15      | 0.7500%  | 0.0000% | $604000.00         | $556810.49         | Corporate Debt Securities           |
| NUTANIX INC                            | 2029-12-15      | 0.5000%  | 0.0000% | $1000.00           | $972.48            | Corporate Debt Securities           |
| OKTA INC                               | 2026-06-15      | 0.3750%  | 0.0000% | $1000.00           | $999.71            | Corporate Debt Securities           |
| PARSONS CORP                           | 2029-03-01      | 2.6250%  | 0.0000% | $85000.00          | $86216.92          | Corporate Debt Securities           |
| REALTY INCOME CORP                     | 2029-01-15      | 3.5000%  | 0.0000% | $100000.00         | $103920.83         | Corporate Debt Securities           |
| REPLIGEN CORP                          | 2028-12-15      | 1.0000%  | 0.0000% | $1000.00           | $1000.56           | Corporate Debt Securities           |
| SOUTHERN COMPANY (THE)                 | 2027-06-15      | 4.5000%  | 0.0000% | $20000.00          | $22170.00          | Corporate Debt Securities           |
| SYNAPTICS INC                          | 2031-12-01      | 0.7500%  | 0.0000% | $65000.00          | $107133.54         | Corporate Debt Securities           |
| WELLTOWER OP LLC                       | 2028-05-15      | 2.7500%  | 0.0000% | $838000.00         | $1851200.19        | Corporate Debt Securities           |

### Security 331: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GS MORTGAGE SECURITIES TRUST                       | 2034-05-10      | 2.8555%  | 0.0000% | $4900014.00        | $3517030.76        | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                         | 2055-08-25      | 5.5000%  | 0.0000% | $2786761.00        | $2688797.37        | Private Label Collateralized Mortgage Obligations |
| ACREC_25-FL3                                       | 2042-08-18      | 6.6661%  | 0.0000% | $171901.00         | $172165.29         | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1  | 2061-10-20      | 2.4100%  | 0.0000% | $7968049.00        | $4855350.58        | Asset-Backed Securities                           |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 2043-01-05      | 4.1440%  | 0.0000% | $11264560.00       | $9859791.77        | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C10                                       | 2054-07-15      | 2.0000%  | 0.0000% | $4160000.00        | $2959775.75        | Private Label Collateralized Mortgage Obligations |
| BAMLL_20-BOC                                       | 2032-01-15      | 2.6270%  | 0.0000% | $8000000.00        | $7376265.78        | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                       | 2043-08-19      | 6.4628%  | 0.0000% | $371741.00         | $371583.83         | Private Label Collateralized Mortgage Obligations |
| SBAL_20-RR1                                        | 2053-02-13      | 2.8250%  | 0.0000% | $16252754.00       | $11164126.06       | Private Label Collateralized Mortgage Obligations |
| VISIO_19-2                                         | 2054-11-25      | 7.3261%  | 0.0000% | $7051288.00        | $7205939.81        | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                       | 2042-10-20      | 6.5831%  | 0.0000% | $5113408.00        | $5114387.26        | Private Label Collateralized Mortgage Obligations |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_25-BOCA        | 2042-12-15      | 5.7771%  | 0.0000% | $1719000.00        | $1722861.98        | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                   | 2050-02-15      | 3.2500%  | 0.0000% | $36039.00          | $34313.48          | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST DCOT_19-MTC                        | 2045-09-15      | 3.1744%  | 0.0000% | $3125000.00        | $2702526.05        | Private Label Collateralized Mortgage Obligations |
| MSRM_25-SPL1                                       | 2065-02-25      | 4.2500%  | 0.0000% | $3063138.00        | $2865971.63        | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                       | 2067-04-25      | 4.4467%  | 0.0000% | $7585100.00        | $7367252.72        | Asset-Backed Securities                           |
| PRKCM TRUST PRKCM_22-AFC2                          | 2057-08-25      | 6.1400%  | 0.0000% | $876671.00         | $530566.39         | Asset-Backed Securities                           |
| SPGN TFLM MORTGAGE TRUST SPGN_26-TFLM              | 2041-02-15      | 5.4271%  | 0.0000% | $2087340.00        | $2083267.36        | Private Label Collateralized Mortgage Obligations |
| VISIO_21-1R                                        | 2056-05-25      | 3.6230%  | 0.0000% | $7450952.00        | $6588026.62        | Private Label Collateralized Mortgage Obligations |

### Security 332: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES                 | 2026-06-01      | 0.0000%  | 0.0000% | $13660.00          | $1178858.00        | Equities   |
| ADVANCED MICRO DEVICES INC          | 2026-06-01      | 0.0000%  | 0.0000% | $80106.00          | $41502117.54       | Equities   |
| AGILENT TECH INC                    | 2026-06-01      | 0.0000%  | 0.0000% | $48840.00          | $6611959.20        | Equities   |
| ALBEMARLE CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $22156.00          | $3906545.92        | Equities   |
| OPTIMUM COMMUNICATIONS INC          | 2026-06-01      | 0.0000%  | 0.0000% | $95.00             | $57.44             | Equities   |
| AMEREN CORPORATION                  | 2026-06-01      | 0.0000%  | 0.0000% | $472.00            | $51414.96          | Equities   |
| AMERICAN ELECTRIC POWER COMPANY INC | 2026-06-01      | 0.0000%  | 0.0000% | $1100.00           | $140536.00         | Equities   |
| AMPHENOL CORP                       | 2026-06-01      | 0.0000%  | 0.0000% | $11.00             | $1624.48           | Equities   |
| APPLIED MAT INC                     | 2026-06-01      | 0.0000%  | 0.0000% | $289.00            | $129957.52         | Equities   |
| BANK OF NEW YORK MELLON CORP/THE    | 2026-06-01      | 0.0000%  | 0.0000% | $397.00            | $55802.32          | Equities   |
| BRISTOL-MYERS SQUIBB CO             | 2026-06-01      | 0.0000%  | 0.0000% | $5.00              | $284.55            | Equities   |
| BROADCOM INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $315695.00         | $134669173.10      | Equities   |
| COMPASS DIVERSIFIED HOLDINGS        | 2026-06-01      | 0.0000%  | 0.0000% | $26018.00          | $297125.56         | Equities   |
| DANAHER CORPORATION                 | 2026-06-01      | 0.0000%  | 0.0000% | $2909.00           | $525452.67         | Equities   |
| DATADOG INC                         | 2026-06-01      | 0.0000%  | 0.0000% | $71389.00          | $16079658.36       | Equities   |
| META PLATFORMS INC                  | 2026-06-01      | 0.0000%  | 0.0000% | $41546.00          | $26393758.34       | Equities   |
| FERGUSON ENTERPRISES INC            | 2026-06-01      | 0.0000%  | 0.0000% | $600.00            | $135894.00         | Equities   |
| FIRSTCASH HOLDINGS INC              | 2026-06-01      | 0.0000%  | 0.0000% | $100.00            | $22325.00          | Equities   |
| GREENBRIER CO INC                   | 2026-06-01      | 0.0000%  | 0.0000% | $237628.00         | $11382381.20       | Equities   |
| INTEL CORP                          | 2026-06-01      | 0.0000%  | 0.0000% | $935817.00         | $113130917.13      | Equities   |
| JOHNSON & JOHNSON                   | 2026-06-01      | 0.0000%  | 0.0000% | $73562.00          | $16978109.60       | Equities   |
| KENVUE INC                          | 2026-06-01      | 0.0000%  | 0.0000% | $257773.00         | $4547115.72        | Equities   |
| MICROSOFT CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $18098.00          | $7727665.02        | Equities   |
| MICROCHIP TECH INC                  | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $96.04             | Equities   |
| MICRON TECHNOLOGY INC               | 2026-06-01      | 0.0000%  | 0.0000% | $64346.00          | $59424817.92       | Equities   |
| NVIDIA CORP                         | 2026-06-01      | 0.0000%  | 0.0000% | $25947.00          | $5559144.75        | Equities   |
| ORACLE CORPORATION                  | 2026-06-01      | 0.0000%  | 0.0000% | $106499.00         | $21693846.30       | Equities   |
| PG&E CORP                           | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $32.58             | Equities   |
| PTC THERAPEUTICS INC                | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $71.05             | Equities   |
| PALANTIR TECHNOLOGIES INC           | 2026-06-01      | 0.0000%  | 0.0000% | $584715.00         | $83813048.10       | Equities   |
| PEBBLEBROOK HOTEL TRUST             | 2026-06-01      | 0.0000%  | 0.0000% | $144770.00         | $2251173.50        | Equities   |
| QUALCOMM INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $486.58            | Equities   |
| SANDISK CORP                        | 2026-06-01      | 0.0000%  | 0.0000% | $21630.00          | $35508673.20       | Equities   |
| SERVICENOW INC                      | 2026-06-01      | 0.0000%  | 0.0000% | $3120.00           | $339237.60         | Equities   |
| STOKE THERAPEUTICS INC              | 2026-06-01      | 0.0000%  | 0.0000% | $6.00              | $189.66            | Equities   |
| TARSUS PHARMACEUTICALS INC          | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $59.54             | Equities   |
| TESLA INC                           | 2026-06-01      | 0.0000%  | 0.0000% | $3230.00           | $1427983.00        | Equities   |
| TEXAS INSTRUMENTS INC               | 2026-06-01      | 0.0000%  | 0.0000% | $296.00            | $93521.20          | Equities   |
| US BANCORP                          | 2026-06-01      | 0.0000%  | 0.0000% | $3.00              | $163.35            | Equities   |
| UNITEDHEALTH GROUP INC              | 2026-06-01      | 0.0000%  | 0.0000% | $5415.00           | $2071399.95        | Equities   |
| VERASTEM INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $2919.00           | $12522.51          | Equities   |
| UROGEN PHARMA LTD                   | 2026-06-01      | 0.0000%  | 0.0000% | $3.00              | $86.07             | Equities   |
| BIOMARIN PHARMACEUTICAL INC         | 2026-06-01      | 0.0000%  | 0.0000% | $37676.00          | $1987032.24        | Equities   |
| CENTENE CORP                        | 2026-06-01      | 0.0000%  | 0.0000% | $3.00              | $176.73            | Equities   |
| CROWDSTRIKE HOLDINGS INC            | 2026-06-01      | 0.0000%  | 0.0000% | $468.00            | $314028.00         | Equities   |
| EBAY INC                            | 2026-06-01      | 0.0000%  | 0.0000% | $218337.00         | $24482127.81       | Equities   |
| GILEAD SCIENCES INC                 | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $272.44            | Equities   |
| HOME DEPOT INC                      | 2026-06-01      | 0.0000%  | 0.0000% | $1873.00           | $601626.33         | Equities   |
| HORIZON BANCORP/IN                  | 2026-06-01      | 0.0000%  | 0.0000% | $2893.00           | $53462.64          | Equities   |
| HUBSPOT INC                         | 2026-06-01      | 0.0000%  | 0.0000% | $10264.00          | $2040483.20        | Equities   |
| THERMO FISHER                       | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $487.22            | Equities   |
| FORTUNE BRANDS INNOVATIONS INC      | 2026-06-01      | 0.0000%  | 0.0000% | $879.00            | $34623.81          | Equities   |
| FRESHPET INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $1199.00           | $63654.91          | Equities   |
| IDEX CORP                           | 2026-06-01      | 0.0000%  | 0.0000% | $4499.00           | $944924.97         | Equities   |
| NEWMONT CORPORATION                 | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $216.46            | Equities   |
| PERMIAN RESOURCES CORP              | 2026-06-01      | 0.0000%  | 0.0000% | $22198.00          | $428865.36         | Equities   |
| ROSS STORES INC                     | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $227.20            | Equities   |
| TJX COMPANIES INC                   | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $154.89            | Equities   |
| EQUITABLE HOLDINGS INC              | 2026-06-01      | 0.0000%  | 0.0000% | $100.00            | $4108.00           | Equities   |
| NORTHWESTERN ENERGY GROUP INC       | 2026-06-01      | 0.0000%  | 0.0000% | $15683.00          | $1111611.04        | Equities   |
| NUCOR CORP                          | 2026-06-01      | 0.0000%  | 0.0000% | $215.00            | $53599.50          | Equities   |
| TIPTREE INC                         | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $34.94             | Equities   |
| TRADEWEB MARKETS INC                | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $199.30            | Equities   |
| APA CORP (US)                       | 2026-06-01      | 0.0000%  | 0.0000% | $100.00            | $3653.00           | Equities   |
| ARROW ELECTRONICS INC               | 2026-06-01      | 0.0000%  | 0.0000% | $164.00            | $35425.64          | Equities   |
| AVALONBAY COMMUNITIES INC           | 2026-06-01      | 0.0000%  | 0.0000% | $536.00            | $99068.88          | Equities   |
| BAKER HUGHES CO                     | 2026-06-01      | 0.0000%  | 0.0000% | $10432.00          | $675054.72         | Equities   |
| WR BERKLEY CORP                     | 2026-06-01      | 0.0000%  | 0.0000% | $1171.00           | $75295.30          | Equities   |
| BROADRIDGE FINANCIAL SOLUTIONS INC  | 2026-06-01      | 0.0000%  | 0.0000% | $1298.00           | $194336.56         | Equities   |
| CF INDUSTRIES HOLDINGS INC          | 2026-06-01      | 0.0000%  | 0.0000% | $2200.00           | $256300.00         | Equities   |
| CAPITAL ONE FIN CORP                | 2026-06-01      | 0.0000%  | 0.0000% | $3750.00           | $701325.00         | Equities   |
| CATALYST PHARMACEUTICALS INC        | 2026-06-01      | 0.0000%  | 0.0000% | $53242.00          | $1665942.18        | Equities   |
| CENTERPOINT ENERGY INC              | 2026-06-01      | 0.0000%  | 0.0000% | $260.00            | $10977.20          | Equities   |
| CITIGROUP INC                       | 2026-06-01      | 0.0000%  | 0.0000% | $44635.00          | $5565091.80        | Equities   |
| CITIZENS FINANCIAL GROUP INC        | 2026-06-01      | 0.0000%  | 0.0000% | $23790.00          | $1484733.90        | Equities   |
| CLEAN ENERGY FUELS CORP             | 2026-06-01      | 0.0000%  | 0.0000% | $404.00            | $836.28            | Equities   |
| CURTISS-WRIGHT CORPORATION          | 2026-06-01      | 0.0000%  | 0.0000% | $1400.00           | $1046822.00        | Equities   |
| FIDELITY NATIONAL FINANCIAL INC     | 2026-06-01      | 0.0000%  | 0.0000% | $800.00            | $38048.00          | Equities   |
| GREEN BRICK PARTNERS INC            | 2026-06-01      | 0.0000%  | 0.0000% | $13300.00          | $900011.00         | Equities   |
| GUIDEWIRE SOFTWARE INC              | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $284.26            | Equities   |
| HASBRO INC                          | 2026-06-01      | 0.0000%  | 0.0000% | $1553.00           | $134148.14         | Equities   |
| KEYSIGHT TECHNOLOGIES INC           | 2026-06-01      | 0.0000%  | 0.0000% | $1199.00           | $406616.87         | Equities   |
| L3HARRIS TECHNOLOGIES INC           | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $629.56            | Equities   |
| LIBERTY ENERGY INC                  | 2026-06-01      | 0.0000%  | 0.0000% | $3.00              | $87.18             | Equities   |
| MDU RESOURCES GROUP INC             | 2026-06-01      | 0.0000%  | 0.0000% | $4.00              | $86.16             | Equities   |
| MARVELL TECHNOLOGY INC              | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $204.83            | Equities   |
| MILLROSE PROPERTIES INC             | 2026-06-01      | 0.0000%  | 0.0000% | $38.00             | $1069.32           | Equities   |
| NEWS CORP                           | 2026-06-01      | 0.0000%  | 0.0000% | $26700.00          | $708084.00         | Equities   |
| ORGANON & CO                        | 2026-06-01      | 0.0000%  | 0.0000% | $31261.00          | $417334.35         | Equities   |
| PROGRESSIVE CORP                    | 2026-06-01      | 0.0000%  | 0.0000% | $45531.00          | $8856234.81        | Equities   |
| SOLVENTUM CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $1845.00           | $140109.30         | Equities   |
| TD SYNNEX CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $21901.00          | $5392464.22        | Equities   |
| TAYSHA GENE THERAPIES INC           | 2026-06-01      | 0.0000%  | 0.0000% | $35.00             | $207.20            | Equities   |
| TENET HEALTHCARE CORP               | 2026-06-01      | 0.0000%  | 0.0000% | $1599.00           | $276946.80         | Equities   |
| 3M CO                               | 2026-06-01      | 0.0000%  | 0.0000% | $7358.00           | $1124670.30        | Equities   |
| VERSANT MEDIA GROUP INC             | 2026-06-01      | 0.0000%  | 0.0000% | $5.00              | $216.65            | Equities   |
| WEBSTER FINL CORP                   | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $145.30            | Equities   |
| WILLSCOT MOBILE MINI HOLDINGS CORP  | 2026-06-01      | 0.0000%  | 0.0000% | $13.00             | $335.92            | Equities   |

