# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-26-013225
**Filing Date:** 2026-6
**Character Count:** 600201
**Document Hash:** 9ec40c62b0106a224395bc4f0e2a82ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-013225.hdr.sgml**: 20260604

**ACCESSION NUMBER**: 0002071691-26-013225

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**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:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### TEMPCASH (Series ID: S000001474)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000003919 | PREMIER              |  |
| C000003920 | CAPITAL SHARES       | TPCXX           |
| C000003921 | INSTITUTIONAL        | TMCXX           |
| C000003922 | DOLLAR               | TCDXX           |
| C000240805 | Great Pacific Shares |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

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

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** TEMPCASH

**LEI of Series:** 549300FBEPBRWT48HK66

**EDGAR Series Identifier:** S000001474

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

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

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

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

- **Money Market Fund Category:** Prime

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

- **WAM:** 41 days

- **WAL:** 80 days

- **Total Value of Portfolio Securities:** $24561572086.22

- **Amortized Cost of Portfolio Securities:** $10169436000.00

- **Cash:** $661428184.81

- **Total Other Assets:** $52721463.70

- **Total Liabilities:** $81122630.15

- **Net Assets of Series:** $25194599104.58

- **Number of Shares Outstanding (Series):** 25186633598.0200

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $9899617559.68            | $13093125560.33            | 40.0500%                  | 52.9600%                   |
| 2026-05-04 | $10033366049.07           | $13385850268.02            | 40.2400%                  | 53.6800%                   |
| 2026-05-05 | $10232754653.10           | $13411505293.79            | 40.5100%                  | 53.1000%                   |
| 2026-05-06 | $9271358685.69            | $12935842541.85            | 37.4300%                  | 52.2300%                   |
| 2026-05-07 | $9211851984.80            | $12876570659.34            | 37.1700%                  | 51.9500%                   |
| 2026-05-08 | $9380482879.82            | $12856619597.29            | 37.5700%                  | 51.4900%                   |
| 2026-05-11 | $9916668157.24            | $13112214855.84            | 39.5500%                  | 52.2900%                   |
| 2026-05-12 | $9845143475.98            | $12800768337.86            | 39.7500%                  | 51.6900%                   |
| 2026-05-13 | $9192601816.26            | $12666463850.05            | 36.9500%                  | 50.9100%                   |
| 2026-05-14 | $9237899975.60            | $12805392087.68            | 37.0400%                  | 51.3500%                   |
| 2026-05-15 | $9021616237.25            | $13156743638.84            | 35.6700%                  | 52.0200%                   |
| 2026-05-18 | $8949763645.78            | $13060161674.94            | 35.8300%                  | 52.2900%                   |
| 2026-05-19 | $8875115489.01            | $13221819187.14            | 35.3000%                  | 52.5900%                   |
| 2026-05-20 | $9002583829.81            | $13453721385.02            | 35.2400%                  | 52.6700%                   |
| 2026-05-21 | $9370775423.18            | $13739982467.05            | 36.4600%                  | 53.4600%                   |
| 2026-05-22 | $9814229786.90            | $13251827625.11            | 39.0500%                  | 52.7300%                   |
| 2026-05-26 | $9809715998.11            | $13328095394.92            | 38.3900%                  | 52.1500%                   |
| 2026-05-27 | $9737178712.81            | $13254898124.12            | 37.9300%                  | 51.6300%                   |
| 2026-05-28 | $9044850606.37            | $12666533202.90            | 35.9300%                  | 50.3200%                   |
| 2026-05-29 | $9292706576.07            | $12816696976.78            | 36.7500%                  | 50.6900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.8600%             |
| 2026-05-04 | 3.8500%             |
| 2026-05-05 | 3.8500%             |
| 2026-05-06 | 3.8400%             |
| 2026-05-07 | 3.8400%             |
| 2026-05-08 | 3.8400%             |
| 2026-05-11 | 3.8300%             |
| 2026-05-12 | 3.8300%             |
| 2026-05-13 | 3.8300%             |
| 2026-05-14 | 3.8300%             |
| 2026-05-15 | 3.8300%             |
| 2026-05-18 | 3.8200%             |
| 2026-05-19 | 3.8200%             |
| 2026-05-20 | 3.8100%             |
| 2026-05-21 | 3.8100%             |
| 2026-05-22 | 3.8100%             |
| 2026-05-26 | 3.8000%             |
| 2026-05-27 | 3.8100%             |
| 2026-05-28 | 3.8100%             |
| 2026-05-29 | 3.8200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0003                      |
|  |  |
| 2026-05-04 | 1.0003                      |
|  |  |
| 2026-05-05 | 1.0003                      |
|  |  |
| 2026-05-06 | 1.0004                      |
|  |  |
| 2026-05-07 | 1.0004                      |
|  |  |
| 2026-05-08 | 1.0004                      |
|  |  |
| 2026-05-11 | 1.0004                      |
|  |  |
| 2026-05-12 | 1.0004                      |
|  |  |
| 2026-05-13 | 1.0004                      |
|  |  |
| 2026-05-14 | 1.0004                      |
|  |  |
| 2026-05-15 | 1.0004                      |
|  |  |
| 2026-05-18 | 1.0004                      |
|  |  |
| 2026-05-19 | 1.0004                      |
|  |  |
| 2026-05-20 | 1.0004                      |
|  |  |
| 2026-05-21 | 1.0003                      |
|  |  |
| 2026-05-22 | 1.0003                      |
|  |  |
| 2026-05-26 | 1.0004                      |
|  |  |
| 2026-05-27 | 1.0004                      |
|  |  |
| 2026-05-28 | 1.0004                      |
|  |  |
| 2026-05-29 | 1.0004                      |
|  |  |

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

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $36489.88

- **Number of Shares Outstanding:** 36478.1100

- **Expense Reimbursement/Waiver:** 0.62

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0003          |
|  |  |
| 2026-05-04 | 1.0003          |
|  |  |
| 2026-05-05 | 1.0003          |
|  |  |
| 2026-05-06 | 1.0004          |
|  |  |
| 2026-05-07 | 1.0004          |
|  |  |
| 2026-05-08 | 1.0004          |
|  |  |
| 2026-05-11 | 1.0004          |
|  |  |
| 2026-05-12 | 1.0004          |
|  |  |
| 2026-05-13 | 1.0004          |
|  |  |
| 2026-05-14 | 1.0004          |
|  |  |
| 2026-05-15 | 1.0004          |
|  |  |
| 2026-05-18 | 1.0004          |
|  |  |
| 2026-05-19 | 1.0004          |
|  |  |
| 2026-05-20 | 1.0004          |
|  |  |
| 2026-05-21 | 1.0004          |
|  |  |
| 2026-05-22 | 1.0004          |
|  |  |
| 2026-05-26 | 1.0004          |
|  |  |
| 2026-05-27 | 1.0004          |
|  |  |
| 2026-05-28 | 1.0004          |
|  |  |
| 2026-05-29 | 1.0004          |
|  |  |

**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 | 3.6800%           |
| 2026-05-04 | 3.6700%           |
| 2026-05-05 | 3.6700%           |
| 2026-05-06 | 3.6600%           |
| 2026-05-07 | 3.6600%           |
| 2026-05-08 | 3.6600%           |
| 2026-05-11 | 3.6500%           |
| 2026-05-12 | 3.6500%           |
| 2026-05-13 | 3.6500%           |
| 2026-05-14 | 3.6400%           |
| 2026-05-15 | 3.6400%           |
| 2026-05-18 | 3.6400%           |
| 2026-05-19 | 3.6400%           |
| 2026-05-20 | 3.6300%           |
| 2026-05-21 | 3.6300%           |
| 2026-05-22 | 3.6300%           |
| 2026-05-26 | 3.6200%           |
| 2026-05-27 | 3.6200%           |
| 2026-05-28 | 3.6300%           |
| 2026-05-29 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 100.0000%        | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $21862621.65

- **Number of Shares Outstanding:** 21854983.8000

- **Expense Reimbursement/Waiver:** 392.19

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0004          |
|  |  |
| 2026-05-04 | 1.0004          |
|  |  |
| 2026-05-05 | 1.0004          |
|  |  |
| 2026-05-06 | 1.0004          |
|  |  |
| 2026-05-07 | 1.0004          |
|  |  |
| 2026-05-08 | 1.0004          |
|  |  |
| 2026-05-11 | 1.0004          |
|  |  |
| 2026-05-12 | 1.0004          |
|  |  |
| 2026-05-13 | 1.0004          |
|  |  |
| 2026-05-14 | 1.0004          |
|  |  |
| 2026-05-15 | 1.0004          |
|  |  |
| 2026-05-18 | 1.0004          |
|  |  |
| 2026-05-19 | 1.0004          |
|  |  |
| 2026-05-20 | 1.0004          |
|  |  |
| 2026-05-21 | 1.0004          |
|  |  |
| 2026-05-22 | 1.0004          |
|  |  |
| 2026-05-26 | 1.0004          |
|  |  |
| 2026-05-27 | 1.0004          |
|  |  |
| 2026-05-28 | 1.0004          |
|  |  |
| 2026-05-29 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $500000.00                | $99009.82               |
| 2026-05-04 | $0.00                     | $39.47                  |
| 2026-05-05 | $109057.63                | $244426.00              |
| 2026-05-06 | $578586.53                | $0.00                   |
| 2026-05-07 | $211617.96                | $705.16                 |
| 2026-05-08 | $0.00                     | $1800000.00             |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $2351822.21               | $500000.00              |
| 2026-05-13 | $241000.00                | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $765250.00                | $2201762.17             |
| 2026-05-18 | $835000.00                | $2145828.11             |
| 2026-05-19 | $5372.17                  | $209861.09              |
| 2026-05-20 | $142017.79                | $15000.00               |
| 2026-05-21 | $0.00                     | $50000.00               |
| 2026-05-22 | $1322005.00               | $219757.29              |
| 2026-05-26 | $0.00                     | $65000.00               |
| 2026-05-27 | $291193.78                | $0.00                   |
| 2026-05-28 | $1160000.00               | $1289511.91             |
| 2026-05-29 | $272700.40                | $0.00                   |

**Total Gross Subscriptions (Month):** $8785623.47

**Total Gross Redemptions (Month):** $8840901.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6300%           |
| 2026-05-04 | 3.6200%           |
| 2026-05-05 | 3.6200%           |
| 2026-05-06 | 3.6100%           |
| 2026-05-07 | 3.6100%           |
| 2026-05-08 | 3.6100%           |
| 2026-05-11 | 3.6000%           |
| 2026-05-12 | 3.6000%           |
| 2026-05-13 | 3.6000%           |
| 2026-05-14 | 3.6000%           |
| 2026-05-15 | 3.6000%           |
| 2026-05-18 | 3.5900%           |
| 2026-05-19 | 3.5900%           |
| 2026-05-20 | 3.5800%           |
| 2026-05-21 | 3.5800%           |
| 2026-05-22 | 3.5800%           |
| 2026-05-26 | 3.5700%           |
| 2026-05-27 | 3.5800%           |
| 2026-05-28 | 3.5800%           |
| 2026-05-29 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 5.6300%          | 0.0000%              |
| Retail investor |  | 9.1300%          | 0.0000%              |
| Retail investor |  | 10.3600%         | 0.0000%              |
| Retail investor |  | 9.3900%          | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $24326875985.53

- **Number of Shares Outstanding:** 24319120885.5000

- **Expense Reimbursement/Waiver:** 431840.69

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0003          |
|  |  |
| 2026-05-04 | 1.0003          |
|  |  |
| 2026-05-05 | 1.0003          |
|  |  |
| 2026-05-06 | 1.0004          |
|  |  |
| 2026-05-07 | 1.0004          |
|  |  |
| 2026-05-08 | 1.0004          |
|  |  |
| 2026-05-11 | 1.0004          |
|  |  |
| 2026-05-12 | 1.0004          |
|  |  |
| 2026-05-13 | 1.0004          |
|  |  |
| 2026-05-14 | 1.0004          |
|  |  |
| 2026-05-15 | 1.0004          |
|  |  |
| 2026-05-18 | 1.0004          |
|  |  |
| 2026-05-19 | 1.0004          |
|  |  |
| 2026-05-20 | 1.0004          |
|  |  |
| 2026-05-21 | 1.0004          |
|  |  |
| 2026-05-22 | 1.0003          |
|  |  |
| 2026-05-26 | 1.0004          |
|  |  |
| 2026-05-27 | 1.0004          |
|  |  |
| 2026-05-28 | 1.0004          |
|  |  |
| 2026-05-29 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $237556393.39             | $93097743.22            |
| 2026-05-04 | $183294296.96             | $73236573.10            |
| 2026-05-05 | $66440970.36              | $74332558.67            |
| 2026-05-06 | $99010248.05              | $199644193.91           |
| 2026-05-07 | $75239355.86              | $95778578.91            |
| 2026-05-08 | $79482297.12              | $164612595.19           |
| 2026-05-11 | $163623501.90             | $74208134.54            |
| 2026-05-12 | $107461645.84             | $96387630.69            |
| 2026-05-13 | $130342537.29             | $97582667.53            |
| 2026-05-14 | $215918235.61             | $190829494.85           |
| 2026-05-15 | $226563309.77             | $64309315.70            |
| 2026-05-18 | $86179713.15              | $68321184.80            |
| 2026-05-19 | $118991884.68             | $76066975.15            |
| 2026-05-20 | $233937480.34             | $97622184.64            |
| 2026-05-21 | $85651343.54              | $98403628.07            |
| 2026-05-22 | $156602224.54             | $104444208.85           |
| 2026-05-26 | $255415204.47             | $196400281.73           |
| 2026-05-27 | $80852621.33              | $125998019.72           |
| 2026-05-28 | $85026123.89              | $283378794.63           |
| 2026-05-29 | $359858090.47             | $76058787.65            |

**Total Gross Subscriptions (Month):** $3047447478.56

**Total Gross Redemptions (Month):** $2350713551.55

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6800%           |
| 2026-05-04 | 3.6700%           |
| 2026-05-05 | 3.6700%           |
| 2026-05-06 | 3.6600%           |
| 2026-05-07 | 3.6600%           |
| 2026-05-08 | 3.6600%           |
| 2026-05-11 | 3.6500%           |
| 2026-05-12 | 3.6500%           |
| 2026-05-13 | 3.6500%           |
| 2026-05-14 | 3.6500%           |
| 2026-05-15 | 3.6500%           |
| 2026-05-18 | 3.6400%           |
| 2026-05-19 | 3.6400%           |
| 2026-05-20 | 3.6300%           |
| 2026-05-21 | 3.6300%           |
| 2026-05-22 | 3.6300%           |
| 2026-05-26 | 3.6200%           |
| 2026-05-27 | 3.6300%           |
| 2026-05-28 | 3.6300%           |
| 2026-05-29 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 76.1900%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2600%          | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $21618411.65

- **Number of Shares Outstanding:** 21610253.9400

- **Expense Reimbursement/Waiver:** 372.72

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0004          |
|  |  |
| 2026-05-04 | 1.0004          |
|  |  |
| 2026-05-05 | 1.0004          |
|  |  |
| 2026-05-06 | 1.0004          |
|  |  |
| 2026-05-07 | 1.0004          |
|  |  |
| 2026-05-08 | 1.0004          |
|  |  |
| 2026-05-11 | 1.0004          |
|  |  |
| 2026-05-12 | 1.0004          |
|  |  |
| 2026-05-13 | 1.0004          |
|  |  |
| 2026-05-14 | 1.0004          |
|  |  |
| 2026-05-15 | 1.0004          |
|  |  |
| 2026-05-18 | 1.0004          |
|  |  |
| 2026-05-19 | 1.0004          |
|  |  |
| 2026-05-20 | 1.0004          |
|  |  |
| 2026-05-21 | 1.0004          |
|  |  |
| 2026-05-22 | 1.0004          |
|  |  |
| 2026-05-26 | 1.0004          |
|  |  |
| 2026-05-27 | 1.0004          |
|  |  |
| 2026-05-28 | 1.0004          |
|  |  |
| 2026-05-29 | 1.0004          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $239378.81                | $78325.62               |
| 2026-05-04 | $213014.29                | $2038.42                |
| 2026-05-05 | $3022224.05               | $116043.93              |
| 2026-05-06 | $487859.80                | $0.00                   |
| 2026-05-07 | $575248.53                | $933964.78              |
| 2026-05-08 | $7425.59                  | $559384.35              |
| 2026-05-11 | $1588.54                  | $1047396.39             |
| 2026-05-12 | $440382.07                | $70257.64               |
| 2026-05-13 | $843.04                   | $31910.72               |
| 2026-05-14 | $134993.50                | $958652.13              |
| 2026-05-15 | $601891.22                | $904792.15              |
| 2026-05-18 | $1086158.87               | $839577.74              |
| 2026-05-19 | $24832.66                 | $205072.85              |
| 2026-05-20 | $1086724.79               | $49563.40               |
| 2026-05-21 | $3465.97                  | $74741.44               |
| 2026-05-22 | $2742454.58               | $106926.93              |
| 2026-05-26 | $138664.91                | $78809.92               |
| 2026-05-27 | $17944.23                 | $1797122.74             |
| 2026-05-28 | $598379.35                | $18275.19               |
| 2026-05-29 | $32918.01                 | $223860.00              |

**Total Gross Subscriptions (Month):** $11456392.81

**Total Gross Redemptions (Month):** $8096716.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4400%           |
| 2026-05-04 | 3.4400%           |
| 2026-05-05 | 3.4300%           |
| 2026-05-06 | 3.4300%           |
| 2026-05-07 | 3.4300%           |
| 2026-05-08 | 3.4300%           |
| 2026-05-11 | 3.4200%           |
| 2026-05-12 | 3.4200%           |
| 2026-05-13 | 3.4200%           |
| 2026-05-14 | 3.4200%           |
| 2026-05-15 | 3.4200%           |
| 2026-05-18 | 3.4100%           |
| 2026-05-19 | 3.4100%           |
| 2026-05-20 | 3.4000%           |
| 2026-05-21 | 3.4000%           |
| 2026-05-22 | 3.4000%           |
| 2026-05-26 | 3.3900%           |
| 2026-05-27 | 3.3900%           |
| 2026-05-28 | 3.3900%           |
| 2026-05-29 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.8700%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.2400%          | 0.0000%              |
| Non-financial corporation                           |  | 84.4100%         | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $824205595.87

- **Number of Shares Outstanding:** 824010996.6700

- **Expense Reimbursement/Waiver:** 14812.20

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0003          |
|  |  |
| 2026-05-04 | 1.0002          |
|  |  |
| 2026-05-05 | 1.0002          |
|  |  |
| 2026-05-06 | 1.0003          |
|  |  |
| 2026-05-07 | 1.0003          |
|  |  |
| 2026-05-08 | 1.0003          |
|  |  |
| 2026-05-11 | 1.0003          |
|  |  |
| 2026-05-12 | 1.0003          |
|  |  |
| 2026-05-13 | 1.0003          |
|  |  |
| 2026-05-14 | 1.0003          |
|  |  |
| 2026-05-15 | 1.0003          |
|  |  |
| 2026-05-18 | 1.0003          |
|  |  |
| 2026-05-19 | 1.0003          |
|  |  |
| 2026-05-20 | 1.0003          |
|  |  |
| 2026-05-21 | 1.0003          |
|  |  |
| 2026-05-22 | 1.0003          |
|  |  |
| 2026-05-26 | 1.0003          |
|  |  |
| 2026-05-27 | 1.0003          |
|  |  |
| 2026-05-28 | 1.0003          |
|  |  |
| 2026-05-29 | 1.0003          |
|  |  |

**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 | $2551334.15               | $0.00                   |

**Total Gross Subscriptions (Month):** $2551334.15

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6800%           |
| 2026-05-04 | 3.6700%           |
| 2026-05-05 | 3.6700%           |
| 2026-05-06 | 3.6600%           |
| 2026-05-07 | 3.6600%           |
| 2026-05-08 | 3.6600%           |
| 2026-05-11 | 3.6500%           |
| 2026-05-12 | 3.6500%           |
| 2026-05-13 | 3.6500%           |
| 2026-05-14 | 3.6500%           |
| 2026-05-15 | 3.6500%           |
| 2026-05-18 | 3.6400%           |
| 2026-05-19 | 3.6400%           |
| 2026-05-20 | 3.6300%           |
| 2026-05-21 | 3.6300%           |
| 2026-05-22 | 3.6300%           |
| 2026-05-26 | 3.6200%           |
| 2026-05-27 | 3.6300%           |
| 2026-05-28 | 3.6300%           |
| 2026-05-29 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| State or municipal government entity (excluding governmental pension plans) |  | 99.9900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020N3LP9, C.4 - ISIN: US0020N3LP92, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $52148743.96
- **C.18.a - Value (excl. sponsor support):** $52148743.96
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 3: Alinghi Funding Co. LLC

- **C.1 - Title:** Alinghi Funding Co. LLC
- **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):** $44004741.88
- **C.18.a - Value (excl. sponsor support):** $44004741.88
- **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):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MHE9, C.4 - ISIN: US03843MHE93, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $136265213.40
- **C.18.a - Value (excl. sponsor support):** $136265213.40
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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 5: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC
- **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):** $142941284.20
- **C.18.a - Value (excl. sponsor support):** $142941284.20
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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: NR; Moody's: P-1; Standard & Poor's: 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: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGH3, C.4 - ISIN: US05253CGH34, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $72628853.40
- **C.18.a - Value (excl. sponsor support):** $72628853.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CJ49, C.4 - ISIN: US05253CJ494, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $53445808.80
- **C.18.a - Value (excl. sponsor support):** $53445808.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CF92, C.4 - ISIN: US05253CF922, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $64927427.50
- **C.18.a - Value (excl. sponsor support):** $64927427.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZY3, C.4 - ISIN: US05253MZY38, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $65525499.15
- **C.18.a - Value (excl. sponsor support):** $65525499.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CK88, C.4 - ISIN: US05253CK880, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $63946898.90
- **C.18.a - Value (excl. sponsor support):** $63946898.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CG26, C.4 - ISIN: US05253CG268, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $83704664.40
- **C.18.a - Value (excl. sponsor support):** $83704664.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CGG5, C.4 - ISIN: US05253CGG50, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $52736128.90
- **C.18.a - Value (excl. sponsor support):** $52736128.90
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-16
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CF50, C.4 - ISIN: US05253CF500, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $42919599.99
- **C.18.a - Value (excl. sponsor support):** $42919599.99
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 14: Australia & New Zealand Banking Group Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd.
- **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:** 1.3900%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 15: BNP Paribas SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $47001673.20
- **C.18.a - Value (excl. sponsor support):** $47001673.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DPW7, C.4 - ISIN: US05593DPW73, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $51999864.80
- **C.18.a - Value (excl. sponsor support):** $51999864.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP31, C.4 - ISIN: US05593DP316, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $49999045.00
- **C.18.a - Value (excl. sponsor support):** $49999045.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DPK3, C.4 - ISIN: US05593DPK36, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $62002368.40
- **C.18.a - Value (excl. sponsor support):** $62002368.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLV3, C.4 - ISIN: US05593DLV37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $16500016.50
- **C.18.a - Value (excl. sponsor support):** $16500016.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 SA, New York

- **C.1 - Title:** BNP Paribas SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DN33, C.4 - ISIN: US05593DN337, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $49982895.00
- **C.18.a - Value (excl. sponsor support):** $49982895.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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):** $6500000.00
- **C.18.a - Value (excl. sponsor support):** $6500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ELI LILLY AND COMPANY | 2056-05-20      | 5.6000%  | N/A     | $2573000.00        | $2578686.33        | Corporate Debt Securities |
| JPMORGAN CHASE & CO   | 2035-04-22      | 5.7660%  | N/A     | $25000.00          | $26142.90          | Corporate Debt Securities |
| META PLATFORMS INC    | 2066-05-15      | 6.4500%  | N/A     | $4179000.00        | $4217485.11        | Corporate Debt Securities |
| META PLATFORMS INC    | 2056-05-15      | 6.3000%  | N/A     | $2000.00           | $2023.75           | Corporate Debt Securities |
| WELLS FARGO & COMPANY | 2032-05-20      | 4.8440%  | N/A     | $1000.00           | $999.06            | Corporate Debt Securities |

### Security 22: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS PLC                     | 2079-12-31      | 9.6250%  | N/A     | $8524000.00        | $9614515.57        | Corporate Debt Securities |
| BOMBARDIER INC                   | 2035-01-15      | 5.8750%  | N/A     | $256000.00         | $258446.01         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING | 2031-04-01      | 2.8000%  | N/A     | $11307000.00       | $10144426.82       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING | 2045-10-23      | 6.4840%  | N/A     | $10410000.00       | $9624190.74        | Corporate Debt Securities |
| CITIGROUP INC                    | 2079-12-31      | 6.2500%  | N/A     | $9167000.00        | $9350574.27        | Corporate Debt Securities |
| DOMINION ENERGY INC              | 2079-12-31      | 4.3500%  | N/A     | $8399000.00        | $8429208.40        | Corporate Debt Securities |
| EDISON INTL                      | 2028-05-05      | 5.0000%  | N/A     | $9687000.00        | $9735370.42        | Corporate Debt Securities |
| ENERGY TRANSFER LP               | 2066-11-01      | 6.9423%  | N/A     | $9079000.00        | $9122756.56        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP     | 2028-03-01      | 5.8750%  | N/A     | $1918000.00        | $1963362.83        | Corporate Debt Securities |
| IQVIA INC                        | 2026-10-15      | 5.0000%  | N/A     | $374000.00         | $376154.66         | Corporate Debt Securities |
| JCPCLO_24-2                      | 2037-01-21      | 11.5852% | N/A     | $250000.00         | $240460.17         | Asset-Backed Securities   |
| WELLS FARGO & COMPANY            | 2079-12-31      | 6.1250%  | N/A     | $8004000.00        | $8151912.81        | Corporate Debt Securities |

### Security 23: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $415.02            | $407.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $987200.00         | $1019592.11        | U.S. Treasuries (including strips) |

### Security 24: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2022-124 SB | 2052-07-20      | 0.3749%  | N/A     | $85779690.00       | $1050000.00        | Agency Collateralized Mortgage Obligation |

### Security 25: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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):** $44000000.00
- **C.18.a - Value (excl. sponsor support):** $44000000.00
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL | 2037-03-15      | 4.9451%  | N/A     | $8376000.00        | $7686960.49        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                       | 2052-01-15      | 4.5324%  | N/A     | $8987900.00        | $8749443.83        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_21-B26                      | 2054-06-15      | 2.6130%  | N/A     | $5989990.00        | $5377988.72        | Private Label Collateralized Mortgage Obligations |
| BSREP COMMERCIAL MORTGAGE TRUST BSREP_21-DC                | 2038-08-15      | 4.6916%  | N/A     | $10000.00          | $8153.30           | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_17-COR2                           | 2050-09-10      | 3.0000%  | N/A     | $10000.00          | $9010.11           | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-NQM2                                              | 2065-09-25      | 5.5670%  | N/A     | $3812990.00        | $2939363.69        | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_24-NQM1                                      | 2068-12-26      | 6.5690%  | N/A     | $15155600.00       | $8315401.69        | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                        | 2058-03-25      | 3.5000%  | N/A     | $15343000.00       | $13993678.61       | Asset-Backed Securities                           |

### Security 26: Banco Bilbao Vizcaya Argentaria SA

- **C.1 - Title:** Banco Bilbao Vizcaya Argentaria SA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05974YGN0, C.4 - ISIN: US05974YGN04, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71
- **C.18 - Value (incl. sponsor support):** $59654088.00
- **C.18.a - Value (excl. sponsor support):** $59654088.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Banco Santander SA, New York

- **C.1 - Title:** Banco Santander SA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RLU4, C.4 - ISIN: US05973RLU40, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $49996215.00
- **C.18.a - Value (excl. sponsor support):** $49996215.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **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):** $37028541.80
- **C.18.a - Value (excl. sponsor support):** $37028541.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **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):** $39894498.40
- **C.18.a - Value (excl. sponsor support):** $39894498.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWS9, C.4 - ISIN: US06051WWS96, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $139521231.90
- **C.18.a - Value (excl. sponsor support):** $139521231.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **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):** $39925803.20
- **C.18.a - Value (excl. sponsor support):** $39925803.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TQL9, C.4 - ISIN: US06050TQL97, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $30000891.00
- **C.18.a - Value (excl. sponsor support):** $30000891.00
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **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):** $69996192.00
- **C.18.a - Value (excl. sponsor support):** $69996192.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WWG5, C.4 - ISIN: US06051WWG58, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $60004782.00
- **C.18.a - Value (excl. sponsor support):** $60004782.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **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):** $51917242.00
- **C.18.a - Value (excl. sponsor support):** $51917242.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **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: F1+; Moody's: NR; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGL_14-R                                        | 2034-12-04      | 6.2605%  | N/A     | $13500000.00       | $13285410.49       | Asset-Backed Securities                           |
| ATRIUM HOTEL PORTFOLIO TRUST AHPT_2017-ATRM     | 2036-11-15      | 5.4241%  | N/A     | $3000000.00        | $2961329.17        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1           | 2043-09-15      | 2.9086%  | N/A     | $9057600.00        | $7706018.08        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                   | 2062-05-25      | 4.5000%  | N/A     | $773000.00         | $553290.03         | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_25-SPOT                             | 2040-04-15      | 5.0705%  | N/A     | $1000000.00        | $908996.51         | Private Label Collateralized Mortgage Obligations |
| CD COMMERCIAL MORTGAGE TRUST CD_                | 2050-05-10      | 4.3497%  | N/A     | $1947500.00        | $1829967.51        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_22-INV1 | 2051-11-25      | 3.0000%  | N/A     | $548091.00         | $342609.70         | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                     | 2060-11-25      | 0.5000%  | N/A     | $20206597.00       | $264589.12         | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV1                               | 2054-01-26      | 7.1483%  | N/A     | $359000.00         | $385313.75         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV1                                    | 2051-12-26      | 0.2963%  | N/A     | $431116000.00      | $5144354.62        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                    | 2052-04-25      | 3.3868%  | N/A     | $6382000.00        | $4353237.27        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                    | 2052-04-25      | 0.2377%  | N/A     | $384642000.00      | $4169955.35        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                    | 2054-06-25      | 7.3999%  | N/A     | $264000.00         | $259917.11         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                    | 2054-12-25      | 7.0586%  | N/A     | $252000.00         | $258637.37         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                    | 2054-12-28      | 0.5000%  | N/A     | $305736000.00      | $2750368.30        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                    | 2055-05-25      | 6.9980%  | N/A     | $282000.00         | $279319.74         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                    | 2055-05-25      | 6.0000%  | N/A     | $829000.00         | $640888.79         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-PJ9                                    | 2052-02-26      | 2.9228%  | N/A     | $6000000.00        | $4470024.91        | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ1                                    | 2053-02-25      | 0.2249%  | N/A     | $378484000.00      | $3803072.75        | Private Label Collateralized Mortgage Obligations |
| JAX_19-LIC                                      | 2039-10-14      | 2.9140%  | N/A     | $640000.00         | $582279.32         | Private Label Collateralized Mortgage Obligations |
| JPMMT_23-7                                      | 2054-02-25      | 0.0000%  | N/A     | $16600000.00       | $7075084.97        | Private Label Collateralized Mortgage Obligations |
| KKR FINANCIAL CLO LTD KKR-35A                   | 2038-01-20      | 6.4252%  | N/A     | $4000000.00        | $3954162.66        | Asset-Backed Securities                           |
| MDPK_20-45A                                     | 2034-07-15      | 6.5731%  | N/A     | $9400000.00        | $9003919.62        | Asset-Backed Securities                           |
| MP18_17-R                                       | 2037-07-20      | 8.9252%  | N/A     | $3000000.00        | $3051069.00        | Asset-Backed Securities                           |
| MSDB TRUST MSDB_17-712F                         | 2039-07-11      | 3.5679%  | N/A     | $4053000.00        | $3878579.26        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                     | 2051-09-25      | 3.0506%  | N/A     | $4803000.00        | $3580682.23        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV5                                     | 2052-10-25      | 4.3190%  | N/A     | $6687000.00        | $5626616.19        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                       | 2055-05-25      | 0.4921%  | N/A     | $117091000.00      | $810176.92         | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                       | 2055-10-25      | 6.5825%  | N/A     | $4492000.00        | $3811556.53        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                     | 2055-05-25      | 6.5980%  | N/A     | $18031000.00       | $18263559.84       | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV2                                     | 2056-04-25      | 0.0000%  | N/A     | $6524000.00        | $6248077.05        | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV2                                     | 2056-04-25      | 0.0000%  | N/A     | $358806000.00      | $3124652.65        | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV2                                     | 2056-04-25      | 0.0000%  | N/A     | $4797000.00        | $4503935.57        | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM3                                     | 2066-01-25      | 5.0790%  | N/A     | $3006000.00        | $2840176.05        | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM3                                     | 2066-01-25      | 5.3150%  | N/A     | $1514000.00        | $1480452.62        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_26-NQM1            | 2065-11-25      | 5.1710%  | N/A     | $500000.00         | $468024.92         | Private Label Collateralized Mortgage Obligations |
| PFMLT_20-1                                      | 2050-02-25      | 3.2317%  | N/A     | $1039000.00        | $561629.48         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                   | 2051-08-25      | 0.5000%  | N/A     | $13666656.00       | $646157.92         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV2                                   | 2051-11-27      | 2.6890%  | N/A     | $276300.00         | $190921.28         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-3                                      | 2055-08-25      | 0.5000%  | N/A     | $46862400.00       | $485487.20         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-6                                      | 2055-12-25      | 0.3626%  | N/A     | $325171000.00      | $3350347.12        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-6                                      | 2055-12-25      | 5.5000%  | N/A     | $8751000.00        | $8217467.33        | Private Label Collateralized Mortgage Obligations |
| PIPK_14-R                                       | 2038-07-20      | 6.8252%  | N/A     | $4900000.00        | $4952253.60        | Asset-Backed Securities                           |
| PMTLT_25-J5                                     | 2057-01-25      | 6.1137%  | N/A     | $1776000.00        | $1508749.76        | Private Label Collateralized Mortgage Obligations |
| PRETSL_23                                       | 2036-12-22      | 5.0856%  | N/A     | $1025000.00        | $699210.84         | Asset-Backed Securities                           |
| RCKT_22-3                                       | 2052-05-27      | 0.1822%  | N/A     | $130811904.00      | $1017854.46        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                    | 2043-11-25      | 9.7123%  | N/A     | $2861032.00        | $2712877.60        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                    | 2054-06-25      | 0.4121%  | N/A     | $16818000.00       | $95907.08          | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                    | 2054-06-25      | 6.9121%  | N/A     | $830500.00         | $813974.72         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CE11                                    | 2055-11-26      | 5.3750%  | N/A     | $1180000.00        | $1169414.88        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025 SNIP                             | 2042-09-15      | 5.1271%  | N/A     | $10716000.00       | $10779051.54       | Private Label Collateralized Mortgage Obligations |
| SEMT_24-HYB1                                    | 2063-11-25      | 4.4339%  | N/A     | $4651000.00        | $2742009.39        | Private Label Collateralized Mortgage Obligations |
| SGR_22-1                                        | 2062-03-27      | 3.6770%  | N/A     | $5739000.00        | $3763792.34        | Private Label Collateralized Mortgage Obligations |
| TBOLT_19-1                                      | 2039-11-15      | 4.7500%  | N/A     | $2670000.00        | $306264.48         | Asset-Backed Securities                           |
| TRALEE CLO LTD TRAL_20-5R                       | 2034-10-20      | 7.7468%  | N/A     | $500000.00         | $473401.21         | Asset-Backed Securities                           |
| TXT_24-HOU                                      | 2039-06-15      | 6.8937%  | N/A     | $2951000.00        | $2966779.44        | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C18      | 2052-12-15      | 4.0486%  | N/A     | $4320000.00        | $3591097.88        | Private Label Collateralized Mortgage Obligations |
| WAMU_05-AR12                                    | 2035-10-25      | 4.4079%  | N/A     | $800000.00         | $78544.02          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                 | 2050-07-15      | 3.9030%  | N/A     | $3724744.00        | $3456501.59        | Private Label Collateralized Mortgage Obligations |

### Security 37: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2051-08-15      | 0.0000%  | N/A     | $3699500.00        | $1020011.34        | U.S. Treasuries (including strips) |

### Security 38: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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):** $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:** 3.6300%
- **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: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 4915SP 09/25/49 | 2049-09-25      | 2.3434%  | N/A     | $7004592.00        | $280626.72         | Agency Collateralized Mortgage Obligation |
| FERA 5499TD 02/25/55 | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $56768.13          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-064 SY     | 2040-05-20      | 2.7829%  | N/A     | $76421586.00       | $252074.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-116 HS     | 2050-08-20      | 2.4829%  | N/A     | $9000000.00        | $430341.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-167 SD     | 2053-11-20      | 2.3749%  | N/A     | $2243000.00        | $30190.06          | Agency Collateralized Mortgage Obligation |

### Security 39: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **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: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ECP_15-7A                                  | 2030-04-22      | 12.2868% | N/A     | $1635000.00        | $1721370.12        | Asset-Backed Securities                           |
| GCAT_24-INV4                               | 2054-12-28      | 7.0069%  | N/A     | $3417300.00        | $2420155.91        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-SRP5  | 2031-09-15      | 5.4741%  | N/A     | $7820848.00        | $5403485.91        | Private Label Collateralized Mortgage Obligations |
| GSAA HOME EQUITY TRUST GSAA 07-9           | 2047-08-25      | 6.5000%  | N/A     | $2139990.00        | $187463.69         | Private Label Collateralized Mortgage Obligations |
| MCAS_25-01                                 | 2055-05-25      | 8.8121%  | N/A     | $2500000.00        | $2616120.86        | Agency Collateralized Mortgage Obligation         |
| MORGAN STANLEY CAPITAL I TRUST MSC_21-230P | 2038-12-15      | 4.9108%  | N/A     | $19912000.00       | $19340225.15       | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                | 2051-10-25      | 3.2281%  | N/A     | $889416.00         | $408620.16         | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM1                                | 2063-11-26      | 0.4954%  | N/A     | $181960603.00      | $88641.73          | Private Label Collateralized Mortgage Obligations |
| REGIONAL DIVERSIFIED FUNDING CORP          | 2030-03-15      | 9.2500%  | N/A     | $7000000.00        | $13136.23          | Corporate Debt Securities                         |
| SAILN_04-4A                                | 2034-04-27      | 7.5000%  | N/A     | $2981888.00        | $781.41            | Asset-Backed Securities                           |

### Security 40: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **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):** $75001944.00
- **C.18.a - Value (excl. sponsor support):** $75001944.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4J3, C.4 - ISIN: US06367L4J34, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $75003287.25
- **C.18.a - Value (excl. sponsor support):** $75003287.25
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Montreal, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6U3, C.4 - ISIN: US06370B6U32, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $41048098.33
- **C.18.a - Value (excl. sponsor support):** $41048098.33
- **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):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B7L2, C.4 - ISIN: US06370B7L24, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $65004315.35
- **C.18.a - Value (excl. sponsor support):** $65004315.35
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5T7, C.4 - ISIN: US06370B5T77, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $60032638.20
- **C.18.a - Value (excl. sponsor support):** $60032638.20
- **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):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6D1, C.4 - ISIN: US06370B6D17, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $50506505.92
- **C.18.a - Value (excl. sponsor support):** $50506505.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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, Chicago

- **C.1 - Title:** Bank of Montreal, Chicago
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DUR4, C.4 - ISIN: US06367DUR42, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $40482483.75
- **C.18.a - Value (excl. sponsor support):** $40482483.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNV0, C.4 - ISIN: US06418NNV00, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $49986655.00
- **C.18.a - Value (excl. sponsor support):** $49986655.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NPX4, C.4 - ISIN: US06418NPX48, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $41033443.70
- **C.18.a - Value (excl. sponsor support):** $41033443.70
- **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):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMZ2, C.4 - ISIN: US06418NMZ23, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $60000036.00
- **C.18.a - Value (excl. sponsor support):** $60000036.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NML3, C.4 - ISIN: US06418NML37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $50005045.00
- **C.18.a - Value (excl. sponsor support):** $50005045.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NQF2, C.4 - ISIN: US06418NQF23, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $45030442.50
- **C.18.a - Value (excl. sponsor support):** $45030442.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The), Houston

- **C.1 - Title:** Bank of Nova Scotia (The), Houston
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NQP0, C.4 - ISIN: US06418NQP05, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $75001327.50
- **C.18.a - Value (excl. sponsor support):** $75001327.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **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):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   SR GLBL NT4.7%35 | 2035-11-15      | 4.7000%  | N/A     | $73200000.00       | $71885165.33       | Corporate Debt Securities |
| ASHTEAD CAP INC                SR SEC GLBL 27   | 2027-08-15      | 4.3750%  | N/A     | $7794000.00        | $7860941.80        | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 38    | 2038-06-25      | 4.6250%  | N/A     | $2000000.00        | $1851149.44        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FIN CORP   SR GLBL 144A 26  | 2026-06-17      | 3.7500%  | N/A     | $24084000.00       | $24463443.42       | Corporate Debt Securities |
| CORNING INC                    SR GLBL NT 48    | 2048-11-15      | 5.3500%  | N/A     | $1000000.00        | $953790.56         | Corporate Debt Securities |
| CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30    | 2030-01-09      | 5.1250%  | N/A     | $2300000.00        | $2380846.28        | Corporate Debt Securities |
| ELI LILLY & CO                 GLBL NT 4.5%27   | 2027-02-09      | 4.5000%  | N/A     | $12913000.00       | $13130713.18       | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL 144A 31  | 2031-02-01      | 7.3750%  | N/A     | $3800000.00        | $4032991.72        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.9%46 | 2046-05-15      | 4.9000%  | N/A     | $20758000.00       | $18813713.46       | Corporate Debt Securities |
| EQUINOR ASA                    SR NT 5.1%40     | 2040-08-17      | 5.1000%  | N/A     | $3200000.00        | $3184320.00        | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT 35    | 2035-08-15      | 5.2500%  | N/A     | $20400000.00       | $20742652.00       | Corporate Debt Securities |
| EVERSOURCE ENERGY              GLBL -GG NT 34   | 2034-07-15      | 5.9500%  | N/A     | $17990000.00       | $19202296.13       | Corporate Debt Securities |
| GLOBE LIFE INC                 SR GLBL NT 34    | 2034-09-15      | 5.8500%  | N/A     | $448000.00         | $470034.88         | Corporate Debt Securities |
| HERCULES CAPITAL INC           SR GLBL NT 26    | 2026-09-16      | 2.6250%  | N/A     | $6427000.00        | $6412750.81        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 33    | 2033-04-01      | 5.2500%  | N/A     | $23616000.00       | $23959730.88       | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 32    | 2032-02-03      | 2.1500%  | N/A     | $29000000.00       | $25292865.56       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 33    | 2033-01-25      | 2.9630%  | N/A     | $52309000.00       | $47988584.64       | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT 66    | 2066-05-15      | 6.4500%  | N/A     | $47890000.00       | $48331026.99       | Corporate Debt Securities |
| MORGAN STANLEY                 VR 012026-010930 | 2030-01-09      | 4.4349%  | N/A     | $1201000.00        | $1205722.08        | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.4%35 | 2035-04-01      | 5.4000%  | N/A     | $22000000.00       | $22256300.00       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49  | 2049-12-01      | 4.4510%  | N/A     | $2999000.00        | $2658276.78        | Asset-Backed Securities   |
| PROSUS N V                     FR 3.832%020851  | 2051-02-08      | 3.8320%  | N/A     | $3750000.00        | $2553432.50        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 53    | 2053-03-09      | 5.1250%  | N/A     | $24768000.00       | $23198176.64       | Corporate Debt Securities |
| VICI PPTYS INC                 SR GLBL 144A 26  | 2026-09-01      | 4.5000%  | N/A     | $1036000.00        | $1047147.36        | Corporate Debt Securities |

### Security 54: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **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):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY                     | 2039-02-07      | 5.9420%  | N/A     | $5546000.00        | $5828214.99        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY | 2053-12-01      | 5.8750%  | N/A     | $8179000.00        | $8006411.74        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION          | 2053-05-15      | 4.9500%  | N/A     | $19621000.00       | $17665669.25       | Corporate Debt Securities |
| WELLS FARGO & COMPANY              | 2031-04-04      | 4.4780%  | N/A     | $5273000.00        | $5262092.21        | Corporate Debt Securities |

### Security 55: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **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):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FIN CORP                | 2034-11-02      | 7.9640%  | N/A     | $25683000.00       | $29722242.46       | Corporate Debt Securities |
| CHARLES SCHWAB CORP                 | 2079-12-31      | 6.1000%  | N/A     | $5000000.00        | $5034997.22        | Corporate Debt Securities |
| COTERRA ENERGY INC                  | 2029-03-15      | 4.3750%  | N/A     | $1000000.00        | $1005373.06        | Corporate Debt Securities |
| DEVON ENERGY CORPORATION            | 2030-01-15      | 4.5000%  | N/A     | $1000000.00        | $1012190.00        | Corporate Debt Securities |
| ENERGY TRANSFER LP                  | 2050-05-15      | 5.0000%  | N/A     | $13500000.00       | $11486400.00       | Corporate Debt Securities |
| HCA INC                             | 2054-04-01      | 6.0000%  | N/A     | $20856000.00       | $20562069.44       | Corporate Debt Securities |
| INTEL CORP                          | 2049-11-15      | 3.2500%  | N/A     | $12509000.00       | $8184562.26        | Corporate Debt Securities |
| MORGAN STANLEY                      | 2030-01-09      | 3.6200%  | N/A     | $799000.00         | $802141.50         | Corporate Debt Securities |
| NATWEST GROUP PLC                   | 2029-05-18      | 4.8920%  | N/A     | $14000000.00       | $14091766.89       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP               | 2029-03-16      | 4.2820%  | N/A     | $7080000.00        | $7163282.18        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                  | 2027-03-10      | 2.3140%  | N/A     | $11424000.00       | $11331099.40       | Corporate Debt Securities |
| RTX CORP                            | 2036-06-01      | 6.0500%  | N/A     | $10000000.00       | $11037138.89       | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY | 2036-01-15      | 6.0000%  | N/A     | $33400000.00       | $36115531.33       | Corporate Debt Securities |

### Security 56: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHV6, C.4 - ISIN: US06745GHV68, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $65013045.50
- **C.18.a - Value (excl. sponsor support):** $65013045.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJK8, C.4 - ISIN: US06745GJK85, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $64028851.20
- **C.18.a - Value (excl. sponsor support):** $64028851.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc, New York

- **C.1 - Title:** Barclays Bank plc, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $41015813.70
- **C.18.a - Value (excl. sponsor support):** $41015813.70
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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):** $460000000.00
- **C.18.a - Value (excl. sponsor support):** $460000000.00
- **C.19 - Percentage of Net Assets:** 1.8300%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| 3M CO                          SR GLBL NT 49    | 2049-08-26      | 3.2500%  | N/A     | $776000.00         | $541303.33         | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 36    | 2036-03-15      | 4.7500%  | N/A     | $1445000.00        | $1430731.03        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 56    | 2056-03-15      | 5.5500%  | N/A     | $1479000.00        | $1468194.67        | Corporate Debt Securities |
| ABBVIE INC                     SR GLBL NT 66    | 2066-03-15      | 5.6500%  | N/A     | $315000.00         | $313358.94         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | N/A     | $2685000.00        | $2074113.28        | Corporate Debt Securities |
| AGROSUPER SA                   SR REGS NT4.6%32 | 2032-01-20      | 4.6000%  | N/A     | $900000.00         | $874155.00         | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 3.375%040730  | 2030-04-07      | 3.3750%  | N/A     | $1803000.00        | $1749009.17        | Corporate Debt Securities |
| AIA GROUP LTD HONG KONG        FR 5.4%093054    | 2054-09-30      | 5.4000%  | N/A     | $787000.00         | $758549.95         | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | N/A     | $3540000.00        | $2516898.70        | Corporate Debt Securities |
| ALCON FIN CORP                 144A NT 5.375%32 | 2032-12-06      | 5.3750%  | N/A     | $5941000.00        | $6221117.32        | Corporate Debt Securities |
| ALCON FIN CORP                 SR GLBL REGS 29  | 2029-09-23      | 3.0000%  | N/A     | $3500000.00        | $3339910.00        | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO GLBL NT 1.18%26  | 2026-06-15      | 5.3650%  | N/A     | $2100000.00        | $2151388.17        | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 45    | 2045-11-15      | 5.3500%  | N/A     | $841000.00         | $822338.68         | Corporate Debt Securities |
| ALPHABET INC                   SR GLBL NT 55    | 2055-05-15      | 5.2500%  | N/A     | $17977000.00       | $16920701.44       | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | N/A     | $1356000.00        | $1021430.92        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT 35    | 2035-11-20      | 4.6500%  | N/A     | $7297000.00        | $7129114.27        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT 61    | 2061-05-12      | 3.2500%  | N/A     | $593000.00         | $370722.68         | Corporate Debt Securities |
| AMEREN CORP                    SR GLBL NT3.5%31 | 2031-01-15      | 3.5000%  | N/A     | $150000.00         | $144023.67         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.55%041028   | 2028-04-10      | 4.5500%  | N/A     | $955000.00         | $959787.47         | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.8%030530    | 2030-03-05      | 4.8000%  | N/A     | $971000.00         | $980981.88         | Corporate Debt Securities |
| AMERICAN TOWER CORP            SR GLBL NT3.7%49 | 2049-10-15      | 3.7000%  | N/A     | $144000.00         | $105902.24         | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT5.2%36 | 2036-04-01      | 5.2000%  | N/A     | $1742000.00        | $1757639.29        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 48    | 2048-06-15      | 4.5630%  | N/A     | $1618000.00        | $1402817.33        | Corporate Debt Securities |
| APA CORPORATION                GLBL NT 5.35%49  | 2049-07-01      | 5.3500%  | N/A     | $100000.00         | $89830.44          | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO      SR DEB 7%31      | 2031-02-01      | 7.0000%  | N/A     | $100000.00         | $111243.44         | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT5.1%31 | 2031-01-15      | 5.1000%  | N/A     | $1025000.00        | $1014261.42        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | N/A     | $839000.00         | $544306.84         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | N/A     | $525000.00         | $364505.46         | Corporate Debt Securities |
| ATMOS ENERGY CORP              4.125%49         | 2049-03-15      | 4.1250%  | N/A     | $597000.00         | $481026.28         | Corporate Debt Securities |
| AUTOZONE INC                   3.75%29          | 2029-04-18      | 3.7500%  | N/A     | $206000.00         | $202603.23         | Corporate Debt Securities |
| AVALONBAY CMNTYS INC           FR 3.3%060129    | 2029-06-01      | 3.3000%  | N/A     | $55000.00          | $54033.47          | Corporate Debt Securities |
| AVIATION CAP GROUP LLC         SR 144A NT 33    | 2033-01-28      | 4.8750%  | N/A     | $9195000.00        | $9067630.09        | Corporate Debt Securities |
| BANCO ACTINVER SA              SR GLBL 144A 36  | 2036-05-28      | 7.1250%  | N/A     | $349000.00         | $346242.17         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 1.8%072831    | 2031-07-28      | 1.8000%  | N/A     | $1157000.00        | $1013821.25        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 4.54%042332   | 2032-04-23      | 4.5400%  | N/A     | $1279000.00        | $1275086.26        | Corporate Debt Securities |
| BANK OF AMER CORP              FR 4.456%020632  | 2032-02-06      | 4.4560%  | N/A     | $120000.00         | $119768.03         | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.282%50 | 2050-04-02      | 5.2820%  | N/A     | $679000.00         | $615400.22         | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 64  | 2064-07-15      | 4.7000%  | N/A     | $6671000.00        | $5270653.33        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 50    | 2050-05-20      | 3.7940%  | N/A     | $76000.00          | $54687.21          | Corporate Debt Securities |
| BEIGNET INV LLC                SR SEC 144A 49   | 2049-05-30      | 6.5810%  | N/A     | $7028000.00        | $7300584.69        | Corporate Debt Securities |
| BLUE OWL CR INCOME CORP        SR GLBL NT 27    | 2027-09-16      | 7.7500%  | N/A     | $58000.00          | $60110.93          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | N/A     | $7000000.00        | $8012764.67        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 2.939%51 | 2051-06-04      | 2.9390%  | N/A     | $2370000.00        | $1540942.73        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT3.9%62 | 2062-03-15      | 3.9000%  | N/A     | $478000.00         | $345807.51         | Corporate Debt Securities |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.9%29 | 2029-12-01      | 2.9000%  | N/A     | $1545000.00        | $1467779.18        | Corporate Debt Securities |
| BROOKFIELD FIN INC             SR GLBL NT 30    | 2030-04-15      | 4.3500%  | N/A     | $169000.00         | $166912.29         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 30    | 2030-08-04      | 4.5500%  | N/A     | $100000.00         | $100825.47         | Corporate Debt Securities |
| CALIFORNIA INSTITUTE OF TECH   -2016 BD4.283%16 | 2116-09-01      | 4.2830%  | N/A     | $1116000.00        | $797615.86         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | N/A     | $100000.00         | $101190.42         | Corporate Debt Securities |
| CARNIVAL CORP LTD              1LIEN 144A NT 29 | 2029-08-15      | 7.0000%  | N/A     | $57000.00          | $60310.69          | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.3%051529    | 2029-05-15      | 4.3000%  | N/A     | $876000.00         | $877123.23         | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.375%081629  | 2029-08-16      | 4.3750%  | N/A     | $17000.00          | $17219.09          | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION SR GLBL REGS 30  | 2030-01-29      | 4.2000%  | N/A     | $13000000.00       | $12433980.00       | Corporate Debt Securities |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31  | 2031-07-11      | 3.8750%  | N/A     | $400000.00         | $380505.67         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL FL NT 27 | 2027-02-26      | 4.0024%  | N/A     | $3045000.00        | $3048886.75        | Corporate Debt Securities |
| COMCAST CORP NEW               GLBL NT 2.65%62  | 2062-08-15      | 2.6500%  | N/A     | $3198000.00        | $1606916.83        | Corporate Debt Securities |
| COMCAST CORP NEW               SR GLBL NT4.7%48 | 2048-10-15      | 4.7000%  | N/A     | $1858000.00        | $1538822.44        | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            SR GLBL -2019 49 | 2049-10-01      | 4.1870%  | N/A     | $1122000.00        | $880293.96         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA FR 3.784%031432  | 2032-03-14      | 3.7840%  | N/A     | $1320000.00        | $1246242.80        | Corporate Debt Securities |
| CONOCOPHILLIPS                 SR NT 6.95%29    | 2029-04-15      | 6.9500%  | N/A     | $3000.00           | $3231.34           | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT4.7%30 | 2030-01-15      | 4.7000%  | N/A     | $5450000.00        | $5583058.72        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 50    | 2050-05-01      | 3.9500%  | N/A     | $160000.00         | $124065.96         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             LW TIER II 34    | 2034-02-10      | 7.0790%  | N/A     | $5652000.00        | $6187095.41        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D29 | 2029-11-20      | 6.8190%  | N/A     | $1154000.00        | $1211116.94        | Corporate Debt Securities |
| DISNEY WALT CO                 SR GLBL NT 46    | 2046-11-15      | 4.7500%  | N/A     | $358000.00         | $317509.21         | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 54 | 2054-10-15      | 5.6500%  | N/A     | $334000.00         | $320915.74         | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -C 55 | 2055-05-15      | 6.6250%  | N/A     | $1671000.00        | $1712702.13        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT4.8%49 | 2049-05-15      | 4.8000%  | N/A     | $1416000.00        | $1136476.88        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49 | 2049-08-15      | 3.2000%  | N/A     | $2831000.00        | $1931179.23        | Corporate Debt Securities |
| DUKE ENERGY OHIO INC           1M GLBL BD 53    | 2053-04-01      | 5.6500%  | N/A     | $289000.00         | $283850.82         | Corporate Debt Securities |
| EIG PEARL HOLDINGS SARL        SR SEC GLBL 46   | 2046-11-30      | 4.3870%  | N/A     | $500000.00         | $412069.68         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.55%52  | 2052-05-15      | 4.5500%  | N/A     | $278000.00         | $229088.53         | Corporate Debt Securities |
| ELEVANCE HEALTH INC FORMERLY A SR NT 4.65%44    | 2044-08-15      | 4.6500%  | N/A     | $65000.00          | $57370.52          | Corporate Debt Securities |
| ELI LILLY & CO                 SR NT 5.7%66     | 2066-05-20      | 5.7000%  | N/A     | $500000.00         | $501612.50         | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT4.9%30 | 2030-06-20      | 4.9000%  | N/A     | $69000.00          | $70990.77          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT 28    | 2028-07-12      | 2.1250%  | N/A     | $504000.00         | $483470.47         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52 | 2052-06-15      | 5.5000%  | N/A     | $3769000.00        | $3557090.07        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 6.625%36   | 2036-10-15      | 6.6250%  | N/A     | $927000.00         | $1012096.02        | Corporate Debt Securities |
| ENI SPA                        GLBL 144A NT 34  | 2034-05-15      | 5.5000%  | N/A     | $500000.00         | $511404.44         | Corporate Debt Securities |
| ENSTAR GROUP LTD               SR GLBL NT3.1%31 | 2031-09-01      | 3.1000%  | N/A     | $566000.00         | $507072.48         | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC           1M GLBL -96TH 56 | 2056-01-15      | 5.7500%  | N/A     | $236000.00         | $239035.16         | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL BD 49    | 2049-09-30      | 3.5500%  | N/A     | $3000000.00        | $2141334.17        | Corporate Debt Securities |
| ESENTIA ENERGY DEV SAB DE CV   SR GLBL REGS 38  | 2038-07-30      | 6.5000%  | N/A     | $12528000.00       | $12377643.12       | Corporate Debt Securities |
| ESSENTIAL UTILS INC            4.276%49         | 2049-05-01      | 4.2760%  | N/A     | $100000.00         | $80128.58          | Corporate Debt Securities |
| EXPEDIA GROUP INC              SR GLBL NT5.5%36 | 2036-04-15      | 5.5000%  | N/A     | $54729000.00       | $54471013.57       | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR NT 5.625%32   | 2032-08-16      | 5.6250%  | N/A     | $1200000.00        | $1255420.50        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-10-17      | 4.9500%  | N/A     | $1255000.00        | $1111220.92        | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 36    | 2036-03-15      | 5.2500%  | N/A     | $5775000.00        | $5719357.88        | Corporate Debt Securities |
| FLORIDA PWR & LT CO            4.125%48         | 2048-06-01      | 4.1250%  | N/A     | $1340000.00        | $1103270.02        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 5%32  | 2032-02-15      | 5.0000%  | N/A     | $7634000.00        | $7742742.09        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | N/A     | $2527000.00        | $1741494.69        | Corporate Debt Securities |
| GE CAPITAL INTERNATIONAL FDG   FR 4.418%111535  | 2035-11-15      | 4.4180%  | N/A     | $3938000.00        | $3768697.94        | Corporate Debt Securities |
| GENPACT UK FINCO PLCGENPACT    SR GLBL NT 30    | 2030-11-18      | 4.9500%  | N/A     | $400000.00         | $392293.00         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 51    | 2051-04-27      | 3.8750%  | N/A     | $70000.00          | $51700.21          | Corporate Debt Securities |
| GOODMAN US FIN SEVEN LLC       SR GLBL 144A 36  | 2036-04-28      | 5.2500%  | N/A     | $417000.00         | $412400.84         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 32    | 2032-03-15      | 3.6250%  | N/A     | $549000.00         | $514561.99         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT 30    | 2030-09-15      | 3.9500%  | N/A     | $318000.00         | $315023.34         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT3.9%47 | 2047-06-15      | 3.9000%  | N/A     | $1030000.00        | $820659.37         | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC        SR 144A NT 56    | 2056-03-16      | 5.7320%  | N/A     | $20022000.00       | $20197857.68       | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.25%010829   | 2029-01-08      | 4.2500%  | N/A     | $593000.00         | $595820.21         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.8%011033    | 2033-01-10      | 4.8000%  | N/A     | $456000.00         | $455562.24         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 4.875%062327  | 2027-06-23      | 4.8750%  | N/A     | $800000.00         | $820276.00         | Corporate Debt Securities |
| HYUNDAI CAP AMER               FR 5.6%033028    | 2028-03-30      | 5.6000%  | N/A     | $700000.00         | $717456.44         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | N/A     | $2272000.00        | $1486555.72        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 52    | 2052-02-09      | 3.4300%  | N/A     | $4152000.00        | $2808165.99        | Corporate Debt Securities |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 2%31     | 2031-09-16      | 2.0000%  | N/A     | $260000.00         | $228065.64         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 28    | 2028-02-24      | 2.9470%  | N/A     | $3000.00           | $2992.91           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-10-15      | 2.7390%  | N/A     | $332000.00         | $313244.55         | Corporate Debt Securities |
| KELLANOVA                      GLBL NT 5.75%54  | 2054-05-16      | 5.7500%  | N/A     | $1753000.00        | $1730064.43        | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50   | 2050-05-01      | 3.8000%  | N/A     | $1676000.00        | $1195332.51        | Corporate Debt Securities |
| KKR GROUP FIN CO X LLC         SR GLBL 144A 51  | 2051-12-15      | 3.2500%  | N/A     | $1406000.00        | $910645.89         | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT 46    | 2046-10-15      | 3.8750%  | N/A     | $1358000.00        | $1042449.84        | Corporate Debt Securities |
| LAS VEGAS SANDS CORP           SR GLBL NT3.9%29 | 2029-08-08      | 3.9000%  | N/A     | $12902000.00       | $12618220.51       | Corporate Debt Securities |
| MACQUARIE BK LTD               FR 3.052%030336  | 2036-03-03      | 3.0520%  | N/A     | $500000.00         | $455355.44         | Corporate Debt Securities |
| MACQUARIE BK LTD               SR FL REGS NT 26 | 2026-06-15      | 4.8783%  | N/A     | $1219000.00        | $1231987.20        | Corporate Debt Securities |
| MANULIFE FINL CORP             SR GLBL NT 32    | 2032-03-16      | 3.7030%  | N/A     | $100000.00         | $95466.89          | Corporate Debt Securities |
| MCDONALDS CORP                 FR 3.5%070127    | 2027-07-01      | 3.5000%  | N/A     | $209000.00         | $210498.30         | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 30    | 2030-05-30      | 4.6500%  | N/A     | $577000.00         | $591656.28         | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL FL NT 27 | 2027-09-15      | 4.0983%  | N/A     | $1995000.00        | $2015007.73        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 31    | 2031-03-15      | 4.1500%  | N/A     | $1153000.00        | $1143476.86        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 47    | 2047-08-01      | 3.9500%  | N/A     | $3021000.00        | $2401595.98        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49    | 2049-07-15      | 4.2500%  | N/A     | $124000.00         | $102333.41         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 30    | 2030-07-17      | 2.0480%  | N/A     | $994000.00         | $904678.50         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 32    | 2032-05-22      | 2.1720%  | N/A     | $339000.00         | $298361.47         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.654%101830  | 2030-10-18      | 4.6540%  | N/A     | $782000.00         | $782594.62         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.042%071930  | 2030-07-19      | 5.0420%  | N/A     | $1015000.00        | $1042046.93        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.164%042029  | 2029-04-20      | 5.1640%  | N/A     | $56000.00          | $56853.12          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT4.6%28 | 2028-02-23      | 4.6000%  | N/A     | $684000.00         | $694681.80         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT6.1%56 | 2056-04-01      | 6.1000%  | N/A     | $1658000.00        | $1674381.96        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | N/A     | $212000.00         | $222851.46         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BK N Y BRH  SR -B NT 4.9%28  | 2028-06-13      | 4.9000%  | N/A     | $763000.00         | $790105.15         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52 | 2052-01-15      | 3.0000%  | N/A     | $2837000.00        | $1789059.48        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DB5.3%32 | 2032-03-15      | 5.3000%  | N/A     | $144000.00         | $148697.92         | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M -2011 A BD 50 | 2050-09-01      | 5.2500%  | N/A     | $30000.00          | $27436.30          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 51    | 2051-01-15      | 7.1500%  | N/A     | $160000.00         | $180603.82         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.5%50 | 2050-03-15      | 4.5000%  | N/A     | $200000.00         | $158548.00         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-05-06      | 4.6500%  | N/A     | $198000.00         | $194889.58         | Corporate Debt Securities |
| ORIX CORP                      GLBL NT 4.65%29  | 2029-09-10      | 4.6500%  | N/A     | $4734000.00        | $4798875.53        | Corporate Debt Securities |
| ORIX CORP                      GLBL NT 5%27     | 2027-09-13      | 5.0000%  | N/A     | $2500000.00        | $2542838.89        | Corporate Debt Securities |
| ORLANDO HEALTH OBLIGATED GROUP SR GLBL -2018 48 | 2048-10-01      | 4.0890%  | N/A     | $240000.00         | $192213.08         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56  | 2056-05-01      | 6.0000%  | N/A     | $20056000.00       | $19564628.00       | Corporate Debt Securities |
| PACIFICORP                     1M GLBL -49TH 52 | 2052-06-15      | 2.9000%  | N/A     | $836000.00         | $509384.09         | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           FR 6.25%051538   | 2038-05-15      | 6.2500%  | N/A     | $45000.00          | $49447.83          | Corporate Debt Securities |
| PARKER-HANNIFIN CORP           SR GLBL NT 29    | 2029-06-14      | 3.2500%  | N/A     | $2462000.00        | $2414990.16        | Corporate Debt Securities |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 32    | 2032-03-24      | 3.6250%  | N/A     | $640000.00         | $605923.29         | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 52  | 2052-04-14      | 6.2000%  | N/A     | $3106000.00        | $3046457.98        | Corporate Debt Securities |
| QUALCOMM INC                   FR 4.3%052047    | 2047-05-20      | 4.3000%  | N/A     | $5897000.00        | $4885458.11        | Corporate Debt Securities |
| RELIANCE STD LIFE GLOB FDG II  FR 1.512%092826  | 2026-09-28      | 1.5120%  | N/A     | $100000.00         | $99262.20          | Corporate Debt Securities |
| ROCKWELL AUTOMATION INC        GLBL NT 2.8%61   | 2061-08-15      | 2.8000%  | N/A     | $2994000.00        | $1729600.53        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.969%080230  | 2030-08-02      | 4.9690%  | N/A     | $159000.00         | $162885.84         | Corporate Debt Securities |
| ROYALTY PHARMA PLC             SR GLBL NT2.2%30 | 2030-09-02      | 2.2000%  | N/A     | $777000.00         | $706189.40         | Corporate Debt Securities |
| RTX CORPORATION                GLBL NT 4.35%47  | 2047-04-15      | 4.3500%  | N/A     | $277000.00         | $232609.83         | Corporate Debt Securities |
| RTX CORPORATION                SR GLBL NT7.5%29 | 2029-09-15      | 7.5000%  | N/A     | $560000.00         | $618400.53         | Corporate Debt Securities |
| SALESFORCE INC                 GLBL NT 2.7%41   | 2041-07-15      | 2.7000%  | N/A     | $280000.00         | $194796.00         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC    SR 144A NT 31    | 2031-04-16      | 3.3500%  | N/A     | $1000000.00        | $920221.39         | Corporate Debt Securities |
| SANOFI SA                      GLBL FLT NT 27   | 2027-11-03      | 4.0920%  | N/A     | $1000000.00        | $1005472.59        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS    SR GLBL NT 36    | 2036-09-22      | 5.1360%  | N/A     | $22346000.00       | $21872458.47       | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 4%46  | 2046-05-10      | 4.0000%  | N/A     | $5000000.00        | $4015505.56        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.027%012143  | 2043-01-21      | 4.0270%  | N/A     | $4200000.00        | $3214168.53        | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.512%052231  | 2031-05-22      | 5.5120%  | N/A     | $950000.00         | $967994.69         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019B 49 | 2049-03-01      | 4.8750%  | N/A     | $1100000.00        | $930739.33         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024D 29 | 2029-06-01      | 5.1500%  | N/A     | $801000.00         | $828958.02         | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL NT 36    | 2036-07-01      | 4.2500%  | N/A     | $29000.00          | $27246.43          | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP         FR 1.875%081526  | 2026-08-15      | 1.8750%  | N/A     | $800000.00         | $799645.33         | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP         FR 3.125%120130  | 2030-12-01      | 3.1250%  | N/A     | $6254000.00        | $5874015.65        | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP         FR 3.25%100129   | 2029-10-01      | 3.2500%  | N/A     | $851000.00         | $812165.56         | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 52    | 2052-04-15      | 4.9500%  | N/A     | $1009000.00        | $872734.55         | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-04-15      | 4.3500%  | N/A     | $2303000.00        | $2278202.45        | Corporate Debt Securities |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 32    | 2032-10-07      | 4.4730%  | N/A     | $3736000.00        | $3697784.46        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.994%040529  | 2029-04-05      | 4.9940%  | N/A     | $2842000.00        | $2899695.44        | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 64    | 2064-09-10      | 5.4250%  | N/A     | $11302000.00       | $10776964.02       | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 4.6%031133    | 2033-03-11      | 4.6000%  | N/A     | $35270000.00       | $35039020.69       | Corporate Debt Securities |
| TRAVELERS COMPANIES INC        SR GLBL NT 51    | 2051-06-08      | 3.0500%  | N/A     | $4597000.00        | $3076025.09        | Corporate Debt Securities |
| UBS GROUP AG                   GLBL 144A NT 33  | 2033-02-11      | 2.7460%  | N/A     | $1479000.00        | $1320714.46        | Corporate Debt Securities |
| UBS GROUP AG                   SR GLBL 144A 32  | 2032-02-11      | 2.0950%  | N/A     | $497000.00         | $441194.35         | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD3.9%52 | 2052-04-01      | 3.9000%  | N/A     | $130000.00         | $98699.03          | Corporate Debt Securities |
| UNION PAC CORP                 SR GLBL NT 53    | 2053-05-15      | 4.9500%  | N/A     | $214000.00         | $192673.83         | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL NT 49    | 2049-03-15      | 4.2500%  | N/A     | $339000.00         | $277144.74         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 48    | 2048-06-15      | 4.2500%  | N/A     | $331000.00         | $273979.00         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 54    | 2054-07-15      | 5.6250%  | N/A     | $810000.00         | $802343.47         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 59    | 2059-08-15      | 3.8750%  | N/A     | $200000.00         | $145026.89         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 62    | 2062-05-15      | 4.9500%  | N/A     | $2834000.00        | $2430565.93        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR NT 3.95%42    | 2042-10-15      | 3.9500%  | N/A     | $1741000.00        | $1437365.73        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR NT 6.5%37     | 2037-06-15      | 6.5000%  | N/A     | $279000.00         | $316204.96         | Corporate Debt Securities |
| US BANCORP                     FR 5.678%012335  | 2035-01-23      | 5.6780%  | N/A     | $54000.00          | $56707.72          | Corporate Debt Securities |
| VALE OVERSEAS LTD              GLBL NT 6.125%33 | 2033-06-12      | 6.1250%  | N/A     | $1498000.00        | $1616811.17        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55    | 2055-11-30      | 5.8750%  | N/A     | $6808000.00        | $6892085.42        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 3.9%050145    | 2045-05-01      | 3.9000%  | N/A     | $1323000.00        | $1052027.55        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.15%012429   | 2029-01-24      | 4.1500%  | N/A     | $473000.00         | $476287.22         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.15%042331   | 2031-04-23      | 5.1500%  | N/A     | $8800000.00        | $8968608.00        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.499%012335  | 2035-01-23      | 5.4990%  | N/A     | $4177000.00        | $4340723.78        | Corporate Debt Securities |
| WELLS FARGO BANK NATL ASSN     SUB NT ACRD 36   | 2036-08-26      | 5.9500%  | N/A     | $1280000.00        | $1355841.07        | Corporate Debt Securities |
| WESTERN ALLIANCE BANCORP       LW TIER II 31    | 2031-06-15      | 3.0000%  | N/A     | $423000.00         | $414453.99         | Corporate Debt Securities |
| WESTPAC BKG CORP               SR GLBL NT 30    | 2030-07-01      | 4.3540%  | N/A     | $200000.00         | $203209.96         | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.6%35 | 2035-03-15      | 5.6000%  | N/A     | $5586000.00        | $5781907.23        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 36    | 2036-03-15      | 5.1500%  | N/A     | $1429000.00        | $1431557.51        | Corporate Debt Securities |