### Security 333: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| META PLATFORMS INC                | 2026-06-01      | 0.0000%  | 0.0000% | $34952.00          | $22204656.08       | Equities   |
| CENTENE CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $39180.00          | $2308093.80        | Equities   |
| NVIDIA CORP                       | 2026-06-01      | 0.0000%  | 0.0000% | $442357.00         | $94774987.25       | Equities   |
| QUALCOMM INC                      | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $243.29            | Equities   |
| ADVANCED MICRO DEVICES INC        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $518.09            | Equities   |
| INTEL CORP                        | 2026-06-01      | 0.0000%  | 0.0000% | $194164.00         | $23472485.96       | Equities   |
| MICROSOFT CORP                    | 2026-06-01      | 0.0000%  | 0.0000% | $315171.00         | $134574865.29      | Equities   |
| MICRON TECHNOLOGY INC             | 2026-06-01      | 0.0000%  | 0.0000% | $248237.00         | $229251834.24      | Equities   |
| PTC THERAPEUTICS INC              | 2026-06-01      | 0.0000%  | 0.0000% | $286047.00         | $20323639.35       | Equities   |
| PALANTIR TECHNOLOGIES INC         | 2026-06-01      | 0.0000%  | 0.0000% | $9939.00           | $1424656.26        | Equities   |
| STOKE THERAPEUTICS INC            | 2026-06-01      | 0.0000%  | 0.0000% | $68741.00          | $2172903.01        | Equities   |
| WEBSTER FINL CORP                 | 2026-06-01      | 0.0000%  | 0.0000% | $61.00             | $4431.65           | Equities   |
| HUBSPOT INC                       | 2026-06-01      | 0.0000%  | 0.0000% | $7231.00           | $1437522.80        | Equities   |
| SERVICENOW INC                    | 2026-06-01      | 0.0000%  | 0.0000% | $204.00            | $22180.92          | Equities   |
| BROADCOM INC                      | 2026-06-01      | 0.0000%  | 0.0000% | $68604.00          | $29265094.32       | Equities   |
| HORIZON BANCORP/IN                | 2026-06-01      | 0.0000%  | 0.0000% | $1995.00           | $36867.60          | Equities   |
| AIRBNB INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $134.50            | Equities   |
| AMAZON.COM INC                    | 2026-06-01      | 0.0000%  | 0.0000% | $162527.00         | $44532398.00       | Equities   |
| APPLIED IND TECH INC.             | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $308.53            | Equities   |
| CHIPOTLE MEXICAN GRILL INC        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $32.42             | Equities   |
| CIRCLE INTERNET GROUP INC         | 2026-06-01      | 0.0000%  | 0.0000% | $3778.00           | $408930.72         | Equities   |
| EQUINIX INC                       | 2026-06-01      | 0.0000%  | 0.0000% | $438.00            | $468414.72         | Equities   |
| HONEYWELL INTERNATIONAL INC       | 2026-06-01      | 0.0000%  | 0.0000% | $3411.00           | $794763.00         | Equities   |
| JPMORGAN CHASE & CO               | 2026-06-01      | 0.0000%  | 0.0000% | $26725.00          | $7930109.25        | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC | 2026-06-01      | 0.0000%  | 0.0000% | $16551.00          | $286994.34         | Equities   |
| MONSTER BEVERAGE CORP             | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $87.99             | Equities   |
| NETFLIX INC                       | 2026-06-01      | 0.0000%  | 0.0000% | $60313.00          | $5208630.68        | Equities   |
| NORTHERN TRUST CORPORATION        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $168.35            | Equities   |
| PG&E CORP                         | 2026-06-01      | 0.0000%  | 0.0000% | $91102.00          | $1484051.58        | Equities   |
| PACKAGING CORP OF AMERICA         | 2026-06-01      | 0.0000%  | 0.0000% | $4302.00           | $938438.28         | Equities   |
| PARKER HANNIFIN CORPORATION       | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $852.81            | Equities   |
| ALPHABET INC                      | 2026-06-01      | 0.0000%  | 0.0000% | $231805.00         | $90434084.65       | Equities   |
| BERKSHIRE HATHAWAY INC            | 2026-06-01      | 0.0000%  | 0.0000% | $1968.00           | $939562.56         | Equities   |
| EBAY INC                          | 2026-06-01      | 0.0000%  | 0.0000% | $6960.00           | $780424.80         | Equities   |
| GENERAL DYNAMICS CORP             | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $348.96            | Equities   |
| GENERAL ELECTRIC CO               | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $320.82            | Equities   |
| LATTICE SEMICONDUCTOR CORP        | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $294.62            | Equities   |
| AES CORP                          | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $14.69             | Equities   |
| ABBVIE INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $227.00            | $49629.01          | Equities   |
| AKAMAI TECH INC                   | 2026-06-01      | 0.0000%  | 0.0000% | $499.00            | $71421.87          | Equities   |
| COHERENT CORP                     | 2026-06-01      | 0.0000%  | 0.0000% | $2878.00           | $1084862.10        | Equities   |
| COLGATE-PALMOLIVE CO              | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $91.66             | Equities   |
| LAS VEGAS SANDS                   | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $51.11             | Equities   |
| MONDELEZ INTERNATIONAL INC        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $62.39             | Equities   |
| APPLIED OPTOELECTRONICS INC       | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $169.02            | Equities   |
| IDEX CORP                         | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $210.03            | Equities   |
| NEOGEN CORP                       | 2026-06-01      | 0.0000%  | 0.0000% | $700.00            | $6510.00           | Equities   |
| PTC INC                           | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $277.58            | Equities   |
| ALBEMARLE CORP                    | 2026-06-01      | 0.0000%  | 0.0000% | $98.00             | $17279.36          | Equities   |
| DAUCH CORP                        | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $6.77              | Equities   |
| ARISTA NETWORKS INC               | 2026-06-01      | 0.0000%  | 0.0000% | $118668.00         | $18425580.36       | Equities   |
| ARROW ELECTRONICS INC             | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $216.01            | Equities   |
| BELLRING BRANDS INC               | 2026-06-01      | 0.0000%  | 0.0000% | $197.00            | $1706.02           | Equities   |
| CVS HEALTH CORP                   | 2026-06-01      | 0.0000%  | 0.0000% | $5899.00           | $548430.03         | Equities   |
| EXPAND ENERGY CORP                | 2026-06-01      | 0.0000%  | 0.0000% | $2.00              | $187.18            | Equities   |
| COEUR MINING INC                  | 2026-06-01      | 0.0000%  | 0.0000% | $26199.00          | $487039.41         | Equities   |
| DELL TECHNOLOGIES INC             | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $317.05            | Equities   |
| DIGITAL REALTY                    | 2026-06-01      | 0.0000%  | 0.0000% | $48899.00          | $9360735.57        | Equities   |
| FIDELITY NATIONAL FINANCIAL INC   | 2026-06-01      | 0.0000%  | 0.0000% | $1300.00           | $61828.00          | Equities   |
| HASBRO INC                        | 2026-06-01      | 0.0000%  | 0.0000% | $13903.00          | $1200941.14        | Equities   |
| LIBERTY ENERGY INC                | 2026-06-01      | 0.0000%  | 0.0000% | $16.00             | $464.96            | Equities   |
| MANPOWER GROUP INC                | 2026-06-01      | 0.0000%  | 0.0000% | $3402.00           | $103182.66         | Equities   |
| MARVELL TECHNOLOGY INC            | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $204.83            | Equities   |
| NORTHWESTERN ENERGY GROUP INC     | 2026-06-01      | 0.0000%  | 0.0000% | $408.00            | $28919.04          | Equities   |
| NUTANIX INC                       | 2026-06-01      | 0.0000%  | 0.0000% | $3.00              | $146.43            | Equities   |
| SANDISK CORP                      | 2026-06-01      | 0.0000%  | 0.0000% | $46884.00          | $76966649.76       | Equities   |
| SNOWFLAKE INC                     | 2026-06-01      | 0.0000%  | 0.0000% | $4592.00           | $1098406.40        | Equities   |
| CIPHER DIGITAL INC                | 2026-06-01      | 0.0000%  | 0.0000% | $5.00              | $122.95            | Equities   |
| GCM GROSVENOR INC                 | 2026-06-01      | 0.0000%  | 0.0000% | $1.00              | $10.77             | Equities   |

### Security 334: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC 3.640000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYDUP3CP3
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                         | 2027-01-15      | 0.3750%  | 0.0000% | $18164200.00       | $24745033.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2044-02-15      | 4.5000%  | 0.0000% | $29369400.00       | $28242668.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 1.2500%  | 0.0000% | $6822700.00        | $6507586.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-04-30      | 1.2500%  | 0.0000% | $84000.00          | $79852.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-03-31      | 2.3750%  | 0.0000% | $100000.00         | $95946.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-04-15      | 0.1250%  | 0.0000% | $53155600.00       | $61477572.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-04-30      | 2.8750%  | 0.0000% | $300000.00         | $291062.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-02-15      | 3.5000%  | 0.0000% | $10791000.00       | $10419687.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-07-31      | 4.1250%  | 0.0000% | $5093000.00        | $5155323.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2041-08-15      | 1.7500%  | 0.0000% | $1177000.00        | $790136.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-12-31      | 0.6250%  | 0.0000% | $21810700.00       | $20752586.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-10-15      | 1.6250%  | 0.0000% | $202400.00         | $227519.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-06-30      | 4.2500%  | 0.0000% | $8120000.00        | $8300191.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-05-31      | 2.6250%  | 0.0000% | $16696900.00       | $16704125.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-01-15      | 0.5000%  | 0.0000% | $17900200.00       | $23641220.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-10-15      | 2.3750%  | 0.0000% | $4534800.00        | $5023318.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-10-15      | 3.8750%  | 0.0000% | $674100.00         | $676549.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-11-30      | 3.8750%  | 0.0000% | $5774900.00        | $5876942.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-15      | 3.3750%  | 0.0000% | $400000.00         | $399976.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-05-31      | 4.0000%  | 0.0000% | $3700000.00        | $3759356.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-10-31      | 4.1250%  | 0.0000% | $21021500.00       | $21040854.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-10-15      | 1.6250%  | 0.0000% | $3301200.00        | $3495542.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-03-31      | 4.0000%  | 0.0000% | $900.00            | $902.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-04-30      | 4.0000%  | 0.0000% | $378200.00         | $375293.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-05-31      | 4.1250%  | 0.0000% | $3162400.00        | $3211892.67        | U.S. Treasuries (including strips) |
| Compas Grp Diver                               | 2029-04-15      | 5.2500%  | 0.0000% | $1.00              | $0.97              | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-05-15      | 3.7500%  | 0.0000% | $741000.00         | $738565.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-09-15      | 3.3750%  | 0.0000% | $133000.00         | $132041.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-10-31      | 3.6250%  | 0.0000% | $18156400.00       | $17847498.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2030-10-15      | 1.1250%  | 0.0000% | $1193400.00        | $1200903.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-15      | 3.8750%  | 0.0000% | $20000000.00       | $20118108.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2035-11-15      | 4.0000%  | 0.0000% | $1000000.00        | $968979.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-11-15      | 3.5000%  | 0.0000% | $43700.00          | $43213.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2032-12-31      | 3.8750%  | 0.0000% | $706400.00         | $702355.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-12-31      | 3.3750%  | 0.0000% | $2570000.00        | $2581910.86        | U.S. Treasuries (including strips) |
| ASP UNIFRAX HOLDINGS INC                       | 2029-09-30      | 7.1000%  | 0.0000% | $20.00             | $0.63              | Corporate Debt Securities          |
| CHOBANI LLC                                    | 2029-07-01      | 7.6250%  | 0.0000% | $985000.00         | $1047672.81        | Corporate Debt Securities          |
| DIRECTV FINANCING LLC                          | 2031-02-15      | 10.0000% | 0.0000% | $1000000.00        | $1071358.89        | Corporate Debt Securities          |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION          | 2028-03-01      | 6.0000%  | 0.0000% | $10438.00          | $1.50              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2     | 2029-12-20      | 7.0000%  | 0.0000% | $25000.00          | $11.11             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1     | 2028-03-15      | 6.5000%  | 0.0000% | $25030.00          | $24.07             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1     | 2031-08-15      | 7.0000%  | 0.0000% | $25000.00          | $35.13             | Agency Mortgage-Backed Securities  |
| NRG ENERGY INC                                 | 2036-01-15      | 6.0000%  | 0.0000% | $491000.00         | $505666.17         | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $241643.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-09-30      | 0.0000%  | 0.0000% | $88000.00          | $86970.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2036-01-15      | 1.8750%  | 0.0000% | $14688700.00       | $14789420.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-12-31      | 0.0000%  | 0.0000% | $192999.99         | $173912.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-10-31      | 0.0000%  | 0.0000% | $282692.84         | $278416.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-12-31      | 0.0000%  | 0.0000% | $192000.00         | $180355.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-06-30      | 0.0000%  | 0.0000% | $193000.00         | $177584.51         | U.S. Treasuries (including strips) |
| PARAMOUNT GLOBAL                               | 2036-04-30      | 6.8750%  | 0.0000% | $51000.00          | $47057.10          | Corporate Debt Securities          |
| CELANESE US HOLDINGS LLC                       | 2026-08-05      | 1.4000%  | 0.0000% | $59000.00          | $58789.57          | Corporate Debt Securities          |
| PBF HOLDING COMPANY LLC                        | 2028-02-15      | 6.0000%  | 0.0000% | $10000.00          | $10180.13          | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2056-02-15      | 4.7500%  | 0.0000% | $726000.00         | $709837.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-01-31      | 4.0000%  | 0.0000% | $10000000.00       | $9979746.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2036-02-15      | 4.1250%  | 0.0000% | $494900.00         | $488780.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-02-15      | 3.5000%  | 0.0000% | $2000000.00        | $1992235.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-09-30      | 0.0000%  | 0.0000% | $293776.50         | $267524.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-03-31      | 0.0000%  | 0.0000% | $293955.55         | $262099.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-09-30      | 0.0000%  | 0.0000% | $291000.00         | $253955.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-09-30      | 0.0000%  | 0.0000% | $185000.00         | $182769.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-03-31      | 0.0000%  | 0.0000% | $185000.00         | $179240.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2027-09-30      | 0.0000%  | 0.0000% | $79000.00          | $75026.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 0.0000%  | 0.0000% | $79000.00          | $73427.74          | U.S. Treasuries (including strips) |
| CASH & EQUIVALENTS                             | 2026-06-01      | 0.0000%  | 0.0000% | $515205.93         | $515205.93         | Cash                               |
| BEACH ACQUISITION BIDCO LLC                    | 2033-07-15      | 10.0000% | 0.0000% | $1000065.00        | $1145348.33        | Corporate Debt Securities          |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B  | 2027-08-16      | 3.1100%  | 0.0000% | $1189000.00        | $352930.89         | Asset-Backed Securities            |
| UNITED STATES TREASURY                         | 2046-02-15      | 4.6250%  | 0.0000% | $200.00            | $193.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-02-28      | 3.5000%  | 0.0000% | $12271400.00       | $12049358.62       | U.S. Treasuries (including strips) |
| COREWEAVE INC                                  | 2031-10-01      | 9.7500%  | 0.0000% | $358000.00         | $372294.05         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO                            | 2026-12-15      | 4.1250%  | 0.0000% | $25000.00          | $25477.79          | Corporate Debt Securities          |
| LAS VEGAS SANDS                                | 2034-08-15      | 6.2000%  | 0.0000% | $3000.00           | $3150.51           | Corporate Debt Securities          |
| OAK EAGLE ACQUIRECO INC                        | 2033-07-01      | 7.2500%  | 0.0000% | $334000.00         | $351207.96         | Corporate Debt Securities          |
| THERMO FISHER                                  | 2033-08-10      | 5.0860%  | 0.0000% | $4000.00           | $4118.60           | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2031-04-30      | 3.8750%  | 0.0000% | $183000.00         | $181485.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2033-04-30      | 4.1250%  | 0.0000% | $2945000.00        | $2927926.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2031-04-15      | 1.2500%  | 0.0000% | $4949900.00        | $4931216.97        | U.S. Treasuries (including strips) |
| VF CORPORATION                                 | 2027-04-23      | 2.8000%  | 0.0000% | $887000.00         | $869792.20         | Corporate Debt Securities          |
| WENDYS FUNDING LLC WEN_25-1                    | 2055-12-15      | 5.4220%  | 0.0000% | $50000.00          | $49644.19          | Asset-Backed Securities            |
| AIR CANADA                                     | 2026-08-15      | 3.8750%  | 0.0000% | $800000.00         | $807275.56         | Corporate Debt Securities          |
| ALLY AUTO RECEIVABLES TRUST ALLYL_24-1         | 2028-12-15      | 5.0800%  | 0.0000% | $1519000.00        | $734379.94         | Asset-Backed Securities            |
| BMW VEHICLE OWNER TRUST BMWOT_25-A             | 2029-09-25      | 4.5600%  | 0.0000% | $1482000.00        | $1488421.01        | Asset-Backed Securities            |
| CARMAX AUTO OWNER TRUST CARMX_24-4             | 2029-10-15      | 4.6000%  | 0.0000% | $4760000.00        | $4787145.75        | Asset-Backed Securities            |
| CARMAX AUTO OWNER TRUST CARMX_23-2             | 2028-01-18      | 5.0500%  | 0.0000% | $1705000.00        | $405285.92         | Asset-Backed Securities            |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-C       | 2028-10-16      | 5.5200%  | 0.0000% | $445000.00         | $361401.42         | Asset-Backed Securities            |
| MEDLINE BORROWER LP                            | 2033-06-15      | 5.2500%  | 0.0000% | $500000.00         | $499307.92         | Corporate Debt Securities          |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-A | 2028-12-15      | 5.2800%  | 0.0000% | $1700000.00        | $1129351.82        | Asset-Backed Securities            |
| NISSAN AUTO LEASE TRUST NALT_24-B              | 2028-12-15      | 5.2100%  | 0.0000% | $3230000.00        | $3263311.35        | Asset-Backed Securities            |
| ONEMAIN FINANCE CORP                           | 2033-09-15      | 6.7500%  | 0.0000% | $390000.00         | $386152.65         | Corporate Debt Securities          |
| PBF HOLDING COMPANY LLC                        | 2030-03-15      | 9.8750%  | 0.0000% | $756000.00         | $824484.99         | Corporate Debt Securities          |
| PBF HOLDING COMPANY LLC                        | 2034-06-01      | 7.2500%  | 0.0000% | $250000.00         | $249205.35         | Corporate Debt Securities          |
| PILGRIMS PRIDE CORP                            | 2033-07-01      | 6.2500%  | 0.0000% | $7000.00           | $7459.93           | Corporate Debt Securities          |
| UNITED AIRLINES 2014-2 PASS THRO               | 2028-03-03      | 3.7500%  | 0.0000% | $17452000.00       | $7359239.07        | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2026-06-30      | 0.0000%  | 0.0000% | $14916000.00       | $14872564.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2026-07-07      | 0.0000%  | 0.0000% | $223900.00         | $223089.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2028-03-31      | 3.8750%  | 0.0000% | $7356000.00        | $7386649.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2036-05-15      | 4.3750%  | 0.0000% | $7302000.00        | $7277628.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                         | 2029-05-15      | 3.8750%  | 0.0000% | $14905400.00       | $14858167.54       | U.S. Treasuries (including strips) |
| VERIZON MASTER TRUST                           | 2029-11-20      | 4.6100%  | 0.0000% | $36000.00          | $36058.99          | Asset-Backed Securities            |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_25-B   | 2028-08-15      | 4.3800%  | 0.0000% | $955000.00         | $440203.08         | Asset-Backed Securities            |

### Security 335: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUMISHO AIR LEASE CORP                  | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19087322.22       | Corporate Debt Securities |
| SODEXO INC                              | 2030-08-15      | 5.1500%  | 0.0000% | $30000000.00       | $30711533.33       | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP           | 2030-03-25      | 5.0370%  | 0.0000% | $40000000.00       | $40662986.67       | Corporate Debt Securities |
| ENERGY TRANSFER LP                      | 2033-12-01      | 6.5500%  | 0.0000% | $20000000.00       | $22363322.22       | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC     | 2042-06-15      | 5.6000%  | 0.0000% | $3800000.00        | $3847010.22        | Corporate Debt Securities |
| KINDER MORGAN INC                       | 2033-06-01      | 5.2000%  | 0.0000% | $17070000.00       | $17791567.87       | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                  | 2026-08-15      | 1.8750%  | 0.0000% | $10000000.00       | $9995566.67        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION      | 2026-07-07      | 5.2500%  | 0.0000% | $3809000.00        | $3891953.67        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                    | 2034-06-08      | 6.3770%  | 0.0000% | $32000000.00       | $34879704.00       | Corporate Debt Securities |
| CHEVRON CORP                            | 2027-05-11      | 1.9950%  | 0.0000% | $17500000.00       | $17209631.25       | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                   | 2028-04-07      | 4.7000%  | 0.0000% | $10000000.00       | $10090088.89       | Corporate Debt Securities |
| ELI LILLY AND COMPANY                   | 2028-02-12      | 4.5500%  | 0.0000% | $17721000.00       | $18071939.79       | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC              | 2028-06-06      | 5.7500%  | 0.0000% | $8507000.00        | $8921222.37        | Corporate Debt Securities |
| META PLATFORMS INC                      | 2027-08-15      | 3.5000%  | 0.0000% | $31430000.00       | $31554183.42       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2029-03-09      | 6.1610%  | 0.0000% | $2500000.00        | $2598702.78        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC             | 2035-07-01      | 5.6250%  | 0.0000% | $12000000.00       | $12398100.00       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC              | 2040-11-20      | 2.6500%  | 0.0000% | $85000000.00       | $60659612.50       | Corporate Debt Securities |
| ANTARES HOLDINGS LP                     | 2029-10-23      | 6.3500%  | 0.0000% | $400000.00         | $402404.00         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2035-03-04      | 5.7190%  | 0.0000% | $16595000.00       | $17296025.81       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2046-03-01      | 3.8000%  | 0.0000% | $2499000.00        | $1968384.55        | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC            | 2053-03-15      | 5.4000%  | 0.0000% | $30805000.00       | $29715119.10       | Corporate Debt Securities |
| BARCLAYS PLC                            | 2034-09-13      | 6.6920%  | 0.0000% | $20060000.00       | $21982501.36       | Corporate Debt Securities |
| ENTERGY CORP                            | 2054-12-01      | 7.1250%  | 0.0000% | $475000.00         | $509346.85         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2034-05-12      | 5.2080%  | 0.0000% | $81996000.00       | $81760616.82       | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC                 | 2046-03-16      | 5.6220%  | 0.0000% | $30148000.00       | $30378938.70       | Corporate Debt Securities |
| NRG ENERGY INC                          | 2027-12-02      | 2.4500%  | 0.0000% | $10246000.00       | $10040832.39       | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY        | 2035-08-15      | 6.0000%  | 0.0000% | $20633000.00       | $21596423.55       | Corporate Debt Securities |
| SHERWIN-WILLIAMS COMPANY (THE)          | 2035-08-15      | 5.1500%  | 0.0000% | $17000000.00       | $17293552.22       | Corporate Debt Securities |