### Security 60: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BANK5_25-5Y18                                            | 2058-12-15      | 1.2511%  | N/A     | $40290000.00       | $1710182.90        | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C32                                             | 2062-02-15      | 1.3435%  | N/A     | $25450000.00       | $1965311.24        | Private Label Collateralized Mortgage Obligations |
| BCP_21-330N                                              | 2038-06-15      | 6.2336%  | N/A     | $30021.00          | $4369.81           | Private Label Collateralized Mortgage Obligations |
| BCP_21-330N                                              | 2038-06-15      | 7.3796%  | N/A     | $30061.00          | $2586.27           | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_20-EYP                                   | 2035-10-15      | 7.4416%  | N/A     | $50000.00          | $518.71            | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V6                                              | 2057-03-15      | 1.5767%  | N/A     | $20760064.00       | $678981.26         | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                            | 2057-10-25      | 3.8596%  | N/A     | $2670000.00        | $1549357.41        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                  | 2040-06-15      | 7.5771%  | N/A     | $129505.00         | $101337.33         | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                               | 2055-06-25      | 0.5000%  | N/A     | $259170.00         | $2055.49           | Private Label Collateralized Mortgage Obligations |
| COLT_20-2R                                               | 2065-10-25      | 5.3190%  | N/A     | $2635000.00        | $2495352.91        | Private Label Collateralized Mortgage Obligations |
| FREMF_22-F145                                            | 2032-10-25      | 9.6081%  | N/A     | $4025.00           | $2756.42           | Agency Collateralized Mortgage Obligation         |
| GSMBS_22-LTV1                                            | 2052-06-25      | 3.0000%  | N/A     | $3405036.00        | $1995112.04        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM3                                            | 2067-05-25      | 4.4130%  | N/A     | $200000.00         | $172030.55         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_18-3                      | 2048-09-25      | 3.5000%  | N/A     | $25000.00          | $1759.88           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_24-5                      | 2054-11-25      | 6.0000%  | N/A     | $3300000.00        | $796098.98         | Private Label Collateralized Mortgage Obligations |
| JPMMT_17-4                                               | 2048-11-25      | 3.5000%  | N/A     | $1050144.00        | $673931.87         | Private Label Collateralized Mortgage Obligations |
| MFRA_22-RPL1                                             | 2061-08-25      | 4.2555%  | N/A     | $2900000.00        | $2463728.25        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_23-3 | 2053-09-25      | 6.5000%  | N/A     | $249504.00         | $83958.87          | Private Label Collateralized Mortgage Obligations |
| NRZT_22-NQM1                                             | 2061-04-25      | 3.6014%  | N/A     | $1504024.00        | $1116452.22        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_22-NQM1                                    | 2061-11-25      | 2.3050%  | N/A     | $100003.00         | $53452.44          | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                              | 2065-05-26      | 0.0000%  | N/A     | $293601280.00      | $222.21            | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                              | 2056-04-25      | 4.9985%  | N/A     | $14918128.00       | $14750627.04       | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV4                                              | 2056-06-26      | 0.0000%  | N/A     | $6473718.00        | $6476839.84        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-1                                                | 2056-02-25      | 4.5000%  | N/A     | $14020900.00       | $12645082.21       | Private Label Collateralized Mortgage Obligations |
| SEMT_26-4                                                | 2056-03-27      | 5.5000%  | N/A     | $7183420.00        | $6947370.84        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV3                                             | 2026-06-01      | 0.0000%  | N/A     | $1307486.00        | $1308234.40        | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1R                                              | 2055-11-26      | 0.0000%  | N/A     | $67074377.00       | $12.15             | Private Label Collateralized Mortgage Obligations |
| VNO MORTGAGE TRUST VNDO_16-350P                          | 2035-01-12      | 4.0327%  | N/A     | $4814000.00        | $4821054.33        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5C7                                              | 2058-12-15      | 1.6548%  | N/A     | $15730839.00       | $906175.01         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-C65                                              | 2058-10-15      | 1.3117%  | N/A     | $6046048.00        | $482824.76         | Private Label Collateralized Mortgage Obligations |

### Security 61: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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: BRYU2FTK6
- **C.18 - Value (incl. sponsor support):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| EUSHI FINANCE INC.             JR SB GLBL NT 56 | 2056-04-01      | 6.2500%  | N/A     | $6645000.00        | $6643135.71        | Corporate Debt Securities |
| FRIGORFICO CONCEPCIN S A       SR SEC GLBL 28   | 2028-07-21      | 7.7000%  | N/A     | $1079000.00        | $293895.62         | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   JR SB GLBL NT 56 | 2056-11-15      | 7.1250%  | N/A     | $6495000.00        | $6561903.91        | Corporate Debt Securities |
| PACIFICORP                     JR SB NT7.125%56 | 2056-08-15      | 7.1250%  | N/A     | $5336000.00        | $5489530.06        | Corporate Debt Securities |
| PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32 | 2032-04-30      | 8.5000%  | N/A     | $100000.00         | $108584.72         | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 30    | 2030-12-01      | 5.7500%  | N/A     | $1116000.00        | $1172135.42        | Corporate Debt Securities |
| VORNADO RLTY L P               SR GLBL NT 33    | 2033-02-01      | 5.7500%  | N/A     | $2805000.00        | $2848596.71        | Corporate Debt Securities |

### Security 62: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_24-87C                                | 2054-12-25      | 0.5879%  | N/A     | $49999920.00       | $411908.89         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_15-K151                  | 2030-12-25      | 4.1392%  | N/A     | $12657164.00       | $1850253.85        | Agency Collateralized Mortgage Obligation |
| GNMA_22-47H                                | 2052-03-20      | 0.0000%  | N/A     | $1220100.00        | $1448.43           | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                               | 2063-09-20      | 2.7249%  | N/A     | $9235896.00        | $194645.00         | Agency Collateralized Mortgage Obligation |
| GNMA_23-165F                               | 2050-07-20      | 2.4329%  | N/A     | $918940.00         | $77901.70          | Agency Collateralized Mortgage Obligation |
| GNMA_23-183D                               | 2053-12-20      | 2.3249%  | N/A     | $75000000.00       | $2348349.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                | 2063-06-20      | 2.3749%  | N/A     | $7510533.00        | $131708.40         | Agency Collateralized Mortgage Obligation |
| GNMA_24-24G                                | 2051-02-20      | 4.0000%  | N/A     | $78734579.00       | $13016647.49       | Agency Collateralized Mortgage Obligation |
| GNMA_24-30F                                | 2054-02-20      | 2.1749%  | N/A     | $100000000.00      | $3668012.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-168C                               | 2055-10-20      | 2.9749%  | N/A     | $11637418.00       | $1024331.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40B                                | 2066-03-16      | 0.8079%  | N/A     | $190863246.00      | $13089872.19       | Agency Collateralized Mortgage Obligation |
| GNMA_26-31B                                | 2068-05-16      | 1.0426%  | N/A     | $140300698.00      | $12730516.66       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-04-20      | 5.0000%  | N/A     | $1261207.00        | $1249654.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.0000%  | N/A     | $449111.00         | $469647.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.5000%  | N/A     | $3334.00           | $1648.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-05-20      | 4.5000%  | N/A     | $18193.00          | $18060.91          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.0000%  | N/A     | $62618.00          | $62410.93          | Agency Mortgage-Backed Securities         |

### Security 63: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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):** $21000000.00
- **C.18.a - Value (excl. sponsor support):** $21000000.00
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BAMLL COML MTG TR 2017-BNK3    D      20500217 3.25000 | 2050-02-17      | 3.2500%  | N/A     | $18916.00          | $18010.32          | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK44                D      20551118 FLT     | 2055-11-18      | 4.0000%  | N/A     | $6175592.00        | $4750309.28        | Private Label Collateralized Mortgage Obligations |
| BXMT 2026-FL6 LTD              D      20430819 FLT     | 2043-08-19      | 6.4628%  | N/A     | $5288815.00        | $5286578.89        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       A      20340512 2.85555 | 2034-05-12      | 2.8555%  | N/A     | $100000.00         | $71775.93          | Private Label Collateralized Mortgage Obligations |
| PRPM TR 2022-INV1              M-1    20670425 FLT     | 2067-04-25      | 4.4017%  | N/A     | $296933.00         | $288404.96         | Asset-Backed Securities                           |
| SBALR COMML MTG 2020-RR1 TRUST A-3    20530213 2.82500 | 2053-02-13      | 2.8250%  | N/A     | $8546319.00        | $5870524.02        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2A   20430108 3.65900 | 2043-01-08      | 3.6590%  | N/A     | $2140393.00        | $1874504.58        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2B   20430108 4.14400 | 2043-01-08      | 4.1440%  | N/A     | $3325440.00        | $2910734.72        | Private Label Collateralized Mortgage Obligations |
| URUGUAY REP                    GLBL AMRTZ BD 37        | 2037-02-14      | 5.4420%  | N/A     | $1.00              | $1.04              | Corporate Debt Securities                         |
| VISIO TR 2020-1R               B-1    20551125 4.50000 | 2055-11-25      | 4.5000%  | N/A     | $276875.00         | $253232.09         | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2020-1             B-1    20550825 FLT     | 2055-08-25      | 5.5000%  | N/A     | $623131.00         | $601225.94         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C41 X-B    20501117 FLT     | 2050-11-17      | 0.4251%  | N/A     | $93757407.00       | $544698.38         | Private Label Collateralized Mortgage Obligations |

### Security 64: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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: F1; Moody's: NR; Standard & Poor's: 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 | 2030-02-28      | 4.0000%  | N/A     | $109533900.00      | $110160062.44      | U.S. Treasuries (including strips) |

### Security 65: Bedford Row Funding Corp.

- **C.1 - Title:** Bedford Row Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BF31, C.4 - ISIN: US07644BF310, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $254870485.50
- **C.18.a - Value (excl. sponsor support):** $254870485.50
- **C.19 - Percentage of Net Assets:** 1.0100%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 66: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NBY1, C.4 - ISIN: US11042NBY13, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $143765435.88
- **C.18.a - Value (excl. sponsor support):** $143765435.88
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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 67: Britannia Funding Co. LLC

- **C.1 - Title:** Britannia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042NCN4, C.4 - ISIN: US11042NCN49, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $40007360.40
- **C.18.a - Value (excl. sponsor support):** $40007360.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 68: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc.
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12509THQ3, C.4 - ISIN: US12509THQ31, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $68370016.20
- **C.18.a - Value (excl. sponsor support):** $68370016.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: CDP Financial, Inc.

- **C.1 - Title:** CDP Financial, Inc.
- **C.6 - Investment Category:** Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
- **Identifiers:** C.3 - CUSIP: 12509TH42, C.4 - ISIN: US12509TH423, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $73481519.00
- **C.18.a - Value (excl. sponsor support):** $73481519.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $50059480.00
- **C.18.a - Value (excl. sponsor support):** $50059480.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $49978815.00
- **C.18.a - Value (excl. sponsor support):** $49978815.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $29981151.00
- **C.18.a - Value (excl. sponsor support):** $29981151.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $34905370.50
- **C.18.a - Value (excl. sponsor support):** $34905370.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DND0, C.4 - ISIN: US13606DND02, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $60029496.00
- **C.18.a - Value (excl. sponsor support):** $60029496.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $34002676.82
- **C.18.a - Value (excl. sponsor support):** $34002676.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce, New York

- **C.1 - Title:** Canadian Imperial Bank of Commerce, New York
- **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):** $51090188.40
- **C.18.a - Value (excl. sponsor support):** $51090188.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce
- **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):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 78: Charta LLC

- **C.1 - Title:** Charta LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115WFJ1, C.4 - ISIN: US16115WFJ18, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $98792842.50
- **C.18.a - Value (excl. sponsor support):** $98792842.50
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: 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 79: Chesham Finance Ltd.

- **C.1 - Title:** Chesham Finance Ltd.
- **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):** $194920576.50
- **C.18.a - Value (excl. sponsor support):** $194920576.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 80: Chesham Finance Ltd.

- **C.1 - Title:** Chesham Finance Ltd.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LF13, C.4 - ISIN: US16538LF130, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $18994197.40
- **C.18.a - Value (excl. sponsor support):** $18994197.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 81: Chesham Finance Ltd.

- **C.1 - Title:** Chesham Finance Ltd.
- **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):** $75961293.20
- **C.18.a - Value (excl. sponsor support):** $75961293.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 82: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291PAN6, C.4 - ISIN: US17291PAN69, C.3 - LEI: 82VOJDD5PTRDMVVMGV31
- **C.18 - Value (incl. sponsor support):** $100000170.00
- **C.18.a - Value (excl. sponsor support):** $100000170.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citigroup Global Markets Holdings, Inc.

- **C.1 - Title:** Citigroup Global Markets Holdings, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17291PAJ5, C.4 - ISIN: US17291PAJ57, C.3 - LEI: 82VOJDD5PTRDMVVMGV31
- **C.18 - Value (incl. sponsor support):** $100014965.00
- **C.18.a - Value (excl. sponsor support):** $100014965.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: BRWTNFC91
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CZ2399 | 2066-03-15      | 5.7400%  | N/A     | $300897.00         | $315266.13         | Agency Mortgage-Backed Securities |
| GNPL PN DJ0408 | 2061-04-15      | 5.1700%  | N/A     | $4775638.00        | $4784734.40        | Agency Mortgage-Backed Securities |

### Security 85: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| ARMADA FUNDING COMPANY LLC                           | 2026-06-02      | 0.0000%  | N/A     | $80830.00          | $80788.13          | Money Market |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) | 2027-05-28      | 0.0000%  | N/A     | $35810771.00       | $35631717.14       | Money Market |
| BAY SQUARE FUNDING LLC                               | 2026-09-01      | 0.0000%  | N/A     | $250.00            | $247.45            | Money Market |
| STELLANTIS FINANCIAL SERVICES US CORP                | 2026-06-03      | 0.0000%  | N/A     | $13000000.00       | $12990679.00       | Money Market |
| STELLANTIS FINANCIAL SERVICES US CORP                | 2026-06-25      | 0.0000%  | N/A     | $1702505.00        | $1696568.37        | Money Market |

### Security 86: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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):** $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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 1/2 TRIN A 28  | 2028-01-15      | 0.5000%  | N/A     | $14800.00          | $19558.52          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $996800.00         | $999918.83         | U.S. Treasuries (including strips) |
| 3 3/8 NOTE BM 27 | 2027-12-31      | 3.3750%  | N/A     | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $500.00            | $509.68            | U.S. Treasuries (including strips) |

### Security 87: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 MB0623 M | 2055-04-20      | 5.5000%  | N/A     | $6601871.00        | $6339567.52        | Agency Mortgage-Backed Securities |
| GNII SF MB0992 M | 2056-02-20      | 3.0000%  | N/A     | $88216575.00       | $78274746.32       | Agency Mortgage-Backed Securities |
| GNII SF MB0995 M | 2056-03-20      | 4.5000%  | N/A     | $18086602.00       | $17385686.38       | Agency Mortgage-Backed Securities |

### Security 88: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: BYJ5B21T3
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 1/8 TRIN D 26 | 2026-07-15      | 0.1250%  | N/A     | $735439.84         | $1020000.10        | U.S. Treasuries (including strips) |

### Security 89: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DGD0, C.4 - ISIN: US19767DGD03, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $52053211.99
- **C.18.a - Value (excl. sponsor support):** $52053211.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 90: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **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):** $45014070.15
- **C.18.a - Value (excl. sponsor support):** $45014070.15
- **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: NR; Moody's: P-1; Standard & Poor's: 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 91: Columbia Funding Co. LLC

- **C.1 - Title:** Columbia Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19767DGF5, C.4 - ISIN: US19767DGF50, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $99506890.00
- **C.18.a - Value (excl. sponsor support):** $99506890.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 92: Commonwealth Bank of Australia

- **C.1 - Title:** Commonwealth Bank of Australia
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272EQC5, C.4 - ISIN: US20272EQC56, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $49875556.10
- **C.18.a - Value (excl. sponsor support):** $49875556.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Commonwealth Bank of Australia, New York

- **C.1 - Title:** Commonwealth Bank of Australia, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20271ER35, C.4 - ISIN: US20271ER355, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $100041810.00
- **C.18.a - Value (excl. sponsor support):** $100041810.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQF83, C.4 - ISIN: US2063CQF838, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $77800320.97
- **C.18.a - Value (excl. sponsor support):** $77800320.97
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 95: Concord Minutemen Capital Co. LLC

- **C.1 - Title:** Concord Minutemen Capital Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CGA9, C.4 - ISIN: US20632CGA99, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $98923172.27
- **C.18.a - Value (excl. sponsor support):** $98923172.27
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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: F1; Moody's: P-1; Standard & Poor's: 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: Constellation Funding Co. LLC

- **C.1 - Title:** Constellation Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 21038XHH5, C.4 - ISIN: US21038XHH52, C.3 - LEI: 98450093F7FC0A704744
- **C.18 - Value (incl. sponsor support):** $60875601.02
- **C.18.a - Value (excl. sponsor support):** $60875601.02
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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: NR; Moody's: P-1; Standard & Poor's: 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: Cooperatieve Rabobank UA, New York

- **C.1 - Title:** Cooperatieve Rabobank UA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X7L4, C.4 - ISIN: US21684X7L49, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62
- **C.18 - Value (incl. sponsor support):** $55031988.00
- **C.18.a - Value (excl. sponsor support):** $55031988.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-02-10
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **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: F1; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 1011778 B.C. UNLIMITED LIABILI 2LIEN GLBL 30           | 2030-10-15      | 4.0000%  | N/A     | $1154000.00        | $1099172.18        | Corporate Debt Securities                         |
| 2 7/8 BOND 45                                          | 2045-08-15      | 2.8750%  | N/A     | $600.00            | $446.67            | U.S. Treasuries (including strips)                |
| 3 1/2 NOTE B 33                                        | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $96.43             | U.S. Treasuries (including strips)                |
| 3 5/8 BOND 53                                          | 2053-05-15      | 3.6250%  | N/A     | $300.00            | $238.05            | U.S. Treasuries (including strips)                |
| AECOM                          SR GLBL 144A 33         | 2033-08-01      | 6.0000%  | N/A     | $2571000.00        | $2622360.01        | Corporate Debt Securities                         |
| ANZ NEW ZEALAND INTL LTD IAM C                         | 2027-05-13      | 0.0000%  | N/A     | $734382.00         | $706338.89         | Money Market                                      |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 32         | 2032-09-01      | 6.6250%  | N/A     | $100000.00         | $104003.44         | Corporate Debt Securities                         |
| AVIS BUGT RENT CAR FDG 2024-2  B      20281020 5.57000 | 2028-10-20      | 5.5700%  | N/A     | $110000.00         | $111165.18         | Asset-Backed Securities                           |
| BANCO SANTANDER SA                                     | 2027-05-06      | 0.0000%  | N/A     | $8.00              | $7.69              | Money Market                                      |
| BANK MONTREAL MEDIUM           FR 4.439%011432         | 2032-01-14      | 4.4390%  | N/A     | $438000.00         | $437858.20         | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29           | 2029-02-07      | 4.5317%  | N/A     | $3986000.00        | $4035876.77        | Corporate Debt Securities                         |
| BILL 08/27/26                                          | 2026-08-27      | 0.0000%  | N/A     | $400.00            | $396.40            | U.S. Treasuries (including strips)                |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34         | 2034-11-22      | 6.0000%  | N/A     | $3000.00           | $2889.44           | Corporate Debt Securities                         |
| BOMBARDIER INC                 GLBL 144A NT 34         | 2034-05-01      | 7.4500%  | N/A     | $191000.00         | $210841.93         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 3.875%30        | 2030-06-12      | 3.8750%  | N/A     | $16261000.00       | $15768709.52       | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%31         | 2031-03-18      | 6.2500%  | N/A     | $1593000.00        | $1673169.94        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%36         | 2036-05-22      | 6.2500%  | N/A     | $344000.00         | $340118.06         | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          SR GLBL BD 35           | 2035-03-15      | 6.6250%  | N/A     | $22325000.00       | $23270866.84       | Corporate Debt Securities                         |
| BRISTOW GROUP INC              SR SEC GLBL 33          | 2033-02-01      | 6.7500%  | N/A     | $398000.00         | $410020.59         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26           | 2026-12-01      | 3.9500%  | N/A     | $30000.00          | $30378.92          | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC C      20410815 FLT     | 2041-08-15      | 6.2170%  | N/A     | $1099000.00        | $959583.21         | Private Label Collateralized Mortgage Obligations |
| CANADA GOVT                    GLBL BD 3.75%28         | 2028-04-26      | 3.7500%  | N/A     | $1515000.00        | $1512360.11        | Corporate Debt Securities                         |
| CHILE REP                      GLBL NT 2.55%32         | 2032-01-27      | 2.5500%  | N/A     | $2191000.00        | $1962350.89        | Corporate Debt Securities                         |
| CHILE REP                      GLBL NT 2.55%33         | 2033-07-27      | 2.5500%  | N/A     | $200000.00         | $173078.33         | Corporate Debt Securities                         |
| CHILE REP                      GLBL NT 3.24%28         | 2028-02-06      | 3.2400%  | N/A     | $810000.00         | $801997.20         | Corporate Debt Securities                         |
| COLLEGE AVE STD LN LLC 2021-A  C      20510725 2.92000 | 2051-07-25      | 2.9200%  | N/A     | $221631.00         | $83191.57          | Asset-Backed Securities                           |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28           | 2028-01-07      | 4.1250%  | N/A     | $97000.00          | $98436.65          | Corporate Debt Securities                         |
| ELMCL COML MTG 2024-GTWY       B      20410916 FLT     | 2041-09-16      | 7.1270%  | N/A     | $725596.00         | $652248.22         | Private Label Collateralized Mortgage Obligations |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28        | 2028-02-01      | 4.5000%  | N/A     | $2000.00           | $2021.62           | Corporate Debt Securities                         |
| EQUIFAX INC                                            | 2026-08-20      | 0.0000%  | N/A     | $500.00            | $495.24            | Money Market                                      |
| EUROPEAN INVT BK               GLBL NT 3.75%31         | 2031-03-13      | 3.7500%  | N/A     | $1000.00           | $989.59            | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KOREA       SR GLBL NT 31           | 2031-01-13      | 3.8750%  | N/A     | $200000.00         | $199033.78         | Corporate Debt Securities                         |
| GLOBE LIFE INC                                         | 2026-10-23      | 0.0000%  | N/A     | $49.00             | $48.19             | Money Market                                      |
| GNII SF DR9701 C                                       | 2056-05-20      | 6.0000%  | N/A     | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities                 |
| GNII SF DS8567 C                                       | 2056-05-20      | 5.0000%  | N/A     | $1000.00           | $1002.77           | Agency Mortgage-Backed Securities                 |
| GRAND CANYON UNIVERSITY        GLBL 2021B SNK28        | 2028-10-01      | 5.1250%  | N/A     | $2821000.00        | $2804996.31        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30         | 2030-04-15      | 6.0000%  | N/A     | $2760000.00        | $2764452.80        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL NT 32           | 2032-05-24      | 2.8040%  | N/A     | $6929000.00        | $6262911.38        | Corporate Debt Securities                         |
| HSBC USA INC NEW                                       | 2027-02-11      | 0.0000%  | N/A     | $1167711.00        | $1133926.79        | Money Market                                      |
| HSBC USA INC NEW                                       | 2027-05-07      | 0.0000%  | N/A     | $2698220.00        | $2593110.84        | Money Market                                      |
| INTESA SANPAOLO S P A          FR 7.2%112833           | 2033-11-28      | 7.2000%  | N/A     | $238000.00         | $268071.30         | Corporate Debt Securities                         |
| ION PLATFORM FINANCE S.A R.L.  SR SEC 144A NT29        | 2029-05-30      | 9.5000%  | N/A     | $3000.00           | $2905.44           | Corporate Debt Securities                         |
| JONES LANG LASALLE FIN B V                             | 2026-06-25      | 0.0000%  | N/A     | $102.00            | $101.68            | Money Market                                      |
| JPMCC COML MTG SEC TR 2016-JP2 C      20490817 FLT     | 2049-08-17      | 3.6918%  | N/A     | $249499.00         | $201692.59         | Private Label Collateralized Mortgage Obligations |
| KOHLS CORP                     CR SEN SR GLBL31        | 2031-05-01      | 5.1250%  | N/A     | $814000.00         | $700777.57         | Corporate Debt Securities                         |
| KOREA NATIONAL OIL CORPORATION FR 3.375%032727         | 2027-03-27      | 3.3750%  | N/A     | $575000.00         | $574098.69         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR GLBL 144A 31         | 2031-05-15      | 7.1250%  | N/A     | $166000.00         | $165419.42         | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3%27            | 2027-05-20      | 3.0000%  | N/A     | $2000.00           | $1983.82           | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.75%30         | 2030-07-15      | 3.7500%  | N/A     | $1000.00           | $999.90            | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.875%28        | 2028-06-15      | 3.8750%  | N/A     | $3231000.00        | $3278440.06        | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%31        | 2031-07-22      | 4.1250%  | N/A     | $5000.00           | $4991.81           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL 144A 36         | 2036-01-15      | 8.5000%  | N/A     | $43428.00          | $48477.95          | Corporate Debt Securities                         |
| LG ELECTRONICS INC NEW         SR REGS NT 27           | 2027-04-24      | 5.6250%  | N/A     | $504000.00         | $511216.65         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD         SR GLBL REGS 28         | 2028-04-02      | 5.2500%  | N/A     | $345000.00         | $350624.36         | Corporate Debt Securities                         |
| LYRA MUSIC ASSETS 2024-1       A-2    20641220 5.76000 | 2064-12-20      | 5.7600%  | N/A     | $1704000.00        | $1601141.48        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  A      20300515 5.87400 | 2030-05-15      | 5.8000%  | N/A     | $490000.00         | $493321.49         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.597%032451         | 2051-03-24      | 5.5970%  | N/A     | $2000.00           | $1983.43           | Corporate Debt Securities                         |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30         | 2030-09-17      | 4.8100%  | N/A     | $1230000.00        | $1163161.80        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 31         | 2031-02-15      | 3.6250%  | N/A     | $2552000.00        | $2393577.51        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 53           | 2053-01-15      | 6.7500%  | N/A     | $1297000.00        | $1392310.04        | Corporate Debt Securities                         |
| PRIOR RNO PPTY OWNER 1 LLC     SR SEC 144A 31          | 2031-05-01      | 6.5000%  | N/A     | $166000.00         | $166751.24         | Corporate Debt Securities                         |
| PRIVATE EXPT FDG CORP                                  | 2026-08-11      | 0.0000%  | N/A     | $13.00             | $12.90             | Money Market                                      |
| ROYAL BK CDA                   EXTND GLBL 29           | 2029-04-28      | 4.5335%  | N/A     | $617000.00         | $623987.74         | Corporate Debt Securities                         |
| SIEMENS FIN NV                 SR GLBL REGS 31         | 2031-03-11      | 2.1500%  | N/A     | $2946000.00        | $2661765.01        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 5.371%052732         | 2032-05-27      | 5.3710%  | N/A     | $200000.00         | $201811.68         | Corporate Debt Securities                         |
| SPECTRA ENERGY PARTNERS LP     SR GLBL NT 26           | 2026-10-15      | 3.3750%  | N/A     | $58000.00          | $58047.85          | Corporate Debt Securities                         |
| SVENSKA HANDELSBANKEN AB                               | 2027-05-20      | 0.0000%  | N/A     | $528.00            | $507.20            | Money Market                                      |
| SWEDISH EXPT CR CORP           FR 3.625%031229         | 2029-03-12      | 3.6250%  | N/A     | $2471000.00        | $2456652.07        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR 144A NT 33           | 2033-05-01      | 6.3750%  | N/A     | $7000.00           | $6998.41           | Corporate Debt Securities                         |
| TINT 11/15/30                                          | 2030-11-15      | 0.0000%  | N/A     | $831.92            | $690.89            | U.S. Treasuries (including strips)                |
| TOYOTA MOTOR CORP              GLBL NT 2.362%31        | 2031-03-25      | 2.3620%  | N/A     | $4000.00           | $3640.60           | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29         | 2029-03-01      | 3.5000%  | N/A     | $917000.00         | $864057.51         | Corporate Debt Securities                         |
| TRINITY INDS INC               SR GLBL 144A 28         | 2028-07-15      | 7.7500%  | N/A     | $45000.00          | $47392.97          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 27        | 2027-05-15      | 3.7500%  | N/A     | $1423000.00        | $1420165.86        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31          | 2031-07-15      | 4.7500%  | N/A     | $778000.00         | $667967.89         | Corporate Debt Securities                         |
| VOLTAGRID LLC                  2LIEN 144A NT 30        | 2030-11-01      | 7.3750%  | N/A     | $3875000.00        | $4054668.68        | Corporate Debt Securities                         |
| VORNADO RLTY L P               SR GLBL NT 33           | 2033-02-01      | 5.7500%  | N/A     | $6000.00           | $6093.26           | Corporate Debt Securities                         |
| WESCO DISTR INC                SR GLBL 144A 31         | 2031-04-15      | 5.2500%  | N/A     | $317000.00         | $318263.77         | Corporate Debt Securities                         |
| WESTPAC BKG CORP                                       | 2027-05-06      | 0.0000%  | N/A     | $3475475.00        | $3343608.53        | Money Market                                      |

### Security 99: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BANCO SANTANDER SA                              | 2027-05-06      | 0.0000%  | N/A     | $36.00             | $34.62             | Money Market              |
| BANK MONTREAL MEDIUM           VR 091024-091027 | 2027-09-10      | 4.5201%  | N/A     | $333000.00         | $336788.75         | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          GLBL BD 6.25%31  | 2031-03-18      | 6.2500%  | N/A     | $1446000.00        | $1518771.96        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC CR SEN SR GLBL30 | 2030-12-15      | 9.6250%  | N/A     | $1000.00           | $1233.46           | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA VR 031422-031427 | 2027-03-14      | 4.6083%  | N/A     | $943000.00         | $956408.86         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK UA NY    FR 3.743%011428  | 2028-01-14      | 3.7430%  | N/A     | $1930000.00        | $1942827.26        | Corporate Debt Securities |
| CORPORACION ANDINA DE FOMENTO  SR GLBL NT 28    | 2028-01-07      | 4.1250%  | N/A     | $1000.00           | $1014.81           | Corporate Debt Securities |
| EBAY INC.                      SR GLBL NT 35    | 2035-11-06      | 5.1250%  | N/A     | $2372000.00        | $2342621.13        | Corporate Debt Securities |
| EQUIFAX INC                                     | 2026-08-20      | 0.0000%  | N/A     | $2590200.00        | $2565517.98        | Money Market              |
| GRAND CANYON UNIVERSITY        GLBL 2021B SNK28 | 2028-10-01      | 5.1250%  | N/A     | $1946000.00        | $1934960.23        | Corporate Debt Securities |
| HSBC USA INC NEW                                | 2027-05-07      | 0.0000%  | N/A     | $16.00             | $15.38             | Money Market              |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%31 | 2031-07-22      | 4.1250%  | N/A     | $597000.00         | $596021.67         | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.375%34 | 2034-02-28      | 4.3750%  | N/A     | $1000.00           | $1013.23           | Corporate Debt Securities |
| PRIVATE EXPT FDG CORP                           | 2026-08-11      | 0.0000%  | N/A     | $15.00             | $14.88             | Money Market              |
| REPUBLIC OF TURKEY             SR GLBL NT 6%27  | 2027-03-25      | 6.0000%  | N/A     | $6825000.00        | $6960112.25        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.51%101827   | 2027-10-18      | 4.5100%  | N/A     | $876000.00         | $880753.52         | Corporate Debt Securities |
| SVENSKA HANDELSBANKEN AB                        | 2027-05-20      | 0.0000%  | N/A     | $112.00            | $107.59            | Money Market              |
| SWEDISH EXPT CR CORP           FR 3.625%031229  | 2029-03-12      | 3.6250%  | N/A     | $6049000.00        | $6013876.31        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 4.98%040527   | 2027-04-05      | 4.9800%  | N/A     | $1697000.00        | $1721708.32        | Corporate Debt Securities |
| WESTPAC BKG CORP                                | 2027-05-06      | 0.0000%  | N/A     | $100.00            | $96.21             | Money Market              |

### Security 100: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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):** $59000000.00
- **C.18.a - Value (excl. sponsor support):** $59000000.00
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BMW US CAP LLC                 GLBL 144A NT 27  | 2027-08-11      | 4.1500%  | N/A     | $500000.00         | $505380.00         | Corporate Debt Securities |
| EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30  | 2030-05-15      | 8.0000%  | N/A     | $539000.00         | $571884.99         | Corporate Debt Securities |
| HOME DEPOT INC                 SR NT 4.875%44   | 2044-02-15      | 4.8750%  | N/A     | $1278000.00        | $1187726.34        | Corporate Debt Securities |
| HSBC USA INC NEW                                | 2027-05-07      | 0.0000%  | N/A     | $3444020.00        | $3309858.20        | Money Market              |
| INTEL CORP                     SR GLBL NT 5%33  | 2033-08-15      | 5.0000%  | N/A     | $26000.00          | $25989.80          | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 7.2%112833    | 2033-11-28      | 7.2000%  | N/A     | $30740000.00       | $34623999.00       | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT3.8%27 | 2027-04-01      | 3.8000%  | N/A     | $279000.00         | $279720.44         | Corporate Debt Securities |
| NATIONAL SECS CLEARING CORP    SR 144A NT4.9%29 | 2029-06-26      | 4.9000%  | N/A     | $3618000.00        | $3739510.53        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.875%011927  | 2027-01-19      | 4.8750%  | N/A     | $114000.00         | $116514.18         | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 32    | 2032-02-01      | 2.6500%  | N/A     | $196000.00         | $176644.24         | Corporate Debt Securities |
| SOCIETE GENERALE               FR 5.371%052732  | 2032-05-27      | 5.3710%  | N/A     | $6071000.00        | $6125993.48        | Corporate Debt Securities |
| TOYOTA MTR CR CORP             FR 5.35%010935   | 2035-01-09      | 5.3500%  | N/A     | $2374000.00        | $2482813.61        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR 144A NT 27    | 2027-09-11      | 4.4500%  | N/A     | $2114000.00        | $2131359.46        | Corporate Debt Securities |
| WESTPAC BKG CORP                                | 2027-05-06      | 0.0000%  | N/A     | $6830200.00        | $6571048.55        | Money Market              |

### Security 101: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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):** $83000000.00
- **C.18.a - Value (excl. sponsor support):** $83000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN CRYSTAL SUGAR CO                       | 2026-07-08      | 0.0000%  | N/A     | $11500000.00       | $11447077.00       | Money Market              |
| BARCLAYS PLC                   SR GLBL NT 27    | 2027-09-13      | 6.4960%  | N/A     | $200000.00         | $203862.76         | Corporate Debt Securities |
| CANADA GOVT                    GLBL BD 4.25%31  | 2031-05-28      | 4.2500%  | N/A     | $5060000.00        | $5068288.56        | Corporate Debt Securities |
| EXPORT DEV CDA                 GLBL BD 3%27     | 2027-05-25      | 3.0000%  | N/A     | $10035000.00       | $9937493.25        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27    | 2027-05-17      | 5.8500%  | N/A     | $5647000.00        | $5710133.46        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT5.5%33 | 2033-03-02      | 5.5000%  | N/A     | $2204000.00        | $2293464.03        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 37    | 2037-01-21      | 5.0650%  | N/A     | $5563000.00        | $5534066.22        | Corporate Debt Securities |
| KEYCORP                        FR 5.305%012837  | 2037-01-28      | 5.3050%  | N/A     | $1070000.00        | $1071070.74        | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3%27     | 2027-05-20      | 3.0000%  | N/A     | $2315000.00        | $2296271.65        | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.5%29   | 2029-05-15      | 3.5000%  | N/A     | $10000000.00       | $9853111.11        | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%31 | 2031-07-22      | 4.1250%  | N/A     | $12037000.00       | $12017274.37       | Corporate Debt Securities |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.125%33 | 2033-07-15      | 4.1250%  | N/A     | $4500000.00        | $4515543.75        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.123%020129  | 2029-02-01      | 5.1230%  | N/A     | $6093000.00        | $6246312.40        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.342%101833  | 2033-10-18      | 6.3420%  | N/A     | $1143000.00        | $1229939.82        | Corporate Debt Securities |
| WRKCO INC DISC COML PAPER 4/A2                  | 2026-06-08      | 0.0000%  | N/A     | $10000000.00       | $9987980.00        | Money Market              |

### Security 102: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G67706 G | 2047-12-01      | 3.5000%  | N/A     | $1024.00           | $234.06            | Agency Mortgage-Backed Securities   |
| 2.40 FCSB 26 BW      | 2026-09-01      | 2.4000%  | N/A     | $1000.00           | $1002.04           | Agency Debentures and Agency Strips |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $664.74            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRJ6000 | 2056-03-01      | 5.0000%  | N/A     | $1023.00           | $1009.17           | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLRJ6091 | 2056-02-01      | 5.0000%  | N/A     | $1024.00           | $1009.72           | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL2430 | 2055-09-01      | 6.0000%  | N/A     | $4160.00           | $3738.92           | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | N/A     | $1024.00           | $652.40            | Agency Mortgage-Backed Securities   |
| FMAR 2B7373 G        | 2049-04-01      | 3.7960%  | N/A     | $1000.00           | $178.72            | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX SODG1079 | 2056-01-01      | 3.2870%  | N/A     | $1000.00           | $937.48            | Agency Mortgage-Backed Securities   |
| FNAR XX.XXX WS313769 | 2036-05-01      | 4.4660%  | N/A     | $467846.00         | $579.68            | Agency Mortgage-Backed Securities   |
| FNMS 02.500 CLCA5991 | 2050-06-01      | 2.5000%  | N/A     | $1022.00           | $438.57            | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | N/A     | $409631.00         | $28555.22          | Agency Mortgage-Backed Securities   |
| FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  | N/A     | $1000.00           | $724.38            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBX3455 | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $740.51            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  | N/A     | $1008.00           | $898.79            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB8971 | 2054-08-01      | 5.0000%  | N/A     | $1017.00           | $911.90            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLCB9652 | 2054-12-01      | 5.0000%  | N/A     | $1088.00           | $933.08            | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLFA2224 | 2055-07-01      | 5.0000%  | N/A     | $100544.00         | $95088.96          | Agency Mortgage-Backed Securities   |
| GNII ET DM5591 C     | 2065-09-20      | 7.0000%  | N/A     | $1000.00           | $1042.23           | Agency Mortgage-Backed Securities   |
| GNII RG CG8613 C     | 2046-09-20      | 4.0000%  | N/A     | $1000.00           | $488.96            | Agency Mortgage-Backed Securities   |
| GNII SF CV6949 C     | 2053-06-20      | 6.5000%  | N/A     | $1000.00           | $379.65            | Agency Mortgage-Backed Securities   |
| GNII SF CX5467 C     | 2053-10-20      | 6.5000%  | N/A     | $2182.00           | $2068.36           | Agency Mortgage-Backed Securities   |
| GNII SF CX6094 C     | 2053-11-20      | 7.5000%  | N/A     | $1070.00           | $748.46            | Agency Mortgage-Backed Securities   |
| GNII SF CX8471 C     | 2053-10-20      | 6.5000%  | N/A     | $1000.00           | $677.93            | Agency Mortgage-Backed Securities   |
| GNII SF CX8670 C     | 2053-10-20      | 6.5000%  | N/A     | $2000.00           | $1000.62           | Agency Mortgage-Backed Securities   |
| GNII SF DH8933 C     | 2055-03-20      | 7.0000%  | N/A     | $2080.00           | $2061.93           | Agency Mortgage-Backed Securities   |
| GNII SF DH8936 C     | 2055-03-20      | 7.0000%  | N/A     | $1000.00           | $957.19            | Agency Mortgage-Backed Securities   |
| GNII SF DH8942 C     | 2055-03-20      | 7.5000%  | N/A     | $1000.00           | $1067.77           | Agency Mortgage-Backed Securities   |
| GNII SF DJ4218 C     | 2055-07-20      | 6.5000%  | N/A     | $1009.00           | $1077.40           | Agency Mortgage-Backed Securities   |
| GNII SF DL8227 C     | 2055-09-20      | 6.5000%  | N/A     | $2048.00           | $2160.29           | Agency Mortgage-Backed Securities   |
| GNII SF DM0811 C     | 2055-09-20      | 7.5000%  | N/A     | $1024.00           | $1014.73           | Agency Mortgage-Backed Securities   |
| GNII SF DQ9695 C     | 2056-04-20      | 6.5000%  | N/A     | $9165.00           | $9742.89           | Agency Mortgage-Backed Securities   |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | N/A     | $1007.00           | $126.54            | Agency Mortgage-Backed Securities   |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | N/A     | $1024.00           | $114.91            | Agency Mortgage-Backed Securities   |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | N/A     | $1000.00           | $130.88            | Agency Mortgage-Backed Securities   |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | N/A     | $57853889.00       | $4987686.33        | Agency Mortgage-Backed Securities   |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | N/A     | $2024.00           | $922.80            | Agency Mortgage-Backed Securities   |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | N/A     | $1000.00           | $547.73            | Agency Mortgage-Backed Securities   |
| GNII SF MA8043 M     | 2052-05-20      | 3.0000%  | N/A     | $18743730.00       | $11975404.50       | Agency Mortgage-Backed Securities   |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | N/A     | $1000.00           | $638.51            | Agency Mortgage-Backed Securities   |
| GNII SF MA9779 M     | 2054-07-20      | 5.5000%  | N/A     | $1000.00           | $712.49            | Agency Mortgage-Backed Securities   |
| GNII SF MA9964 M     | 2054-10-20      | 5.0000%  | N/A     | $1024.00           | $880.97            | Agency Mortgage-Backed Securities   |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | N/A     | $1000.00           | $804.58            | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5055 | 2030-09-01      | 4.2500%  | N/A     | $2000.00           | $1996.73           | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5325 | 2030-10-01      | 4.2900%  | N/A     | $1000.00           | $997.92            | Agency Mortgage-Backed Securities   |
| TINT 11/15/41        | 2041-11-15      | 0.0000%  | N/A     | $18237438.66       | $8367610.42        | U.S. Treasuries (including strips)  |

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ5D86K2
- **C.18 - Value (incl. sponsor support):** $102616000.00
- **C.18.a - Value (excl. sponsor support):** $102616000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 104: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **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):** $75016867.50
- **C.18.a - Value (excl. sponsor support):** $75016867.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XEG5, C.4 - ISIN: US22536XEG51, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $25010295.00
- **C.18.a - Value (excl. sponsor support):** $25010295.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank, New York

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank, New York
- **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):** $49984865.00
- **C.18.a - Value (excl. sponsor support):** $49984865.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel et Commercial

- **C.1 - Title:** Credit Industriel et Commercial
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 22536MH50, C.4 - ISIN: US22536MH502, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $52486042.53
- **C.18.a - Value (excl. sponsor support):** $52486042.53
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-05
- **C.12 - Maturity Date (WAL):** 2026-08-05
- **C.13 - Final Legal Maturity Date:** 2026-08-05
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel et Commercial, New York

- **C.1 - Title:** Credit Industriel et Commercial, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPW0, C.4 - ISIN: US22536WPW00, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $50012300.00
- **C.18.a - Value (excl. sponsor support):** $50012300.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel et Commercial, New York

- **C.1 - Title:** Credit Industriel et Commercial, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WQ33, C.4 - ISIN: US22536WQ338, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $75016327.50
- **C.18.a - Value (excl. sponsor support):** $75016327.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G79, C.4 - ISIN: US2332K1G791, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $29882142.00
- **C.18.a - Value (excl. sponsor support):** $29882142.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1N71, C.4 - ISIN: US2332K1N714, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $122632929.90
- **C.18.a - Value (excl. sponsor support):** $122632929.90
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA, New York

- **C.1 - Title:** DNB Bank ASA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HXQ6, C.4 - ISIN: US23345HXQ63, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $26003320.20
- **C.18.a - Value (excl. sponsor support):** $26003320.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA, New York

- **C.1 - Title:** DNB Bank ASA, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HYV4, C.4 - ISIN: US23345HYV40, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $24993967.50
- **C.18.a - Value (excl. sponsor support):** $24993967.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **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):** $430000000.00
- **C.18.a - Value (excl. sponsor support):** $430000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 115: Ecmc Group, Inc.

- **C.1 - Title:** Ecmc Group, Inc.
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAA2, C.4 - ISIN: US26828NAA28, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $35400000.00
- **C.18.a - Value (excl. sponsor support):** $35400000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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:** 2050-12-01
- **C.10 - Ratings:** Fitch: NR; Moody's: VMIG1; Standard & Poor's: 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 116: Erste Group Bank AG

- **C.1 - Title:** Erste Group Bank AG
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: PQOH26KWDF7CG10L6792, C.5 - Other ID: BYJ5B04J6
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 2.5000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 117: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $66778593.14
- **C.18.a - Value (excl. sponsor support):** $66778593.14
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 118: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $19943533.40
- **C.18.a - Value (excl. sponsor support):** $19943533.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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: First Abu Dhabi Bank PJSC

- **C.1 - Title:** First Abu Dhabi Bank PJSC
- **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):** $106934954.70
- **C.18.a - Value (excl. sponsor support):** $106934954.70
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 120: First Abu Dhabi Bank USA NV

- **C.1 - Title:** First Abu Dhabi Bank USA NV
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 121: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **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):** $249000000.00
- **C.18.a - Value (excl. sponsor support):** $249000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $366000.00         | $237764.60         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1024.00           | $812.26            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 4.5000%  | N/A     | $1577172.00        | $485632.31         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $757.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2038-10-01      | 5.5000%  | N/A     | $1000.00           | $469.19            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.5000%  | N/A     | $2000.00           | $2028.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1043.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $1008.00           | $881.42            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-10-01      | 1.5000%  | N/A     | $1000.00           | $455.38            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 3.0000%  | N/A     | $1998000.00        | $233215.57         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $1000.00           | $242.58            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1239652.00        | $563418.92         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $161000.00         | $144080.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $29330281.00       | $25737948.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $2008.00           | $1921.00           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1037.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $2354654.00        | $1170091.72        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $727.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 4.0000%  | N/A     | $374248.00         | $80099.03          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-11-01      | 1.5000%  | N/A     | $408540.00         | $161819.59         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-03-01      | 4.0000%  | N/A     | $1000.00           | $342.67            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $1024.00           | $732.18            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $1130616.00        | $840261.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 2.0000%  | N/A     | $11594.00          | $6390.66           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $247.78            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | N/A     | $1000.00           | $976.23            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | N/A     | $7000.00           | $5487.27           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $584.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $925.87            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $6384.00           | $6181.11           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1040.00           | $781.15            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-06-01      | 1.5000%  | N/A     | $530000.00         | $179198.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1632.00           | $1191.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1490434.00        | $1266278.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $394000.00         | $256358.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $350651.00         | $283723.52         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $626.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $726.47            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | N/A     | $3585337.00        | $1664532.94        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $442.52            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1078206.00        | $950967.28         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1000.00           | $597.10            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $677.65            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-05-01      | 3.0000%  | N/A     | $1001.00           | $75.30             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1024.00           | $830.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $1000.00           | $606.71            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 7.0000%  | N/A     | $1392000.00        | $1271907.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | N/A     | $275631.00         | $239814.38         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $836.85            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $282034.00         | $205427.88         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $637.84            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $857.97            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | N/A     | $693130.00         | $455072.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $785.16            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $1011.00           | $1019.12           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $692.06            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-01-01      | 4.0000%  | N/A     | $1000.00           | $179.41            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-12-01      | 4.5000%  | N/A     | $286866.00         | $256085.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 2.0000%  | N/A     | $510998.00         | $232122.14         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $915.82            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $15000.00          | $6500.06           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | N/A     | $149279.00         | $99848.35          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-10-01      | 3.0000%  | N/A     | $1804.00           | $43.17             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $835.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $1000.00           | $747.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $1120.00           | $797.86            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1340718.00        | $1339358.05        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $2342324.00        | $1955922.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $46682.00          | $37035.35          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $882.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $211.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $13541760.00       | $1545547.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.5000%  | N/A     | $428751.00         | $159444.02         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1177.00           | $978.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 6.0000%  | N/A     | $1000.00           | $1036.08           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $917.61            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $917834.00         | $680646.26         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $773.48            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $497.46            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 3.0000%  | N/A     | $1992000.00        | $198561.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $398.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-02-01      | 3.0000%  | N/A     | $1986900.00        | $216063.64         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 4.5000%  | N/A     | $1000.00           | $65.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $1040.00           | $794.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $10711.00          | $7209.00           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 3.5000%  | N/A     | $3239000.00        | $354179.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $1024.00           | $128.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1040.00           | $186.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 2.5000%  | N/A     | $2000.00           | $1185.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1008.00           | $644.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $1120.00           | $361.70            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $197000.00         | $140748.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $156930560.00      | $25809075.18       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 6.0000%  | N/A     | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 3.0000%  | N/A     | $1024.00           | $746.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $856.87            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-03-01      | 3.5000%  | N/A     | $1000.00           | $174.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.0000%  | N/A     | $813993.00         | $228056.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $35636228.00       | $25574810.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $895.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.0000%  | N/A     | $1024.00           | $137.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1120.00           | $185.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | N/A     | $5309200.00        | $443008.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $484612.00         | $296574.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 4.0000%  | N/A     | $1001.00           | $214.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | N/A     | $1000.00           | $989.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $837.60            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 3.5000%  | N/A     | $393040.00         | $331224.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 2.0000%  | N/A     | $1000.00           | $781.30            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $837.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $5422.00           | $5372.34           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.0000%  | N/A     | $1000.00           | $991.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2060-01-01      | 3.0000%  | N/A     | $2024.00           | $1382.48           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 4.5000%  | N/A     | $1863838.00        | $1764583.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $1000.00           | $562.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | N/A     | $1000.00           | $238.31            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | N/A     | $4111152.00        | $355277.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $25.93             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $1024.00           | $780.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.0000%  | N/A     | $889637.00         | $727709.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $1000.00           | $460.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $102.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1008.00           | $974.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $119.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $700.84            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $69765428.00       | $24179509.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $3287884.00        | $720723.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $559.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $563595.00         | $555744.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $462821.00         | $480057.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $429000.00         | $358640.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | N/A     | $1008.00           | $987.59            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $205.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 4.5000%  | N/A     | $1000.00           | $938.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1039.00           | $198.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $820.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 7.0000%  | N/A     | $1974748.00        | $1505977.98        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $863.20            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 5.0000%  | N/A     | $1024.00           | $1022.38           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $637.32            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $443.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | N/A     | $2965.00           | $2032.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-02-01      | 4.5000%  | N/A     | $1000.00           | $238.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 3.5000%  | N/A     | $1000.00           | $108.21            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1000.00           | $943.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.0000%  | N/A     | $1039274.00        | $871661.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 4.5000%  | N/A     | $1000.00           | $285.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-02-01      | 3.0000%  | N/A     | $1000.00           | $728.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $2000.00           | $1749.47           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $2000.00           | $1715.98           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1016.10           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $333000.00         | $201932.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1024.00           | $143.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $2742000.00        | $557541.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $730.81            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $36049872.00       | $25651969.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $891.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $1000.00           | $201.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $930.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1120.00           | $1030.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-04-01      | 5.5000%  | N/A     | $1000.00           | $1012.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 7.5000%  | N/A     | $1000.00           | $1068.76           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $271945.00         | $152258.51         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $918.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 4.0000%  | N/A     | $1000.00           | $149.78            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | N/A     | $425800.00         | $452032.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $943.33            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $973.98            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $549.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $748.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $29960280.00       | $25418492.95       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $176.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $592925.00         | $373770.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 4.5000%  | N/A     | $1023.00           | $172.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $218.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $253000.00         | $102485.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 4.0000%  | N/A     | $1584000.00        | $561855.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 7.0000%  | N/A     | $834951.00         | $381621.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $396979.00         | $248838.66         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $1000.00           | $767.39            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $437.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-05-01      | 6.0000%  | N/A     | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1022489.00        | $775355.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $135113.00         | $107902.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-06-01      | 4.0000%  | N/A     | $2000.00           | $1359.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2063-06-01      | 3.5000%  | N/A     | $1000.00           | $718.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | N/A     | $2553000.00        | $309066.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1010182.00        | $939744.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $129179392.00      | $26178844.90       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1008.00           | $979.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-09-01      | 3.5000%  | N/A     | $2024.00           | $1364.81           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $327000.00         | $243091.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $697111.00         | $349110.21         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | N/A     | $421987.00         | $69292.83          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $119810.00         | $93413.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-02-01      | 6.5000%  | N/A     | $1000.00           | $7.48              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $1024.00           | $254.16            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 3.0000%  | N/A     | $1737000.00        | $350861.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $6488631.00        | $5128160.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $692.14            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $513.11            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 4.0000%  | N/A     | $1024.00           | $715.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-10-01      | 6.0000%  | N/A     | $12748133.00       | $521543.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1040.00           | $138.23            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1000.00           | $126.22            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 3.5000%  | N/A     | $1040.00           | $218.97            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-12-01      | 6.0000%  | N/A     | $26000.00          | $10627.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | N/A     | $1000.00           | $991.50            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $837365.00         | $646123.01         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1008.00           | $825.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $144999.00         | $110021.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1008.00           | $761.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.5000%  | N/A     | $1404560.00        | $1492945.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 2.5000%  | N/A     | $1000.00           | $764.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $206551296.00      | $25847631.25       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-03-01      | 2.5000%  | N/A     | $2000.00           | $1279.01           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $2000.00           | $2141.90           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.0000%  | N/A     | $1000.00           | $532.92            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $989997.00         | $454553.88         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2062-10-01      | 2.5000%  | N/A     | $1024.00           | $780.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $1000.00           | $803.12            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $119734.00         | $67076.89          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $1022.00           | $383.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $1000.00           | $591.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | N/A     | $29990000.00       | $747555.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $853.40            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2799775.00        | $2596728.69        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1050.00           | $761.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $339000.00         | $181086.12         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $3111087.00        | $2638179.85        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $781.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-06-01      | 5.0000%  | N/A     | $2817208.00        | $2794174.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $396000.00         | $271851.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $735.64            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1024.00           | $873.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1024.00           | $999.44            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-06-01      | 3.5000%  | N/A     | $1000.00           | $42.33             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $777.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $321.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $2000.00           | $1358.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $1000.00           | $1036.71           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.5000%  | N/A     | $2029421.00        | $510350.07         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-07-01      | 3.5000%  | N/A     | $1000.00           | $84.97             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2041-05-01      | 4.5000%  | N/A     | $4974930.00        | $164909.01         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2036-01-01      | 4.5000%  | N/A     | $1129.00           | $9.13              | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1000.00           | $227.82            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $113.06            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2036-11-01      | 6.0000%  | N/A     | $39567.00          | $920.14            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2037-11-01      | 5.5000%  | N/A     | $8916.00           | $846.75            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2039-05-01      | 4.5000%  | N/A     | $1000.00           | $11.13             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1507122.00        | $500190.58         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2037-03-01      | 5.7000%  | N/A     | $3013.00           | $80.23             | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $240.47            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-12-01      | 3.5000%  | N/A     | $1000.00           | $101.62            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2036-11-01      | 4.0000%  | N/A     | $1554000.00        | $273741.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $255.50            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2029-02-28      | 4.2500%  | N/A     | $1000.00           | $1015.61           | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **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: BYJ5B8FP3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2043-11-15      | 3.7500%  | N/A     | $200.00            | $172.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $400.00            | $395.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $85859800.00       | $85831816.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | N/A     | $200.00            | $142.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $2596100.00        | $2645770.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $1173600.00        | $1194337.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $200.00            | $192.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $45627700.00       | $45235978.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $500.00            | $437.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $1258400.00        | $1265952.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $957000.00         | $814614.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $48.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $303100.00         | $310613.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $1042700.00        | $1084442.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $30291900.00       | $22582194.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $52313900.00       | $30513578.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $8360600.00        | $6725781.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $2050500.00        | $2050661.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $800.00            | $758.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $3757400.00        | $3587097.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $180700.00         | $176167.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $100.00            | $100.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $64.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $85.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $99743100.00       | $95229092.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $100.00            | $101.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | N/A     | $20770000.00       | $12527631.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $269600.00         | $268217.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $200.00            | $140.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $1000.00           | $982.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $2843700.00        | $2153651.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $90696000.00       | $88715340.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | N/A     | $15803400.00       | $16056921.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $2000.00           | $1111.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $5438900.00        | $3100241.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | N/A     | $100.00            | $101.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $20361000.00       | $18201523.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | N/A     | $1000.00           | $625.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $11792100.00       | $10847995.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $900.00            | $837.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $6549100.00        | $6678431.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $48186000.00       | $49138088.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $6487000.00        | $3057560.16        | U.S. Treasuries (including strips) |

### Security 123: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 3/4 BOND 41 | 2041-08-15      | 1.7500%  | N/A     | $1519300.00        | $1019927.79        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27 | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $103.30            | U.S. Treasuries (including strips) |

### Security 124: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **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: BYJ5B2221
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $1680200.00        | $1672533.31        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $1305400.00        | $1302124.38        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $444000.00         | $442443.85         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $1200000.00        | $1207629.69        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AY 28 | 2028-02-29      | 3.3750%  | N/A     | $14495800.00       | $14468012.65       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $1165000.00        | $1192291.85        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $923700.00         | $942118.66         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $2464800.00        | $2498471.34        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AP 26 | 2026-06-15      | 4.1250%  | N/A     | $1209900.00        | $1232543.87        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $4449000.00        | $4469063.56        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $8000000.00        | $8236460.92        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $394600.00         | $399926.00         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $779500.00         | $795650.93         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $77600.00          | $79133.27          | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $1497600.00        | $1521649.40        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $7378200.00        | $7432943.84        | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $1277900.00        | $1328159.98        | U.S. Treasuries (including strips) |
| BILL 06/02/26    | 2026-06-02      | 0.0000%  | N/A     | $19135200.00       | $19133324.75       | U.S. Treasuries (including strips) |
| BILL 06/18/26    | 2026-06-18      | 0.0000%  | N/A     | $1569300.00        | $1566613.36        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.8180%  | N/A     | $31930000.00       | $32078969.96       | U.S. Treasuries (including strips) |