### Security 336: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVYH065
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| OPTIMUM COMMUNICATIONS INC    | 2026-06-01      | 0.0000%  | 0.0000% | $822634.00         | $497364.52         | Equities   |
| NORFOLK SOUTHERN CORPORATION  | 2026-06-01      | 0.0000%  | 0.0000% | $124132.00         | $38217760.16       | Equities   |
| ADVANCED DRAINAGE SYSTEMS INC | 2026-06-01      | 0.0000%  | 0.0000% | $22126.00          | $3098746.30        | Equities   |
| BIOMARIN PHARMACEUTICAL INC   | 2026-06-01      | 0.0000%  | 0.0000% | $53474.00          | $2820218.76        | Equities   |
| CAMPBELLS CO                  | 2026-06-01      | 0.0000%  | 0.0000% | $80040.00          | $1664832.00        | Equities   |
| DARLING INGREDIENTS INC       | 2026-06-01      | 0.0000%  | 0.0000% | $93749.00          | $5589315.38        | Equities   |
| EVERGY INC                    | 2026-06-01      | 0.0000%  | 0.0000% | $37559.00          | $3111763.15        | Equities   |

### Security 337: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDXGTTD9
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| IRON MOUNTAIN INC                     | 2030-07-15      | 5.2500%  | 0.0000% | $12250000.00       | $12338710.42       | Corporate Debt Securities |
| IQVIA INC                             | 2026-10-15      | 5.0000%  | 0.0000% | $516000.00         | $518972.73         | Corporate Debt Securities |
| DAVITA INC                            | 2030-06-01      | 4.6250%  | 0.0000% | $10461000.00       | $10397481.39       | Corporate Debt Securities |
| TRANSDIGM INC                         | 2029-03-01      | 6.3750%  | 0.0000% | $5535000.00        | $5728743.45        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                   | 2033-09-01      | 6.1250%  | 0.0000% | $1000.00           | $996.64            | Corporate Debt Securities |
| VIKING CRUISES LTD                    | 2033-10-15      | 5.8750%  | 0.0000% | $700000.00         | $705299.39         | Corporate Debt Securities |
| APLD COMPUTECO LLC                    | 2030-12-15      | 9.2500%  | 0.0000% | $13867000.00       | $15637850.57       | Corporate Debt Securities |
| CHOBANI LLC                           | 2028-11-15      | 4.6250%  | 0.0000% | $10055000.00       | $9980076.28        | Corporate Debt Securities |
| ENCORE CAP GRP                        | 2031-04-15      | 6.6250%  | 0.0000% | $4157000.00        | $4212151.84        | Corporate Debt Securities |
| TRANSDIGM INC                         | 2028-08-15      | 6.7500%  | 0.0000% | $10406000.00       | $10738159.52       | Corporate Debt Securities |
| APLD COMPUTECO 2 LLC                  | 2031-03-15      | 6.7500%  | 0.0000% | $610000.00         | $625080.73         | Corporate Debt Securities |
| ECHOSTAR CORP                         | 2030-11-30      | 6.7500%  | 0.0000% | $120.00            | $126.70            | Corporate Debt Securities |
| ENBRIDGE INC                          | 2084-01-15      | 8.5000%  | 0.0000% | $20476000.00       | $24053748.73       | Corporate Debt Securities |
| MINERAL RESOURCES LTD                 | 2034-05-01      | 6.2500%  | 0.0000% | $2230000.00        | $2220295.78        | Corporate Debt Securities |
| MINERAL RESOURCES LTD                 | 2034-05-01      | 6.2500%  | 0.0000% | $2697000.00        | $2685263.55        | Corporate Debt Securities |
| ARBOR REALTY SR INC                   | 2030-07-15      | 7.8750%  | 0.0000% | $7050000.00        | $6798967.13        | Corporate Debt Securities |
| ARBOR REALTY SR INC                   | 2028-12-15      | 8.5000%  | 0.0000% | $3602000.00        | $3702517.81        | Corporate Debt Securities |
| ARBOR REALTY SR INC                   | 2028-12-15      | 8.5000%  | 0.0000% | $10347000.00       | $10635744.53       | Corporate Debt Securities |
| BOMBARDIER INC                        | 2034-05-01      | 7.4500%  | 0.0000% | $7314000.00        | $8073810.83        | Corporate Debt Securities |
| BOMBARDIER INC                        | 2035-01-15      | 5.8750%  | 0.0000% | $4063000.00        | $4101820.84        | Corporate Debt Securities |
| CASCADES INC.                         | 2030-07-15      | 6.7500%  | 0.0000% | $6704000.00        | $6962874.96        | Corporate Debt Securities |
| CHAMPION IRON CANADA INC              | 2032-07-15      | 7.8750%  | 0.0000% | $5640000.00        | $6065157.30        | Corporate Debt Securities |
| ENCORE CAP GRP                        | 2032-06-01      | 6.6250%  | 0.0000% | $2750000.00        | $2741305.03        | Corporate Debt Securities |
| FIRST EAGLE HOLDINGS INC              | 2032-08-15      | 7.2500%  | 0.0000% | $3395000.00        | $3440529.78        | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV            | 2029-11-15      | 8.2500%  | 0.0000% | $278000.00         | $281149.28         | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV            | 2031-11-15      | 8.6250%  | 0.0000% | $6031000.00        | $6100803.80        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC | 2031-09-15      | 5.5000%  | 0.0000% | $3629000.00        | $3659919.08        | Corporate Debt Securities |
| IRON MOUNTAIN INC                     | 2029-02-15      | 7.0000%  | 0.0000% | $8962000.00        | $9325608.26        | Corporate Debt Securities |
| MILLICOM INTL CELLULAR SA             | 2031-04-27      | 4.5000%  | 0.0000% | $6000000.00        | $5625480.00        | Corporate Debt Securities |
| MINERAL RESOURCES LTD                 | 2030-05-01      | 8.5000%  | 0.0000% | $6880000.00        | $7149359.64        | Corporate Debt Securities |
| MINERAL RESOURCES LTD                 | 2034-05-01      | 6.2500%  | 0.0000% | $8563000.00        | $8525736.68        | Corporate Debt Securities |
| NOMURA HOLDINGS INC                   | 2079-12-31      | 7.0000%  | 0.0000% | $3599000.00        | $3802327.50        | Corporate Debt Securities |
| CHORD ENERGY CORP                     | 2030-10-01      | 6.0000%  | 0.0000% | $810000.00         | $827031.60         | Corporate Debt Securities |
| SOLARIS ENERGY INFRASTRUCTURE LLC     | 2031-05-15      | 6.3750%  | 0.0000% | $284000.00         | $288683.28         | Corporate Debt Securities |
| SOLARIS ENERGY INFRASTRUCTURE LLC     | 2031-05-15      | 6.3750%  | 0.0000% | $6675000.00        | $6785073.53        | Corporate Debt Securities |
| TERRAFORM POWER OPERATING LLC         | 2028-01-31      | 5.0000%  | 0.0000% | $90000.00          | $90965.50          | Corporate Debt Securities |
| TRANSDIGM INC                         | 2029-03-01      | 6.3750%  | 0.0000% | $7319000.00        | $7575189.40        | Corporate Debt Securities |
| TRANSDIGM INC                         | 2033-01-15      | 6.0000%  | 0.0000% | $7100000.00        | $7265950.67        | Corporate Debt Securities |
| VEDANTA RESOURCES FINANCE II PLC      | 2029-09-17      | 10.8750% | 0.0000% | $2000000.00        | $2175220.00        | Corporate Debt Securities |
| VISTA ENERGY ARGENTINA SAU            | 2038-04-08      | 7.8750%  | 0.0000% | $200000.00         | $207831.25         | Corporate Debt Securities |
| TRAVEL + LEISURE CO                   | 2027-04-01      | 6.0000%  | 0.0000% | $5128000.00        | $5185929.31        | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD             | 2029-12-04      | 5.3750%  | 0.0000% | $368000.00         | $358100.80         | Corporate Debt Securities |
| SIMPAR EUROPE SA                      | 2031-01-26      | 5.2000%  | 0.0000% | $15821000.00       | $13770071.03       | Corporate Debt Securities |
| GRUPO AEROMEXICO SAB DE CV            | 2029-11-15      | 8.2500%  | 0.0000% | $5200000.00        | $5258907.33        | Corporate Debt Securities |
| VEDANTA RESOURCES FINANCE II PLC      | 2028-06-03      | 10.2500% | 0.0000% | $5000000.00        | $5128000.00        | Corporate Debt Securities |
| VISTA ENERGY ARGENTINA SAU            | 2038-04-08      | 7.8750%  | 0.0000% | $1200000.00        | $1246987.50        | Corporate Debt Securities |

### Security 338: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDYPVUJ7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AETHON UNITED BR LP              | 2029-10-01      | 7.5000%  | 0.0000% | $13672000.00       | $14434259.57       | Corporate Debt Securities |
| CALIFORNIA RESOURCES CORP        | 2034-01-15      | 7.0000%  | 0.0000% | $44108000.00       | $46426610.53       | Corporate Debt Securities |
| JETBLUE AIRWAYS CORP             | 2031-09-20      | 9.8750%  | 0.0000% | $36233000.00       | $34107828.87       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING | 2035-10-23      | 6.3840%  | 0.0000% | $17074000.00       | $17200586.64       | Corporate Debt Securities |
| COREWEAVE INC                    | 2031-10-01      | 9.7500%  | 0.0000% | $44102000.00       | $45862882.61       | Corporate Debt Securities |
| SIRIUS XM RADIO LLC              | 2032-04-15      | 5.8750%  | 0.0000% | $13058000.00       | $13091579.01       | Corporate Debt Securities |

### Security 339: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ2N2670
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TOWD PT MTG TR 2019-2          M2     20581225 FLT     | 2058-12-25      | 3.7500%  | 0.0000% | $800000.00         | $668562.93         | Asset-Backed Securities                           |
| FORTIVE CORP                   SR NT 4.3%46            | 2046-06-15      | 4.3000%  | 0.0000% | $2000.00           | $1672.66           | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          FR 7.2%112833           | 2033-11-28      | 7.2000%  | 0.0000% | $2136000.00        | $2405883.60        | Corporate Debt Securities                         |
| LONG BEACH MTG LN TR 2003-2    M-1    20330625 FLT     | 2033-06-25      | 4.9288%  | 0.0000% | $2294489.00        | $111875.52         | Asset-Backed Securities                           |
| SHELL INTERNATIONAL FIN BV     SR NT 4.125%35          | 2035-05-11      | 4.1250%  | 0.0000% | $1497000.00        | $1473246.35        | Corporate Debt Securities                         |
| CONE 2024-DWF1                 C      20410815 FLT     | 2041-08-15      | 6.3173%  | 0.0000% | $3197900.00        | $3194953.89        | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT     | 2039-09-19      | 5.4703%  | 0.0000% | $883500.00         | $385346.63         | Private Label Collateralized Mortgage Obligations |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 49         | 2049-07-15      | 5.5360%  | 0.0000% | $3229000.00        | $3240805.94        | Asset-Backed Securities                           |
| POLAND REP                     GLBL NT 5.125%34        | 2034-09-18      | 5.1250%  | 0.0000% | $3933000.00        | $3987659.41        | Corporate Debt Securities                         |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30        | 2030-12-15      | 9.6250%  | 0.0000% | $4598000.00        | $5671436.31        | Corporate Debt Securities                         |
| BEIGNET INV LLC                SR SEC 144A 49          | 2049-05-30      | 6.5810%  | 0.0000% | $500000.00         | $519392.76         | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL FL NT 29        | 2029-03-25      | 4.6472%  | 0.0000% | $4817000.00        | $4868083.66        | Corporate Debt Securities                         |
| OBX 2025-NQM20 TRUST           A-1    20651025 FLT     | 2065-10-25      | 5.0210%  | 0.0000% | $2501258.00        | $2149688.41        | Private Label Collateralized Mortgage Obligations |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4%27            | 2027-06-28      | 4.0000%  | 0.0000% | $7944000.00        | $8082843.47        | Corporate Debt Securities                         |
| ALIGNED DT CEN ISS LLC 2021-1  B      20460815 2.48200 | 2046-08-15      | 2.4820%  | 0.0000% | $36000.00          | $35802.94          | Asset-Backed Securities                           |
| APIDOS CLO 2020-32R            A-1R   20330121 FLT     | 2033-01-21      | 4.7752%  | 0.0000% | $425465.00         | $255046.28         | Asset-Backed Securities                           |
| BSPRT ISSUER LLC 2023-FL0      B      20350917 FLT     | 2035-09-17      | 6.8921%  | 0.0000% | $3894500.00        | $3910546.34        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT     | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $91113.26          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-S    20621215 FLT     | 2062-12-15      | 3.3515%  | 0.0000% | $3433190.00        | $3142281.12        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP          GLBL BD 6.125%32        | 2032-01-22      | 6.1250%  | 0.0000% | $7124000.00        | $7431098.82        | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 34           | 2034-04-15      | 3.4690%  | 0.0000% | $160000.00         | $144510.38         | Corporate Debt Securities                         |
| CRIBS MTG TR 2025-RTL1         A1     20400525 FLT     | 2040-05-25      | 5.8110%  | 0.0000% | $754000.00         | $757607.64         | Private Label Collateralized Mortgage Obligations |
| CANYON CLO LTD 2025-2          A-1    20381015 FLT     | 2038-10-15      | 5.0031%  | 0.0000% | $6012083.00        | $6060389.49        | Asset-Backed Securities                           |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT     | 2066-10-25      | 1.1100%  | 0.0000% | $100023.00         | $46518.02          | Private Label Collateralized Mortgage Obligations |
| COMPASS DATACTR ISS III 2025-2 A-2    20500225 5.83500 | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1061954.58        | Asset-Backed Securities                           |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT     | 2041-05-15      | 5.7677%  | 0.0000% | $2116000.00        | $2128681.16        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN CHASE CM 2023-CCDC A      20401005 FLT     | 2040-10-05      | 7.2355%  | 0.0000% | $557000.00         | $577599.86         | Private Label Collateralized Mortgage Obligations |
| JGWPT XLI LLC 2018-1           A      20721017 3.74000 | 2072-10-17      | 3.7400%  | 0.0000% | $4558000.00        | $2599087.14        | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             A      20390222 FLT     | 2039-02-22      | 5.0628%  | 0.0000% | $182500.00         | $38321.34          | Private Label Collateralized Mortgage Obligations |
| LAUREL RD PRIME SL TR 2017-C   C      20421125 3.29000 | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $14745.07          | Asset-Backed Securities                           |
| MFI LLC 2022-B1                A      20371120 FLT     | 2037-11-20      | 5.6471%  | 0.0000% | $10858500.00       | $10878356.24       | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1                B      20371120 FLT     | 2037-11-20      | 6.3271%  | 0.0000% | $9099500.00        | $9115401.60        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16              B      20391118 FLT     | 2039-11-18      | 5.7671%  | 0.0000% | $1720080.00        | $1678035.70        | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LIMITED        SR 144A NT 34           | 2034-12-07      | 6.2550%  | 0.0000% | $177000.00         | $193787.57         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT5.5%29        | 2029-03-15      | 5.5000%  | 0.0000% | $9000.00           | $8727.17           | Corporate Debt Securities                         |
| NELNET STUDENT LN TR 2021-A    B-2    20620420 2.85000 | 2062-04-20      | 2.8500%  | 0.0000% | $989003.00         | $891196.04         | Asset-Backed Securities                           |
| OBX TRUST 2021-NQM4            A-1    20611025 1.95700 | 2061-10-25      | 1.9570%  | 0.0000% | $135000.00         | $69907.13          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM2               A-3    20641125 FLT     | 2064-11-25      | 5.9520%  | 0.0000% | $658580.00         | $438372.06         | Private Label Collateralized Mortgage Obligations |
| PK ALIFT LOAN  6 FDG LP 2025-1 B      20421115 FLT     | 2042-11-15      | 5.8110%  | 0.0000% | $4978000.00        | $4263413.72        | Asset-Backed Securities                           |
| PK ALIFT LN FDG LP 2024-2      C      20391015 5.43200 | 2039-10-15      | 5.4320%  | 0.0000% | $359000.00         | $224808.27         | Asset-Backed Securities                           |
| PACIFIC GAS & ELEC CO          1M GLBL 28 BD 50        | 2050-07-01      | 4.9500%  | 0.0000% | $1431473.00        | $1225970.74        | Corporate Debt Securities                         |
| RCKT MORTGAGE TRUST 2023-CES3  M-1    20431125 FLT     | 2043-11-25      | 7.9880%  | 0.0000% | $5296000.00        | $5376313.25        | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC         ALT TIER I PERP         | 2500-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2923003.33        | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.29000 | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $180029.24         | Asset-Backed Securities                           |
| 3M CO                          SR GLBL NT 29           | 2029-08-26      | 2.3750%  | 0.0000% | $4951000.00        | $4670602.18        | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-6          B1     20571025 FLT     | 2057-10-25      | 3.2504%  | 0.0000% | $4241238.00        | $3601824.93        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT     | 2058-03-25      | 3.5000%  | 0.0000% | $6827622.00        | $6227175.13        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2019-1          M2     20580325 FLT     | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $117145.33         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT     | 2059-10-25      | 3.7500%  | 0.0000% | $588079.00         | $498413.81         | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2014-C22     A-S    20570917 FLT     | 2057-09-17      | 4.0690%  | 0.0000% | $19641.00          | $15824.75          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC24  B      20491018 3.62100 | 2049-10-18      | 3.6210%  | 0.0000% | $98155.00          | $96780.37          | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   ALT TIER I PERP         | 2500-12-31      | 4.8750%  | 0.0000% | $1141000.00        | $1152557.85        | Corporate Debt Securities                         |
| MISSION LANE CR MSTR TR 2025-C A      20301216 4.78000 | 2030-12-16      | 4.7800%  | 0.0000% | $11101000.00       | $11116851.00       | Corporate Debt Securities                         |
| BANCO SANTANDER SA             ALT TIER I PERP         | 2500-12-31      | 4.7500%  | 0.0000% | $600000.00         | $601273.83         | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.439%011432         | 2032-01-14      | 4.4390%  | 0.0000% | $6779000.00        | $6776805.30        | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP         | 2500-12-31      | 4.3750%  | 0.0000% | $2298000.00        | $2251265.70        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 29           | 2029-02-15      | 4.1500%  | 0.0000% | $124000.00         | $124308.62         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 32           | 2032-02-01      | 7.7500%  | 0.0000% | $689000.00         | $720771.70         | Corporate Debt Securities                         |
| GAP INC                        SR GLBL 144A 31         | 2031-10-01      | 3.8750%  | 0.0000% | $705000.00         | $650653.70         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 35         | 2035-12-15      | 6.5000%  | 0.0000% | $1384000.00        | $1410278.32        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT2.7%32        | 2032-03-15      | 2.7000%  | 0.0000% | $7449000.00        | $6675123.39        | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024-A        B      20501025 6.90000 | 2050-10-25      | 6.9000%  | 0.0000% | $100000.00         | $101603.57         | Asset-Backed Securities                           |
| GCAT TR 2022-NQM5              A-1    20670825 FLT     | 2067-08-25      | 5.7100%  | 0.0000% | $399062.00         | $273781.40         | Private Label Collateralized Mortgage Obligations |
| QNITY ELECTRONICS INC          1LIEN 144A NT 32        | 2032-08-15      | 5.7500%  | 0.0000% | $146000.00         | $149272.02         | Corporate Debt Securities                         |
| SG RESIDENTIAL MTG TR 2026-2   A-1    20660425 FLT     | 2066-04-25      | 5.2510%  | 0.0000% | $50000.00          | $49302.42          | Private Label Collateralized Mortgage Obligations |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33        | 2033-05-01      | 7.5000%  | 0.0000% | $140000.00         | $155198.87         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29           | 2029-07-26      | 4.4637%  | 0.0000% | $881000.00         | $891085.33         | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29           | 2029-04-28      | 4.5335%  | 0.0000% | $1504000.00        | $1521033.32        | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP     VR 012125-012130        | 2030-01-21      | 4.5353%  | 0.0000% | $7238000.00        | $7346389.17        | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 49           | 2049-11-21      | 4.2500%  | 0.0000% | $108000.00         | $88325.04          | Corporate Debt Securities                         |
| ANGEL OAK MTG TR 2025-HB1      M-1    20550225 FLT     | 2055-02-25      | 6.0121%  | 0.0000% | $2497829.00        | $2526519.09        | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 31         | 2031-04-15      | 4.8670%  | 0.0000% | $200000.00         | $199859.71         | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL         SR GLBL 144A 30         | 2030-02-15      | 4.8750%  | 0.0000% | $286000.00         | $267505.33         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 28        | 2028-03-15      | 4.2000%  | 0.0000% | $1915000.00        | $1910123.13        | Corporate Debt Securities                         |
| COLLEGE AVE STD LN LLC 2021-A  C      20510725 2.92000 | 2051-07-25      | 2.9200%  | 0.0000% | $382265.00         | $143487.27         | Asset-Backed Securities                           |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29         | 2029-05-01      | 3.7500%  | 0.0000% | $224000.00         | $216719.25         | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANCE CORP LT FR 3.249%021330         | 2030-02-13      | 3.2490%  | 0.0000% | $8000000.00        | $7650052.00        | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 27         | 2027-05-15      | 5.0000%  | 0.0000% | $537000.00         | $537743.45         | Corporate Debt Securities                         |
| ML FF MTG LN TR 2007-5         2-A2   20371025 FLT     | 2037-10-25      | 5.6988%  | 0.0000% | $25006.00          | $3902.91           | Asset-Backed Securities                           |
| MORGAN STANLEY RES 2025-NQM5   A-1    20700725 FLT     | 2070-07-25      | 5.4390%  | 0.0000% | $175266.00         | $141217.56         | Private Label Collateralized Mortgage Obligations |
| SOCIETE GENERALE               FR 6.066%011935         | 2035-01-19      | 6.0660%  | 0.0000% | $15000000.00       | $15865275.00       | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 4.45%041230          | 2030-04-12      | 4.4500%  | 0.0000% | $2800000.00        | $2783731.22        | Corporate Debt Securities                         |
| SPECIALTY UNDRWR FIN 2006-BC4  A-1    20370925 FLT     | 2037-09-25      | 3.9788%  | 0.0000% | $25049.00          | $1724.96           | Asset-Backed Securities                           |
| TABERNA PREF FDG II 2005-2     A1A 14 20351105 FLT     | 2035-11-05      | 4.3497%  | 0.0000% | $34600000.00       | $3135957.87        | Asset-Backed Securities                           |
| TEMASEK FINL LTD               FR 2.75%080261          | 2061-08-02      | 2.7500%  | 0.0000% | $1250000.00        | $773771.88         | Corporate Debt Securities                         |
| VERUS SECUR TR 2021-R1         A-1    20631025 FLT     | 2063-10-25      | 0.8200%  | 0.0000% | $5036298.00        | $244408.10         | Private Label Collateralized Mortgage Obligations |
| ANZ NEW ZEALAND INTL LTD IAM C                         | 2027-05-13      | 0.0000%  | 0.0000% | $256.00            | $246.22            | Money Market                                      |
| SWEDISH EXPT CR CORP           FR 3.75%050828          | 2028-05-08      | 3.7500%  | 0.0000% | $200000.00         | $199113.50         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT0.8%27        | 2027-08-15      | 0.8000%  | 0.0000% | $15000.00          | $14488.67          | Corporate Debt Securities                         |
| AUSTRALIAN METCOAL FING        SR SEC GLBL 31          | 2031-10-22      | 6.2500%  | 0.0000% | $500000.00         | $511731.81         | Corporate Debt Securities                         |
| BMW FINANCE NV                 SR GLBL 144A 29         | 2029-08-14      | 2.8500%  | 0.0000% | $555000.00         | $530464.84         | Corporate Debt Securities                         |
| BANCO BILBAO VIZCAYA ARGENTARI SNR NPF GLBL 36         | 2036-03-03      | 5.1270%  | 0.0000% | $800000.00         | $787878.27         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                     | 2027-05-06      | 0.0000%  | 0.0000% | $164.00            | $157.72            | Money Market                                      |
| BANK NEW YORK MELLON CORP      VR 061025-060928        | 2028-06-09      | 4.3199%  | 0.0000% | $50000.00          | $50522.46          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.25%061228          | 2028-06-12      | 5.2500%  | 0.0000% | $3000.00           | $3127.42           | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2021-B24      C      20540317 FLT     | 2054-03-17      | 3.2934%  | 0.0000% | $163000.00         | $127084.67         | Private Label Collateralized Mortgage Obligations |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27           | 2027-11-15      | 3.9500%  | 0.0000% | $100000.00         | $97716.61          | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%36         | 2036-05-22      | 6.2500%  | 0.0000% | $5500000.00        | $5437934.03        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 30           | 2030-11-13      | 1.4500%  | 0.0000% | $31000.00          | $27233.02          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32         | 2032-02-01      | 4.2500%  | 0.0000% | $40000.00          | $37210.02          | Corporate Debt Securities                         |
| CENTRAL AMER BK FOR ECONOMIC   FR 5%012527             | 2027-01-25      | 5.0000%  | 0.0000% | $334000.00         | $341809.66         | Corporate Debt Securities                         |
| CPPIB CAPITAL INC              GLBL REGS NT 30         | 2030-06-10      | 4.1250%  | 0.0000% | $1151000.00        | $1168983.90        | Money Market                                      |
| DB MASTER FIN LLC 2019-1       A-2III 20490520 4.35200 | 2049-05-20      | 4.3520%  | 0.0000% | $1632000.00        | $1499143.16        | Asset-Backed Securities                           |
| EQUIFAX INC                                            | 2026-08-20      | 0.0000%  | 0.0000% | $7303100.00        | $7233508.76        | Money Market                                      |
| EUROPEAN INVT BK               GLBL NT 3.25%27         | 2027-11-15      | 3.2500%  | 0.0000% | $2000.00           | $1981.41           | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KOREA       GLBL NT 1.125%26        | 2026-12-29      | 1.1250%  | 0.0000% | $200000.00         | $197435.50         | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KOREA       GLBL NT 2.125%32        | 2032-01-18      | 2.1250%  | 0.0000% | $1229000.00        | $1097192.99        | Corporate Debt Securities                         |
| EXPORT DEV CDA                 GLBL BD 4.125%29        | 2029-02-13      | 4.1250%  | 0.0000% | $4170000.00        | $4222482.92        | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDIA         FR 3.25%011530          | 2030-01-15      | 3.2500%  | 0.0000% | $623000.00         | $600489.28         | Corporate Debt Securities                         |
| GNII SF DR9701 C                                       | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities                 |
| GNII SF DS5809 C                                       | 2056-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.22           | Agency Mortgage-Backed Securities                 |
| GNII SF DS8567 C                                       | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities                 |
| GLOBE LIFE INC                                         | 2026-10-23      | 0.0000%  | 0.0000% | $48.00             | $47.21             | Money Market                                      |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 33          | 2033-05-01      | 7.7500%  | 0.0000% | $426000.00         | $433058.11         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 32           | 2032-05-24      | 2.8040%  | 0.0000% | $1091000.00        | $986121.56         | Corporate Debt Securities                         |
| HSBC USA INC NEW                                       | 2027-02-11      | 0.0000%  | 0.0000% | $6990371.00        | $6788125.59        | Money Market                                      |
| J.P. MORGAN MTG TR 2025-VIS2   A-1    20551225 5.38500 | 2055-12-25      | 5.3850%  | 0.0000% | $26869.00          | $25314.68          | Private Label Collateralized Mortgage Obligations |
| JONES LANG LASALLE FIN B V                             | 2026-06-25      | 0.0000%  | 0.0000% | $108.00            | $107.66            | Money Market                                      |
| NEXTERA ENERGY CAP HLDGS INC   GLBL M DEB4.6%27        | 2027-09-01      | 4.6850%  | 0.0000% | $647000.00         | $659264.78         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528          | 2028-09-15      | 7.0500%  | 0.0000% | $47000.00          | $48841.07          | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT5.7%54        | 2054-11-01      | 5.7000%  | 0.0000% | $821000.00         | $770782.17         | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT2.8%27        | 2027-04-01      | 2.8000%  | 0.0000% | $12000.00          | $11885.29          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 28           | 2028-03-02      | 3.1250%  | 0.0000% | $230000.00         | $227001.28         | Corporate Debt Securities                         |
| PRIVATE EXPT FDG CORP                                  | 2026-08-11      | 0.0000%  | 0.0000% | $45226.00          | $44870.79          | Money Market                                      |
| REC LTD                        FR 4.75%092729          | 2029-09-27      | 4.7500%  | 0.0000% | $451000.00         | $452745.62         | Corporate Debt Securities                         |
| SHELL FIN US INC               SR GLBL NT 30           | 2030-04-06      | 2.7500%  | 0.0000% | $13789000.00       | $13017899.97       | Corporate Debt Securities                         |
| SHINHAN BK REG S               FR 4.5%041228           | 2028-04-12      | 4.5000%  | 0.0000% | $500000.00         | $503697.50         | Corporate Debt Securities                         |
| SOUNDVIEW HM LN 2007-NS1       M-1    20370125 FLT     | 2037-01-25      | 4.2238%  | 0.0000% | $25000.00          | $20028.02          | Asset-Backed Securities                           |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34         | 2034-07-15      | 5.6250%  | 0.0000% | $65000.00          | $64730.25          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB                               | 2027-05-20      | 0.0000%  | 0.0000% | $64.00             | $61.48             | Money Market                                      |
| SOMNIGROUP INTERNATIONAL INC   SR GLBL 144A 31         | 2031-10-15      | 3.8750%  | 0.0000% | $37000.00          | $33976.59          | Corporate Debt Securities                         |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 28         | 2028-01-31      | 5.0000%  | 0.0000% | $24000.00          | $24257.47          | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.9%33        | 2033-03-14      | 4.9000%  | 0.0000% | $8000.00           | $8226.87           | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY             GLBL NT 5.95%31         | 2031-01-15      | 5.9500%  | 0.0000% | $9764000.00        | $9763582.32        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY             GLBL NT 9.375%29        | 2029-03-14      | 9.3750%  | 0.0000% | $1174000.00        | $1296578.81        | Corporate Debt Securities                         |
| REPUBLIC OF TURKEY             SR GLBL NT 34           | 2034-05-15      | 7.6250%  | 0.0000% | $221000.00         | $230075.43         | Corporate Debt Securities                         |
| VERUS SECURITIZATIN TR 2025-R1 A-3    20650525 FLT     | 2065-05-25      | 5.7740%  | 0.0000% | $135182.00         | $114902.33         | Private Label Collateralized Mortgage Obligations |
| WESTPAC BKG CORP                                       | 2027-05-06      | 0.0000%  | 0.0000% | $26840107.00       | $25821739.66       | Money Market                                      |
| BANK NOVA SCOTIA B C           EXTND GLBL 29           | 2029-02-07      | 4.5317%  | 0.0000% | $12198000.00       | $12350633.42       | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.875%28        | 2028-06-15      | 3.8750%  | 0.0000% | $5683000.00        | $5766442.23        | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP         | 2500-12-31      | 6.7500%  | 0.0000% | $700000.00         | $713662.25         | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP         | 2500-12-31      | 7.0000%  | 0.0000% | $465000.00         | $482779.02         | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36         | 2036-01-26      | 6.4400%  | 0.0000% | $4718000.00        | $5111449.75        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30          | 2030-04-15      | 7.8750%  | 0.0000% | $637000.00         | $663808.15         | Corporate Debt Securities                         |
| NEWCASTLE COAL INFRASTRUCTURE  SR SEC REGS NT31        | 2031-05-12      | 4.7000%  | 0.0000% | $487000.00         | $455142.55         | Corporate Debt Securities                         |
| HANWHA ENERGY USA HLDGS CORP   SR GLBL REGS 28         | 2028-07-02      | 4.3750%  | 0.0000% | $742000.00         | $753853.14         | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL REGS 27         | 2027-05-15      | 5.0000%  | 0.0000% | $200000.00         | $200276.89         | Corporate Debt Securities                         |
| MISSION LN CR CD MT TR 2025-A  A      20300515 5.87400 | 2030-05-15      | 5.8000%  | 0.0000% | $2359000.00        | $2374990.61        | Corporate Debt Securities                         |
| AIRPORT AUTHORITY HONG KONG    SR REGS NT 28           | 2028-01-12      | 4.7500%  | 0.0000% | $5724000.00        | $5874749.49        | Corporate Debt Securities                         |
| EXPORT-IMPORT BK INDIA         FR 5%011236             | 2036-01-12      | 5.0000%  | 0.0000% | $500000.00         | $502363.89         | Corporate Debt Securities                         |
| HONG KONG GOVT SPL             FR 4.5%011128           | 2028-01-11      | 4.5000%  | 0.0000% | $800000.00         | $819192.00         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP     SR REGS NT 30           | 2030-01-21      | 5.1250%  | 0.0000% | $10838000.00       | $11275229.00       | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP     SR REGS NT 31           | 2031-01-15      | 3.8750%  | 0.0000% | $16352000.00       | $16192627.05       | Corporate Debt Securities                         |

### Security 340: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.970000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3B5JW5
- **C.18 - Value (incl. sponsor support):** $297500000.00
- **C.18.a - Value (excl. sponsor support):** $297500000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM MORTGAGE TRUST COMM_22-HC                          | 2039-01-10      | 2.8190%  | 0.0000% | $7215000.00        | $7058914.70        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                         | 2050-09-15      | 1.2009%  | 0.0000% | $23260953.00       | $146918.17         | Private Label Collateralized Mortgage Obligations |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA_25-BOCA             | 2042-12-15      | 5.2271%  | 0.0000% | $5000000.00        | $5016413.79        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-HI        | 2042-10-15      | 5.3205%  | 0.0000% | $2824000.00        | $2830726.96        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                 | 2040-06-15      | 5.1271%  | 0.0000% | $63000000.00       | $49220074.87       | Private Label Collateralized Mortgage Obligations |
| SLGOT_21-OVA                                            | 2041-07-15      | 0.2580%  | 0.0000% | $49073580.00       | $521586.69         | Private Label Collateralized Mortgage Obligations |
| WCORE COMMERCIAL MORTGAGE TRUST WCORE_24-CORE           | 2041-11-15      | 5.1193%  | 0.0000% | $46000000.00       | $46177829.33       | Private Label Collateralized Mortgage Obligations |
| AREIT LTD AREIT_22-CRE7                                 | 2039-06-17      | 5.8671%  | 0.0000% | $3750000.00        | $1937509.85        | Private Label Collateralized Mortgage Obligations |
| AOMT_20-4                                               | 2065-06-25      | 2.8050%  | 0.0000% | $3500000.00        | $188583.21         | Private Label Collateralized Mortgage Obligations |
| BAMLL_20-BOC                                            | 2032-01-15      | 2.6270%  | 0.0000% | $864000.00         | $796636.70         | Private Label Collateralized Mortgage Obligations |
| BLP_23-IND                                              | 2040-03-15      | 6.8947%  | 0.0000% | $2197356.00        | $1978744.98        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-BRVE                 | 2041-04-15      | 5.4681%  | 0.0000% | $5000000.00        | $4799667.17        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_18-BN15                                       | 2061-11-15      | 4.4070%  | 0.0000% | $2375000.00        | $2366586.96        | Private Label Collateralized Mortgage Obligations |
| BANK_22-BNK41                                           | 2065-04-15      | 2.5000%  | 0.0000% | $5522000.00        | $3796024.04        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_22-BNK43                                      | 2055-08-15      | 3.0000%  | 0.0000% | $6148000.00        | $4213189.57        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK8                                       | 2050-11-15      | 0.8386%  | 0.0000% | $10032000.00       | $55382.97          | Private Label Collateralized Mortgage Obligations |
| BAY VIEW FEDERAL SAVINGS AND LOAN ASSOC BAY_25-LIVN     | 2035-05-15      | 5.4270%  | 0.0000% | $14000000.00       | $14029552.45       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_26-V22                   | 2059-05-15      | 5.4680%  | 0.0000% | $14078000.00       | $14476532.54       | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2         | 2064-08-25      | 3.2500%  | 0.0000% | $19894000.00       | $14980223.59       | Private Label Collateralized Mortgage Obligations |
| CONECM_26-DFW3                                          | 2041-05-15      | 6.0521%  | 0.0000% | $4700000.00        | $4722650.11        | Private Label Collateralized Mortgage Obligations |
| CAFL_19-3                                               | 2052-10-15      | 2.1473%  | 0.0000% | $54482000.00       | $3639.54           | Private Label Collateralized Mortgage Obligations |
| DOLP_21-NYC                                             | 2041-05-10      | 0.6653%  | 0.0000% | $309500000.00      | $10383856.85       | Private Label Collateralized Mortgage Obligations |
| DRMT_25-INV1                                            | 2060-11-25      | 5.2390%  | 0.0000% | $3797000.00        | $3562515.54        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                        | 2050-03-10      | 0.9675%  | 0.0000% | $44964300.00       | $172971.30         | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST JPMBB_15-C33 | 2048-12-15      | 4.4553%  | 0.0000% | $4765000.00        | $4183817.11        | Private Label Collateralized Mortgage Obligations |
| NRZT_23-1                                               | 2063-01-25      | 3.4777%  | 0.0000% | $5510000.00        | $3756710.15        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                             | 2065-08-25      | 5.2430%  | 0.0000% | $1203000.00        | $965653.80         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ11                                             | 2065-05-26      | 6.1490%  | 0.0000% | $1219000.00        | $1223830.35        | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                             | 2056-04-25      | 0.0000%  | 0.0000% | $354672000.00      | $1098351.35        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_23-NQM3                                   | 2068-11-25      | 6.2210%  | 0.0000% | $1000000.00        | $556016.86         | Asset-Backed Securities                           |
| PMTLT_25-IN10                                           | 2056-10-25      | 6.7720%  | 0.0000% | $7940000.00        | $7630961.50        | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-INV5                                           | 2057-05-25      | 0.0000%  | 0.0000% | $3954000.00        | $4128338.99        | Private Label Collateralized Mortgage Obligations |
| PCY_26-FCMT                                             | 2041-04-05      | 6.6958%  | 0.0000% | $5500000.00        | $5588417.19        | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-CNF4                                           | 2057-05-25      | 0.0000%  | 0.0000% | $21500000.00       | $21329928.10       | Private Label Collateralized Mortgage Obligations |
| SEMT_25-S2                                              | 2055-11-25      | 3.5000%  | 0.0000% | $17500000.00       | $14975631.91       | Private Label Collateralized Mortgage Obligations |
| SEMT_25-9                                               | 2055-10-25      | 2.5548%  | 0.0000% | $125700000.00      | $6097989.07        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-1                                               | 2056-02-25      | 1.6379%  | 0.0000% | $227840000.00      | $7438452.43        | Private Label Collateralized Mortgage Obligations |
| STAR_22-4                                               | 2067-05-25      | 5.1920%  | 0.0000% | $17869000.00       | $17880994.07       | Private Label Collateralized Mortgage Obligations |
| STAR_21-4                                               | 2056-08-25      | 1.0590%  | 0.0000% | $71580000.00       | $23207060.84       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4       | 2058-05-15      | 5.6730%  | 0.0000% | $300000.00         | $309778.30         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C46       | 2051-08-15      | 1.0658%  | 0.0000% | $11530000.00       | $106554.83         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST WFMBS_21-1 | 2050-12-25      | 2.5000%  | 0.0000% | $1700000.00        | $853365.01         | Private Label Collateralized Mortgage Obligations |
| WFMBS_22-1                                              | 2051-08-25      | 2.5000%  | 0.0000% | $4630000.00        | $2902649.57        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-5C1       | 2057-07-15      | 5.4540%  | 0.0000% | $250000.00         | $253997.00         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_22-ONL       | 2039-12-15      | 3.8620%  | 0.0000% | $400000.00         | $376589.39         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                         | 2059-11-15      | 3.6710%  | 0.0000% | $25000.00          | $23679.63          | Private Label Collateralized Mortgage Obligations |