### Security 125: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **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):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE R 27 | 2027-10-31      | 0.5000%  | N/A     | $32272000.00       | $30759153.89       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26 | 2026-09-30      | 1.6250%  | N/A     | $346500.00         | $344982.52         | U.S. Treasuries (including strips) |
| BILL 07/21/26   | 2026-07-21      | 0.0000%  | N/A     | $14809700.00       | $14735503.40       | U.S. Treasuries (including strips) |
| BILL 09/03/26   | 2026-09-03      | 0.0000%  | N/A     | $45034800.00       | $44612643.78       | U.S. Treasuries (including strips) |
| BILL 11/05/26   | 2026-11-05      | 0.0000%  | N/A     | $425243200.00      | $418527759.39      | U.S. Treasuries (including strips) |

### Security 126: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **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):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2033-11-15      | 4.5000%  | N/A     | $210899900.00      | $213838780.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $82800000.00       | $81584707.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.8750%  | N/A     | $113766000.00      | $114240015.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.8100%  | N/A     | $145085600.00      | $145565698.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $5748900.00        | $5769681.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $1100.00           | $1062.15           | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE F 32 | 2032-11-15      | 4.1250%  | N/A     | $1025300.00        | $1020041.54        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31 | 2031-05-31      | 4.6250%  | N/A     | $97700.00          | $102001.62         | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2029-02-15      | 3.5000%  | N/A     | $25599400.00       | $25500011.95       | U.S. Treasuries (including strips) |

### Security 129: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **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: F1; Moody's: NR; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| 321 HENDERSON REC 2010-1       A      20590715 5.56000 | 2059-07-15      | 5.5600%  | N/A     | $9500000.00        | $425776.65         | Asset-Backed Securities                           |
| AIR CANADA 2020-2              A      20290401 5.25000 | 2029-04-01      | 5.2500%  | N/A     | $415000.00         | $169833.41         | Corporate Debt Securities                         |
| ALASKA AIRLINES EQ TR 2020-1B  A      20290215 4.80000 | 2029-02-15      | 4.8000%  | N/A     | $325000.00         | $187797.76         | Corporate Debt Securities                         |
| AMER AIRLINES PT TR 2016-3     AA     20300415 3.00000 | 2030-04-15      | 3.0000%  | N/A     | $803000.00         | $427315.34         | Corporate Debt Securities                         |
| AMERICAN AIRLINE PAS TH 2021-1 A      20360111 2.87500 | 2036-01-11      | 2.8750%  | N/A     | $393000.00         | $290847.29         | Corporate Debt Securities                         |
| AMSR TRUST 2021-SFR3           A      20381019 1.48000 | 2038-10-19      | 1.4760%  | N/A     | $5472000.00        | $5415895.58        | Private Label Collateralized Mortgage Obligations |
| AMSR TRUST 2021-SFR3           B      20381019 1.73000 | 2038-10-19      | 1.7260%  | N/A     | $2207000.00        | $2182170.03        | Private Label Collateralized Mortgage Obligations |
| ARBOR MTF MTG SEC TR 2021-MF2  B      20540615 2.56010 | 2054-06-15      | 2.5601%  | N/A     | $755000.00         | $659991.70         | Private Label Collateralized Mortgage Obligations |
| BRITISH AIRWAYS 2018-1         AA     20330320 3.80000 | 2033-03-20      | 3.8000%  | N/A     | $200000.00         | $88910.79          | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2019-1     A      20301215 3.35000 | 2030-12-15      | 3.3500%  | N/A     | $278000.00         | $99039.82          | Corporate Debt Securities                         |
| BRITISH AIRWAYS PLC 2021-1     A      20360915 2.90000 | 2036-09-15      | 2.9000%  | N/A     | $200000.00         | $143885.78         | Corporate Debt Securities                         |
| CHASE HOME LENDG MTG TR 2025-5 A-11   20560425 FLT     | 2056-04-25      | 5.1121%  | N/A     | $195000.00         | $132013.42         | Private Label Collateralized Mortgage Obligations |
| CHILE REP                      SR GLBL NT 27           | 2027-01-31      | 2.7500%  | N/A     | $2523000.00        | $2519443.27        | Corporate Debt Securities                         |
| CITIGROUP COML MTG TR 2019-C7  X-A    20721216 FLT     | 2072-12-16      | 0.8135%  | N/A     | $32612032.00       | $744481.83         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2022-1          B-1    20661227 FLT     | 2066-12-27      | 4.1231%  | N/A     | $4000000.00        | $3655007.81        | Private Label Collateralized Mortgage Obligations |
| CROWN CASTLE TOWERS 2018-1-2   C2028  20480715 4.24100 | 2048-07-15      | 4.2410%  | N/A     | $625000.00         | $620483.92         | Asset-Backed Securities                           |
| DIAMETER CAPITAL CLO 2021-1R   A-2-R  20371015 FLT     | 2037-10-15      | 5.4731%  | N/A     | $1000000.00        | $1009429.34        | Asset-Backed Securities                           |
| FERA 5578SB 09/25/55                                   | 2055-09-25      | 2.3379%  | N/A     | $37902208.00       | $1814538.63        | Agency Collateralized Mortgage Obligation         |
| FERA RP4494 04/25/53                                   | 2053-04-25      | 5.2259%  | N/A     | $588865.00         | $73160.65          | Agency Collateralized Mortgage Obligation         |
| FERA RP5201 11/25/38                                   | 2038-11-25      | 4.2836%  | N/A     | $643235.00         | $40918.56          | Agency Collateralized Mortgage Obligation         |
| FHLMC WLST 2015-SC02           2-A-IO 20450925 FLT     | 2045-09-25      | 0.3701%  | N/A     | $228110317.00      | $127566.03         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018-2         A-4    20480425 FLT     | 2048-04-25      | 3.5000%  | N/A     | $8835000.00        | $22373.80          | Private Label Collateralized Mortgage Obligations |
| FNRA CL042SC R26F042                                   | 2056-02-25      | 1.0281%  | N/A     | $50043000.00       | $1318894.94        | Agency Collateralized Mortgage Obligation         |
| FNRA CL061GS R20F061                                   | 2050-09-25      | 1.0579%  | N/A     | $29301408.00       | $442325.42         | Agency Collateralized Mortgage Obligation         |
| FNRA RC029KS R25F029                                   | 2055-05-25      | 2.2879%  | N/A     | $117725184.00      | $4875223.05        | Agency Collateralized Mortgage Obligation         |
| FNRA RC036SD R19F036                                   | 2049-07-25      | 2.3234%  | N/A     | $50738048.00       | $1246234.64        | Agency Collateralized Mortgage Obligation         |
| FNRA RC042AI R26F042                                   | 2056-06-25      | 0.1500%  | N/A     | $50000000.00       | $123833.33         | Agency Collateralized Mortgage Obligation         |
| FNRM CL071IA R20F071                                   | 2041-03-25      | 2.0000%  | N/A     | $6000000.00        | $45088.41          | Agency Collateralized Mortgage Obligation         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 35           | 2035-10-31      | 5.8690%  | N/A     | $253000.00         | $249927.26         | Corporate Debt Securities                         |
| GNRA 2019-40 AI                                        | 2058-09-16      | 0.8125%  | N/A     | $2158120.00        | $8269.66           | Agency Collateralized Mortgage Obligation         |
| GNRA 2021-046 SE                                       | 2051-03-20      | 2.5829%  | N/A     | $750000.00         | $24934.21          | Agency Collateralized Mortgage Obligation         |
| GNRA 2021-056 FE                                       | 2050-10-20      | 2.5000%  | N/A     | $760000.00         | $39618.21          | Agency Collateralized Mortgage Obligation         |
| GNRA 2022-034 SE                                       | 2052-02-20      | 0.0000%  | N/A     | $199999486.00      | $47046.04          | Agency Collateralized Mortgage Obligation         |
| GNRA 2023-064 SA                                       | 2053-05-20      | 1.8749%  | N/A     | $200000000.00      | $3062935.39        | Agency Collateralized Mortgage Obligation         |
| GNRA 2023-165 SD                                       | 2053-11-20      | 2.7249%  | N/A     | $187528000.00      | $4524695.63        | Agency Collateralized Mortgage Obligation         |
| GNRA 2023-183 CS                                       | 2053-12-20      | 2.0749%  | N/A     | $165804288.00      | $2822851.33        | Agency Collateralized Mortgage Obligation         |
| GNRA 2024-043 TA                                       | 2054-03-20      | 0.1300%  | N/A     | $50000000.00       | $119897.60         | Agency Collateralized Mortgage Obligation         |
| GNRA 2024-105 SC                                       | 2054-06-20      | 3.5249%  | N/A     | $32253312.00       | $2021052.85        | Agency Collateralized Mortgage Obligation         |
| GNRA 2024-183 TG                                       | 2054-11-20      | 0.0500%  | N/A     | $19996672.00       | $8288.60           | Agency Collateralized Mortgage Obligation         |
| GNRA 2024-198 SB                                       | 2054-12-20      | 3.0249%  | N/A     | $52000000.00       | $3311417.13        | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-022 JS                                       | 2055-02-20      | 0.7449%  | N/A     | $120000000.00      | $1314521.50        | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-044 SE                                       | 2055-03-20      | 1.6749%  | N/A     | $75000000.00       | $2728087.39        | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-215 BS                                       | 2055-12-20      | 0.4749%  | N/A     | $150000000.00      | $2502524.69        | Agency Collateralized Mortgage Obligation         |
| GNRA 2025-215 SC                                       | 2055-12-20      | 1.1749%  | N/A     | $50000000.00       | $1697742.80        | Agency Collateralized Mortgage Obligation         |
| GNRA 2026-010 QS                                       | 2056-01-20      | 2.6749%  | N/A     | $41666612.00       | $3430116.34        | Agency Collateralized Mortgage Obligation         |
| GNRM 2011-158 IO                                       | 2041-11-20      | 4.0000%  | N/A     | $4278624.00        | $36389.42          | Agency Collateralized Mortgage Obligation         |
| GNRM 2021-008 KX                                       | 2051-01-20      | 3.0000%  | N/A     | $700000.00         | $64970.33          | Agency Collateralized Mortgage Obligation         |
| GOLUB  CAP PARTNERS 2025-77B   A-1    20380125 FLT     | 2038-01-25      | 4.9166%  | N/A     | $13125000.00       | $13196272.71       | Asset-Backed Securities                           |
| GS MBS TR 2021-PJ9             A-X2   20520225 FLT     | 2052-02-25      | 0.5000%  | N/A     | $204044000.00      | $4547578.01        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2025-PJ10   A-27   20560425 FLT     | 2056-04-25      | 4.9621%  | N/A     | $100000.00         | $77613.69          | Private Label Collateralized Mortgage Obligations |
| GS MTG -BACK SEC TR 2021-PJ6   A-15-X 20511125 FLT     | 2051-11-25      | 0.7129%  | N/A     | $55136000.00       | $1521181.87        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACK SEC TR 2022-LTV2   A-X    20521225 FLT     | 2052-12-25      | 0.3620%  | N/A     | $273042000.00      | $3229342.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACK SEC TR 2022-LTV2   A-X-1  20521225 FLT     | 2052-12-25      | 1.0000%  | N/A     | $130000000.00      | $4988244.38        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACK SEC TR 2022-PJ5    A-X    20521025 FLT     | 2052-10-25      | 0.0784%  | N/A     | $516514000.00      | $1796414.95        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-7 TR        A-3    20511125 FLT     | 2051-11-25      | 2.5000%  | N/A     | $500000.00         | $283042.08         | Private Label Collateralized Mortgage Obligations |
| MARINER FINANCE ISSE TR 2021-A D      20360320 3.83000 | 2036-03-20      | 3.8300%  | N/A     | $102000.00         | $98764.71          | Asset-Backed Securities                           |
| NEW RES MTG LN TR 2025-NQM5    A-1    20650825 FLT     | 2065-08-25      | 5.1090%  | N/A     | $185000.00         | $153935.96         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2019-2      A-1    20571225 FLT     | 2057-12-25      | 4.2500%  | N/A     | $1380000.00        | $259529.16         | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2018-RPL1      A-1    20571225 FLT     | 2057-12-25      | 3.5000%  | N/A     | $845000.00         | $135068.30         | Private Label Collateralized Mortgage Obligations |
| PERUSAHAAN PENERBIT SBSN INDON SR GLBL REGS 30         | 2030-12-01      | 4.5000%  | N/A     | $350000.00         | $352919.00         | Corporate Debt Securities                         |
| PRPM 2024-RCF3 LLC             A-1    20540525 FLT     | 2054-05-25      | 4.0000%  | N/A     | $1000000.00        | $583403.80         | Private Label Collateralized Mortgage Obligations |
| PRPM LLC 2024-RCF2             A-1    20540325 FLT     | 2054-03-25      | 3.7500%  | N/A     | $278870.00         | $186744.01         | Private Label Collateralized Mortgage Obligations |
| RATE MTG TR 2025-J2            A-5    20550725 FLT     | 2055-07-25      | 5.5000%  | N/A     | $495000.00         | $279220.32         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-CES9          A-1B   20441225 FLT     | 2044-12-25      | 5.6830%  | N/A     | $1233000.00        | $822610.04         | Private Label Collateralized Mortgage Obligations |
| SMB PRIVATE ED LN TR 2018-B    B      20420715 4.00000 | 2042-07-15      | 4.0000%  | N/A     | $5000000.00        | $4911457.78        | Asset-Backed Securities                           |
| STARWOOD MTG RES TR 2021-2     A-1    20650525 FLT     | 2065-05-25      | 0.9430%  | N/A     | $1200000.00        | $116782.15         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2024-CES2    A1A    20640225 FLT     | 2064-02-25      | 6.1250%  | N/A     | $15455000.00       | $6914251.85        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2024-CES4    M1     20640925 FLT     | 2064-09-25      | 5.5730%  | N/A     | $1019000.00        | $1023221.26        | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2025-CES2    A1     20650625 FLT     | 2065-06-25      | 5.3480%  | N/A     | $17450000.00       | $13486603.10       | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TRUST 2025-CES3 A1A    20650825 FLT     | 2065-08-25      | 5.2780%  | N/A     | $230000.00         | $190095.34         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTR TR 2024-CES3    M1     20640525 FLT     | 2064-05-25      | 6.8110%  | N/A     | $1228000.00        | $1245029.22        | Private Label Collateralized Mortgage Obligations |
| TRINITAS CLO LTD 2025-32       B-1    20380723 FLT     | 2038-07-23      | 5.4161%  | N/A     | $1000000.00        | $1008316.06        | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2018-1 A      20310901 3.70000 | 2031-09-01      | 3.7000%  | N/A     | $28000.00          | $16779.01          | Corporate Debt Securities                         |
| UNITED AIRLINES PT TR 2014-2   A      20280303 3.75000 | 2028-03-03      | 3.7500%  | N/A     | $7182000.00        | $3028538.56        | Corporate Debt Securities                         |
| UNITED MEXICAN STATES          FR 5.55%012145          | 2045-01-21      | 5.5500%  | N/A     | $452000.00         | $413323.87         | Corporate Debt Securities                         |
| UNITED MEXICAN STATES          SR NT 5.75%10           | 2110-10-12      | 5.7500%  | N/A     | $530000.00         | $433278.68         | Corporate Debt Securities                         |
| WAMU MTG CERT 2004-CB4         I-1-A  20341225 6.00000 | 2034-12-25      | 6.0000%  | N/A     | $5800000.00        | $47256.08          | Private Label Collateralized Mortgage Obligations |

### Security 130: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 BH8949 C | 2048-05-20      | 5.0000%  | N/A     | $165000.00         | $77529.72          | Agency Mortgage-Backed Securities |
| GNII SF DK8054 C | 2055-07-20      | 6.5000%  | N/A     | $366377.00         | $383089.87         | Agency Mortgage-Backed Securities |
| GNII SF MB0939 M | 2056-01-20      | 6.5000%  | N/A     | $23953594.00       | $24972430.12       | Agency Mortgage-Backed Securities |
| GNMI SF 762838 X | 2041-03-15      | 4.0000%  | N/A     | $1432616.00        | $50810.52          | Agency Mortgage-Backed Securities |
| GNMI SF 778781 X | 2042-01-15      | 4.0000%  | N/A     | $136884.00         | $9454.55           | Agency Mortgage-Backed Securities |
| GNMI SF AM4159 X | 2045-04-15      | 4.0000%  | N/A     | $95000.00          | $6685.78           | Agency Mortgage-Backed Securities |

### Security 131: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA
- **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):** $40013536.00
- **C.18.a - Value (excl. sponsor support):** $40013536.00
- **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):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HQLA Funding LLC

- **C.1 - Title:** HQLA Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QF13, C.4 - ISIN: US44331QF135, C.3 - LEI: 5493000J8TNLYHDOFL03
- **C.18 - Value (incl. sponsor support):** $199538323.60
- **C.18.a - Value (excl. sponsor support):** $199538323.60
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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: F1; Moody's: P-1; Standard & Poor's: 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 133: ING Bank NV

- **C.1 - Title:** ING Bank NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: BYJ4XR803
- **C.18 - Value (incl. sponsor support):** $204000000.00
- **C.18.a - Value (excl. sponsor support):** $204000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 134: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GJ66, C.4 - ISIN: US44988GJ663, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $74990767.50
- **C.18.a - Value (excl. sponsor support):** $74990767.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 135: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RGU5, C.4 - ISIN: US45685RGU59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $60605531.30
- **C.18.a - Value (excl. sponsor support):** $60605531.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 136: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **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):** $50006950.00
- **C.18.a - Value (excl. sponsor support):** $50006950.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 137: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **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):** $48010814.40
- **C.18.a - Value (excl. sponsor support):** $48010814.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 138: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHU5, C.4 - ISIN: US44988GHU58, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $48017433.60
- **C.18.a - Value (excl. sponsor support):** $48017433.60
- **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):** 2026-09-28
- **C.13 - Final Legal Maturity Date:** 2026-09-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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 139: ING US Funding LLC

- **C.1 - Title:** ING US Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHQ4, C.4 - ISIN: US44988GHQ47, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $75990652.00
- **C.18.a - Value (excl. sponsor support):** $75990652.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 140: Intrepid Funding Co. LLC

- **C.1 - Title:** Intrepid Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FHU6, C.4 - ISIN: US46125FHU66, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $48245752.76
- **C.18.a - Value (excl. sponsor support):** $48245752.76
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-28
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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 141: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VHQ2, C.4 - ISIN: US46222VHQ23, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $49530200.00
- **C.18.a - Value (excl. sponsor support):** $49530200.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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: F1; Moody's: NR; Standard & Poor's: 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 142: Ionic Funding LLC

- **C.1 - Title:** Ionic Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VF35, C.4 - ISIN: US46222VF357, C.3 - LEI: 2549003T8ZP164671925
- **C.18 - Value (incl. sponsor support):** $208891529.00
- **C.18.a - Value (excl. sponsor support):** $208891529.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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: F1; Moody's: UNK; Standard & Poor's: 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 143: Iowa Student Loan Liquidity Corp.

- **C.1 - Title:** Iowa Student Loan Liquidity Corp.
- **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):** $8661000.00
- **C.18.a - Value (excl. sponsor support):** $8661000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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:** 2053-03-01
- **C.10 - Ratings:** Fitch: NR; Moody's: VMIG1; Standard & Poor's: 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 144: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGCO CORP                      SR GLBL NT 27                 | 2027-03-21      | 5.4500%  | N/A     | $67000.00          | $68255.21          | Corporate Debt Securities                         |
| ANTARES CLO 2021-1R LTD        A-1-R  20381025 FLT           | 2038-10-25      | 5.0866%  | N/A     | $6330880.00        | $6319303.44        | Corporate Debt Securities                         |
| AUSTIN TEX ELEC UTIL SYS REV   REF IMPT BDS             2023 | 2039-11-15      | 5.0000%  | N/A     | $50000.00          | $54714.22          | Other Instrument                                  |
| AUSTIN TEX RENT CAR SPL FAC RE TAXABLE REF BDS          2021 | 2036-11-15      | 2.4600%  | N/A     | $2150000.00        | $1711478.83        | Other Instrument                                  |
| BAYER US FIN II LLC            SR 144A NT 38                 | 2038-06-25      | 4.6250%  | N/A     | $3681000.00        | $3407040.55        | Corporate Debt Securities                         |
| BINOM SEC TR 2022-RPL1         A1     20610225 FLT           | 2061-02-25      | 3.0000%  | N/A     | $10861000.00       | $5431797.54        | Private Label Collateralized Mortgage Obligations |
| BIRD ISLAND-OLIVIA-LAKE LILLIA GO BLDG BDS              2024 | 2033-02-01      | 5.0000%  | N/A     | $70000.00          | $80473.32          | Other Instrument                                  |
| BNP PARIBAS                    SNR NPF REGS 31               | 2031-05-09      | 5.0850%  | N/A     | $400000.00         | $403914.00         | Corporate Debt Securities                         |
| CANYONS SCH DIST UTAH          GO BDS                   2020 | 2032-06-15      | 4.0000%  | N/A     | $10000.00          | $10648.82          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT R GEN SR LIEN REF BDS      2025 | 2032-01-01      | 5.0000%  | N/A     | $430000.00         | $485904.78         | Other Instrument                                  |
| COLORADO SPRINGS COLO UTILS RE SYS BDS                  2024 | 2035-11-15      | 5.0000%  | N/A     | $10000.00          | $11424.84          | Other Instrument                                  |
| COLUMBUS OHIO                  GO VAR PURP BDS          2023 | 2032-08-15      | 5.0000%  | N/A     | $10000.00          | $11412.14          | Other Instrument                                  |
| CSAIL COML MTG TR 2018-CX12    D      20510817 FLT           | 2051-08-17      | 3.2848%  | N/A     | $5000000.00        | $4244489.11        | Private Label Collateralized Mortgage Obligations |
| CULPEPER CNTY VA ECONOMIC DEV  REF BDS                  2025 | 2040-06-01      | 5.0000%  | N/A     | $10000.00          | $11422.02          | Other Instrument                                  |
| DECORAH IOWA                   GEN OBLIG CORPORATE PURP 2026 | 2030-06-01      | 5.0000%  | N/A     | $35000.00          | $38007.51          | Other Instrument                                  |
| EAGLE FDG LUXCO S A R L        SR GLBL 144A 30               | 2030-08-17      | 5.5000%  | N/A     | $250000.00         | $254828.33         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FIN        SR GLBL NT 35                 | 2035-02-11      | 5.9800%  | N/A     | $49000.00          | $51539.18          | Corporate Debt Securities                         |
| FIGRE TR 2026-FL1              A-1    20560325 FLT           | 2056-03-25      | 5.4890%  | N/A     | $3200000.00        | $3070868.28        | Asset-Backed Securities                           |
| FLAGSTAR MTG TR 2018-6RR       1A-2-X 20481025 FLT           | 2048-10-25      | 2.1012%  | N/A     | $57434084.00       | $35267.07          | Private Label Collateralized Mortgage Obligations |
| INDIANAPOLIS IND LOC PUB IMPT  BDS                      2020 | 2030-01-01      | 5.0000%  | N/A     | $10000.00          | $10956.26          | Other Instrument                                  |
| INDONESIA REP                  GLBL BD 4.9%36                | 2036-04-16      | 4.9000%  | N/A     | $400000.00         | $388065.11         | Corporate Debt Securities                         |
| INFRAESTRUCTURA ENERGETICA     SR GLBL REGS 48               | 2048-01-14      | 4.8750%  | N/A     | $261000.00         | $206926.35         | Corporate Debt Securities                         |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     5113 | 2056-11-15      | 1.6700%  | N/A     | $515000.00         | $515070.50         | Money Market                                      |
| JEFFERSON CNTY ALA BRD ED PUB  WTS                      2024 | 2029-02-01      | 5.0000%  | N/A     | $40000.00          | $42990.76          | Other Instrument                                  |
| JP MORGAN MTG TR 2017-4        A-X-3  20481125 FLT           | 2048-11-25      | 0.5000%  | N/A     | $51986432.00       | $9244.31           | Private Label Collateralized Mortgage Obligations |
| KING CNTY WASH                 LTD TAX GO REF BDS       2021 | 2031-01-01      | 5.0000%  | N/A     | $10000.00          | $11203.56          | Other Instrument                                  |
| KITSAP CNTY WASH SCH DIST NO 3 UNLTD TAX GO BDS         2018 | 2037-12-01      | 5.0000%  | N/A     | $100000.00         | $105124.22         | Other Instrument                                  |
| KREDITANSTALT FUR WIEDERAFBAU  SR GLBL NT 29                 | 2029-09-14      | 1.7500%  | N/A     | $95000.00          | $88570.00          | Corporate Debt Securities                         |
| LA PORTE TEX INDPT SCH DIST    UNLTD TAX REF BDS        2026 | 2031-02-15      | 5.0000%  | N/A     | $100000.00         | $111159.44         | Other Instrument                                  |
| LABORATORY CORP AMER HLDGS     SR GLBL NT2.7%31              | 2031-06-01      | 2.7000%  | N/A     | $165000.00         | $152268.60         | Corporate Debt Securities                         |
| LIBERTY N Y DEV CORP REV       REV BDS                  2005 | 2035-10-01      | 5.2500%  | N/A     | $290000.00         | $333589.42         | Other Instrument                                  |
| LIFE MORTGAGE TRUST 2022-BMR2  B      20380517 FLT           | 2038-05-17      | 5.4210%  | N/A     | $4000000.00        | $3608432.67        | Private Label Collateralized Mortgage Obligations |
| MANUFACTURERS & TRADERS TR CO  LW TIER II 27                 | 2027-08-17      | 3.4000%  | N/A     | $295000.00         | $294009.78         | Corporate Debt Securities                         |
| MEMPHIS TENN                   GEN IMPT BDS             2024 | 2032-10-01      | 5.0000%  | N/A     | $10000.00          | $11329.36          | Other Instrument                                  |
| MF1 LLC 2024-FL16              A      20391118 FLT           | 2039-11-18      | 5.1661%  | N/A     | $18000000.00       | $18054704.50       | Private Label Collateralized Mortgage Obligations |
| MICHIGAN ST TRUNK LINE         FD BDS                   2023 | 2032-11-15      | 5.0000%  | N/A     | $25000.00          | $28290.36          | Other Instrument                                  |
| MICROSOFT CORP                 SR GLBL NT4.5%57              | 2057-02-06      | 4.5000%  | N/A     | $4221000.00        | $3668703.26        | Corporate Debt Securities                         |
| MLTI TRUST 2026-SF75           D      20310317 5.91908       | 2031-03-17      | 5.8771%  | N/A     | $17500000.00       | $17474424.36       | Private Label Collateralized Mortgage Obligations |
| MODESTO CALIF IRR DIST FING AU BDS                      2023 | 2038-10-01      | 5.0000%  | N/A     | $10000.00          | $11270.26          | Other Instrument                                  |
| NEW YORK N Y                   TAXABLE GEN OBLIG BDS    FISC | 2046-02-01      | 5.6500%  | N/A     | $10120000.00       | $10175457.60       | Other Instrument                                  |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECURED SUB B FISC | 2036-11-01      | 4.0000%  | N/A     | $50000.00          | $51608.06          | Other Instrument                                  |
| NORINCHUKIN BANK LTD           SR GLBL REGS 36               | 2036-03-10      | 5.3560%  | N/A     | $240000.00         | $241068.83         | Corporate Debt Securities                         |
| NORTHSIDE TEX INDPT SCH DIST   UNLTD TAX BLDG REF BDS   2023 | 2032-08-15      | 5.0000%  | N/A     | $115000.00         | $130612.91         | Other Instrument                                  |
| NRG ENERGY INC                 1LIEN GLBL 29                 | 2029-06-15      | 4.4500%  | N/A     | $10000.00          | $10052.12          | Corporate Debt Securities                         |
| OBX  TR 2025-NQM13             M-1    20650525 FLT           | 2065-05-25      | 6.2790%  | N/A     | $1126999.00        | $1133360.53        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%56               | 2056-05-01      | 6.0000%  | N/A     | $4938000.00        | $4817019.00        | Corporate Debt Securities                         |
| PENNSYLVANIA ST UNIV           TAXABLE BDS              2020 | 2050-09-01      | 2.8400%  | N/A     | $50000.00          | $33538.61          | Other Instrument                                  |
| PEPSICO INC                    SR GLBL NT 41                 | 2041-10-21      | 2.6250%  | N/A     | $15000.00          | $10764.01          | Corporate Debt Securities                         |
| PERU REP                       SR GLBL BD 27                 | 2027-08-25      | 4.1250%  | N/A     | $149000.00         | $150560.15         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 43               | 2043-06-01      | 5.0810%  | N/A     | $1410000.00        | $1395635.94        | Asset-Backed Securities                           |
| PLANO TEX INDPT SCH DIST       UNLTD TAX BLDG BDS       2023 | 2035-02-15      | 5.0000%  | N/A     | $5000.00           | $5594.47           | Other Instrument                                  |
| PMT LN TR 2026-CNF3            A-X1   20570425 FLT           | 2057-04-25      | 0.3252%  | N/A     | $303037000.00      | $2725504.27        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2024-INV2       A-X1   20591225 FLT           | 2059-12-25      | 0.5725%  | N/A     | $142737843.00      | $1642296.50        | Private Label Collateralized Mortgage Obligations |
| PORT SEATTLE WASH REV          INTER LIEN REF BDS       2024 | 2035-03-01      | 5.0000%  | N/A     | $155000.00         | $176556.19         | Other Instrument                                  |
| SAN ANTONIO TEX ELEC & GAS REV SYS REF BDS              2019 | 2029-02-01      | 4.0000%  | N/A     | $15000.00          | $15657.62          | Other Instrument                                  |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL REGS 32               | 2032-01-27      | 4.0000%  | N/A     | $296000.00         | $283862.68         | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48              | 2048-11-15      | 3.7950%  | N/A     | $34000.00          | $26191.42          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29                 | 2029-02-20      | 4.5300%  | N/A     | $497000.00         | $504374.24         | Corporate Debt Securities                         |
| TARRANT CNTY TEX COLLEGE DIST  GO BDS                   2020 | 2032-08-15      | 4.0000%  | N/A     | $185000.00         | $194974.38         | Other Instrument                                  |
| TEXAS TRANSN COMMN             HWY IMPT GO REF BDS      2024 | 2034-04-01      | 5.0000%  | N/A     | $160000.00         | $182655.29         | Other Instrument                                  |
| TORONTO DOMINION BK ONT        ALT TIER I GLBL               | 2084-07-31      | 7.2500%  | N/A     | $200000.00         | $208686.06         | Corporate Debt Securities                         |
| TOWD POINT MTG TR 2020-2       A1A    20600425 FLT           | 2060-04-25      | 1.6360%  | N/A     | $3250000.00        | $921069.64         | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY CALIF REVS          REGT GEN BDS             2024 | 2029-05-15      | 5.0000%  | N/A     | $5000.00           | $5364.47           | Other Instrument                                  |
| VIRGINIA ST PUB SCH AUTH SPL O SPL OBLIG SCH FIN BDS    2017 | 2035-03-01      | 3.2500%  | N/A     | $5000.00           | $5017.82           | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS BDS                      2019 | 2032-10-01      | 5.0000%  | N/A     | $100000.00         | $106588.56         | Other Instrument                                  |

### Security 145: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| ATLANTIC ASSET SECURITIZATION LL | 2026-06-26      | 0.0000%  | N/A     | $9699900.00        | $9670480.20        | Money Market |
| HSBC BANK PLC                    | 2027-05-20      | 0.0000%  | N/A     | $41235000.00       | $41231659.97       | Money Market |
| MERCER CNTY N D                  | 2026-09-03      | 2.6500%  | N/A     | $399914.00         | $399961.99         | Money Market |
| SSM HEALTH CARE CORP             | 2026-08-27      | 0.0000%  | N/A     | $207500.00         | $205516.71         | Money Market |