### Security 341: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ4XR7Z7
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 342: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ4XR803
- **C.18 - Value (incl. sponsor support):** $722000000.00
- **C.18.a - Value (excl. sponsor support):** $722000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 343: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ4XR811
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 344: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ50DWK6
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 345: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ50DWL4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 346: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ50DYD0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 347: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ51T9E0
- **C.18 - Value (incl. sponsor support):** $93000000.00
- **C.18.a - Value (excl. sponsor support):** $93000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| STANDARD CHARTERED PLC         SR GLBL 144A 31     | 2031-04-01      | 4.6440%  | 0.0000% | $2838000.00        | $2835479.86        | Corporate Debt Securities         |
| NOMURA HLDGS INC               SR GLBL NT 26       | 2026-07-14      | 1.6530%  | 0.0000% | $3000000.00        | $3009356.25        | Corporate Debt Securities         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%31     | 2031-03-18      | 6.2500%  | 0.0000% | $8077000.00        | $8483486.24        | Corporate Debt Securities         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%33    | 2033-07-15      | 4.1250%  | 0.0000% | $329000.00         | $330136.42         | Corporate Debt Securities         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $1215000.00        | $1178052.39        | Asset-Backed Securities           |
| BP CAP MKTS AMER INC           GLBL NT 3.543%27    | 2027-04-06      | 3.5430%  | 0.0000% | $1000.00           | $1001.00           | Corporate Debt Securities         |
| KEURIG DR PEPPER INC           GLBL NT 5.05%29     | 2029-03-15      | 5.0500%  | 0.0000% | $2305000.00        | $2350663.33        | Corporate Debt Securities         |
| BNP PARIBAS                    FR 2.871%041932     | 2032-04-19      | 2.8710%  | 0.0000% | $1512000.00        | $1377840.24        | Corporate Debt Securities         |
| MONDELEZ INTL INC              SR GLBL NT 3%32     | 2032-03-17      | 3.0000%  | 0.0000% | $19000.00          | $17346.81          | Corporate Debt Securities         |
| AMGEN INC                      SR GLBL NT 33       | 2033-03-02      | 5.2500%  | 0.0000% | $3403000.00        | $3515834.97        | Corporate Debt Securities         |
| BANCO SANTANDER SA                                 | 2027-05-06      | 0.0000%  | 0.0000% | $33.00             | $31.74             | Money Market                      |
| BANK NOVA SCOTIA B C           FR 4.247%020230     | 2030-02-02      | 4.2470%  | 0.0000% | $206000.00         | $206622.69         | Corporate Debt Securities         |
| BARCLAYS PLC                   SR GLBL NT 28       | 2028-08-09      | 5.5010%  | 0.0000% | $700000.00         | $718815.03         | Corporate Debt Securities         |
| CK HUTCHISON INTL 17 LTD       GLBL 144A NT 27     | 2027-04-05      | 3.5000%  | 0.0000% | $200000.00         | $199828.00         | Corporate Debt Securities         |
| CPPIB CAPITAL INC              GLBL REGS NT 30     | 2030-06-10      | 4.1250%  | 0.0000% | $3937000.00        | $3998513.98        | Money Market                      |
| ERAC USA FINANCE COMPANY       SR 144A NT5.4%53    | 2053-05-01      | 5.4000%  | 0.0000% | $2419000.00        | $2308088.85        | Corporate Debt Securities         |
| EQUIFAX INC                                        | 2026-08-20      | 0.0000%  | 0.0000% | $4026000.00        | $3987636.25        | Money Market                      |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30     | 2030-05-15      | 8.0000%  | 0.0000% | $2000.00           | $2122.02           | Corporate Debt Securities         |
| GNII SF DR7938 C                                   | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1000.01           | Agency Mortgage-Backed Securities |
| GNII SF DS8567 C                                   | 2056-05-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities |
| GALAXY PIPELINE ASSETS BIDCO   SR SEC GLBL 40      | 2040-09-30      | 3.2500%  | 0.0000% | $10659000.00       | $8420784.69        | Corporate Debt Securities         |
| ING GROEP N.V.                 SR GLBL FL NT 29    | 2029-03-25      | 4.6472%  | 0.0000% | $1244000.00        | $1257192.46        | Corporate Debt Securities         |
| JONES LANG LASALLE FIN B V                         | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $99.69             | Money Market                      |
| NESTLE CAP CORP DISC COML      SR 144A NT 29       | 2029-03-12      | 4.6500%  | 0.0000% | $385000.00         | $391516.45         | Corporate Debt Securities         |
| PROLOGIS L P                   SR GLBL NT 31       | 2031-02-01      | 1.7500%  | 0.0000% | $15000.00          | $13267.44          | Corporate Debt Securities         |
| ROYAL BK CDA                   FR 4.65%101830      | 2030-10-18      | 4.6500%  | 0.0000% | $123000.00         | $123691.98         | Corporate Debt Securities         |
| TORONTO DOMINION BK ONT        FR 2.45%011232      | 2032-01-12      | 2.4500%  | 0.0000% | $35000.00          | $31358.03          | Corporate Debt Securities         |
| TRI-STATE GENERATION &TRANSMIS                     | 2026-11-17      | 0.0000%  | 0.0000% | $5669920.00        | $5562146.16        | Money Market                      |
| WESTPAC BKG CORP                                   | 2027-05-06      | 0.0000%  | 0.0000% | $100.00            | $96.21             | Money Market                      |
| BANK NOVA SCOTIA B C           EXTND GLBL 29       | 2029-02-07      | 4.5317%  | 0.0000% | $22482000.00       | $22763316.97       | Corporate Debt Securities         |
| STANDARD CHARTERED PLC         SR GLBL REGS 28     | 2028-05-14      | 5.6880%  | 0.0000% | $200000.00         | $202614.00         | Corporate Debt Securities         |
| UBS GROUP AG                   SR REGS NT 27       | 2027-08-05      | 4.7030%  | 0.0000% | $200000.00         | $203018.57         | Corporate Debt Securities         |
| SIEMENS FUNDING B.V.           SR GLBL REGS 35     | 2035-05-28      | 5.2000%  | 0.0000% | $2145000.00        | $2186965.73        | Corporate Debt Securities         |
| AVANT CR CRD MSTR TR 2024-1    A      20300415 FLT | 2030-04-15      | 5.3929%  | 0.0000% | $23454000.00       | $23570196.25       | Corporate Debt Securities         |
| SK TELECOM CO LTD              SR GLBL REGS 27     | 2027-07-20      | 6.6250%  | 0.0000% | $800000.00         | $837655.67         | Corporate Debt Securities         |

### Security 348: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ57EZ32
- **C.18 - Value (incl. sponsor support):** $218000000.00
- **C.18.a - Value (excl. sponsor support):** $218000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PFIZER INC                     SR GLBL NT4.2%48 | 2048-09-15      | 4.2000%  | 0.0000% | $6000000.00        | $4965440.00        | Corporate Debt Securities |
| CHILE REP                      GLBL NT 2.55%32  | 2032-01-27      | 2.5500%  | 0.0000% | $2270000.00        | $2033106.58        | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 26    | 2026-06-15      | 3.9500%  | 0.0000% | $9821000.00        | $9994777.14        | Corporate Debt Securities |
| GALAXY PIPELINE ASSETS BIDCO   SR SEC GLBL 40   | 2040-09-30      | 3.2500%  | 0.0000% | $445000.00         | $351557.29         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.9%012428    | 2028-01-24      | 4.9000%  | 0.0000% | $2475000.00        | $2525499.63        | Corporate Debt Securities |
| BAE SYSTEMS PLC                SR 144A NT5.3%34 | 2034-03-26      | 5.3000%  | 0.0000% | $9850000.00        | $10127228.25       | Corporate Debt Securities |
| JERSEY CENT PWR & LT CO        SR NT 6.15%37    | 2037-06-01      | 6.1500%  | 0.0000% | $2475000.00        | $2695939.12        | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4%27     | 2027-06-28      | 4.0000%  | 0.0000% | $9256000.00        | $9417774.31        | Corporate Debt Securities |
| NATIONWIDE BLDG SOC GLOBAL COV FR 6.557%101827  | 2027-10-18      | 6.5570%  | 0.0000% | $2085000.00        | $2117270.99        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 | 2030-12-15      | 9.6250%  | 0.0000% | $9000.00           | $11101.11          | Corporate Debt Securities |
| DBS GROUP HOLDINGS LTD         VR 032125-032128 | 2028-03-21      | 4.2365%  | 0.0000% | $3797000.00        | $3839903.25        | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.75%33  | 2033-02-14      | 3.7500%  | 0.0000% | $80000.00          | $78480.60          | Corporate Debt Securities |
| ANZ NEW ZEALAND INTL LTD IAM C                  | 2027-05-13      | 0.0000%  | 0.0000% | $73753984.00       | $70937614.37       | Money Market              |
| ALIBABA GROUP HLDG LTD         SR GLBL NT4.5%34 | 2034-11-28      | 4.5000%  | 0.0000% | $5000000.00        | $4906575.00        | Corporate Debt Securities |
| BANCO SANTANDER SA                              | 2027-05-11      | 0.0000%  | 0.0000% | $36425876.00       | $35010621.44       | Money Market              |
| BANK OF AMER CORP              FR 3.946%012349  | 2049-01-23      | 3.9460%  | 0.0000% | $7000.00           | $5582.93           | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           FR 4.043%091528  | 2028-09-15      | 4.0430%  | 0.0000% | $1900000.00        | $1906081.16        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL NT 33    | 2033-08-09      | 5.7460%  | 0.0000% | $402000.00         | $420655.70         | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL- BCUSG17 28 | 2028-01-24      | 4.7000%  | 0.0000% | $100000.00         | $102534.94         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.26%29  | 2029-04-08      | 5.2600%  | 0.0000% | $2510000.00        | $2576745.08        | Corporate Debt Securities |
| REPUBLIC OF COLOMBIA           SR GLBL BD 31    | 2031-01-21      | 6.1250%  | 0.0000% | $3238000.00        | $3291031.24        | Corporate Debt Securities |
| HSBC USA INC NEW                                | 2027-05-07      | 0.0000%  | 0.0000% | $32.00             | $30.75             | Money Market              |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $3073000.00        | $2726208.11        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-04-22      | 2.5800%  | 0.0000% | $1051000.00        | $951881.94         | Corporate Debt Securities |
| KOOKMIN BANK                   FR 5.375%050827  | 2027-05-08      | 5.3750%  | 0.0000% | $1030000.00        | $1043951.78        | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.5%29   | 2029-05-15      | 3.5000%  | 0.0000% | $10651000.00       | $10494548.64       | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED                         | 2026-09-01      | 0.0000%  | 0.0000% | $4701806.00        | $4650499.89        | Money Market              |
| MARS INC                       SR GLBL 144A 32  | 2032-03-01      | 5.0000%  | 0.0000% | $2814000.00        | $2873550.49        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.8%081428    | 2028-08-14      | 4.8000%  | 0.0000% | $718000.00         | $734478.10         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $3793000.00        | $2580865.72        | Corporate Debt Securities |
| OMERS FINANCE TRUST            SR GLBL 2 REGS30 | 2030-03-20      | 4.3750%  | 0.0000% | $468000.00         | $473258.18         | Corporate Debt Securities |
| PRIVATE EXPT FDG CORP                           | 2026-08-11      | 0.0000%  | 0.0000% | $631665.00         | $626703.90         | Money Market              |
| WESTPAC BKG CORP                                | 2027-05-06      | 0.0000%  | 0.0000% | $17128600.00       | $16478706.66       | Money Market              |
| STANDARD CHARTERED PLC         SR GLBL REGS 28  | 2028-05-14      | 4.8037%  | 0.0000% | $3000000.00        | $3019555.30        | Corporate Debt Securities |
| UBS GROUP AG                   FR 1.494%081027  | 2027-08-10      | 1.4940%  | 0.0000% | $2396000.00        | $2392222.71        | Corporate Debt Securities |
| FONDO MIVIVIENDA S A           SR GLBL REGS 27  | 2027-04-12      | 4.6250%  | 0.0000% | $1178000.00        | $1185819.79        | Corporate Debt Securities |
| GUATEMALA REP                  GLBL REGS NT 41  | 2041-10-07      | 4.6500%  | 0.0000% | $200000.00         | $175223.33         | Corporate Debt Securities |
| ROCHE HOLDINGS INC             SR REGS NT 31    | 2031-12-13      | 2.0760%  | 0.0000% | $813000.00         | $723165.67         | Corporate Debt Securities |
| AIRPORT AUTHORITY HONG KONG    SR GLBL B REGS30 | 2030-07-15      | 4.8750%  | 0.0000% | $1200000.00        | $1249927.00        | Corporate Debt Securities |
| KYOBO LIFE INS CO LTD          SUB GLBL REGS 52 | 2052-06-15      | 5.9000%  | 0.0000% | $5001000.00        | $5186826.05        | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 36  | 2036-04-02      | 5.8750%  | 0.0000% | $2200000.00        | $2239692.58        | Corporate Debt Securities |

### Security 349: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ5AYNT0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 350: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ5AYNV5
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 351: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300GKFG0RYRRQ1414, C.5 - Other ID: BYJ5AZJ21
- **C.18 - Value (incl. sponsor support):** $1570000000.00
- **C.18.a - Value (excl. sponsor support):** $1570000000.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 352: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYJ5B04G2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 353: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04J6
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 354: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04L1
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 355: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: PT3QB789TSUIDF371261, C.5 - Other ID: BYJ5B04M9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 356: ANZ BANK NEW ZEALAND LTD

- **C.1 - Title:** ANZ BANK NEW ZEALAND LTD 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: HZSN7FQBPO5IEWYIGC72, C.5 - Other ID: BYJ5B04P2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 357: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.610000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04Q0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 358: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 3.610000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04R8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 359: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04S6
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 360: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04T4
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 361: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04U1
- **C.18 - Value (incl. sponsor support):** $1190000000.00
- **C.18.a - Value (excl. sponsor support):** $1190000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 362: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ5B04V9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 363: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ5B04W7
- **C.18 - Value (incl. sponsor support):** $257000000.00
- **C.18.a - Value (excl. sponsor support):** $257000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 364: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ5B08M5
- **C.18 - Value (incl. sponsor support):** $303000000.00
- **C.18.a - Value (excl. sponsor support):** $303000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 5584KF 10/25/55 | 2055-10-25      | 4.7121%  | 0.0000% | $100000000.00      | $91899978.51       | Agency Collateralized Mortgage Obligation |
| FERM 05672A 06/25/50 | 2050-06-25      | 4.5000%  | 0.0000% | $104346000.00      | $102231741.35      | Agency Collateralized Mortgage Obligation |
| GNRA 2026-026 GF     | 2066-02-20      | 4.4251%  | 0.0000% | $75978830.00       | $70141513.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-051 NF     | 2056-03-20      | 4.4751%  | 0.0000% | $54384009.00       | $53876766.53       | Agency Collateralized Mortgage Obligation |

### Security 365: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B20T4
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 7/8 TPRN 52 | 2052-05-15      | 0.0000%  | 0.0000% | $3832800.00        | $1020026.90        | U.S. Treasuries (including strips) |

### Security 366: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B20U1
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/8 TRIB 44 | 2044-02-15      | 1.3750%  | 0.0000% | $865200.00         | $1019507.75        | U.S. Treasuries (including strips) |
| 3 TPRN 47     | 2047-05-15      | 0.0000%  | 0.0000% | $1500.00           | $514.74            | U.S. Treasuries (including strips) |

### Security 367: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.630000%
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5B2106
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASS | 2044-08-20      | 1.8829%  | 0.0000% | $50133000.00       | $376732.80         | Agency Collateralized Mortgage Obligation |
| FNMA_26-4H                       | 2054-11-25      | 1.0000%  | 0.0000% | $1482643.00        | $24630.54          | Agency Collateralized Mortgage Obligation |
| FHLMC_5386C                      | 2054-03-25      | 2.2379%  | 0.0000% | $60000000.00       | $1704239.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                      | 2055-02-25      | 1.0000%  | 0.0000% | $3850000.00        | $49235.98          | Agency Collateralized Mortgage Obligation |
| GNMA_24-160P                     | 2054-01-20      | 1.8249%  | 0.0000% | $88419328.00       | $3072656.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170M                     | 2054-11-20      | 1.0000%  | 0.0000% | $973578.00         | $22505.14          | Agency Collateralized Mortgage Obligation |

### Security 368: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B2114
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $50.00             | $42.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $2749975.00        | $5917038.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $38594000.00       | $34589231.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | 0.0000% | $25.00             | $15.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $31.00             | $21.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | 0.0000% | $1171658.00        | $1005108.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $25.00             | $24.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $48343675.00       | $48297956.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $50.00             | $34.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $415475.00         | $262265.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $50.00             | $48.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $250.00            | $221.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $80175.00          | $85908.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $18612400.00       | $20261960.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $4350.00           | $4538.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $1499925.00        | $586904.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1225.00           | $597.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $83825.00          | $46476.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $5095550.00        | $4992358.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $250.00            | $250.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250.00            | $246.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $250.00            | $251.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $50.00             | $50.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $132375.00         | $126351.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1394500.00        | $1402678.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $25.00             | $20.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | 0.0000% | $25.00             | $12.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $492500.00         | $474061.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $250.00            | $253.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $10428600.00       | $10447993.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $250.00            | $246.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $250.00            | $247.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $25.00             | $24.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $25.00             | $18.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $25645225.00       | $15999955.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $9033700.00        | $8498106.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $50.00             | $54.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $25.00             | $25.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $75.00             | $74.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |

### Security 369: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.620000%
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5B2130
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $1237710.00        | $942113.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M     | 2053-06-20      | 5.5000%  | 0.0000% | $3026.00           | $2049.09           | Agency Mortgage-Backed Securities         |
| GNII SF DP1322 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1062.11           | Agency Mortgage-Backed Securities         |
| GNII SF DP3312 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.91           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.58           | Agency Mortgage-Backed Securities         |
| GNII SF DQ2962 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1061.47           | Agency Mortgage-Backed Securities         |
| GNII SF DQ6962 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.56           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $617.20            | Agency Mortgage-Backed Securities         |
| FNRA CL013SA R25F013 | 2055-03-25      | 1.5879%  | 0.0000% | $100000.00         | $2004.16           | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX H2BS9774 | 2036-01-01      | 5.6300%  | 0.0000% | $1000.00           | $1058.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2371 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $594.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1586 | 2053-05-01      | 6.0000%  | 0.0000% | $1040.00           | $808.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1420 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA3455 M     | 2046-02-20      | 4.0000%  | 0.0000% | $1000.00           | $80.05             | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $691.90            | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $96578.00          | $58645.71          | Agency Mortgage-Backed Securities         |
| GNII SF BT5018 C     | 2050-03-20      | 4.0000%  | 0.0000% | $26379.00          | $3544.52           | Agency Mortgage-Backed Securities         |
| GNII SF BU3071 C     | 2050-04-20      | 5.0000%  | 0.0000% | $1001.00           | $618.41            | Agency Mortgage-Backed Securities         |
| GNII ET DJ6158 C     | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $85.28             | Agency Mortgage-Backed Securities         |
| GNII SF DP8198 C     | 2056-04-20      | 6.0000%  | 0.0000% | $1002.00           | $1034.10           | Agency Mortgage-Backed Securities         |
| GNMI SF 726316 X     | 2039-09-15      | 5.0000%  | 0.0000% | $1000.00           | $36.16             | Agency Mortgage-Backed Securities         |

### Security 370: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YOPRK BRANCH) 3.620000%
- **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: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ5B2155
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $39100.00          | $48778.14          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | 0.0000% | $1687100.00        | $1726027.69        | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $198100.00         | $222866.36         | U.S. Treasuries (including strips) |
| GNII SF MA8801 M | 2053-04-20      | 5.5000%  | 0.0000% | $1000.00           | $638.51            | Agency Mortgage-Backed Securities  |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | 0.0000% | $92700.00          | $98877.94          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $167239200.00      | $168270829.33      | U.S. Treasuries (including strips) |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $49997000.00       | $27384899.07       | Agency Mortgage-Backed Securities  |
| GNII SF MB0481 M | 2055-07-20      | 3.5000%  | 0.0000% | $9610.00           | $8487.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $3163391.00        | $2021096.48        | Agency Mortgage-Backed Securities  |
| GNII SF MA7706 M | 2051-11-20      | 3.0000%  | 0.0000% | $1000.00           | $574.38            | Agency Mortgage-Backed Securities  |
| GNII SF BW1987 C | 2050-08-20      | 3.0000%  | 0.0000% | $992532.00         | $185540.22         | Agency Mortgage-Backed Securities  |
| GNII SF DQ9695 C | 2056-04-20      | 6.5000%  | 0.0000% | $3792136.00        | $4031243.58        | Agency Mortgage-Backed Securities  |
| 0 1/8 TRIB 51    | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $202.86            | U.S. Treasuries (including strips) |

### Security 371: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21J5
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $1200.00           | $1194.23           | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $1129200.00        | $979120.64         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $400.00            | $401.06            | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | 0.0000% | $19100.00          | $19248.99          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $50565800.00       | $49999942.87       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $121.93            | U.S. Treasuries (including strips) |

### Security 372: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.620000%
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21K2
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN DJ0408 | 2061-04-15      | 5.1700%  | 0.0000% | $5090305.00        | $5100000.77        | Agency Mortgage-Backed Securities |

### Security 373: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ5B21S5
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE Z 26  | 2026-06-01      | 0.7500%  | 0.0000% | $3919310.91        | $3932420.18        | U.S. Treasuries (including strips) |
| 2 1/8 NOTE L 26  | 2026-06-01      | 2.1250%  | 0.0000% | $4656647.27        | $4704267.27        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-06-01      | 4.8750%  | 0.0000% | $7742634.55        | $7928249.83        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | 0.0000% | $39282667.27       | $38968685.61       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | 0.0000% | $10752134.55       | $10766387.47       | U.S. Treasuries (including strips) |

### Security 374: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5B21U0
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $5475700.00        | $5100075.84        | U.S. Treasuries (including strips) |

### Security 375: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.620000%
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ5B21V8
- **C.18 - Value (incl. sponsor support):** $247000000.00
- **C.18.a - Value (excl. sponsor support):** $247000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 04.200 WNWN1740 | 2032-11-01      | 4.2000%  | 0.0000% | $11100000.00       | $10883901.50       | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WAWA4871 | 2035-07-01      | 4.4500%  | 0.0000% | $14856739.00       | $14604730.19       | Agency Mortgage-Backed Securities         |
| FKAR 04.400 WNWN1752 | 2035-10-01      | 4.4000%  | 0.0000% | $30267000.00       | $29646200.28       | Agency Mortgage-Backed Securities         |
| FKAR WV9004          | 2065-12-01      | 4.2490%  | 0.0000% | $19253000.00       | $19248529.03       | Agency Mortgage-Backed Securities         |
| FKAR WV9008          | 2035-08-01      | 4.1890%  | 0.0000% | $31775000.00       | $31824286.55       | Agency Mortgage-Backed Securities         |
| FKAR 04.100 WAWA3343 | 2030-12-01      | 4.1000%  | 0.0000% | $25100281.00       | $24788667.52       | Agency Mortgage-Backed Securities         |
| FKAR 04.090 WNWN2436 | 2030-05-01      | 4.0900%  | 0.0000% | $11000000.00       | $10830392.22       | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN4159 | 2036-03-01      | 4.6000%  | 0.0000% | $7500000.00        | $7455125.83        | Agency Mortgage-Backed Securities         |
| FKAR 04.000 WNWN5398 | 2031-01-01      | 4.0000%  | 0.0000% | $11653000.00       | $11450577.03       | Agency Mortgage-Backed Securities         |
| FKAR 04.200 WNWN5402 | 2031-03-01      | 4.2000%  | 0.0000% | $31440000.00       | $31137096.57       | Agency Mortgage-Backed Securities         |
| MNRA CL001X1 R20M001 | 2029-10-25      | 0.1798%  | 0.0000% | $560945860.00      | $3001023.28        | Agency Collateralized Mortgage Obligation |
| MNRA CL003A2 R25M003 | 2026-12-25      | 2.2613%  | 0.0000% | $13420000.00       | $8157786.45        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX HYAN1894 | 2026-07-01      | 2.5700%  | 0.0000% | $1000000.00        | $998303.89         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN2351 | 2026-09-01      | 2.1500%  | 0.0000% | $1125000.00        | $1119079.37        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN3549 | 2026-12-01      | 2.3650%  | 0.0000% | $3445000.00        | $3417541.43        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS6907 | 2029-11-01      | 4.5300%  | 0.0000% | $175000.00         | $176326.21         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS8814 | 2029-09-01      | 4.4200%  | 0.0000% | $180000.00         | $180723.56         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4627 | 2030-08-01      | 4.3100%  | 0.0000% | $250000.00         | $249737.06         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6511 | 2031-03-01      | 4.4900%  | 0.0000% | $13899335.00       | $13893319.67       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ6630 | 2033-03-01      | 4.3600%  | 0.0000% | $190000.00         | $187822.62         | Agency Mortgage-Backed Securities         |
| FKAR 04.850 WRWR0001 | 2040-06-01      | 4.8500%  | 0.0000% | $3995000.00        | $3936422.20        | Agency Mortgage-Backed Securities         |
| FKAR 04.300 WDWD0029 | 2035-10-01      | 4.3000%  | 0.0000% | $8680000.00        | $8485649.97        | Agency Mortgage-Backed Securities         |
| FKAR 04.250 WDWD0036 | 2032-12-01      | 4.2500%  | 0.0000% | $19250000.00       | $18949306.45       | Agency Mortgage-Backed Securities         |

### Security 376: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2262
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $76564000.00       | $75502638.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-03-31      | 4.2500%  | 0.0000% | $1141910800.00     | $1148497447.57     | U.S. Treasuries (including strips) |

### Security 377: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 3.620000%
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B2296
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | 0.0000% | $920700.00         | $853788.67         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44        | 2044-02-15      | 4.5000%  | 0.0000% | $35958800.00       | $34579271.83       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33      | 2033-02-15      | 3.5000%  | 0.0000% | $3527900.00        | $3406506.95        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | 0.0000% | $7127700.00        | $7158216.55        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29      | 2029-04-30      | 4.6250%  | 0.0000% | $5726600.00        | $5836165.33        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26     | 2026-09-30      | 3.5000%  | 0.0000% | $41708200.00       | $41907359.85       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32      | 2032-02-15      | 1.8750%  | 0.0000% | $54341500.00       | $48256661.88       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29     | 2029-06-30      | 4.2500%  | 0.0000% | $3082300.00        | $3152906.54        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $915.82            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q35744 G | 2045-09-01      | 3.5000%  | 0.0000% | $53597509.00       | $8567560.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  | 0.0000% | $11531371.00       | $7932839.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0632 | 2052-09-01      | 5.0000%  | 0.0000% | $8425200.00        | $6800904.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  | 0.0000% | $4426749.00        | $2257589.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9301 | 2053-06-01      | 6.0000%  | 0.0000% | $9088319.00        | $6943209.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $9872609.00        | $7012107.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | 0.0000% | $5509760.00        | $269822.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | 0.0000% | $41181184.00       | $7778693.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  | 0.0000% | $50490432.00       | $8644342.37        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  | 0.0000% | $100976896.00      | $9368267.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  | 0.0000% | $58731904.00       | $6918622.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  | 0.0000% | $61902240.00       | $7049582.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $132.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  | 0.0000% | $19421024.00       | $3998317.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $44805940.00       | $511849.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $7789358.00        | $7239535.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $4211773.00        | $3663794.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | 0.0000% | $1038620.00        | $1049703.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4410 | 2055-11-01      | 5.5000%  | 0.0000% | $1258913.00        | $1219083.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | 0.0000% | $11935966.00       | $1197239.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | 0.0000% | $4895126.00        | $3525992.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | 0.0000% | $2016.00           | $1928.66           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 ZLSI2075 | 2050-09-01      | 2.0000%  | 0.0000% | $317000.00         | $211515.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9995 | 2053-10-01      | 6.0000%  | 0.0000% | $47874617.00       | $34520013.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7913 | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $33686072.90       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $2253698.00        | $318316.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3987 | 2049-03-01      | 4.5000%  | 0.0000% | $2179552.00        | $553131.85         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4881 | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $214.03            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 ZLZT2491 | 2047-01-15      | 3.0000%  | 0.0000% | $6141530.00        | $5145295.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1601 | 2052-09-01      | 4.5000%  | 0.0000% | $55999.00          | $43784.96          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1584 | 2052-09-01      | 4.5000%  | 0.0000% | $371000.00         | $259347.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056 | 2052-12-01      | 6.0000%  | 0.0000% | $3997000.00        | $2645055.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD5413 | 2054-05-01      | 5.0000%  | 0.0000% | $5562.00           | $4573.96           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7277 | 2054-08-01      | 6.5000%  | 0.0000% | $4196000.00        | $3373024.57        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | 0.0000% | $1657228.00        | $1323782.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8448 | 2054-07-01      | 6.5000%  | 0.0000% | $41633697.00       | $18630715.74       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $32732419.00       | $15196392.89       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $56100.00          | $44821.06          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $426833904.00      | $230907752.87      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3806 | 2051-08-01      | 4.0000%  | 0.0000% | $654000.00         | $487900.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4162 | 2053-05-01      | 5.5000%  | 0.0000% | $5611192.00        | $3992204.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4365 | 2053-09-01      | 5.5000%  | 0.0000% | $98000.00          | $76224.67          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G | 2045-09-01      | 4.0000%  | 0.0000% | $30787510.00       | $7928575.11        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | 0.0000% | $3960500.00        | $454685.14         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $1723000.00        | $321603.71         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q41916 G | 2046-07-01      | 3.5000%  | 0.0000% | $27189190.00       | $3084900.52        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $11124.00          | $1991.76           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $12010637.00       | $3136341.12        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180 | 2050-01-01      | 3.5000%  | 0.0000% | $3043564.00        | $1135144.67        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5570 | 2049-12-01      | 3.5000%  | 0.0000% | $12982574.00       | $2989011.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5295 | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $517.16            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3952 | 2052-06-01      | 5.0000%  | 0.0000% | $1795692.00        | $1193189.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8193 | 2052-08-01      | 5.0000%  | 0.0000% | $1582554.00        | $1005679.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230 | 2052-08-01      | 5.0000%  | 0.0000% | $1482002.00        | $1194875.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0230 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $947.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0435 | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $607.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0731 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $577.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $669.02            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3354 | 2052-11-01      | 6.0000%  | 0.0000% | $386495.00         | $306879.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5597 | 2053-01-01      | 6.0000%  | 0.0000% | $5452152.00        | $3800258.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5888 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $605.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6754 | 2053-01-01      | 6.0000%  | 0.0000% | $4387600.00        | $2868260.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7876 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.33            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $1001.00           | $670.53            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8347 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $500.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9810 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $528.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0585 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $554.73            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1280 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $559.82            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $949.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2339 | 2053-05-01      | 6.0000%  | 0.0000% | $5529343.00        | $3693532.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5015 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5769 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6066 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $985.05            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6996 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $702.35            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $1001.00           | $645.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8100 | 2053-07-01      | 5.5000%  | 0.0000% | $8626774.00        | $6954792.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8784 | 2053-08-01      | 6.5000%  | 0.0000% | $1758.00           | $1756.22           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9226 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $851.83            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0184 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $831.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0432 | 2053-09-01      | 6.0000%  | 0.0000% | $10395460.00       | $9637044.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH1440 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $619.17            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4131 | 2053-11-01      | 6.5000%  | 0.0000% | $8164814.00        | $5561324.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH4722 | 2053-11-01      | 6.5000%  | 0.0000% | $6232195.00        | $4245693.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5042 | 2053-11-01      | 6.5000%  | 0.0000% | $10038950.00       | $7102188.35        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN1822 | 2035-03-01      | 2.5000%  | 0.0000% | $22892533.00       | $6870890.39        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN4913 | 2036-01-01      | 1.5000%  | 0.0000% | $16181721.00       | $7453509.36        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2319 | 2050-03-01      | 3.0000%  | 0.0000% | $8740000.00        | $3069965.89        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3LSE5000 | 2045-08-01      | 3.0000%  | 0.0000% | $2066776.00        | $217224.01         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 ZLSI2134 | 2055-01-25      | 6.5000%  | 0.0000% | $82537.00          | $70618.22          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI2761 | 2054-04-01      | 5.0000%  | 0.0000% | $7527346.00        | $6459087.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  | 0.0000% | $1117246.00        | $756870.63         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8140 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $801.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765 | 2042-03-01      | 4.0000%  | 0.0000% | $4744880.00        | $431890.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7260 | 2045-09-01      | 3.5000%  | 0.0000% | $37376192.00       | $7310587.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7913 | 2045-12-01      | 3.5000%  | 0.0000% | $41240480.00       | $6863756.18        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL9034 | 2046-08-01      | 3.0000%  | 0.0000% | $10861040.00       | $2779249.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8149 | 2044-10-01      | 3.5000%  | 0.0000% | $55276000.00       | $7849882.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAO5296 | 2042-07-01      | 4.0000%  | 0.0000% | $1021.00           | $102.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO8754 | 2042-08-01      | 3.5000%  | 0.0000% | $90990720.00       | $7731041.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $97.92             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ0017 | 2042-10-01      | 4.0000%  | 0.0000% | $3483090.00        | $312243.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $227.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAQ9583 | 2042-12-01      | 3.0000%  | 0.0000% | $9956600.00        | $1568948.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4006 | 2045-01-01      | 3.5000%  | 0.0000% | $26849501.00       | $4006073.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4890 | 2045-05-01      | 3.5000%  | 0.0000% | $54879000.00       | $3819256.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6111 | 2045-11-01      | 4.0000%  | 0.0000% | $17997000.00       | $1258459.72        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  | 0.0000% | $114706400.00      | $7853957.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7616 | 2046-07-01      | 3.5000%  | 0.0000% | $47473200.00       | $7738538.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8336 | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $242.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2983 | 2043-05-01      | 3.5000%  | 0.0000% | $7221340.00        | $1329117.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT3060 | 2043-04-01      | 3.0000%  | 0.0000% | $9585080.00        | $1576774.49        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT8393 | 2043-06-01      | 3.5000%  | 0.0000% | $20587040.00       | $3809324.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAU9356 | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $250.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX0868 | 2044-09-01      | 3.5000%  | 0.0000% | $8739888.00        | $1633297.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX1274 | 2044-09-01      | 4.0000%  | 0.0000% | $2810555.00        | $321126.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX5852 | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $100.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY6195 | 2045-04-01      | 3.0000%  | 0.0000% | $14622900.00       | $2345438.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  | 0.0000% | $38352440.00       | $7028974.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ1193 | 2045-05-01      | 3.5000%  | 0.0000% | $69782000.00       | $7000005.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2620 | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $146.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ2323 | 2045-07-01      | 4.0000%  | 0.0000% | $4348858.00        | $315208.13         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  | 0.0000% | $27397792.00       | $7430821.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ6640 | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $317.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850583 | 2036-01-01      | 6.0000%  | 0.0000% | $44756153.00       | $399472.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL868838 | 2036-04-01      | 6.0000%  | 0.0000% | $20019684.00       | $458458.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1224 | 2053-09-01      | 6.5000%  | 0.0000% | $1083350.00        | $385494.90         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA3497 | 2053-10-01      | 7.0000%  | 0.0000% | $1395000.00        | $681610.72         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4438 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $701.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3971 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $669.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7162 | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB0799 | 2054-04-01      | 5.0000%  | 0.0000% | $2445600.00        | $1802310.91        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB0436 | 2054-04-01      | 7.0000%  | 0.0000% | $2838807.00        | $3019741.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB2743 | 2054-04-01      | 5.5000%  | 0.0000% | $420423.00         | $285416.88         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB4207 | 2054-06-01      | 7.0000%  | 0.0000% | $1077224.00        | $1005353.90        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB5424 | 2054-06-01      | 7.5000%  | 0.0000% | $1364066.00        | $559028.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB5551 | 2054-06-01      | 6.5000%  | 0.0000% | $1021452.00        | $480273.70         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDB6727 | 2054-06-01      | 7.5000%  | 0.0000% | $1252055.00        | $767297.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7484 | 2054-07-01      | 6.5000%  | 0.0000% | $1111274.00        | $750173.84         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7792 | 2054-08-01      | 6.0000%  | 0.0000% | $16915680.00       | $7696581.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8867 | 2054-07-01      | 6.5000%  | 0.0000% | $1041168.00        | $658608.34         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0393 | 2054-09-01      | 6.0000%  | 0.0000% | $10041391.00       | $7150835.45        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0576 | 2054-08-01      | 6.5000%  | 0.0000% | $1274336.00        | $946196.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3490 | 2054-10-01      | 5.5000%  | 0.0000% | $7150.00           | $7084.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3922 | 2054-10-01      | 6.5000%  | 0.0000% | $1135183.00        | $771048.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4731 | 2055-01-01      | 5.5000%  | 0.0000% | $4480129.00        | $4119221.07        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5707 | 2054-11-01      | 4.5000%  | 0.0000% | $2604740.00        | $2276369.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7048 | 2054-11-01      | 4.5000%  | 0.0000% | $1194616.00        | $1126741.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4797 | 2055-02-01      | 6.5000%  | 0.0000% | $953192.00         | $1001382.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD6762 | 2055-05-01      | 6.5000%  | 0.0000% | $1977219.00        | $1174901.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7038 | 2055-04-01      | 6.5000%  | 0.0000% | $1525111.00        | $1495560.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2740 | 2055-08-01      | 6.0000%  | 0.0000% | $9589001.00        | $9424901.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5397 | 2055-07-01      | 6.0000%  | 0.0000% | $1864618.00        | $1368759.56        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7281 | 2055-07-01      | 6.5000%  | 0.0000% | $4435391.00        | $3923024.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8702 | 2055-09-01      | 5.5000%  | 0.0000% | $1150278.00        | $1159482.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8711 | 2055-09-01      | 5.5000%  | 0.0000% | $1348505.00        | $1350606.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  | 0.0000% | $1703000.00        | $1444636.34        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDF2739 | 2056-02-01      | 7.0000%  | 0.0000% | $544926.00         | $580057.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF3315 | 2055-11-01      | 6.5000%  | 0.0000% | $2091669.00        | $1980098.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5222 | 2055-12-01      | 5.5000%  | 0.0000% | $1862814.00        | $1888778.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5727 | 2055-11-01      | 5.5000%  | 0.0000% | $6935500.00        | $6946017.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5770 | 2055-12-01      | 5.0000%  | 0.0000% | $2146364.00        | $2119801.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF6009 | 2055-12-01      | 5.5000%  | 0.0000% | $2707172.00        | $1976799.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF7683 | 2055-12-01      | 6.5000%  | 0.0000% | $434102.00         | $450009.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBC6420 | 2031-04-01      | 2.5000%  | 0.0000% | $2571000.00        | $199462.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD5350 | 2047-05-01      | 4.5000%  | 0.0000% | $1086786.00        | $322022.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE3114 | 2046-11-01      | 3.0000%  | 0.0000% | $100441.00         | $29690.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0823 | 2064-02-01      | 3.0000%  | 0.0000% | $6020049.00        | $4384013.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0829 | 2064-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1529.28           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0170 | 2057-02-01      | 4.5000%  | 0.0000% | $2000.00           | $476.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $2240.00           | $723.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | 0.0000% | $3000.00           | $1918.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0656 | 2062-06-01      | 4.0000%  | 0.0000% | $2025.00           | $1376.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0676 | 2062-09-01      | 3.5000%  | 0.0000% | $2048.00           | $1380.99           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1185.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1437.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ4916 | 2048-03-01      | 3.5000%  | 0.0000% | $2339087.00        | $316712.77         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | 0.0000% | $200000.00         | $76829.41          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $1125794.00        | $383125.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM5307 | 2033-12-01      | 4.0000%  | 0.0000% | $4102350.00        | $590922.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | 0.0000% | $21518590.00       | $3630841.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $17991990.00       | $3170336.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BM7362 | 2060-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1398.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  | 0.0000% | $1301198.00        | $384082.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO1776 | 2049-07-01      | 4.0000%  | 0.0000% | $33113880.00       | $8679637.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP2917 | 2050-02-01      | 3.5000%  | 0.0000% | $1455176.00        | $235017.61         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ4234 | 2050-10-01      | 3.0000%  | 0.0000% | $1161163.00        | $404739.23         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5081 | 2050-10-01      | 2.0000%  | 0.0000% | $15003140.00       | $7499258.63        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ5109 | 2050-11-01      | 2.0000%  | 0.0000% | $4018424.00        | $2112697.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6617 | 2051-03-01      | 2.0000%  | 0.0000% | $2391970.00        | $1205731.69        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT3457 | 2051-06-01      | 2.0000%  | 0.0000% | $13392720.00       | $7310689.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  | 0.0000% | $5758430.00        | $3511890.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8890 | 2052-04-01      | 2.5000%  | 0.0000% | $14050400.00       | $9576929.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6373 | 2055-11-01      | 5.5000%  | 0.0000% | $3174624.00        | $3168114.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBV8979 | 2037-04-01      | 2.5000%  | 0.0000% | $85393.00          | $51352.74          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV8518 | 2052-05-01      | 3.0000%  | 0.0000% | $63000.00          | $42384.02          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9999 | 2052-07-01      | 3.5000%  | 0.0000% | $1721679.00        | $1166213.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  | 0.0000% | $3833088.00        | $2592265.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  | 0.0000% | $4228264.00        | $2437744.06        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | 0.0000% | $3143117.00        | $2724042.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  | 0.0000% | $3472936.00        | $2734983.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $493000.00         | $367530.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $4964608.00        | $3737429.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $535.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $56573.00          | $34047.16          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB3394 | 2052-04-01      | 2.0000%  | 0.0000% | $1028000.00        | $650416.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CICB4759 | 2037-09-01      | 5.0000%  | 0.0000% | $300000.00         | $141887.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $155564.00         | $121047.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5470 | 2053-01-01      | 5.5000%  | 0.0000% | $2558.00           | $1855.21           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1749.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9663 | 2054-12-01      | 5.5000%  | 0.0000% | $459671.00         | $409999.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9993 | 2055-02-01      | 6.0000%  | 0.0000% | $13164449.00       | $9127152.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDG7990 | 2056-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG9932 | 2056-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.16           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDH1780 | 2056-06-01      | 5.0000%  | 0.0000% | $2003.00           | $1983.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1963 | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1715.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1641.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2300 | 2054-07-01      | 6.5000%  | 0.0000% | $2019.00           | $1371.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3324 | 2055-08-01      | 6.0000%  | 0.0000% | $3819857.00        | $3505119.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA3609 | 2055-09-01      | 6.0000%  | 0.0000% | $2128808.00        | $2070014.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA5502 | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2141.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6298 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1606.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $7397000.00        | $5326610.03        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | 0.0000% | $2007.00           | $1789.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386 | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1860.76           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $1986.00           | $14.85             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5294 | 2054-03-01      | 5.0000%  | 0.0000% | $1294065.00        | $1058525.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA6079 | 2056-05-01      | 5.0000%  | 0.0000% | $3884841.00        | $3834135.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX9928 | 2055-03-01      | 6.0000%  | 0.0000% | $2760325.00        | $2127871.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1043 | 2054-06-01      | 5.0000%  | 0.0000% | $6998680.00        | $6541093.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ5661 | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6410 | 2056-04-01      | 5.0000%  | 0.0000% | $65465167.00       | $64539600.54       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLTB1521 | 2056-05-01      | 5.5000%  | 0.0000% | $2013.00           | $2041.85           | Agency Mortgage-Backed Securities  |