### Security 146: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEXAS INC                                           | 2050-01-15      | 3.4500%  | N/A     | $1568000.00        | $1090044.85        | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMERICA INC                       | 2031-05-25      | 2.6900%  | N/A     | $891000.00         | $805694.67         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                      | 2027-03-12      | 4.9000%  | N/A     | $120000.00         | $121740.07         | Corporate Debt Securities |
| BAT CAPITAL CORP                                        | 2049-09-06      | 4.7580%  | N/A     | $1162000.00        | $990465.37         | Corporate Debt Securities |
| BOEING CO                                               | 2048-11-01      | 3.8500%  | N/A     | $199000.00         | $146850.94         | Corporate Debt Securities |
| BOEING CO                                               | 2039-03-15      | 6.8750%  | N/A     | $1594000.00        | $1802530.18        | Corporate Debt Securities |
| CADDO PARISH LA PARISH WIDE SCH DIST                    | 2032-03-01      | 5.0000%  | N/A     | $10000.00          | $11080.42          | Other Instrument          |
| CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK | 2037-10-01      | 5.0000%  | N/A     | $35000.00          | $39993.64          | Other Instrument          |
| CATERPILLAR INC                                         | 2049-09-19      | 3.2500%  | N/A     | $69000.00          | $49066.55          | Corporate Debt Securities |
| CENCOSUD SA                                             | 2036-04-15      | 5.7500%  | N/A     | $2187000.00        | $2178334.62        | Corporate Debt Securities |
| CLARK CNTY WASH SCH DIST NO 114 EVERGREEN               | 2028-12-01      | 5.0000%  | N/A     | $15000.00          | $16244.88          | Other Instrument          |
| DALLAS CNTY TEX CMNTY COLLEGE DIST                      | 2029-02-15      | 5.0000%  | N/A     | $65000.00          | $69999.44          | Other Instrument          |
| DENVER COLO CITY & CNTY                                 | 2043-11-15      | 5.0000%  | N/A     | $10000.00          | $5735.45           | Other Instrument          |
| DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY          | 2034-10-01      | 5.0000%  | N/A     | $40000.00          | $44427.02          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                | 2029-03-15      | 5.0000%  | N/A     | $175000.00         | $188357.94         | Other Instrument          |
| FIDEICOMISO IRREVOCABLE NO 2401                         | 2030-01-15      | 4.8690%  | N/A     | $252000.00         | $245227.12         | Corporate Debt Securities |
| GEORGIA POWER COMPANY                                   | 2043-03-15      | 4.3000%  | N/A     | $234000.00         | $202021.30         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                    | 2034-04-04      | 5.6340%  | N/A     | $11000.00          | $11408.84          | Corporate Debt Securities |
| GLOBAL ATLANTIC (FIN) CO                                | 2033-06-15      | 7.9500%  | N/A     | $38000.00          | $43542.93          | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC                                   | 2029-01-28      | 5.1000%  | N/A     | $2783000.00        | $2767865.12        | Corporate Debt Securities |
| GWINNETT CNTY GA SCH DIST                               | 2039-02-01      | 5.0000%  | N/A     | $40000.00          | $42491.16          | Other Instrument          |
| HUNGARY (GOVERNMENT)                                    | 2041-03-29      | 7.6250%  | N/A     | $150000.00         | $177854.75         | Corporate Debt Securities |
| HUNTINGTON CNTY IND CMNTY SCH BLDG CORP                 | 2033-01-15      | 5.0000%  | N/A     | $30000.00          | $32277.93          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                               | 2032-02-01      | 5.0000%  | N/A     | $5000.00           | $5667.94           | Other Instrument          |
| IOWA FINANCE AUTHORITY                                  | 2033-08-01      | 5.0000%  | N/A     | $35000.00          | $39156.56          | Other Instrument          |
| JERSEY CITY N J                                         | 2033-02-15      | 4.0000%  | N/A     | $3530000.00        | $3635001.81        | Other Instrument          |
| KINDER MORGAN ENERGY PARTNERS LP                        | 2041-03-01      | 6.3750%  | N/A     | $930000.00         | $999697.30         | Corporate Debt Securities |
| KINDER MORGAN INC                                       | 2051-02-15      | 3.6000%  | N/A     | $166000.00         | $118839.40         | Corporate Debt Securities |
| LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT          | 2036-02-15      | 5.0000%  | N/A     | $5000.00           | $5686.97           | Other Instrument          |
| LEHIGH CNTY PA                                          | 2034-11-15      | 2.2500%  | N/A     | $100000.00         | $87130.50          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER           | 2031-07-01      | 5.0000%  | N/A     | $10000.00          | $10693.86          | Other Instrument          |
| LOS ANGELES CALIF UNI SCH DIST                          | 2030-07-01      | 5.0000%  | N/A     | $20000.00          | $21881.71          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                          | 2038-05-15      | 5.0000%  | N/A     | $285000.00         | $315655.87         | Other Instrument          |
| MINNESOTA (STATE OF)                                    | 2033-08-01      | 5.0000%  | N/A     | $15000.00          | $17126.53          | Other Instrument          |
| NATIONAL LIFE INSURANCE CO                              | 2039-09-15      | 10.5000% | N/A     | $24000.00          | $31191.20          | Corporate Debt Securities |
| NEW YORK CITY TRANSITIONAL FIN AUTH                     | 2035-11-01      | 4.0000%  | N/A     | $15000.00          | $15570.02          | Other Instrument          |
| NORTH DAVIS CNTY UTAH SWR DIST                          | 2028-03-01      | 5.0000%  | N/A     | $45000.00          | $47471.95          | Other Instrument          |
| NORTHWEST NATURAL HOLDING CO                            | 2055-09-15      | 7.0000%  | N/A     | $70000.00          | $72429.62          | Corporate Debt Securities |
| OHIO (STATE OF)                                         | 2032-11-01      | 5.0000%  | N/A     | $10000.00          | $11536.49          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                     | 2039-12-01      | 5.1250%  | N/A     | $25000.00          | $26805.01          | Other Instrument          |
| PHILADELPHIA PA CITY OF                                 | 2032-02-01      | 5.0000%  | N/A     | $45000.00          | $48671.95          | Other Instrument          |
| PHILIPPINES (REPUBLIC OF)                               | 2049-09-05      | 5.1750%  | N/A     | $400000.00         | $368790.00         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                               | 2034-10-23      | 6.3750%  | N/A     | $337000.00         | $365114.23         | Corporate Debt Securities |
| PORT OF GREATER CINCINNATI DEV AUTH OH                  | 2034-12-01      | 5.0000%  | N/A     | $25000.00          | $28912.06          | Other Instrument          |
| RICHARDSON TEX INDPT SCH DIST                           | 2034-02-15      | 5.0000%  | N/A     | $10000.00          | $11429.50          | Other Instrument          |
| ROYAL BANK OF CANADA                                    | 2084-11-24      | 6.3500%  | N/A     | $7912000.00        | $7639367.86        | Corporate Debt Securities |
| SARASOTA CNTY FLA                                       | 2033-10-01      | 5.0000%  | N/A     | $70000.00          | $79820.69          | Other Instrument          |
| SHERWIN-WILLIAMS COMPANY (THE)                          | 2035-08-15      | 5.1500%  | N/A     | $7251000.00        | $7376208.66        | Corporate Debt Securities |
| T-MOBILE USA INC                                        | 2033-12-15      | 6.7000%  | N/A     | $1345000.00        | $1518117.94        | Corporate Debt Securities |
| TAKEDA US FINANCING INC                                 | 2035-07-07      | 5.2000%  | N/A     | $4782000.00        | $4884196.65        | Corporate Debt Securities |
| TEXAS TECH UNIVERSITY SYSTEM                            | 2034-02-15      | 5.0000%  | N/A     | $10000.00          | $11509.24          | Other Instrument          |
| UNIVERSAL HEALTH SERVICES INC                           | 2030-10-15      | 2.6500%  | N/A     | $59000.00          | $53463.37          | Corporate Debt Securities |
| WACO TEX                                                | 2033-02-01      | 5.0000%  | N/A     | $10000.00          | $11391.89          | Other Instrument          |

### Security 147: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALCON FIN CORP                 REGS NT 5.375%32              | 2032-12-06      | 5.3750%  | N/A     | $430000.00         | $450274.44         | Corporate Debt Securities |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 6%34               | 2034-06-17      | 6.0000%  | N/A     | $5696000.00        | $6146097.92        | Corporate Debt Securities |
| ASSURED GTY US HLDGS INC       SR GLBL NT 28                 | 2028-09-15      | 6.1250%  | N/A     | $1292000.00        | $1348719.16        | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC     SR GLBL NT 45                 | 2045-04-01      | 5.1500%  | N/A     | $538000.00         | $488480.99         | Corporate Debt Securities |
| BANK OF AMER CORP              SUB GLBL NT 37                | 2037-01-29      | 6.1100%  | N/A     | $2248000.00        | $2416075.47        | Corporate Debt Securities |
| BAYER US FIN LLC               SR REGS NT 53                 | 2053-11-21      | 6.8750%  | N/A     | $1700000.00        | $1839736.22        | Corporate Debt Securities |
| CONNECTICUT ST HSG FIN AUTH HS VAR BDS                  2017 | 2040-05-15      | 1.4500%  | N/A     | $200000.00         | $200345.95         | Money Market              |
| INDIANA FIN AUTH HEALTH SYS RE BDS                      2026 | 2056-11-01      | 2.2000%  | N/A     | $2250000.00        | $2252062.50        | Money Market              |
| INTEL CORP                     SR GLBL NT4.9%52              | 2052-08-05      | 4.9000%  | N/A     | $2995000.00        | $2576259.07        | Corporate Debt Securities |
| INVITATION HOMES OPER PARTNERS SR GLBL NT5.5%33              | 2033-08-15      | 5.5000%  | N/A     | $14000.00          | $14427.68          | Corporate Debt Securities |
| IOWA FIN AUTH REV              ST REVOLVING FD BDS      2022 | 2035-08-01      | 5.0000%  | N/A     | $20000.00          | $22557.18          | Other Instrument          |
| NATIONAL AUSTRALIA BK LTD144A  FR 3.347%011237               | 2037-01-12      | 3.3470%  | N/A     | $450000.00         | $412684.74         | Corporate Debt Securities |
| NEVADA ST                      GEN OBLIG LTD TAX CAP IM 2026 | 2038-05-01      | 5.0000%  | N/A     | $4400000.00        | $5004731.11        | Other Instrument          |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55                 | 2055-04-30      | 6.5000%  | N/A     | $1730000.00        | $1824416.67        | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 40                 | 2040-12-01      | 5.6250%  | N/A     | $236000.00         | $240180.15         | Corporate Debt Securities |
| PIEDMONT NAT GAS CO INC        SR GLBL NT5.4%33              | 2033-06-15      | 5.4000%  | N/A     | $254000.00         | $265958.32         | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT4.3%46              | 2046-11-15      | 4.3000%  | N/A     | $30000.00          | $24651.07          | Corporate Debt Securities |
| SOUTHWESTERN CMNTY COLLEGE DIS GO BDS                   2021 | 2035-08-01      | 4.0000%  | N/A     | $10000.00          | $10629.81          | Other Instrument          |
| STANDARD CHARTERED PLC         SR 279 REGS NT28              | 2028-02-08      | 6.7500%  | N/A     | $400000.00         | $414205.00         | Corporate Debt Securities |
| VICI PROPERTIES LP             SR GLBL NT 28                 | 2028-04-01      | 4.7500%  | N/A     | $435000.00         | $438154.96         | Corporate Debt Securities |

### Security 148: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADELANTO CALIF PUB UTIL AUTH                     | 2035-07-01      | 4.7500%  | N/A     | $1950000.00        | $1970743.67        | Other Instrument                                  |
| ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_24-B    | 2032-09-15      | 5.2150%  | N/A     | $2699000.00        | $1261012.51        | Asset-Backed Securities                           |
| AON CORP                                         | 2031-12-02      | 2.6000%  | N/A     | $109000.00         | $98630.10          | Corporate Debt Securities                         |
| AT&T INC                                         | 2060-06-01      | 3.8500%  | N/A     | $44000.00          | $30549.03          | Corporate Debt Securities                         |
| CENCORA INC                                      | 2029-12-15      | 4.8500%  | N/A     | $112000.00         | $115297.78         | Corporate Debt Securities                         |
| CWHEL_05-B                                       | 2035-05-15      | 3.9216%  | N/A     | $394280000.00      | $19629.30          | Asset-Backed Securities                           |
| CWHEL_06-RES                                     | 2035-11-15      | 3.9316%  | N/A     | $20150000.00       | $73952.14          | Asset-Backed Securities                           |
| ENEL FINANCE INTERNATIONAL NV                    | 2055-09-30      | 5.7500%  | N/A     | $21714000.00       | $20703725.99       | Corporate Debt Securities                         |
| FLORIDA ST BRD ED                                | 2030-06-01      | 5.0000%  | N/A     | $20000.00          | $22307.44          | Other Instrument                                  |
| FLORIDA ST BRD ED                                | 2029-06-01      | 5.0000%  | N/A     | $130000.00         | $142302.19         | Other Instrument                                  |
| JPMMT_18-8                                       | 2049-01-25      | 0.0419%  | N/A     | $713949013.00      | $14163.51          | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-LTV2                                    | 2050-11-25      | 0.9000%  | N/A     | $40632998.00       | $57540.31          | Private Label Collateralized Mortgage Obligations |
| JPMMT_26-2                                       | 2056-07-25      | 0.8500%  | N/A     | $8000000.00        | $223306.12         | Private Label Collateralized Mortgage Obligations |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION | 2029-04-01      | 5.0000%  | N/A     | $1340000.00        | $1434718.64        | Other Instrument                                  |
| MONTEREY CNTY CALIF FING AUTH                    | 2035-09-01      | 5.0000%  | N/A     | $15000.00          | $15919.23          | Other Instrument                                  |
| MSC_14-150E                                      | 2032-09-09      | 0.5129%  | N/A     | $40418392.00       | $158625.82         | Private Label Collateralized Mortgage Obligations |
| NEW YORK CITY OF                                 | 2040-03-01      | 2.8500%  | N/A     | $7770000.00        | $7782325.48        | Money Market                                      |
| NEWMONT CORPORATION                              | 2030-10-01      | 2.2500%  | N/A     | $38000.00          | $34509.89          | Corporate Debt Securities                         |
| PACIFIC LIFECORP                                 | 2033-09-15      | 6.6000%  | N/A     | $150000.00         | $164795.50         | Corporate Debt Securities                         |
| PIEDMONT NATURAL GAS COMPANY INC                 | 2052-05-15      | 5.0500%  | N/A     | $1277000.00        | $1138999.58        | Corporate Debt Securities                         |
| SHINHAN BANK                                     | 2032-04-13      | 4.3750%  | N/A     | $200000.00         | $195812.06         | Corporate Debt Securities                         |
| SONA_1                                           | 2039-04-25      | 0.0000%  | N/A     | $199999.00         | $200273.70         | Asset-Backed Securities                           |
| STARBUCKS CORP                                   | 2047-12-01      | 3.7500%  | N/A     | $95000.00          | $72351.21          | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TRUST TPMT_25-CRM1           | 2065-01-25      | 5.7990%  | N/A     | $9185000.00        | $6438896.03        | Private Label Collateralized Mortgage Obligations |

### Security 149: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMEREN ILL CO                  1M GLBL BD3.7%47 | 2047-12-01      | 3.7000%  | N/A     | $245000.00         | $188592.29         | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | N/A     | $3629000.00        | $2729552.35        | Corporate Debt Securities |
| COCA-COLA FEMSA SAB DE CV      SR NT 2.75%30    | 2030-01-22      | 2.7500%  | N/A     | $181000.00         | $170902.26         | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 63    | 2063-08-15      | 6.7140%  | N/A     | $1689000.00        | $1869598.01        | Corporate Debt Securities |
| DOMINION ENERGY INC            JR SB GLBL -A 55 | 2055-02-01      | 6.8750%  | N/A     | $274000.00         | $290233.05         | Corporate Debt Securities |
| EMERSON ELEC CO                SR GLBL NT2.8%51 | 2051-12-21      | 2.8000%  | N/A     | $643000.00         | $408445.75         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-10-17      | 4.9500%  | N/A     | $4219000.00        | $3735650.26        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 42    | 2042-04-22      | 3.2100%  | N/A     | $243000.00         | $183834.16         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | N/A     | $1811000.00        | $1473315.41        | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2500-12-31      | 6.7500%  | N/A     | $4087000.00        | $4176413.34        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%47 | 2047-05-11      | 4.1000%  | N/A     | $19870000.00       | $15346793.20       | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT6.2%46 | 2046-05-15      | 6.2000%  | N/A     | $16708000.00       | $16924795.58       | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 50    | 2050-03-01      | 3.9500%  | N/A     | $340000.00         | $249147.09         | Corporate Debt Securities |
| ONEOK INC NEW                  SR NT 4.95%47    | 2047-07-13      | 4.9500%  | N/A     | $110000.00         | $96753.80          | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR FLT NT 75     | 2075-11-04      | 3.1824%  | N/A     | $14607000.00       | $14442395.34       | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH            SR GLBL NT 5%30  | 2030-01-15      | 5.0000%  | N/A     | $2920000.00        | $2933668.84        | Corporate Debt Securities |
| TRUSTMARK CORP                 LW TIER II 35    | 2035-12-01      | 6.0000%  | N/A     | $950000.00         | $974082.50         | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         GLBL FLT NT 49   | 2049-10-26      | 4.5102%  | N/A     | $1145000.00        | $1142115.52        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL FL NT 51 | 2051-06-21      | 3.2627%  | N/A     | $10008000.00       | $9971670.27        | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR GLBL FL NT 75 | 2075-06-01      | 3.2939%  | N/A     | $6535000.00        | $6513190.96        | Corporate Debt Securities |
| WELLS FARGO & CO               FLOAT NT 46      | 2046-07-06      | 3.6855%  | N/A     | $4640000.00        | $4658262.32        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.4%061446    | 2046-06-14      | 4.4000%  | N/A     | $2874000.00        | $2396820.20        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451  | 2051-04-04      | 5.0130%  | N/A     | $4003000.00        | $3623870.87        | Corporate Debt Securities |

### Security 150: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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 | 2055-07-20      | 6.0000%  | N/A     | $287980218.00      | $199920000.23      | Agency Mortgage-Backed Securities |

### Security 151: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AERCAP IRELAND CAPITAL DAC               | 2034-09-10      | 4.9500%  | N/A     | $8590000.00        | $8453784.08        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC             | 2035-09-29      | 5.0770%  | N/A     | $8369000.00        | $8336542.23        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC             | 2034-02-12      | 5.6270%  | N/A     | $21000.00          | $21440.89          | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION       | 2030-03-05      | 4.8000%  | N/A     | $957000.00         | $966837.96         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                  | 2034-07-15      | 5.4500%  | N/A     | $532000.00         | $550250.85         | Corporate Debt Securities |
| BARRICK INTL BARBADOS CORP               | 2036-10-15      | 6.3500%  | N/A     | $100000.00         | $109110.11         | Corporate Debt Securities |
| BNP PARIBAS SA                           | 2028-01-20      | 2.5910%  | N/A     | $910000.00         | $907519.72         | Corporate Debt Securities |
| BPCE SA                                  | 2042-10-19      | 3.5820%  | N/A     | $3125000.00        | $2342593.75        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY         | 2028-06-01      | 4.0000%  | N/A     | $639000.00         | $646526.00         | Corporate Debt Securities |
| CELULOSA ARAUCO                          | 2030-01-29      | 4.2000%  | N/A     | $3000000.00        | $2869380.00        | Corporate Debt Securities |
| CITIGROUP INC                            | 2029-03-04      | 4.7860%  | N/A     | $190000.00         | $192937.45         | Corporate Debt Securities |
| CLEVELAND ELECTRIC ILLUMINATING          | 2028-04-01      | 3.5000%  | N/A     | $496000.00         | $489045.53         | Corporate Debt Securities |
| CLOROX COMPANY (THE)                     | 2027-10-01      | 3.1000%  | N/A     | $459000.00         | $453471.09         | Corporate Debt Securities |
| COMCAST CORPORATION                      | 2039-07-01      | 6.5500%  | N/A     | $230000.00         | $255329.39         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC      | 2041-10-01      | 5.7500%  | N/A     | $118000.00         | $119644.20         | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                  | 2038-06-15      | 6.4000%  | N/A     | $569000.00         | $638000.10         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                 | 2039-01-26      | 6.9500%  | N/A     | $37000.00          | $41732.89          | Corporate Debt Securities |
| FLORIDA GAS TRANSMISSION COMPANY LLC     | 2035-07-15      | 5.7500%  | N/A     | $3871000.00        | $4072728.56        | Corporate Debt Securities |
| FOMENTO ECONOMICO MEXICANO SAB DE CV     | 2043-05-10      | 4.3750%  | N/A     | $3998000.00        | $3472299.09        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                     | 2028-05-08      | 5.4000%  | N/A     | $940000.00         | $955453.60         | Corporate Debt Securities |
| GOLUB CAPITAL PRIVATE CREDIT FUND        | 2029-09-12      | 5.8000%  | N/A     | $3000000.00        | $3006826.67        | Corporate Debt Securities |
| ITC HOLDINGS                             | 2036-04-15      | 5.5000%  | N/A     | $11467000.00       | $11674794.78       | Corporate Debt Securities |
| ITC HOLDINGS                             | 2036-04-15      | 5.5000%  | N/A     | $1000000.00        | $1018121.11        | Corporate Debt Securities |
| ITC HOLDINGS                             | 2033-06-01      | 5.4000%  | N/A     | $1021000.00        | $1060655.64        | Corporate Debt Securities |
| LEAR CORP                                | 2052-01-15      | 3.5500%  | N/A     | $68000.00          | $46818.26          | Corporate Debt Securities |
| LEIDOS INC                               | 2029-03-15      | 4.1000%  | N/A     | $922000.00         | $918992.74         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                      | 2027-09-23      | 3.6300%  | N/A     | $500000.00         | $504888.39         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                      | 2033-06-21      | 4.4420%  | N/A     | $1675000.00        | $1657706.37        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                      | 2034-06-15      | 5.8870%  | N/A     | $98000.00          | $104931.40         | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP               | 2056-03-26      | 6.6250%  | N/A     | $10000000.00       | $10540537.50       | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC           | 2051-12-15      | 2.9000%  | N/A     | $43000.00          | $27347.62          | Corporate Debt Securities |
| MASSACHUSETTS ELEC CO                    | 2046-08-15      | 4.0040%  | N/A     | $460000.00         | $360712.27         | Corporate Debt Securities |
| MASTEC INC.                              | 2029-06-15      | 5.9000%  | N/A     | $5000.00           | $5280.14           | Corporate Debt Securities |
| MORGAN STANLEY                           | 2079-12-31      | 5.8750%  | N/A     | $25000.00          | $24988.41          | Corporate Debt Securities |
| NEWMOUNT CORP/ NEWCREST FIN              | 2050-05-13      | 0.0000%  | N/A     | $47000.00          | $37619.11          | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                  | 2034-10-01      | 4.2780%  | N/A     | $200000.00         | $187956.47         | Corporate Debt Securities |
| SOCIETE GENERALE SA                      | 2032-05-27      | 5.3710%  | N/A     | $8600000.00        | $8677902.14        | Corporate Debt Securities |
| SOUTH32 TREASURY LTD                     | 2032-04-14      | 4.3500%  | N/A     | $250000.00         | $240161.88         | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION | 2034-10-01      | 6.0000%  | N/A     | $4658000.00        | $4944824.11        | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                      | 2029-03-19      | 5.1500%  | N/A     | $7471000.00        | $7551715.85        | Corporate Debt Securities |
| SYSCO CORP                               | 2051-12-14      | 3.1500%  | N/A     | $9276000.00        | $6044589.45        | Corporate Debt Securities |
| TARGA RESOURCES CORP                     | 2052-04-15      | 4.9500%  | N/A     | $884000.00         | $764615.80         | Corporate Debt Securities |
| TARGA RESOURCES CORP                     | 2033-02-01      | 4.2000%  | N/A     | $1134000.00        | $1094748.48        | Corporate Debt Securities |
| UBS GROUP AG                             | 2032-05-14      | 3.0910%  | N/A     | $1210000.00        | $1111261.48        | Corporate Debt Securities |
| UBS GROUP AG                             | 2032-05-14      | 3.0910%  | N/A     | $510000.00         | $468382.94         | Corporate Debt Securities |
| UNITED AIRLINES INC                      | 2029-04-15      | 4.6250%  | N/A     | $5594000.00        | $5532257.78        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                | 2034-05-22      | 5.1500%  | N/A     | $1182000.00        | $1209471.32        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                   | 2027-06-15      | 3.7500%  | N/A     | $284000.00         | $287306.71         | Corporate Debt Securities |

### Security 152: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $156320000.00
- **C.18.a - Value (excl. sponsor support):** $156320000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| Astronics              | 2030-03-15      | 5.5000%  | N/A     | $5600000.00        | $22294751.11       | Corporate Debt Securities |
| BRIDGEBIO PHARMA INC   | 2027-03-15      | 2.5000%  | N/A     | $38296000.00       | $63844750.89       | Corporate Debt Securities |
| BROOKDALE SENIOR       | 2029-10-15      | 3.5000%  | N/A     | $2442000.00        | $3905192.13        | Corporate Debt Securities |
| ORMAT TECHNOLOGIES INC | 2031-03-15      | 0.0000%  | N/A     | $32202000.00       | $36745702.20       | Corporate Debt Securities |
| PACIRA BIOSCIENCES INC | 2029-05-15      | 2.1250%  | N/A     | $4400000.00        | $4329716.11        | Corporate Debt Securities |
| PAGERDUTY INC          | 2028-10-15      | 1.5000%  | N/A     | $4379000.00        | $3999486.67        | Corporate Debt Securities |
| RIOT PLATFORMS INC     | 2030-01-15      | 0.7500%  | N/A     | $9056000.00        | $18431601.33       | Corporate Debt Securities |
| SEMTECH CORP           | 2027-11-01      | 1.6250%  | N/A     | $3942000.00        | $17554766.25       | Corporate Debt Securities |
| WINNEBAGO IND INC      | 2030-01-15      | 3.2500%  | N/A     | $4274000.00        | $3973098.53        | Corporate Debt Securities |

### Security 153: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $189000000.00
- **C.18.a - Value (excl. sponsor support):** $189000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ACCENTURE PLC               | 2026-06-01      | 0.0000%  | N/A     | $104430.00         | $18630312.00       | Equities   |
| KRAFT HEINZ CO              | 2026-06-01      | 0.0000%  | N/A     | $49265.00          | $1205514.55        | Equities   |
| LOCKHEED MARTIN CORPORATION | 2026-06-01      | 0.0000%  | N/A     | $122610.00         | $65867318.10       | Equities   |
| PARKER HANNIFIN CORPORATION | 2026-06-01      | 0.0000%  | N/A     | $134583.00         | $114773728.23      | Equities   |
| STANLEY BLACK & DECKER INC  | 2026-06-01      | 0.0000%  | N/A     | $90016.00          | $7135568.32        | Equities   |
| TFS FINANCIAL CORP          | 2026-06-01      | 0.0000%  | N/A     | $18177.00          | $287560.14         | Equities   |

### Security 154: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICOLD REALTY TRUST INC   | 2026-06-01      | 0.0000%  | N/A     | $69072.00          | $1092028.32        | Equities   |
| MOLSON COORS BEVERAGE CO     | 2026-06-01      | 0.0000%  | N/A     | $19510.00          | $791520.70         | Equities   |
| NORFOLK SOUTHERN CORPORATION | 2026-06-01      | 0.0000%  | N/A     | $235990.00         | $72656601.20       | Equities   |
| PFIZER INC                   | 2026-06-01      | 0.0000%  | N/A     | $304509.00         | $7959865.26        | Equities   |

### Security 155: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2030-08-15      | 0.6250%  | N/A     | $300.00            | $260.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $4985600.00        | $5099805.61        | U.S. Treasuries (including strips) |

### Security 156: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNCL CL CP2692   | 2066-12-15      | 5.4500%  | N/A     | $54943.00          | $56591.56          | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C | 2045-03-20      | 3.5000%  | N/A     | $3487392.00        | $401174.97         | Agency Mortgage-Backed Securities |
| GNII SF BS7619 C | 2050-06-20      | 3.0000%  | N/A     | $1163360.00        | $523189.14         | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C | 2050-03-20      | 5.0000%  | N/A     | $1066984.00        | $82418.31          | Agency Mortgage-Backed Securities |
| GNII SF BZ8509 C | 2050-12-20      | 3.0000%  | N/A     | $109000.00         | $63553.11          | Agency Mortgage-Backed Securities |
| GNII SF CH0302 C | 2051-09-20      | 2.5000%  | N/A     | $2282896.00        | $1522217.74        | Agency Mortgage-Backed Securities |
| GNII SF CL2894 C | 2046-11-20      | 3.5000%  | N/A     | $12892832.00       | $7983254.65        | Agency Mortgage-Backed Securities |
| GNII SF CT9106 C | 2053-05-20      | 7.0000%  | N/A     | $1040326.00        | $656385.92         | Agency Mortgage-Backed Securities |
| GNII SF CV0444 C | 2053-08-20      | 7.0000%  | N/A     | $1298762.00        | $969959.71         | Agency Mortgage-Backed Securities |
| GNII SF CV0625 C | 2053-09-20      | 7.0000%  | N/A     | $1478208.00        | $1501382.32        | Agency Mortgage-Backed Securities |
| GNII SF DD4243 C | 2054-11-20      | 7.0000%  | N/A     | $1471269.00        | $1523766.12        | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C | 2055-02-20      | 6.5000%  | N/A     | $1474844.00        | $1370320.31        | Agency Mortgage-Backed Securities |
| GNII SF DH3484 C | 2055-03-20      | 7.0000%  | N/A     | $12199664.00       | $2000826.23        | Agency Mortgage-Backed Securities |
| GNII SF DL3638 C | 2055-09-20      | 6.5000%  | N/A     | $2876796.00        | $2893713.48        | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C | 2055-07-20      | 6.5000%  | N/A     | $3449280.00        | $1225286.64        | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M | 2028-04-20      | 7.5000%  | N/A     | $90446.00          | $11787.06          | Agency Mortgage-Backed Securities |
| GNII SF MA7865 M | 2030-06-20      | 8.5000%  | N/A     | $28894.00          | $13829.65          | Agency Mortgage-Backed Securities |
| GNII SF MA7941 M | 2048-07-20      | 5.0000%  | N/A     | $25000.00          | $13642.10          | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | N/A     | $286755.00         | $39642.50          | Agency Mortgage-Backed Securities |
| GNII SF MA8563 M | 2051-02-20      | 2.0000%  | N/A     | $533751.00         | $329428.57         | Agency Mortgage-Backed Securities |
| GNII SF MA8696 M | 2038-03-20      | 5.5000%  | N/A     | $1592402.00        | $731328.50         | Agency Mortgage-Backed Securities |
| GNII SF MA8803 M | 2053-04-20      | 6.5000%  | N/A     | $28165.00          | $10351.66          | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M | 2053-09-20      | 6.5000%  | N/A     | $1770382.00        | $673848.48         | Agency Mortgage-Backed Securities |
| GNII SF MA9663 M | 2050-06-20      | 3.0000%  | N/A     | $1252448.00        | $902101.30         | Agency Mortgage-Backed Securities |

### Security 157: KBC Bank NV

- **C.1 - Title:** KBC Bank NV
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 6B2PBRV1FCJDMR45RZ53, C.5 - Other ID: BYJ5B04R8
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 158: LMA-Americas LLC

- **C.1 - Title:** LMA-Americas LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RH68, C.4 - ISIN: US53944RH681, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35220499.28
- **C.18.a - Value (excl. sponsor support):** $35220499.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: 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 159: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKS9, C.4 - ISIN: US53946BKS96, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $50016765.00
- **C.18.a - Value (excl. sponsor support):** $50016765.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HG13, C.4 - ISIN: US53943HG132, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $68265661.50
- **C.18.a - Value (excl. sponsor support):** $68265661.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Lloyds Bank plc

- **C.1 - Title:** Lloyds Bank plc
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53946BKL4, C.4 - ISIN: US53946BKL44, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $60029964.00
- **C.18.a - Value (excl. sponsor support):** $60029964.00
- **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):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd.

- **C.1 - Title:** MUFG Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62479ML27, C.4 - ISIN: US62479ML276, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $47327550.85
- **C.18.a - Value (excl. sponsor support):** $47327550.85
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BSU3, C.4 - ISIN: US55381BSU34, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $127992358.40
- **C.18.a - Value (excl. sponsor support):** $127992358.40
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTD0, C.4 - ISIN: US55381BTD00, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $92831366.40
- **C.18.a - Value (excl. sponsor support):** $92831366.40
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BTH1, C.4 - ISIN: US55381BTH14, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $47020811.60
- **C.18.a - Value (excl. sponsor support):** $47020811.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BPS1, C.4 - ISIN: US55381BPS15, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $93509237.80
- **C.18.a - Value (excl. sponsor support):** $93509237.80
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Bank Ltd., New York

- **C.1 - Title:** MUFG Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQH4, C.4 - ISIN: US55381BQH41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $50005450.00
- **C.18.a - Value (excl. sponsor support):** $50005450.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mackinac Funding Co. LLC

- **C.1 - Title:** Mackinac Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55458FGE1, C.4 - ISIN: US55458FGE16, C.3 - LEI: 549300DSZ0UOZX6UNF02
- **C.18 - Value (incl. sponsor support):** $69660528.00
- **C.18.a - Value (excl. sponsor support):** $69660528.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-14
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: 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 169: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NQ37, C.4 - ISIN: US55607NQ377, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $65008911.50
- **C.18.a - Value (excl. sponsor support):** $65008911.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LRN6, C.4 - ISIN: US55607LRN63, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $50082791.20
- **C.18.a - Value (excl. sponsor support):** $50082791.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Macquarie Bank Ltd.

- **C.1 - Title:** Macquarie Bank Ltd.
- **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):** $56499045.15
- **C.18.a - Value (excl. sponsor support):** $56499045.15
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LJQ8, C.4 - ISIN: US55607LJQ86, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $59216088.00
- **C.18.a - Value (excl. sponsor support):** $59216088.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LSK1, C.4 - ISIN: US55607LSK16, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $62395287.50
- **C.18.a - Value (excl. sponsor support):** $62395287.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2027-05-19
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LQV9, C.4 - ISIN: US55607LQV98, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $48297820.00
- **C.18.a - Value (excl. sponsor support):** $48297820.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LHQ0, C.4 - ISIN: US55607LHQ05, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $74781662.80
- **C.18.a - Value (excl. sponsor support):** $74781662.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mainbeach Funding LLC

- **C.1 - Title:** Mainbeach Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56037CHL9, C.4 - ISIN: US56037CHL90, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $85556706.77
- **C.18.a - Value (excl. sponsor support):** $85556706.77
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 177: Mizuho Bank Ltd., New York

- **C.1 - Title:** Mizuho Bank Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701ACD3, C.4 - ISIN: US60701ACD37, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $61023137.30
- **C.18.a - Value (excl. sponsor support):** $61023137.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Mizuho Bank Ltd.

- **C.1 - Title:** Mizuho Bank Ltd.
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: RB0PEZSDGCO3JS6CEU02, C.5 - Other ID: BYJ5B04T4
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 179: Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates, Various States

- **C.1 - Title:** Mizuho Floater/Residual Trust, Tender Option Bond Trust Receipts/Certificates, Various States
- **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):** $30370000.00
- **C.18.a - Value (excl. sponsor support):** $30370000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **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: NR; Moody's: NR; Standard & Poor's: 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 180: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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):** $129000000.00
- **C.18.a - Value (excl. sponsor support):** $129000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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: NR; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BRAVO RESDNTIL FDG TR 2021-HE3 A-2    20690826 FLT     | 2069-08-26      | 4.6121%  | N/A     | $203000.00         | $39150.08          | Private Label Collateralized Mortgage Obligations |
| CWHEQ REVOLVING HEQ 2006-I     1-A    20370115 FLT     | 2037-01-15      | 3.8816%  | N/A     | $169552000.00      | $2775273.30        | Asset-Backed Securities                           |
| EFMT 2025-CES4                 A-1    20600625 FLT     | 2060-06-25      | 5.4310%  | N/A     | $10154182.00       | $7892152.71        | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-CES4                 M-1    20600625 FLT     | 2060-06-25      | 6.1060%  | N/A     | $656000.00         | $659545.10         | Private Label Collateralized Mortgage Obligations |
| HOTWIRE FUNDING LLC 2021-1     A-2    20511120 2.31100 | 2051-11-20      | 2.3110%  | N/A     | $119734252.00      | $118508981.47      | Asset-Backed Securities                           |
| MARINER FINANCE ISS TR 2024-B  B      20381122 5.33000 | 2038-11-22      | 5.3300%  | N/A     | $8100000.00        | $8154897.75        | Asset-Backed Securities                           |

### Security 181: National Australia Bank Ltd.

- **C.1 - Title:** National Australia Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254G3X1, C.4 - ISIN: US63254G3X11, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $102065004.60
- **C.18.a - Value (excl. sponsor support):** $102065004.60
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MHR3, C.4 - ISIN: US63307MHR34, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $126570011.58
- **C.18.a - Value (excl. sponsor support):** $126570011.58
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-25
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **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):** $50042815.00
- **C.18.a - Value (excl. sponsor support):** $50042815.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307MPB9, C.4 - ISIN: US63307MPB99, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $74607769.35
- **C.18.a - Value (excl. sponsor support):** $74607769.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-02-11
- **C.12 - Maturity Date (WAL):** 2027-02-11
- **C.13 - Final Legal Maturity Date:** 2027-02-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **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):** $50021639.00
- **C.18.a - Value (excl. sponsor support):** $50021639.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **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):** $51046404.39
- **C.18.a - Value (excl. sponsor support):** $51046404.39
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **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):** $35025557.70
- **C.18.a - Value (excl. sponsor support):** $35025557.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Bank of Canada

- **C.1 - Title:** National Bank of Canada
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: BYJ5B04N7
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 189: Natixis SA, New York

- **C.1 - Title:** Natixis SA, New York
- **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):** $49999490.00
- **C.18.a - Value (excl. sponsor support):** $49999490.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Natixis SA

- **C.1 - Title:** Natixis SA
- **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):** $14000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000.00
- **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: NR; Moody's: P-1; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES                         | 2056-03-15      | 5.5000%  | N/A     | $19000.00          | $18730.24          | Corporate Debt Securities |
| ABBVIE INC                                  | 2035-05-14      | 4.5000%  | N/A     | $464000.00         | $448634.64         | Corporate Debt Securities |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA  | 2032-08-01      | 8.5000%  | N/A     | $2000.00           | $2058.10           | Corporate Debt Securities |
| AMERICO LIFE INC.                           | 2031-04-15      | 3.4500%  | N/A     | $1335000.00        | $1193485.55        | Corporate Debt Securities |
| APOLLO MANAGEMENT HOLDINGS LP               | 2030-06-05      | 2.6500%  | N/A     | $36000.00          | $33583.26          | Corporate Debt Securities |
| APPLE INC                                   | 2051-02-08      | 2.6500%  | N/A     | $40000.00          | $24817.23          | Corporate Debt Securities |
| AT&T INC                                    | 2037-03-01      | 5.2500%  | N/A     | $1954000.00        | $1960376.55        | Corporate Debt Securities |
| BANK OF AMERICA CORP                        | 2079-12-31      | 6.2500%  | N/A     | $1000.00           | $1022.92           | Corporate Debt Securities |
| BANK OF AMERICA CORP                        | 2042-02-07      | 5.8750%  | N/A     | $65000.00          | $68410.41          | Corporate Debt Securities |
| BANNER HEALTH                               | 2031-01-01      | 1.8970%  | N/A     | $10000.00          | $8948.09           | Corporate Debt Securities |
| BIO-RAD LABS INC                            | 2027-03-15      | 3.3000%  | N/A     | $453000.00         | $451887.13         | Corporate Debt Securities |
| BOEING CO                                   | 2029-03-01      | 3.2000%  | N/A     | $43000.00          | $41801.26          | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC              | 2034-04-10      | 4.9890%  | N/A     | $1841000.00        | $1862669.64        | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                      | 2079-12-31      | 6.1250%  | N/A     | $39000.00          | $40855.71          | Corporate Debt Securities |
| CARLYLE FINANCE SUBSIDIARY LLC              | 2029-09-19      | 3.5000%  | N/A     | $10000.00          | $9692.46           | Corporate Debt Securities |
| CHARLES SCHWAB CORP                         | 2079-12-31      | 4.0000%  | N/A     | $6000.00           | $5651.63           | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC | 2045-12-01      | 4.5000%  | N/A     | $2000.00           | $1751.82           | Corporate Debt Securities |
| CVS HEALTH CORP                             | 2032-01-10      | 7.5070%  | N/A     | $21000.00          | $9108.50           | Corporate Debt Securities |
| DOW CHEMICAL CO                             | 2050-11-15      | 3.6000%  | N/A     | $410000.00         | $273388.00         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                   | 2052-03-15      | 3.5500%  | N/A     | $4000.00           | $2867.67           | Corporate Debt Securities |
| FARMERS INS EXCHANGE                        | 2064-10-15      | 7.0000%  | N/A     | $10000.00          | $10162.66          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                 | 2031-04-23      | 5.2180%  | N/A     | $46000.00          | $46893.23          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                 | 2030-10-23      | 4.6920%  | N/A     | $6000.00           | $6013.33           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                 | 2032-04-22      | 2.6150%  | N/A     | $720000.00         | $649359.10         | Corporate Debt Securities |
| GXO LOGISTICS INC                           | 2029-05-06      | 6.2500%  | N/A     | $24000.00          | $24878.47          | Corporate Debt Securities |
| HCA INC                                     | 2027-03-15      | 3.1250%  | N/A     | $53000.00          | $52876.70          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                         | 2079-12-31      | 6.5000%  | N/A     | $2153000.00        | $2231739.99        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                         | 2030-07-22      | 4.9950%  | N/A     | $5000.00           | $5131.41           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                        | 2051-03-15      | 3.3500%  | N/A     | $54000.00          | $35604.69          | Corporate Debt Securities |
| KINDER MORGAN INC                           | 2045-06-01      | 5.5500%  | N/A     | $5000.00           | $4969.11           | Corporate Debt Securities |
| LPL HOLDINGS INC                            | 2029-03-15      | 4.0000%  | N/A     | $206000.00         | $202298.64         | Corporate Debt Securities |
| MAPLE GROVE FUNDING TRUST I                 | 2051-08-15      | 4.1610%  | N/A     | $101000.00         | $73158.41          | Corporate Debt Securities |
| MAREX GROUP PLC                             | 2028-05-08      | 5.8290%  | N/A     | $1000.00           | $1015.19           | Corporate Debt Securities |
| MORGAN STANLEY                              | 2045-01-27      | 4.3000%  | N/A     | $18000.00          | $15421.18          | Corporate Debt Securities |
| MORGAN STANLEY                              | 2030-07-19      | 5.0420%  | N/A     | $4000.00           | $4106.59           | Corporate Debt Securities |
| OMNICOM GROUP INC                           | 2041-03-01      | 3.3750%  | N/A     | $2698000.00        | $2025226.72        | Corporate Debt Securities |
| ONEOK INC                                   | 2045-04-01      | 5.0500%  | N/A     | $30000.00          | $26560.98          | Corporate Debt Securities |
| ONEOK INC                                   | 2043-10-15      | 5.1500%  | N/A     | $16000.00          | $14519.91          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY            | 2042-04-15      | 4.4500%  | N/A     | $2000.00           | $1662.22           | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY            | 2044-02-15      | 4.7500%  | N/A     | $61000.00          | $52361.32          | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC            | 2046-11-01      | 3.6400%  | N/A     | $72000.00          | $52836.56          | Corporate Debt Securities |
| PSEG POWER LLC                              | 2030-05-15      | 5.2000%  | N/A     | $60000.00          | $60945.13          | Corporate Debt Securities |
| S&P GLOBAL INC                              | 2029-05-01      | 4.2500%  | N/A     | $435000.00         | $434023.67         | Corporate Debt Securities |
| SCHLUMBERGER HOLDINGS CORP                  | 2034-06-01      | 5.0000%  | N/A     | $4000.00           | $4107.01           | Corporate Debt Securities |
| SPIRE MISSOURI INC                          | 2051-06-01      | 3.3000%  | N/A     | $1272000.00        | $880550.48         | Corporate Debt Securities |
| T-MOBILE USA INC                            | 2041-02-15      | 3.0000%  | N/A     | $873000.00         | $653655.84         | Corporate Debt Securities |
| TYSON FOODS INC                             | 2044-08-15      | 5.1500%  | N/A     | $173000.00         | $162809.92         | Corporate Debt Securities |
| VODAFONE GROUP PLC                          | 2053-02-10      | 5.6250%  | N/A     | $1000.00           | $961.33            | Corporate Debt Securities |
| WEYERHAEUSER COMPANY                        | 2033-12-15      | 6.8750%  | N/A     | $448000.00         | $506423.43         | Corporate Debt Securities |

### Security 191: Nestle Finance International Ltd.

- **C.1 - Title:** Nestle Finance International Ltd.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 64106HGA3, C.4 - ISIN: US64106HGA32, C.3 - LEI: 0KLLMNHINTFDRMU6DI05
- **C.18 - Value (incl. sponsor support):** $54763351.50
- **C.18.a - Value (excl. sponsor support):** $54763351.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: New York Life Global Funding

- **C.1 - Title:** New York Life Global Funding
- **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):** $23343636.14
- **C.18.a - Value (excl. sponsor support):** $23343636.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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: AAA; Moody's: Aa1; Standard & Poor's: 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 193: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **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: NR; Moody's: NR; Standard & Poor's: 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 DR6920 C | 2056-04-20      | 5.5000%  | N/A     | $262700.00         | $266670.53         | Agency Mortgage-Backed Securities |
| GNII SF MA8421 M | 2051-06-20      | 1.5000%  | N/A     | $627500.00         | $445814.76         | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M | 2053-03-20      | 4.5000%  | N/A     | $66200.00          | $49170.36          | Agency Mortgage-Backed Securities |
| GNII SF MA9778 M | 2054-07-20      | 5.0000%  | N/A     | $53100.00          | $46820.86          | Agency Mortgage-Backed Securities |
| GNII SP 786709 C | 2053-05-20      | 5.0000%  | N/A     | $286300.00         | $212425.88         | Agency Mortgage-Backed Securities |

### Security 194: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KH31, C.4 - ISIN: US65558KH318, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $58591607.90
- **C.18.a - Value (excl. sponsor support):** $58591607.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nordea Bank Abp

- **C.1 - Title:** Nordea Bank Abp
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65558KF17, C.4 - ISIN: US65558KF171, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $81975342.60
- **C.18.a - Value (excl. sponsor support):** $81975342.60
- **C.19 - Percentage of Net Assets:** 0.3300%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 196: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQF8, C.4 - ISIN: US65558WQF85, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $74019032.80
- **C.18.a - Value (excl. sponsor support):** $74019032.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nordea Bank Abp, New York

- **C.1 - Title:** Nordea Bank Abp, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WUA4, C.4 - ISIN: US65558WUA43, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $50021785.00
- **C.18.a - Value (excl. sponsor support):** $50021785.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: North Texas Higher Education Authority, Inc.

- **C.1 - Title:** North Texas Higher Education Authority, Inc.
- **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):** $6800000.00
- **C.18.a - Value (excl. sponsor support):** $6800000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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:** 2053-12-01
- **C.10 - Ratings:** Fitch: NR; Moody's: VMIG1; Standard & Poor's: 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 199: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UF99, C.4 - ISIN: US67983UF996, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49943820.00
- **C.18.a - Value (excl. sponsor support):** $49943820.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: 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 200: Oversea-Chinese Banking Corp. Ltd.

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BHK9, C.4 - ISIN: US69034BHK98, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $74345040.00
- **C.18.a - Value (excl. sponsor support):** $74345040.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: Oversea-Chinese Banking Corp. Ltd., New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NLU7, C.4 - ISIN: US69033NLU71, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $53897116.39
- **C.18.a - Value (excl. sponsor support):** $53897116.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-04
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Oversea-Chinese Banking Corp. Ltd., New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPX7, C.4 - ISIN: US69033NPX74, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $80048437.60
- **C.18.a - Value (excl. sponsor support):** $80048437.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Oversea-Chinese Banking Corp. Ltd., New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPT6, C.4 - ISIN: US69033NPT62, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $69998257.00
- **C.18.a - Value (excl. sponsor support):** $69998257.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Oversea-Chinese Banking Corp. Ltd., New York

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NJZ9, C.4 - ISIN: US69033NJZ96, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $100018200.00
- **C.18.a - Value (excl. sponsor support):** $100018200.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Overwatch Alpha Funding LLC

- **C.1 - Title:** Overwatch Alpha Funding LLC
- **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):** $119963352.00
- **C.18.a - Value (excl. sponsor support):** $119963352.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 206: Overwatch Alpha Funding LLC

- **C.1 - Title:** Overwatch Alpha Funding LLC
- **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):** $148939312.30
- **C.18.a - Value (excl. sponsor support):** $148939312.30
- **C.19 - Percentage of Net Assets:** 0.5900%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 207: Resolute Funding Co. LLC

- **C.1 - Title:** Resolute Funding Co. LLC
- **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):** $102937025.80
- **C.18.a - Value (excl. sponsor support):** $102937025.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 208: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KHM6, C.4 - ISIN: US76582KHM62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $148662300.00
- **C.18.a - Value (excl. sponsor support):** $148662300.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: 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 209: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EPK5, C.4 - ISIN: US76582EPK54, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141617374.32
- **C.18.a - Value (excl. sponsor support):** $141617374.32
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: 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 210: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KH61, C.4 - ISIN: US76582KH612, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47669075.94
- **C.18.a - Value (excl. sponsor support):** $47669075.94
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: 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 211: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **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):** $50008735.00
- **C.18.a - Value (excl. sponsor support):** $50008735.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **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):** $79947112.00
- **C.18.a - Value (excl. sponsor support):** $79947112.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JTL1, C.4 - ISIN: US78015JTL16, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $50014520.00
- **C.18.a - Value (excl. sponsor support):** $50014520.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **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):** $49023907.10
- **C.18.a - Value (excl. sponsor support):** $49023907.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **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):** $44976249.00
- **C.18.a - Value (excl. sponsor support):** $44976249.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JLQ8, C.4 - ISIN: US78015JLQ84, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $20757874.63
- **C.18.a - Value (excl. sponsor support):** $20757874.63
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **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):** $69973855.00
- **C.18.a - Value (excl. sponsor support):** $69973855.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: Royal Bank of Canada, New York

- **C.1 - Title:** Royal Bank of Canada, New York
- **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):** $44997273.00
- **C.18.a - Value (excl. sponsor support):** $44997273.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: BYJ5B04S6
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 220: Scotia Capital USA, Inc.

- **C.1 - Title:** Scotia Capital USA, Inc.
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **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: NR; Moody's: NR; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BUCKEYE PARTNERS L P           SR 144A NT 30           | 2030-02-01      | 6.7500%  | N/A     | $1922000.00        | $2030045.23        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  1LIEN 144A NT 32        | 2032-02-15      | 6.5000%  | N/A     | $3822000.00        | $3770700.27        | Corporate Debt Securities |
| ENERSIS AMERICAS S.A.          SR NT 4%26              | 2026-10-25      | 4.0000%  | N/A     | $24000.00          | $24038.83          | Corporate Debt Securities |
| ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32        | 2032-06-30      | 8.4990%  | N/A     | $1779000.00        | $1852702.04        | Corporate Debt Securities |
| URUGUAY REP                    GLBL AMRTZ BD 34        | 2034-10-28      | 5.7500%  | N/A     | $1475.00           | $1548.68           | Corporate Debt Securities |
| WORLD OMNI AUTO RECE TR 2023-B A-3    20280515 4.66000 | 2028-05-15      | 4.6600%  | N/A     | $1000.00           | $203.66            | Asset-Backed Securities   |
| XPO INC                        SR GLBL 144A 32         | 2032-02-01      | 7.1250%  | N/A     | $3279000.00        | $3471622.12        | Corporate Debt Securities |

### Security 221: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WSH8, C.4 - ISIN: US83050WSH87, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $63825366.88
- **C.18.a - Value (excl. sponsor support):** $63825366.88
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UFA1, C.4 - ISIN: US83050UFA16, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $70413870.15
- **C.18.a - Value (excl. sponsor support):** $70413870.15
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WTP9, C.4 - ISIN: US83050WTP94, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $64975235.00
- **C.18.a - Value (excl. sponsor support):** $64975235.00
- **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):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UR26, C.4 - ISIN: US83050UR262, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $71060836.35
- **C.18.a - Value (excl. sponsor support):** $71060836.35
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB, London

- **C.1 - Title:** Skandinaviska Enskilda Banken AB, London
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.4 - ISIN: XS3273172539, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: BYDX3FUA7
- **C.18 - Value (incl. sponsor support):** $80939598.30
- **C.18.a - Value (excl. sponsor support):** $80939598.30
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: BYJ5B04U1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 227: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWC0, C.4 - ISIN: US85325VWC08, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $54013892.04
- **C.18.a - Value (excl. sponsor support):** $54013892.04
- **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):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWS5, C.4 - ISIN: US85325VWS59, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $47002945.49
- **C.18.a - Value (excl. sponsor support):** $47002945.49
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Standard Chartered Bank, New York

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWJ5, C.4 - ISIN: US85325VWJ50, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $50006339.50
- **C.18.a - Value (excl. sponsor support):** $50006339.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWM8, C.4 - ISIN: US85325VWM89, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $75014977.50
- **C.18.a - Value (excl. sponsor support):** $75014977.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $40017954.00
- **C.18.a - Value (excl. sponsor support):** $40017954.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** Standard Chartered Bank, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVR8, C.4 - ISIN: US85325VVR85, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $38014468.50
- **C.18.a - Value (excl. sponsor support):** $38014468.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Starbird Funding Corp.

- **C.1 - Title:** Starbird Funding Corp.
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520MH30, C.4 - ISIN: US85520MH302, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $140515768.45
- **C.18.a - Value (excl. sponsor support):** $140515768.45
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-03
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: 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 234: State of New York Mortgage Agency Homeowner Mortgage

- **C.1 - Title:** State of New York Mortgage Agency Homeowner Mortgage
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 64988YLQ8, C.4 - ISIN: US64988YLQ88, C.3 - LEI: 549300ZQWNLLIG564027
- **C.18 - Value (incl. sponsor support):** $18000000.00
- **C.18.a - Value (excl. sponsor support):** $18000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2045-10-01
- **C.10 - Ratings:** Fitch: NR; Moody's: VMIG1; Standard & Poor's: 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? Yes, C.23 Categorized at Level 3? No

### Security 235: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GD31, C.4 - ISIN: US86565GD315, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $49998440.00
- **C.18.a - Value (excl. sponsor support):** $49998440.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GD64, C.4 - ISIN: US86565GD646, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $75000787.50
- **C.18.a - Value (excl. sponsor support):** $75000787.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZP8, C.4 - ISIN: US86565GZP89, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $122071784.80
- **C.18.a - Value (excl. sponsor support):** $122071784.80
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Sumitomo Mitsui Banking Corp., New York

- **C.1 - Title:** Sumitomo Mitsui Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GB66, C.4 - ISIN: US86565GB665, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $75003982.50
- **C.18.a - Value (excl. sponsor support):** $75003982.50
- **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):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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, New York

- **C.1 - Title:** Sumitomo Mitsui Trust, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TPL1, C.4 - ISIN: US86564TPL16, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $72012211.20
- **C.18.a - Value (excl. sponsor support):** $72012211.20
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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, New York

- **C.1 - Title:** Sumitomo Mitsui Trust, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TRH8, C.4 - ISIN: US86564TRH85, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $75000165.00
- **C.18.a - Value (excl. sponsor support):** $75000165.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-21
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960KJJ2, C.4 - ISIN: US86960KJJ25, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $61137351.93
- **C.18.a - Value (excl. sponsor support):** $61137351.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LND8, C.4 - ISIN: US86960LND81, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $113554445.95
- **C.18.a - Value (excl. sponsor support):** $113554445.95
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-29
- **C.13 - Final Legal Maturity Date:** 2026-09-29
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LNY2, C.4 - ISIN: US86960LNY29, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $49396838.40
- **C.18.a - Value (excl. sponsor support):** $49396838.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TRN8, C.4 - ISIN: US86959TRN80, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $91034316.10
- **C.18.a - Value (excl. sponsor support):** $91034316.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $24991635.00
- **C.18.a - Value (excl. sponsor support):** $24991635.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVP8, C.4 - ISIN: US86959TVP82, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $40017376.00
- **C.18.a - Value (excl. sponsor support):** $40017376.00
- **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):** 2027-04-28
- **C.13 - Final Legal Maturity Date:** 2027-04-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB, New York

- **C.1 - Title:** Svenska Handelsbanken AB, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TVN3, C.4 - ISIN: US86959TVN35, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $75019290.00
- **C.18.a - Value (excl. sponsor support):** $75019290.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, C.5 - Other ID: BYJ5B04L1
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.3900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 249: Swedbank AB

- **C.1 - Title:** Swedbank AB
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XFA3, C.4 - ISIN: US87020XFA37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $62424362.50
- **C.18.a - Value (excl. sponsor support):** $62424362.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **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: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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%  | N/A     | $24563000.00       | $25932469.13       | Corporate Debt Securities |
| ECHOSTAR CORP                  | 2029-11-30      | 10.7500% | N/A     | $22751278.00       | $25968567.82       | Corporate Debt Securities |
| GO DADDY OPERATING COMPANY LLC | 2027-12-01      | 5.2500%  | N/A     | $6092000.00        | $6250138.17        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP           | 2030-06-15      | 9.0000%  | N/A     | $34226000.00       | $34092176.34       | Corporate Debt Securities |
| MPT Opt Partner                | 2032-02-15      | 8.5000%  | N/A     | $31732000.00       | $33775717.09       | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC  | 2030-03-01      | 5.5000%  | N/A     | $37000000.00       | $33547324.44       | Corporate Debt Securities |

### Security 251: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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: NR; Moody's: NR; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHOBANI LLC             | 2034-04-15      | 6.3750%  | N/A     | $8354000.00        | $8544941.11        | Corporate Debt Securities |
| MINERAL RESOURCES LTD   | 2034-05-01      | 6.2500%  | N/A     | $10000000.00       | $9956483.33        | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC | 2034-06-01      | 7.2500%  | N/A     | $10000000.00       | $9968213.89        | Corporate Debt Securities |
| PITNEY BOWES INC        | 2029-03-15      | 7.2500%  | N/A     | $9688000.00        | $9902809.87        | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP | 2027-02-15      | 3.8750%  | N/A     | $4108000.00        | $4118247.18        | Corporate Debt Securities |
| WAYFAIR LLC             | 2029-10-31      | 7.2500%  | N/A     | $9500000.00        | $9846095.56        | Corporate Debt Securities |
| YUM! BRANDS INC.        | 2031-03-15      | 3.6250%  | N/A     | $10476000.00       | $9827550.15        | Corporate Debt Securities |

### Security 252: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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: NR; Moody's: NR; Standard & Poor's: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR CANADA                 | 2026-08-15      | 3.8750%  | N/A     | $14254000.00       | $14383632.21       | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM LLC | 2030-10-15      | 7.5000%  | N/A     | $16381000.00       | $16791289.45       | Corporate Debt Securities |
| FERRELLGAS LP              | 2029-04-01      | 5.8750%  | N/A     | $7589000.00        | $7502373.67        | Corporate Debt Securities |
| GEN DIGITAL INC            | 2033-04-01      | 6.2500%  | N/A     | $16167000.00       | $16236670.79       | Corporate Debt Securities |
| NOVA CHEMICALS CORP        | 2029-05-15      | 4.2500%  | N/A     | $16493000.00       | $16149166.76       | Corporate Debt Securities |

### Security 253: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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: NR; Moody's: NR; Standard & Poor's: 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%  | N/A     | $97835.00          | $8443160.50        | Equities   |
| ABBVIE INC                         | 2026-06-01      | 0.0000%  | N/A     | $2350.00           | $513780.50         | Equities   |
| ADVANCED MICRO DEVICES INC         | 2026-06-01      | 0.0000%  | N/A     | $10.00             | $5180.90           | Equities   |
| AIR PRODUCTS AND CHEMICALS INC     | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $283.65            | Equities   |
| AKAMAI TECH INC                    | 2026-06-01      | 0.0000%  | N/A     | $533.00            | $76288.29          | Equities   |
| ALBEMARLE CORP                     | 2026-06-01      | 0.0000%  | N/A     | $899.00            | $158511.68         | Equities   |
| APPLIED MAT INC                    | 2026-06-01      | 0.0000%  | N/A     | $10.00             | $4496.80           | Equities   |
| ARISTA NETWORKS INC                | 2026-06-01      | 0.0000%  | N/A     | $89747.00          | $13935016.69       | Equities   |
| AUTONATION INC                     | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $193.74            | Equities   |
| BIOMARIN PHARMACEUTICAL INC        | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $52.74             | Equities   |
| BOOKING HOLDINGS INC               | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $169.82            | Equities   |
| BRISTOL-MYERS SQUIBB CO            | 2026-06-01      | 0.0000%  | N/A     | $8.00              | $455.28            | Equities   |
| BROADCOM INC                       | 2026-06-01      | 0.0000%  | N/A     | $93576.00          | $39917650.08       | Equities   |
| BROADRIDGE FINANCIAL SOLUTIONS INC | 2026-06-01      | 0.0000%  | N/A     | $2000.00           | $299440.00         | Equities   |
| CBRE GROUP INC                     | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $126.42            | Equities   |
| CLOUDFLARE INC                     | 2026-06-01      | 0.0000%  | N/A     | $3.00              | $684.33            | Equities   |
| DANAHER CORPORATION                | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $180.63            | Equities   |
| DARLING INGREDIENTS INC            | 2026-06-01      | 0.0000%  | N/A     | $698.00            | $41614.76          | Equities   |
| DATADOG INC                        | 2026-06-01      | 0.0000%  | N/A     | $13323.00          | $3000872.52        | Equities   |
| DEVON ENERGY CORPORATION           | 2026-06-01      | 0.0000%  | N/A     | $500.00            | $22055.00          | Equities   |
| EBAY INC                           | 2026-06-01      | 0.0000%  | N/A     | $17808.00          | $1996811.04        | Equities   |
| ELEVANCE HEALTH INC                | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $392.75            | Equities   |
| ELI LILLY AND COMPANY              | 2026-06-01      | 0.0000%  | N/A     | $50.00             | $56340.00          | Equities   |
| FIRSTENERGY CORP                   | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $46.19             | Equities   |
| GREENBRIER CO INC                  | 2026-06-01      | 0.0000%  | N/A     | $26523.00          | $1270451.70        | Equities   |
| HEWLETT PACKARD ENTERPRISE CO      | 2026-06-01      | 0.0000%  | N/A     | $102036.00         | $3898795.56        | Equities   |
| HONEYWELL INTERNATIONAL INC        | 2026-06-01      | 0.0000%  | N/A     | $27612.00          | $6433596.00        | Equities   |
| HORIZON BANCORP/IN                 | 2026-06-01      | 0.0000%  | N/A     | $1385.00           | $25594.80          | Equities   |
| INTEL CORP                         | 2026-06-01      | 0.0000%  | N/A     | $80439.00          | $9724270.71        | Equities   |
| MARVELL TECHNOLOGY INC             | 2026-06-01      | 0.0000%  | N/A     | $27752.00          | $5684442.16        | Equities   |
| MICRON TECHNOLOGY INC              | 2026-06-01      | 0.0000%  | N/A     | $115.00            | $106204.80         | Equities   |
| NEWMONT CORPORATION                | 2026-06-01      | 0.0000%  | N/A     | $12299.00          | $1331120.77        | Equities   |
| NNN REIT INC                       | 2026-06-01      | 0.0000%  | N/A     | $4.00              | $179.40            | Equities   |
| NORFOLK SOUTHERN CORPORATION       | 2026-06-01      | 0.0000%  | N/A     | $38287.00          | $11787801.56       | Equities   |
| NORTHROP GRUMMAN CORP              | 2026-06-01      | 0.0000%  | N/A     | $1499.00           | $838375.71         | Equities   |
| NORTHWESTERN ENERGY GROUP INC      | 2026-06-01      | 0.0000%  | N/A     | $12.00             | $850.56            | Equities   |
| NVIDIA CORP                        | 2026-06-01      | 0.0000%  | N/A     | $18845.00          | $4037541.25        | Equities   |
| ONTO INNOVATION INC                | 2026-06-01      | 0.0000%  | N/A     | $10257.00          | $2654614.17        | Equities   |
| ORGANON & CO                       | 2026-06-01      | 0.0000%  | N/A     | $27.00             | $360.45            | Equities   |
| PALANTIR TECHNOLOGIES INC          | 2026-06-01      | 0.0000%  | N/A     | $148830.00         | $21333292.20       | Equities   |
| PERMIAN RESOURCES CORP             | 2026-06-01      | 0.0000%  | N/A     | $2.00              | $38.64             | Equities   |
| QUALCOMM INC                       | 2026-06-01      | 0.0000%  | N/A     | $98048.00          | $23854097.92       | Equities   |
| ROSS STORES INC                    | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $227.20            | Equities   |
| SANDISK CORP                       | 2026-06-01      | 0.0000%  | N/A     | $788.00            | $1293612.32        | Equities   |
| SBA COMMUNICATIONS CORP            | 2026-06-01      | 0.0000%  | N/A     | $17415.00          | $3563457.30        | Equities   |
| SERVICENOW INC                     | 2026-06-01      | 0.0000%  | N/A     | $17.00             | $1848.41           | Equities   |
| SNOWFLAKE INC                      | 2026-06-01      | 0.0000%  | N/A     | $9197.00           | $2199922.40        | Equities   |
| SOLSTICE ADVANCED MATERIALS INC    | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $84.57             | Equities   |
| SOLVENTUM CORP                     | 2026-06-01      | 0.0000%  | N/A     | $592.00            | $44956.48          | Equities   |
| STOKE THERAPEUTICS INC             | 2026-06-01      | 0.0000%  | N/A     | $14.00             | $442.54            | Equities   |
| TAYSHA GENE THERAPIES INC          | 2026-06-01      | 0.0000%  | N/A     | $4.00              | $23.68             | Equities   |
| TESLA INC                          | 2026-06-01      | 0.0000%  | N/A     | $19368.00          | $8562592.80        | Equities   |
| TRADEWEB MARKETS INC               | 2026-06-01      | 0.0000%  | N/A     | $1301.00           | $129644.65         | Equities   |
| UNITEDHEALTH GROUP INC             | 2026-06-01      | 0.0000%  | N/A     | $67191.00          | $25702573.23       | Equities   |
| UNIVERSAL DISPLAY CORP             | 2026-06-01      | 0.0000%  | N/A     | $2.00              | $188.30            | Equities   |
| WEBSTER FINL CORP                  | 2026-06-01      | 0.0000%  | N/A     | $7502.00           | $545020.30         | Equities   |