### Security 378: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22A3
- **C.18 - Value (incl. sponsor support):** $3500000000.00
- **C.18.a - Value (excl. sponsor support):** $3500000000.00
- **C.19 - Percentage of Net Assets:** 3.7000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $92399400.00       | $79873376.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $4322200.00        | $4374030.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $668780800.00      | $671644119.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $116000.00         | $109155.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $2237700.00        | $2219915.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $44517400.00       | $42985581.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $478262900.00      | $478703226.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1006900.00        | $1007335.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $409584000.00      | $420874836.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $150000000.00      | $141051683.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $250000.00         | $251639.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $82856100.00       | $85305128.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $37604900.00       | $37333821.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $19317100.00       | $19717342.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $123099500.00      | $122152452.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $418567300.00      | $417100285.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $148173800.00      | $146525147.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $29435100.00       | $30108919.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 3.3750%  | 0.0000% | $476033600.00      | $475121079.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $396317900.00      | $393540960.78      | U.S. Treasuries (including strips) |

### Security 379: FIXED INCOME CLEARING CORPORATION - CITI

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22C9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 1/8 BOND 27 | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $103.30            | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  | 0.0000% | $1519300.00        | $1019927.79        | U.S. Treasuries (including strips) |

### Security 380: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5B22D7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $167644000.00      | $168253129.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-27      | 0.0000%  | 0.0000% | $344738900.00      | $341746911.09      | U.S. Treasuries (including strips) |

### Security 381: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.620000%
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ5B22J4
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0935 M | 2056-02-20      | 4.5000%  | 0.0000% | $2616605.00        | $2505098.59        | Agency Mortgage-Backed Securities |
| GNII SF DF4873 C | 2054-11-20      | 5.0000%  | 0.0000% | $2577164.00        | $2526362.91        | Agency Mortgage-Backed Securities |
| GNII ET DM7542 C | 2065-09-20      | 2.0000%  | 0.0000% | $374740.00         | $286587.21         | Agency Mortgage-Backed Securities |
| GNII SF DN6329 C | 2056-01-20      | 6.0000%  | 0.0000% | $2760820.00        | $2841951.51        | Agency Mortgage-Backed Securities |

### Security 382: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22U9
- **C.18 - Value (incl. sponsor support):** $908000000.00
- **C.18.a - Value (excl. sponsor support):** $908000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $3678208.00        | $3366402.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $66219901.04       | $59963709.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | 0.0000% | $13133000.00       | $12143520.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $372652800.00      | $364124603.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $59311600.00       | $60359641.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | 0.0000% | $35267712.00       | $29953149.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $18944000.00       | $12717377.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $114253000.00      | $116380832.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $42281700.00       | $42282041.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | 0.0000% | $21225184.20       | $20046783.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $7686000.00        | $7038646.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $198195200.00      | $197038845.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $120000.00         | $109853.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | 0.0000% | $715000.00         | $634591.10         | U.S. Treasuries (including strips) |

### Security 383: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.620000%
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ5B22W5
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.0000%  | 0.0000% | $217090559.00      | $114923262.02      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $117257.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $14368.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-01-20      | 5.0000%  | 0.0000% | $36709758.00       | $858958.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-10-20      | 5.5000%  | 0.0000% | $47000.00          | $5634.88           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-12-20      | 7.5000%  | 0.0000% | $145648.00         | $20923.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | 0.0000% | $25534048.00       | $14687315.30       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $72991.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-10-20      | 4.5000%  | 0.0000% | $136725000.00      | $98601124.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 2.5000%  | 0.0000% | $909472.00         | $554222.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 3.0000%  | 0.0000% | $568871.00         | $369840.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 4.0000%  | 0.0000% | $3081130.00        | $2478484.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $924576.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-12-20      | 5.0000%  | 0.0000% | $1356153.00        | $196055.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-02-20      | 5.0000%  | 0.0000% | $1031802.00        | $103566.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.5000%  | 0.0000% | $672782.00         | $343036.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.5000%  | 0.0000% | $5204832.00        | $2524930.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2065-04-15      | 5.5000%  | 0.0000% | $5903152.00        | $6022239.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-05-15      | 5.1900%  | 0.0000% | $9893500.00        | $10000158.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.7900%  | 0.0000% | $1198209.00        | $1260257.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-11-15      | 5.4000%  | 0.0000% | $238047.00         | $243869.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-04-20      | 5.6250%  | 0.0000% | $30000000.00       | $676925.76         | Agency Mortgage-Backed Securities |

### Security 384: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.620000%
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ5B23A2
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| 5.22 FHOR 29-56 A | 2056-01-13      | 5.2200%  | 0.0000% | $1035000.00        | $1021005.77        | Agency Debentures and Agency Strips |

### Security 385: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 3.620000%
- **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: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ5B23E4
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $426300.00         | $324488.85         | Agency Mortgage-Backed Securities |
| GNMI SF CL1779 X | 2052-03-15      | 4.0000%  | 0.0000% | $959100.00         | $696377.25         | Agency Mortgage-Backed Securities |

### Security 386: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.620000%
- **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: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23K0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_16-25C                                          | 2046-02-16      | 5.0000%  | 0.0000% | $12224028.00       | $293801.16         | Agency Collateralized Mortgage Obligation |
| GNMA_18-6A                                           | 2048-01-20      | 4.0000%  | 0.0000% | $75533125.00       | $2670241.08        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.5000%  | 0.0000% | $25863021.00       | $2198767.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | 0.0000% | $17135629.00       | $1580624.23        | Agency Collateralized Mortgage Obligation |
| GNMA_12-97                                           | 2042-08-16      | 3.9895%  | 0.0000% | $506000.00         | $13618.77          | Agency Collateralized Mortgage Obligation |
| GNMA_17-96A                                          | 2045-09-20      | 4.0000%  | 0.0000% | $3125000.00        | $10551.69          | Agency Collateralized Mortgage Obligation |
| GNMA_17-68C                                          | 2047-05-20      | 5.5000%  | 0.0000% | $28396849.00       | $553724.21         | Agency Collateralized Mortgage Obligation |
| GNMA_13-97                                           | 2053-07-16      | 0.0100%  | 0.0000% | $27189000.00       | $1936.10           | Agency Collateralized Mortgage Obligation |
| GNMA_14-10C                                          | 2044-01-20      | 5.0000%  | 0.0000% | $3842474.00        | $39503.27          | Agency Collateralized Mortgage Obligation |
| GNMA_13-79                                           | 2039-11-20      | 3.5000%  | 0.0000% | $81305356.00       | $1511.42           | Agency Collateralized Mortgage Obligation |
| GNMA_13-150B                                         | 2040-02-20      | 4.1571%  | 0.0000% | $200000000.00      | $6621056.37        | Agency Collateralized Mortgage Obligation |
| GNMA_14-41                                           | 2042-11-16      | 0.0000%  | 0.0000% | $4741660.00        | $375571.37         | Agency Collateralized Mortgage Obligation |
| GNMA_14-91                                           | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $11308.28          | Agency Collateralized Mortgage Obligation |
| GNMA_15-161A                                         | 2045-11-20      | 1.9829%  | 0.0000% | $33648603.00       | $205464.57         | Agency Collateralized Mortgage Obligation |
| GNMA_15-170B                                         | 2045-11-20      | 3.9971%  | 0.0000% | $48093505.00       | $7421839.27        | Agency Collateralized Mortgage Obligation |
| GNMA_15-170B                                         | 2045-11-20      | 1.9429%  | 0.0000% | $32101297.00       | $581888.92         | Agency Collateralized Mortgage Obligation |
| GNMA_15-16                                           | 2045-02-20      | 1.8829%  | 0.0000% | $25600565.00       | $380676.86         | Agency Collateralized Mortgage Obligation |
| GNMA_15-18                                           | 2045-02-16      | 6.0000%  | 0.0000% | $38029926.00       | $401642.99         | Agency Collateralized Mortgage Obligation |
| GNMA_15-64D                                          | 2045-05-16      | 5.5000%  | 0.0000% | $58277534.00       | $1043331.05        | Agency Collateralized Mortgage Obligation |
| GNMA_15-69E                                          | 2034-07-20      | 2.7829%  | 0.0000% | $23158593.00       | $45314.68          | Agency Collateralized Mortgage Obligation |
| GNMA_15-123D                                         | 2045-09-20      | 2.0029%  | 0.0000% | $22452262.00       | $147235.48         | Agency Collateralized Mortgage Obligation |
| GNMA_15-138D                                         | 2045-09-20      | 1.9329%  | 0.0000% | $25942768.00       | $318005.13         | Agency Collateralized Mortgage Obligation |
| GNMA_16-71                                           | 2057-10-16      | 2.0000%  | 0.0000% | $1065000.00        | $205989.92         | Agency Collateralized Mortgage Obligation |
| GNMA_17-150C                                         | 2047-07-20      | 4.0000%  | 0.0000% | $4141000.00        | $15480.62          | Agency Collateralized Mortgage Obligation |
| GNMA_22-55B                                          | 2062-10-16      | 1.5000%  | 0.0000% | $15085000.00       | $10255315.70       | Agency Collateralized Mortgage Obligation |
| GNMA_23-8                                            | 2064-02-01      | 3.7500%  | 0.0000% | $1000000.00        | $860180.38         | Agency Collateralized Mortgage Obligation |
| GNMA_23-31                                           | 2057-02-16      | 3.6000%  | 0.0000% | $5243000.00        | $4564198.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 1.8749%  | 0.0000% | $8316522.00        | $299047.95         | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 4.7751%  | 0.0000% | $50000000.00       | $42360465.24       | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                         | 2055-07-20      | 2.2749%  | 0.0000% | $50000000.00       | $2755955.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124D                                         | 2055-07-20      | 4.7751%  | 0.0000% | $156046000.00      | $141630638.18      | Agency Collateralized Mortgage Obligation |
| GNMA_25-132G                                         | 2055-08-20      | 2.3249%  | 0.0000% | $150000000.00      | $8538866.03        | Agency Collateralized Mortgage Obligation |
| GNMA_25-131R                                         | 2055-08-20      | 4.8251%  | 0.0000% | $20000000.00       | $18129983.64       | Agency Collateralized Mortgage Obligation |
| GNMA_25-139J                                         | 2065-08-20      | 4.4751%  | 0.0000% | $44974785.00       | $42656150.95       | Agency Collateralized Mortgage Obligation |
| GNMA_26-23                                           | 2067-11-16      | 4.5000%  | 0.0000% | $16000000.00       | $14770400.34       | Agency Collateralized Mortgage Obligation |
| GNMA_26-70                                           | 2057-05-16      | 4.5000%  | 0.0000% | $4713361.00        | $4598532.58        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134Q                                         | 2055-08-20      | 2.3249%  | 0.0000% | $21345504.00       | $1050819.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154B                                         | 2055-09-20      | 5.0251%  | 0.0000% | $30000000.00       | $27140543.44       | Agency Collateralized Mortgage Obligation |
| GNMA_25-151C                                         | 2055-09-20      | 1.7249%  | 0.0000% | $50000000.00       | $2321444.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152B                                         | 2055-09-20      | 1.6049%  | 0.0000% | $100000000.00      | $4068687.10        | Agency Collateralized Mortgage Obligation |
| GNMA_19-58A                                          | 2049-05-20      | 2.3829%  | 0.0000% | $37500000.00       | $382571.85         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65A                                          | 2049-05-20      | 4.0000%  | 0.0000% | $11265000.00       | $44726.38          | Agency Collateralized Mortgage Obligation |
| GNMA_19-117E                                         | 2047-09-20      | 4.5000%  | 0.0000% | $131083088.00      | $6723779.76        | Agency Collateralized Mortgage Obligation |
| GNMA_19-153N                                         | 2049-12-20      | 2.3329%  | 0.0000% | $15430647.00       | $1139614.66        | Agency Collateralized Mortgage Obligation |
| GNMA_20-17D                                          | 2050-02-20      | 2.3329%  | 0.0000% | $10879336.00       | $215487.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-32B                                          | 2050-01-20      | 3.5000%  | 0.0000% | $32026245.00       | $1870857.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-61                                           | 2050-05-20      | 4.5000%  | 0.0000% | $339309261.00      | $20420231.65       | Agency Collateralized Mortgage Obligation |
| GNMA_20-85H                                          | 2050-06-20      | 3.5000%  | 0.0000% | $5203377.00        | $275469.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-64G                                          | 2051-04-20      | 3.5000%  | 0.0000% | $2808570.00        | $167577.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78R                                          | 2051-05-20      | 3.0000%  | 0.0000% | $50850916.00       | $3901634.11        | Agency Collateralized Mortgage Obligation |
| GNMA_21-86A                                          | 2051-05-16      | 3.0000%  | 0.0000% | $16108440.00       | $1537081.07        | Agency Collateralized Mortgage Obligation |
| GNMA_21-81B                                          | 2051-05-20      | 1.7500%  | 0.0000% | $110974476.00      | $34042350.40       | Agency Collateralized Mortgage Obligation |
| GNMA_21-135F                                         | 2051-08-20      | 0.0749%  | 0.0000% | $24231279.00       | $146163.92         | Agency Collateralized Mortgage Obligation |
| GNMA_51-56E                                          | 2055-09-20      | 4.9251%  | 0.0000% | $25000000.00       | $22666291.90       | Agency Collateralized Mortgage Obligation |
| GNMA_22-25K                                          | 2052-02-20      | 1.3749%  | 0.0000% | $14504323.00       | $781354.60         | Agency Collateralized Mortgage Obligation |
| GNMA_22-190C                                         | 2043-08-20      | 5.0000%  | 0.0000% | $8100000.00        | $3276569.44        | Agency Collateralized Mortgage Obligation |
| GNMA_22-195A                                         | 2052-11-20      | 2.6249%  | 0.0000% | $23000000.00       | $935917.82         | Agency Collateralized Mortgage Obligation |
| GNMA_22-60C                                          | 2051-11-20      | 2.5249%  | 0.0000% | $35272653.00       | $3437538.45        | Agency Collateralized Mortgage Obligation |
| GNMA_22-64D                                          | 2052-04-20      | 0.1749%  | 0.0000% | $85667117.00       | $675399.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-44F                                          | 2052-03-20      | 3.5000%  | 0.0000% | $25365000.00       | $12236068.29       | Agency Collateralized Mortgage Obligation |
| GNMA_22-81                                           | 2051-06-20      | 2.5000%  | 0.0000% | $12787962.00       | $10720011.88       | Agency Collateralized Mortgage Obligation |
| GNMA_22-177K                                         | 2051-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $25036.81          | Agency Collateralized Mortgage Obligation |
| GNMA_22-178B                                         | 2047-06-20      | 4.5000%  | 0.0000% | $22132312.00       | $2543812.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | 0.0000% | $28500000.00       | $2480050.15        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                          | 2053-05-20      | 1.8749%  | 0.0000% | $100000000.00      | $2255184.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-53N                                          | 2063-04-20      | 1.8749%  | 0.0000% | $40000000.00       | $614805.77         | Agency Collateralized Mortgage Obligation |
| GNMA_22-153E                                         | 2049-12-20      | 2.4249%  | 0.0000% | $17708543.00       | $760353.49         | Agency Collateralized Mortgage Obligation |
| GNMA_22-159L                                         | 2052-09-20      | 4.0000%  | 0.0000% | $6423000.00        | $6245006.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-161B                                         | 2052-09-20      | 4.2251%  | 0.0000% | $85500000.00       | $40784299.20       | Agency Collateralized Mortgage Obligation |
| GNMA_23-83                                           | 2053-06-20      | 4.6251%  | 0.0000% | $60000000.00       | $30251554.17       | Agency Collateralized Mortgage Obligation |
| GNMA_23-117H                                         | 2053-08-20      | 1.3249%  | 0.0000% | $10000000.00       | $111223.14         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113C                                         | 2053-08-20      | 2.2749%  | 0.0000% | $100000000.00      | $1806570.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112K                                         | 2053-08-20      | 2.3249%  | 0.0000% | $34615384.00       | $1313915.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-169A                                         | 2053-11-20      | 7.0000%  | 0.0000% | $7142857.00        | $288962.42         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116D                                         | 2053-08-20      | 2.2749%  | 0.0000% | $134615381.00      | $2627020.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-45G                                          | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $57675530.84       | Agency Collateralized Mortgage Obligation |
| GNMA_24-42D                                          | 2048-01-20      | 4.5000%  | 0.0000% | $21589550.00       | $3934569.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43A                                          | 2054-03-20      | 1.6449%  | 0.0000% | $50000000.00       | $1843745.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46J                                          | 2053-11-20      | 6.0000%  | 0.0000% | $13768362.00       | $14119808.62       | Agency Collateralized Mortgage Obligation |
| GNMA_24-62E                                          | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $1864299.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-62B                                          | 2054-04-20      | 4.6751%  | 0.0000% | $16000000.00       | $11485829.05       | Agency Collateralized Mortgage Obligation |
| GNMA_24-79C                                          | 2053-07-20      | 4.5000%  | 0.0000% | $1700000.00        | $989584.80         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                                          | 2050-12-20      | 4.5000%  | 0.0000% | $19704752.00       | $11083674.16       | Agency Collateralized Mortgage Obligation |
| GNMA_24-117A                                         | 2054-07-20      | 2.8165%  | 0.0000% | $120000000.00      | $2890385.87        | Agency Collateralized Mortgage Obligation |
| GNMA_26-16                                           | 2068-02-16      | 4.5000%  | 0.0000% | $17960707.00       | $15037381.04       | Agency Collateralized Mortgage Obligation |
| GNMA_26-36                                           | 2068-01-16      | 4.7500%  | 0.0000% | $13965000.00       | $13552406.28       | Agency Collateralized Mortgage Obligation |
| GNMA_26-69                                           | 2067-10-16      | 4.7500%  | 0.0000% | $47146000.00       | $46224243.45       | Agency Collateralized Mortgage Obligation |
| GNMA_24-171B                                         | 2051-04-20      | 5.0000%  | 0.0000% | $35100000.00       | $21193908.55       | Agency Collateralized Mortgage Obligation |
| GNMA_25-6K                                           | 2055-01-20      | 3.0049%  | 0.0000% | $24950000.00       | $530203.43         | Agency Collateralized Mortgage Obligation |
| GNMA_25-33C                                          | 2055-02-20      | 1.6249%  | 0.0000% | $16800000.00       | $472843.94         | Agency Collateralized Mortgage Obligation |
| GNMA_25-5A                                           | 2055-01-20      | 2.9249%  | 0.0000% | $50000000.00       | $2703626.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-47A                                          | 2055-03-20      | 4.6751%  | 0.0000% | $17009234.00       | $13341380.42       | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                          | 2055-03-20      | 4.6751%  | 0.0000% | $100000000.00      | $79305508.09       | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                          | 2055-02-20      | 1.5549%  | 0.0000% | $311053496.00      | $9601357.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69B                                          | 2055-04-20      | 4.8751%  | 0.0000% | $11400000.00       | $9364172.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-101B                                         | 2055-06-20      | 2.8749%  | 0.0000% | $67200000.00       | $3659157.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89B                                          | 2055-05-20      | 5.0751%  | 0.0000% | $15000000.00       | $9679429.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-100F                                         | 2055-06-20      | 4.8251%  | 0.0000% | $50000000.00       | $45416160.49       | Agency Collateralized Mortgage Obligation |
| GNMA_25-199D                                         | 2055-05-20      | 6.0000%  | 0.0000% | $3613340.00        | $810778.29         | Agency Collateralized Mortgage Obligation |
| GNMA_25-209B                                         | 2055-12-20      | 5.5000%  | 0.0000% | $454545.00         | $66877.73          | Agency Collateralized Mortgage Obligation |
| GNMA_26-1C                                           | 2056-01-20      | 5.5000%  | 0.0000% | $4768636.00        | $975217.47         | Agency Collateralized Mortgage Obligation |
| GNMA_26-1B                                           | 2056-01-20      | 1.8749%  | 0.0000% | $141428809.00      | $8405384.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-216J                                         | 2054-10-20      | 0.1000%  | 0.0000% | $16295556.00       | $31541.29          | Agency Collateralized Mortgage Obligation |
| GNMA_26-27B                                          | 2051-10-20      | 5.5000%  | 0.0000% | $6363635.00        | $805944.99         | Agency Collateralized Mortgage Obligation |
| GNMA_26-27D                                          | 2056-02-20      | 6.5000%  | 0.0000% | $10673500.00       | $10970125.20       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28E                                          | 2056-01-20      | 2.0749%  | 0.0000% | $39471831.00       | $2641127.42        | Agency Collateralized Mortgage Obligation |
| GNMA_26-53A                                          | 2055-01-16      | 3.0000%  | 0.0000% | $22393000.00       | $20134496.49       | Agency Collateralized Mortgage Obligation |
| GNMA_26-60C                                          | 2056-04-20      | 1.9249%  | 0.0000% | $100000000.00      | $5261569.11        | Agency Collateralized Mortgage Obligation |
| GNMA_26-60F                                          | 2056-04-20      | 1.9749%  | 0.0000% | $100000000.00      | $6575995.23        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81A                                          | 2056-05-20      | 0.5492%  | 0.0000% | $100000000.00      | $1403929.70        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81C                                          | 2056-05-20      | 2.0022%  | 0.0000% | $107142857.00      | $7536915.52        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81D                                          | 2056-05-20      | 0.4099%  | 0.0000% | $200000000.00      | $2436893.00        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81G                                          | 2056-05-20      | 1.3085%  | 0.0000% | $71428572.00       | $2789365.73        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81G                                          | 2056-05-20      | 5.0000%  | 0.0000% | $21428572.00       | $20642398.17       | Agency Collateralized Mortgage Obligation |
| GNMA_26-83P                                          | 2050-08-20      | 4.3429%  | 0.0000% | $13676819.00       | $13697426.03       | Agency Collateralized Mortgage Obligation |