### Security 254: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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: NR; Moody's: NR; Standard & Poor's: 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   |
|:---|:---|:---|:---|:---|:---|:---|
| 3M CO                          | 2026-06-01      | 0.0000%  | N/A     | $4100.00           | $626685.00         | Equities   |
| ADVANCED MICRO DEVICES INC     | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $518.09            | Equities   |
| AES CORP                       | 2026-06-01      | 0.0000%  | N/A     | $11.00             | $161.59            | Equities   |
| AIRBNB INC                     | 2026-06-01      | 0.0000%  | N/A     | $1863.00           | $250573.50         | Equities   |
| ALPHABET INC                   | 2026-06-01      | 0.0000%  | N/A     | $25912.00          | $10109048.56       | Equities   |
| AMAZON.COM INC                 | 2026-06-01      | 0.0000%  | N/A     | $89417.00          | $24500258.00       | Equities   |
| AMERICAN TOWER CORP            | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $186.68            | Equities   |
| APPLIED MAT INC                | 2026-06-01      | 0.0000%  | N/A     | $23000.00          | $10342640.00       | Equities   |
| ARISTA NETWORKS INC            | 2026-06-01      | 0.0000%  | N/A     | $16055.00          | $2492859.85        | Equities   |
| ARMSTRONG WORLD INDUSTRIES INC | 2026-06-01      | 0.0000%  | N/A     | $297.00            | $47620.98          | Equities   |
| BELLRING BRANDS INC            | 2026-06-01      | 0.0000%  | N/A     | $46.00             | $398.36            | Equities   |
| BIOMARIN PHARMACEUTICAL INC    | 2026-06-01      | 0.0000%  | N/A     | $3743.00           | $197405.82         | Equities   |
| BRISTOL-MYERS SQUIBB CO        | 2026-06-01      | 0.0000%  | N/A     | $29.00             | $1650.39           | Equities   |
| CARRIER GLOBAL CORP            | 2026-06-01      | 0.0000%  | N/A     | $11944.00          | $762146.64         | Equities   |
| CBRE GROUP INC                 | 2026-06-01      | 0.0000%  | N/A     | $4819.00           | $609217.98         | Equities   |
| CENTENE CORP                   | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $58.91             | Equities   |
| CITIGROUP INC                  | 2026-06-01      | 0.0000%  | N/A     | $4.00              | $498.72            | Equities   |
| CITIZENS FINANCIAL GROUP INC   | 2026-06-01      | 0.0000%  | N/A     | $8373.00           | $522558.93         | Equities   |
| COHERENT CORP                  | 2026-06-01      | 0.0000%  | N/A     | $9750.00           | $3675262.50        | Equities   |
| COHU INC                       | 2026-06-01      | 0.0000%  | N/A     | $13325.00          | $720216.25         | Equities   |
| COLGATE-PALMOLIVE CO           | 2026-06-01      | 0.0000%  | N/A     | $1104.00           | $101192.64         | Equities   |
| COMPASS DIVERSIFIED HOLDINGS   | 2026-06-01      | 0.0000%  | N/A     | $27524.00          | $314324.08         | Equities   |
| COSTCO WHSLE CORP              | 2026-06-01      | 0.0000%  | N/A     | $11615.00          | $11559248.00       | Equities   |
| DANAHER CORPORATION            | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $180.63            | Equities   |
| EDGEWISE THERAPEUTICS INC      | 2026-06-01      | 0.0000%  | N/A     | $3970.00           | $132201.00         | Equities   |
| EQUINIX INC                    | 2026-06-01      | 0.0000%  | N/A     | $2392.00           | $2558100.48        | Equities   |
| GEN DIGITAL INC                | 2026-06-01      | 0.0000%  | N/A     | $2.00              | $49.10             | Equities   |
| GENERAL DYNAMICS CORP          | 2026-06-01      | 0.0000%  | N/A     | $1328.00           | $463418.88         | Equities   |
| HASBRO INC                     | 2026-06-01      | 0.0000%  | N/A     | $3562.00           | $307685.56         | Equities   |
| HEWLETT PACKARD ENTERPRISE CO  | 2026-06-01      | 0.0000%  | N/A     | $3.00              | $114.63            | Equities   |
| HORIZON BANCORP/IN             | 2026-06-01      | 0.0000%  | N/A     | $8.00              | $147.84            | Equities   |
| INTEL CORP                     | 2026-06-01      | 0.0000%  | N/A     | $840.00            | $101547.60         | Equities   |
| JOHNSON & JOHNSON              | 2026-06-01      | 0.0000%  | N/A     | $14100.00          | $3254280.00        | Equities   |
| JPMORGAN CHASE & CO            | 2026-06-01      | 0.0000%  | N/A     | $1555.00           | $461415.15         | Equities   |
| MASIMO CORPORATION             | 2026-06-01      | 0.0000%  | N/A     | $3600.00           | $642420.00         | Equities   |
| MASTERCARD INC                 | 2026-06-01      | 0.0000%  | N/A     | $87.00             | $42956.25          | Equities   |
| META PLATFORMS INC             | 2026-06-01      | 0.0000%  | N/A     | $16216.00          | $10301862.64       | Equities   |
| MICROCHIP TECH INC             | 2026-06-01      | 0.0000%  | N/A     | $752.00            | $72222.08          | Equities   |
| MICRON TECHNOLOGY INC          | 2026-06-01      | 0.0000%  | N/A     | $61109.00          | $56435383.68       | Equities   |
| MICROSOFT CORP                 | 2026-06-01      | 0.0000%  | N/A     | $138142.00         | $58985252.58       | Equities   |
| NETFLIX INC                    | 2026-06-01      | 0.0000%  | N/A     | $42604.00          | $3679281.44        | Equities   |
| NEUROGENE INC                  | 2026-06-01      | 0.0000%  | N/A     | $146983.00         | $4042032.50        | Equities   |
| NORTHERN TRUST CORPORATION     | 2026-06-01      | 0.0000%  | N/A     | $49.00             | $8249.15           | Equities   |
| NORTHWESTERN ENERGY GROUP INC  | 2026-06-01      | 0.0000%  | N/A     | $10.00             | $708.80            | Equities   |
| NUTANIX INC                    | 2026-06-01      | 0.0000%  | N/A     | $2109.00           | $102940.29         | Equities   |
| NVIDIA CORP                    | 2026-06-01      | 0.0000%  | N/A     | $137322.00         | $29421238.50       | Equities   |
| ORACLE CORPORATION             | 2026-06-01      | 0.0000%  | N/A     | $2164.00           | $440806.80         | Equities   |
| PALANTIR TECHNOLOGIES INC      | 2026-06-01      | 0.0000%  | N/A     | $4.00              | $573.36            | Equities   |
| PENN ENTERTAINMENT INC         | 2026-06-01      | 0.0000%  | N/A     | $9.00              | $174.96            | Equities   |
| PG&E CORP                      | 2026-06-01      | 0.0000%  | N/A     | $141905.00         | $2311632.45        | Equities   |
| PPL CORP                       | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $35.33             | Equities   |
| QUALCOMM INC                   | 2026-06-01      | 0.0000%  | N/A     | $4431.00           | $1078017.99        | Equities   |
| REGENCY CENTERS CORP           | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $78.52             | Equities   |
| SANDISK CORP                   | 2026-06-01      | 0.0000%  | N/A     | $6814.00           | $11186134.96       | Equities   |
| SENTINELONE INC                | 2026-06-01      | 0.0000%  | N/A     | $2.00              | $36.04             | Equities   |
| SERVICENOW INC                 | 2026-06-01      | 0.0000%  | N/A     | $5.00              | $543.65            | Equities   |
| STOKE THERAPEUTICS INC         | 2026-06-01      | 0.0000%  | N/A     | $256272.00         | $8100757.92        | Equities   |
| TARSUS PHARMACEUTICALS INC     | 2026-06-01      | 0.0000%  | N/A     | $19211.00          | $1143822.94        | Equities   |
| TESLA INC                      | 2026-06-01      | 0.0000%  | N/A     | $27677.00          | $12236001.70       | Equities   |
| US BANCORP                     | 2026-06-01      | 0.0000%  | N/A     | $11992.00          | $652964.40         | Equities   |

### Security 255: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: BYDTJ2EG3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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: NR; Moody's: NR; Standard & Poor's: 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                        | 2026-06-01      | 0.0000%  | N/A     | $3543.00           | $855421.92         | Equities   |
| ADVANCED MICRO DEVICES INC       | 2026-06-01      | 0.0000%  | N/A     | $1923.00           | $996287.07         | Equities   |
| ALPHABET INC                     | 2026-06-01      | 0.0000%  | N/A     | $14929.00          | $5764385.48        | Equities   |
| AMAZON.COM INC                   | 2026-06-01      | 0.0000%  | N/A     | $2792.00           | $765008.00         | Equities   |
| AMPHENOL CORP                    | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $147.68            | Equities   |
| ANNALY CAPITAL MANAGEMENT INC    | 2026-06-01      | 0.0000%  | N/A     | $14.00             | $302.40            | Equities   |
| BIOMARIN PHARMACEUTICAL INC      | 2026-06-01      | 0.0000%  | N/A     | $3884.00           | $204842.16         | Equities   |
| BOOZ ALLEN HAMILTON HOLDING CORP | 2026-06-01      | 0.0000%  | N/A     | $83.00             | $6727.15           | Equities   |
| BROADCOM INC                     | 2026-06-01      | 0.0000%  | N/A     | $12884.00          | $5496056.72        | Equities   |
| CBRE GROUP INC                   | 2026-06-01      | 0.0000%  | N/A     | $678.00            | $85712.76          | Equities   |
| COHERENT CORP                    | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $376.95            | Equities   |
| CONNECTONE BANCORP INC           | 2026-06-01      | 0.0000%  | N/A     | $371.00            | $11107.74          | Equities   |
| DEXCOM                           | 2026-06-01      | 0.0000%  | N/A     | $4.00              | $289.36            | Equities   |
| EBAY INC                         | 2026-06-01      | 0.0000%  | N/A     | $322644.00         | $36178071.72       | Equities   |
| EQUINIX INC                      | 2026-06-01      | 0.0000%  | N/A     | $4661.00           | $4984659.84        | Equities   |
| ESPERION THERAPEUTICS INC        | 2026-06-01      | 0.0000%  | N/A     | $77.00             | $241.01            | Equities   |
| GEN DIGITAL INC                  | 2026-06-01      | 0.0000%  | N/A     | $3.00              | $73.65             | Equities   |
| GREENBRIER CO INC                | 2026-06-01      | 0.0000%  | N/A     | $3554.00           | $170236.60         | Equities   |
| JPMORGAN CHASE & CO              | 2026-06-01      | 0.0000%  | N/A     | $5295.00           | $1571185.35        | Equities   |
| KENVUE INC                       | 2026-06-01      | 0.0000%  | N/A     | $176532.00         | $3114024.48        | Equities   |
| META PLATFORMS INC               | 2026-06-01      | 0.0000%  | N/A     | $12005.00          | $7626656.45        | Equities   |
| MGIC INVESTMENT CORPORATION      | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $25.51             | Equities   |
| MICROSOFT CORP                   | 2026-06-01      | 0.0000%  | N/A     | $19631.00          | $8382240.69        | Equities   |
| NEWMONT CORPORATION              | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $108.23            | Equities   |
| NORTHWESTERN ENERGY GROUP INC    | 2026-06-01      | 0.0000%  | N/A     | $7.00              | $496.16            | Equities   |
| NVIDIA CORP                      | 2026-06-01      | 0.0000%  | N/A     | $141910.00         | $30404217.50       | Equities   |
| ORGANON & CO                     | 2026-06-01      | 0.0000%  | N/A     | $8.00              | $106.80            | Equities   |
| PROCTER & GAMBLE CO              | 2026-06-01      | 0.0000%  | N/A     | $1348.00           | $196686.68         | Equities   |
| TESLA INC                        | 2026-06-01      | 0.0000%  | N/A     | $127.00            | $56146.70          | Equities   |
| THERMO FISHER                    | 2026-06-01      | 0.0000%  | N/A     | $1.00              | $487.22            | Equities   |
| WESTERN ALLIANCE                 | 2026-06-01      | 0.0000%  | N/A     | $39772.00          | $3127670.08        | Equities   |

### Security 256: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| FS KKR CAPITAL CORP              | 2027-07-15      | 3.2500%  | N/A     | $8274000.00        | $8147302.08        | Corporate Debt Securities |
| GLP CAPITAL LP                   | 2036-03-01      | 5.6250%  | N/A     | $4071000.00        | $4049347.37        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION | 2039-06-15      | 7.9500%  | N/A     | $6312000.00        | $7770366.56        | Corporate Debt Securities |
| QORVO INC                        | 2031-04-01      | 3.3750%  | N/A     | $10558000.00       | $9711327.58        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC    | 2031-01-31      | 4.7000%  | N/A     | $10093000.00       | $10075948.44       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC    | 2027-07-31      | 5.0000%  | N/A     | $15000000.00       | $15245816.67       | Corporate Debt Securities |

### Security 257: Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates
- **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):** $4915000.00
- **C.18.a - Value (excl. sponsor support):** $4915000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **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: NR; Moody's: NR; Standard & Poor's: 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 258: Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates

- **C.1 - Title:** Taxable Municipal Funding Trust, Tender Option Bond Trust Receipts/Certificates
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YUZ1, C.4 - ISIN: US88034YUZ14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6300000.00
- **C.18.a - Value (excl. sponsor support):** $6300000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 1.5700%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2034-06-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: 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 259: Toronto Dominion Bank Strips, New York

- **C.1 - Title:** Toronto Dominion Bank Strips, New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2X3, C.4 - ISIN: US89115M2X39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50019240.00
- **C.18.a - Value (excl. sponsor support):** $50019240.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUD6, C.4 - ISIN: US89115DUD64, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $55013524.50
- **C.18.a - Value (excl. sponsor support):** $55013524.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $52020997.60
- **C.18.a - Value (excl. sponsor support):** $52020997.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR99, C.4 - ISIN: US89115DR990, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $30011046.30
- **C.18.a - Value (excl. sponsor support):** $30011046.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M3E4, C.4 - ISIN: US89115M3E49, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50474558.10
- **C.18.a - Value (excl. sponsor support):** $50474558.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto-Dominion Bank (The), New York

- **C.1 - Title:** Toronto-Dominion Bank (The), New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBM7, C.4 - ISIN: US89115DBM74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $63018030.60
- **C.18.a - Value (excl. sponsor support):** $63018030.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toyota Credit Canada, Inc.

- **C.1 - Title:** Toyota Credit Canada, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232DPH1, C.4 - ISIN: US89232DPH16, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $33956223.00
- **C.18.a - Value (excl. sponsor support):** $33956223.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2027-02-17
- **C.12 - Maturity Date (WAL):** 2027-02-17
- **C.13 - Final Legal Maturity Date:** 2027-02-17
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $271568898.51
- **C.18.a - Value (excl. sponsor support):** $271568898.51
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 267: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UD7, C.4 - ISIN: US912797UD79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120414088.64
- **C.18.a - Value (excl. sponsor support):** $120414088.64
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-03-18
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 268: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKE0, C.4 - ISIN: US91282CKE02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $120395624.40
- **C.18.a - Value (excl. sponsor support):** $120395624.40
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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: AA+; Moody's: Aa1; Standard & Poor's: 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 269: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJT9, C.4 - ISIN: US91282CJT99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99127616.94
- **C.18.a - Value (excl. sponsor support):** $99127616.94
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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: AA+; Moody's: Aa1; Standard & Poor's: 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 270: UBS AG

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $45008918.10
- **C.18.a - Value (excl. sponsor support):** $45008918.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JC38, C.4 - ISIN: US90276JC384, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50005213.50
- **C.18.a - Value (excl. sponsor support):** $50005213.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZP4, C.4 - ISIN: US90276JZP47, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $52264051.59
- **C.18.a - Value (excl. sponsor support):** $52264051.59
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG, New York

- **C.1 - Title:** UBS AG, New York
- **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):** $22962369.70
- **C.18.a - Value (excl. sponsor support):** $22962369.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: Verto Capital Compartment B

- **C.1 - Title:** Verto Capital Compartment B
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WF13, C.4 - ISIN: US92543WF134, C.3 - LEI: 635400IQFKJ81GEKSY46
- **C.18 - Value (incl. sponsor support):** $92971077.00
- **C.18.a - Value (excl. sponsor support):** $92971077.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 275: Verto Capital I

- **C.1 - Title:** Verto Capital I
- **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):** $74271375.00
- **C.18.a - Value (excl. sponsor support):** $74271375.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 276: Verto Capital I

- **C.1 - Title:** Verto Capital I
- **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):** $74337315.00
- **C.18.a - Value (excl. sponsor support):** $74337315.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 277: Verto Capital I Compartment D

- **C.1 - Title:** Verto Capital I Compartment D
- **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):** $105956232.60
- **C.18.a - Value (excl. sponsor support):** $105956232.60
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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: NR; Moody's: P-1; Standard & Poor's: 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 278: Verto Capital I-A LLC

- **C.1 - Title:** Verto Capital I-A LLC
- **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):** $225019575.00
- **C.18.a - Value (excl. sponsor support):** $225019575.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **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: NR; Moody's: P-1; Standard & Poor's: 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: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA
- **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):** $50025970.00
- **C.18.a - Value (excl. sponsor support):** $50025970.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVL5, C.4 - ISIN: US95001KVL50, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $99821810.00
- **C.18.a - Value (excl. sponsor support):** $99821810.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-27
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA
- **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):** $47968656.00
- **C.18.a - Value (excl. sponsor support):** $47968656.00
- **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):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA
- **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):** $30988136.30
- **C.18.a - Value (excl. sponsor support):** $30988136.30
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGEL OAK MORTGAGE TRUST AOMT_22-1                | 2066-12-25      | 3.8810%  | N/A     | $15000000.00       | $8707458.81        | Private Label Collateralized Mortgage Obligations |
| BANK_21-BN33                                      | 2064-05-15      | 0.5721%  | N/A     | $22000000.00       | $671406.03         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIR2           | 2041-10-15      | 5.1194%  | N/A     | $10143000.00       | $9778735.99        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-2      | 2055-02-25      | 6.5000%  | N/A     | $250000.00         | $151082.30         | Private Label Collateralized Mortgage Obligations |
| CHASE_25-9                                        | 2056-06-25      | 2.5548%  | N/A     | $99148000.00       | $5580716.77        | Private Label Collateralized Mortgage Obligations |
| CHASE_26-1                                        | 2056-11-27      | 1.7548%  | N/A     | $32000000.00       | $2121152.48        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-LC23                  | 2048-10-10      | 3.8413%  | N/A     | $2547000.00        | $2195096.47        | Private Label Collateralized Mortgage Obligations |
| CONECM_26-DFW3                                    | 2041-05-15      | 0.0000%  | N/A     | $10500000.00       | $10576034.61       | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT         | 2037-10-15      | 6.2420%  | N/A     | $5512000.00        | $5360020.07        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                           | 2062-05-25      | 4.2500%  | N/A     | $1000000.00        | $753294.48         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                      | 2034-05-10      | 2.8555%  | N/A     | $11084000.00       | $7955644.39        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSM                  | 2049-11-10      | 0.5717%  | N/A     | $49234000.00       | $13826.66          | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC40         | 2052-07-12      | 3.5430%  | N/A     | $5310000.00        | $4563390.99        | Private Label Collateralized Mortgage Obligations |
| HIH TRUST HIH_24-61P                              | 2041-10-15      | 5.4700%  | N/A     | $6675000.00        | $5997268.15        | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY SIMON JV TRUST HBCT_                  | 2034-08-05      | 4.1545%  | N/A     | $1470000.00        | $964648.74         | Private Label Collateralized Mortgage Obligations |
| JPMMT_19-HYB1                                     | 2049-10-25      | 5.1131%  | N/A     | $135000.00         | $112103.06         | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-15                                       | 2052-06-25      | 2.5000%  | N/A     | $8556000.00        | $5100911.07        | Private Label Collateralized Mortgage Obligations |
| KRECMT_26-ICNA                                    | 2043-05-15      | 5.4771%  | N/A     | $13802000.00       | $13831370.37       | Private Label Collateralized Mortgage Obligations |
| LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2        | 2039-05-15      | 4.9223%  | N/A     | $3430000.00        | $3303653.34        | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_21-NQM2                            | 2064-11-25      | 1.3170%  | N/A     | $3000000.00        | $846070.66         | Asset-Backed Securities                           |
| MWMT_26-2MW                                       | 2048-06-10      | 5.7183%  | N/A     | $8750000.00        | $8882480.16        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1  | 2059-11-25      | 3.5000%  | N/A     | $2823450.00        | $2460964.82        | Private Label Collateralized Mortgage Obligations |
| NRZT_23-1                                         | 2063-01-25      | 3.4777%  | N/A     | $2755000.00        | $1638419.37        | Private Label Collateralized Mortgage Obligations |
| NRZT_26-NQM6                                      | 2066-05-25      | 0.0000%  | N/A     | $199281.00         | $197672.88         | Private Label Collateralized Mortgage Obligations |
| NYC_25-1155                                       | 2042-06-06      | 5.8329%  | N/A     | $2082000.00        | $2105802.88        | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                     | 2035-12-15      | 5.1250%  | N/A     | $20075088.00       | $19813972.45       | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV3                                       | 2056-04-25      | 0.0000%  | N/A     | $28272000.00       | $183731.26         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13             | 2064-07-15      | 5.3700%  | N/A     | $1805000.00        | $1014469.56        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM13             | 2064-06-25      | 5.1160%  | N/A     | $21644000.00       | $12167921.85       | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-INV4                                     | 2057-03-26      | 0.0000%  | N/A     | $10514000.00       | $11025558.55       | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-J1                                       | 2057-01-25      | 4.7992%  | N/A     | $3000000.00        | $2757291.57        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_23-AFC4                         | 2058-11-25      | 7.2250%  | N/A     | $1000000.00        | $467149.72         | Asset-Backed Securities                           |
| RMCT_25-J4                                        | 2056-03-25      | 0.3000%  | N/A     | $26510000.00       | $147545.92         | Private Label Collateralized Mortgage Obligations |
| STARWOOD COMMERICAL MORTGAGE TRUST STWD_25-FL4    | 2042-11-19      | 5.0628%  | N/A     | $17600000.00       | $17624698.27       | Private Label Collateralized Mortgage Obligations |
| VERUS_26-4                                        | 2071-04-27      | 4.8121%  | N/A     | $7790000.00        | $7759676.11        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                   | 2048-09-15      | 4.4314%  | N/A     | $4951106.00        | $3488998.45        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_20-C55 | 2053-02-15      | 2.7250%  | N/A     | $1607709.00        | $1501432.11        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C5 | 2058-07-15      | 5.5900%  | N/A     | $76000.00          | $78328.70          | Private Label Collateralized Mortgage Obligations |

### Security 284: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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: BYD93D406
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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: F1+; Moody's: P-1; Standard & Poor's: 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         |
|:---|:---|:---|:---|:---|:---|:---|
| AUSTIN TEX INDPT SCH DIST                                       | 2037-08-01      | 5.0000%  | N/A     | $10000.00          | $11161.99          | Other Instrument |
| CALIFORNIA PUB FIN AUTH                                         | 2031-11-15      | 5.4000%  | N/A     | $11337000.00       | $11557277.91       | Other Instrument |
| CAMERON CNTY TEX                                                | 2029-08-15      | 5.0000%  | N/A     | $10000.00          | $10698.60          | Other Instrument |
| CHICAGO (CITY OF)                                               | 2033-01-01      | 6.3260%  | N/A     | $8415000.00        | $8523353.41        | Other Instrument |
| DAVIS CNTY UTAH SCH DIST                                        | 2035-06-01      | 5.0000%  | N/A     | $20000.00          | $22796.04          | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2038-03-15      | 5.0000%  | N/A     | $100000.00         | $105803.78         | Other Instrument |
| FALL RIVER MASS                                                 | 2048-12-01      | 2.7500%  | N/A     | $15000.00          | $10925.66          | Other Instrument |
| FLORIDA STATE BOARD OF GOVERNORS                                | 2053-07-01      | 5.0000%  | N/A     | $10000.00          | $10298.56          | Other Instrument |
| HAWTHORNE CALIF PUB FING AUTH LEASE REV                         | 2039-11-01      | 5.0000%  | N/A     | $5000.00           | $5664.29           | Other Instrument |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH                             | 2045-08-01      | 4.0000%  | N/A     | $60000.00          | $57121.87          | Other Instrument |
| INDIANA FINANCE AUTHORITY                                       | 2044-03-01      | 3.1250%  | N/A     | $40000.00          | $33164.76          | Other Instrument |
| LAKE HAVASU CITY ARIZ                                           | 2030-07-01      | 5.0000%  | N/A     | $5000.00           | $5563.83           | Other Instrument |
| LINDEN COMMUNITY SCHOOL DISTRICT                                | 2038-11-01      | 5.0000%  | N/A     | $240000.00         | $263891.73         | Other Instrument |
| LOCAL PUB SCHS FDG AUTH SCH FA                                  | 2042-08-01      | 4.0000%  | N/A     | $35000.00          | $35497.04          | Other Instrument |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY | 2039-08-01      | 4.4750%  | N/A     | $3066000.00        | $3000749.56        | Other Instrument |
| MARICOPA CNTY ARIZ INDL DEV AUTH                                | 2028-09-01      | 5.0000%  | N/A     | $20000.00          | $21178.04          | Other Instrument |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY     | 2046-07-01      | 3.0000%  | N/A     | $10000.00          | $7999.23           | Other Instrument |
| NEVADA JT UN HIGH SCH DIST CALIF                                | 2028-08-01      | 5.0000%  | N/A     | $10000.00          | $10616.79          | Other Instrument |
| NEW MEXICO MTG FIN AUTH                                         | 2056-03-01      | 5.7500%  | N/A     | $60000.00          | $65255.23          | Other Instrument |
| NEW YORK ST HSG FIN AGY                                         | 2041-11-01      | 3.1250%  | N/A     | $5000.00           | $4514.80           | Other Instrument |
| OMAHA PUB PWR DIST NEB                                          | 2038-02-01      | 5.0000%  | N/A     | $25000.00          | $27547.72          | Other Instrument |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY           | 2035-01-01      | 0.0000%  | N/A     | $25000.00          | $17671.00          | Other Instrument |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY              | 2038-06-15      | 3.2500%  | N/A     | $15000.00          | $14117.33          | Other Instrument |
| PHARR TEX                                                       | 2036-08-15      | 5.0000%  | N/A     | $50000.00          | $56455.56          | Other Instrument |
| PORT EVERETT WASH                                               | 2041-12-01      | 3.0000%  | N/A     | $10000.00          | $8635.03           | Other Instrument |
| RANDOLPH CNTY ALA HEALTH CARE AUTH                              | 2041-11-01      | 4.0000%  | N/A     | $20000.00          | $19973.82          | Other Instrument |
| RIVERSIDE CALIF                                                 | 2036-10-01      | 5.0000%  | N/A     | $20000.00          | $22688.51          | Other Instrument |
| ROCKLIN CALIF PUB FING AUTH                                     | 2040-11-01      | 3.0000%  | N/A     | $20000.00          | $17576.47          | Other Instrument |
| SAN BERNARDINO CNTY CALIF TRANSN AUTH                           | 2037-03-01      | 5.0000%  | N/A     | $15000.00          | $17363.58          | Other Instrument |
| SAN LORENZO VALLEY CALIF UNI SCH DIST SANTA CRUZ CNTY           | 2037-08-01      | 5.0000%  | N/A     | $10000.00          | $11190.49          | Other Instrument |
| SANTA MARGARITA DANA POINT AUTH CALIF                           | 2029-06-01      | 5.0000%  | N/A     | $5000.00           | $5521.51           | Other Instrument |
| SARPY CNTY NEB SCH DIST NO 37                                   | 2039-12-15      | 3.0000%  | N/A     | $40000.00          | $35946.67          | Other Instrument |
| SOUTH DAKOTA ST HEALTH & EDL FACS AUTH                          | 2037-09-01      | 3.5000%  | N/A     | $70000.00          | $68864.29          | Other Instrument |
| ST LOUIS MO MUN FIN CORP                                        | 2037-02-15      | 3.0000%  | N/A     | $145000.00         | $136943.32         | Other Instrument |
| TEXAS (STATE OF)                                                | 2030-08-01      | 5.0000%  | N/A     | $10000.00          | $11076.69          | Other Instrument |
| TEXAS PRIVATE ACTIVITY SURFACE TRANSPORTATION CORP              | 2038-12-31      | 4.0000%  | N/A     | $10000.00          | $9935.16           | Other Instrument |
| TEXAS WOMANS UNIV                                               | 2035-07-01      | 3.0000%  | N/A     | $25000.00          | $24494.33          | Other Instrument |
| VISTA CALIF UNI SCH DIST                                        | 2036-10-01      | 4.0000%  | N/A     | $10000.00          | $10528.84          | Other Instrument |
| WAYNE CNTY PA HOSP & HEALTH FACS AUTH                           | 2046-07-01      | 4.0000%  | N/A     | $110000.00         | $103316.89         | Other Instrument |
| WEST SONOMA CNTY CALIF UN HIGH SCH DIST                         | 2052-08-01      | 5.0000%  | N/A     | $25000.00          | $26420.22          | Other Instrument |
| WESTERN PLACER CALIF UNI SCH DIST                               | 2046-08-01      | 3.3750%  | N/A     | $15000.00          | $13185.64          | Other Instrument |
| WINTON WOODS CITY SCH DIST OHIO                                 | 2047-11-01      | 3.5000%  | N/A     | $215000.00         | $183513.73         | Other Instrument |
| WISCONSIN CTR DIST WIS                                          | 2060-12-15      | 0.0000%  | N/A     | $15000.00          | $3934.50           | Other Instrument |

### Security 285: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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):** $201000000.00
- **C.18.a - Value (excl. sponsor support):** $201000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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_14-41    | 2044-03-16      | 2.3605%  | N/A     | $36574100.00       | $221371.33         | Agency Collateralized Mortgage Obligation |
| GNMA_15-142C  | 2045-10-20      | 1.9629%  | N/A     | $50155160.00       | $644612.63         | Agency Collateralized Mortgage Obligation |
| GNMA_19-97B   | 2049-05-20      | 2.3829%  | N/A     | $4477333.00        | $164082.13         | Agency Collateralized Mortgage Obligation |
| GNMA_20-104G  | 2043-07-20      | 2.9129%  | N/A     | $20105071.00       | $752038.94         | Agency Collateralized Mortgage Obligation |
| GNMA_20-61-ST | 2045-11-16      | 2.3605%  | N/A     | $8498388.00        | $330199.82         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135G  | 2051-08-20      | 0.0000%  | N/A     | $19019046.00       | $83402.92          | Agency Collateralized Mortgage Obligation |
| GNMA_21-41C   | 2047-09-20      | 0.1128%  | N/A     | $63334376.00       | $121470.53         | Agency Collateralized Mortgage Obligation |
| GNMA_22-100D  | 2052-06-20      | 0.4449%  | N/A     | $59887706.00       | $610058.63         | Agency Collateralized Mortgage Obligation |
| GNMA_22-127F  | 2052-07-20      | 2.3749%  | N/A     | $166599255.00      | $5897372.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-136   | 2052-08-20      | 2.3749%  | N/A     | $25000000.00       | $1470989.89        | Agency Collateralized Mortgage Obligation |