### Security 387: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ5B23L8
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $8208600.00        | $7645503.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $76825400.00       | $66324450.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $224626100.00      | $234269271.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $6691200.00        | $6604817.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 3.8750%  | 0.0000% | $195942900.00      | $195156029.52      | U.S. Treasuries (including strips) |

### Security 388: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ5CLME0
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM MORTGAGE TRUST COMM_12-CR4                                  | 2045-10-15      | 3.2510%  | 0.0000% | $229000.00         | $221564.04         | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM7                                                    | 2065-07-27      | 7.2810%  | 0.0000% | $8815000.00        | $8277335.04        | Private Label Collateralized Mortgage Obligations |
| JEFFM_1                                                          | 2031-10-20      | 0.0000%  | 0.0000% | $37643456.00       | $2811175.65        | Asset-Backed Securities                           |
| PFMT_20-F1                                                       | 2036-01-25      | 2.1538%  | 0.0000% | $517032.00         | $314782.60         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS9                         | 2051-03-10      | 3.0000%  | 0.0000% | $736768.00         | $448570.40         | Private Label Collateralized Mortgage Obligations |
| SMB_22-B                                                         | 2055-02-16      | 5.9500%  | 0.0000% | $2034000.00        | $905755.10         | Asset-Backed Securities                           |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7           | 2050-10-15      | 4.3089%  | 0.0000% | $6570016.00        | $5760287.54        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_07-LD | 2049-06-15      | 6.0133%  | 0.0000% | $13742416.00       | $1221374.91        | Private Label Collateralized Mortgage Obligations |
| ACCREDITED MORTGAGE LOAN TRUST ACCR_06-1                         | 2036-04-25      | 4.4188%  | 0.0000% | $9000000.00        | $3224.10           | Asset-Backed Securities                           |
| CWALT_06-OA7                                                     | 2046-06-25      | 4.7067%  | 0.0000% | $4776000.00        | $292450.72         | Private Label Collateralized Mortgage Obligations |
| ATCLO_15                                                         | 2032-10-25      | 0.0000%  | 0.0000% | $2313920.00        | $359601.68         | Asset-Backed Securities                           |
| BANK_18-BK10                                                     | 2061-02-17      | 3.6122%  | 0.0000% | $1302000.00        | $882069.03         | Private Label Collateralized Mortgage Obligations |
| BANK BNK_20-BN26                                                 | 2063-03-15      | 2.0838%  | 0.0000% | $2070480.00        | $617054.60         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_19-BN19                                                | 2061-08-17      | 3.0000%  | 0.0000% | $6000000.00        | $2346596.00        | Private Label Collateralized Mortgage Obligations |
| BALTA_05-10                                                      | 2036-01-25      | 4.8334%  | 0.0000% | $5300000.00        | $140671.02         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B3                             | 2051-04-10      | 3.1959%  | 0.0000% | $2135000.00        | $1418698.94        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                            | 2043-09-15      | 3.3420%  | 0.0000% | $8984000.00        | $4222678.68        | Private Label Collateralized Mortgage Obligations |
| BMARK_20-IG2                                                     | 2048-09-15      | 3.3593%  | 0.0000% | $3352500.00        | $1255155.71        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM8                                                    | 2063-10-25      | 8.2739%  | 0.0000% | $18195744.00       | $14901372.23       | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM4                                                    | 2066-03-25      | 0.0000%  | 0.0000% | $492332535.00      | $1885665.61        | Private Label Collateralized Mortgage Obligations |
| CBASSC_13-                                                       | 2040-03-17      | 7.8300%  | 0.0000% | $5500000.00        | $580104.25         | Asset-Backed Securities                           |
| COMM_25-180W                                                     | 2042-08-10      | 7.6090%  | 0.0000% | $2596700.00        | $2623963.20        | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE HOME LOANS CWHL_05-9                                 | 2035-05-25      | 4.2988%  | 0.0000% | $6650000.00        | $156942.48         | Private Label Collateralized Mortgage Obligations |
| CARRINGTON MORTGAGE LOAN TRUST CARR_06-FRE1                      | 2036-04-25      | 3.9188%  | 0.0000% | $650000.00         | $61151.74          | Asset-Backed Securities                           |
| CHEC_04-2                                                        | 2034-01-25      | 8.1988%  | 0.0000% | $1250000.00        | $162895.54         | Asset-Backed Securities                           |
| EMLT_04-3                                                        | 2034-12-25      | 6.1738%  | 0.0000% | $3000000.00        | $795537.92         | Asset-Backed Securities                           |
| FNLC_05-1                                                        | 2035-05-25      | 4.6738%  | 0.0000% | $5898228.00        | $492.03            | Asset-Backed Securities                           |
| GCAT_24-INV2                                                     | 2054-06-25      | 7.3999%  | 0.0000% | $1239000.00        | $996324.57         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                                     | 2054-06-25      | 0.2669%  | 0.0000% | $224204800.00      | $311460.16         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 6.9980%  | 0.0000% | $2651000.00        | $2527642.72        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                                     | 2055-05-25      | 6.9980%  | 0.0000% | $994000.00         | $849937.90         | Private Label Collateralized Mortgage Obligations |
| GSR_06-2F                                                        | 2036-02-25      | 3.4012%  | 0.0000% | $45918000.00       | $309895.08         | Private Label Collateralized Mortgage Obligations |
| GSAMP_04-WF                                                      | 2034-10-25      | 5.3488%  | 0.0000% | $400000.00         | $19896.53          | Asset-Backed Securities                           |
| GCAT_24-INV3                                                     | 2054-09-25      | 6.9807%  | 0.0000% | $1368000.00        | $1156926.87        | Private Label Collateralized Mortgage Obligations |
| GPMF_05-AR5                                                      | 2045-11-25      | 6.3167%  | 0.0000% | $54000000.00       | $752110.57         | Private Label Collateralized Mortgage Obligations |
| HILT_16-HHV                                                      | 2038-11-05      | 4.1935%  | 0.0000% | $27870000.00       | $27646973.42       | Private Label Collateralized Mortgage Obligations |
| HOMESTAR MORTGAGE ACCEPTANCE COR                                 | 2035-01-25      | 8.9488%  | 0.0000% | $1173000.00        | $606688.50         | Private Label Collateralized Mortgage Obligations |
| JPMCC_21-1440                                                    | 2036-03-15      | 8.5916%  | 0.0000% | $3000000.00        | $1013464.56        | Private Label Collateralized Mortgage Obligations |
| MNPT_06-2A                                                       | 2046-04-06      | 7.2800%  | 0.0000% | $28316000.00       | $4800115.74        | Asset-Backed Securities                           |
| OBX_21-J2                                                        | 2051-07-25      | 2.6156%  | 0.0000% | $574000.00         | $140773.51         | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV1                                                      | 2051-12-26      | 3.2536%  | 0.0000% | $1321000.00        | $980832.63         | Private Label Collateralized Mortgage Obligations |
| OBX_26-AHC1                                                      | 2056-04-25      | 0.0000%  | 0.0000% | $874000.00         | $656044.81         | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM1                                                      | 2063-11-26      | 7.7709%  | 0.0000% | $10001500.00       | $9979797.05        | Private Label Collateralized Mortgage Obligations |
| OBX_21-J3                                                        | 2051-10-25      | 2.8619%  | 0.0000% | $1814616.00        | $734482.43         | Private Label Collateralized Mortgage Obligations |
| OLYMPIC TOWER MORTGAGE TRUST OT_17-OT                            | 2039-05-10      | 4.0768%  | 0.0000% | $770000.00         | $716118.88         | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                                      | 2057-01-25      | 6.1137%  | 0.0000% | $1453000.00        | $1143451.80        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                                      | 2057-01-25      | 6.1137%  | 0.0000% | $485000.00         | $330788.56         | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV2                                                     | 2056-04-25      | 6.2527%  | 0.0000% | $3069000.00        | $2835152.61        | Private Label Collateralized Mortgage Obligations |
| WAMU_03-S4                                                       | 2033-06-25      | 4.9188%  | 0.0000% | $26607230.00       | $37091.52          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | 2046-05-15      | 3.9148%  | 0.0000% | $5492000.00        | $4936859.96        | Private Label Collateralized Mortgage Obligations |

### Security 389: FIXED INCOME CLEARING CORPORATION - SSB

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - SSB 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ5CV1C5
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed income clearing corp

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 7/8 NOTE N 26 | 2026-07-31      | 1.8750%  | 0.0000% | $100.00            | $100.31            | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32 | 2032-05-15      | 2.8750%  | 0.0000% | $9000.00           | $8377.87           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28 | 2028-03-31      | 1.2500%  | 0.0000% | $107400.00         | $102439.63         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28 | 2028-06-30      | 1.2500%  | 0.0000% | $600.00            | $570.36            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29 | 2029-05-31      | 2.7500%  | 0.0000% | $140000.00         | $136796.09         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32 | 2032-11-15      | 4.1250%  | 0.0000% | $103500.00         | $102969.18         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30 | 2030-01-31      | 3.5000%  | 0.0000% | $308200.00         | $305554.05         | U.S. Treasuries (including strips) |
| 4 NOTE H 30     | 2030-02-28      | 4.0000%  | 0.0000% | $101500.00         | $102167.83         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30 | 2030-06-30      | 3.7500%  | 0.0000% | $102500.00         | $102701.22         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | 0.0000% | $97700.00          | $102001.62         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31 | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $203.59            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32 | 2032-05-31      | 4.1250%  | 0.0000% | $155700.00         | $158136.76         | U.S. Treasuries (including strips) |

### Security 390: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ5DQ2P5
- **C.18 - Value (incl. sponsor support):** $159000000.00
- **C.18.a - Value (excl. sponsor support):** $159000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK BANK_18-BN14                                     | 2060-09-17      | 3.0000%  | 0.0000% | $8321000.00        | $5696010.18        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B5                  | 2051-07-15      | 4.2076%  | 0.0000% | $6576070.00        | $6519631.39        | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_26-VLT9                                   | 2045-03-15      | 5.7771%  | 0.0000% | $10000000.00       | $10022466.46       | Private Label Collateralized Mortgage Obligations |
| SPGN MORTGAGE TRUST SPGNMT_26-TFLM                    | 2041-02-15      | 4.9271%  | 0.0000% | $7150930.00        | $7148995.28        | Private Label Collateralized Mortgage Obligations |
| AOMT_25-R1                                            | 2062-07-25      | 5.5040%  | 0.0000% | $1051000.00        | $919382.52         | Private Label Collateralized Mortgage Obligations |
| APPLE INC                                             | 2045-05-13      | 4.3750%  | 0.0000% | $94000.00          | $82521.14          | Corporate Debt Securities                         |
| BX_26-VLT9                                            | 2045-03-15      | 6.1771%  | 0.0000% | $4283980.00        | $4296948.48        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                 | 2053-02-15      | 2.7320%  | 0.0000% | $8225512.00        | $7657210.45        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                 | 2053-02-15      | 2.7320%  | 0.0000% | $9575147.00        | $8913599.02        | Private Label Collateralized Mortgage Obligations |
| BMK_21-B24                                            | 2054-03-15      | 2.5843%  | 0.0000% | $6000000.00        | $5393334.07        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM4         | 2060-01-25      | 4.3500%  | 0.0000% | $8724606.00        | $7201237.20        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_18-C6       | 2051-11-10      | 5.0299%  | 0.0000% | $7775453.00        | $6257996.55        | Private Label Collateralized Mortgage Obligations |
| CMLTI_19-RP1                                          | 2066-01-25      | 4.0000%  | 0.0000% | $11085550.00       | $8511240.43        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_22-GC48     | 2054-05-15      | 4.5803%  | 0.0000% | $10000000.00       | $9891884.16        | Private Label Collateralized Mortgage Obligations |
| FHLMC_K1511                                           | 2034-03-25      | 3.5420%  | 0.0000% | $5244030.00        | $4882852.10        | Agency Collateralized Mortgage Obligation         |
| JPMMT_25-NQM5                                         | 2066-05-25      | 4.8790%  | 0.0000% | $7500000.00        | $6822423.75        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                      | 2050-06-15      | 2.5460%  | 0.0000% | $9478864.00        | $8355791.34        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM15                                | 2064-10-25      | 5.3160%  | 0.0000% | $14642400.00       | $8885784.66        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J4                                           | 2056-12-25      | 6.3203%  | 0.0000% | $16881090.00       | $17714637.24       | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J4                                           | 2056-12-25      | 6.3203%  | 0.0000% | $7677000.00        | $7781075.00        | Private Label Collateralized Mortgage Obligations |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST SAN_25-NQM1 | 2065-01-25      | 5.5450%  | 0.0000% | $9914000.00        | $7591442.42        | Private Label Collateralized Mortgage Obligations |
| SBCLN_23-MTG1                                         | 2052-02-26      | 7.7952%  | 0.0000% | $8764999.00        | $6028387.61        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-MED1                                          | 2056-04-25      | 5.1209%  | 0.0000% | $5939418.00        | $5003051.43        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                 | 2068-12-25      | 6.9677%  | 0.0000% | $1090000.00        | $452713.26         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                       | 2050-09-15      | 4.1180%  | 0.0000% | $8722341.00        | $8004805.37        | Private Label Collateralized Mortgage Obligations |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2026-06-04

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer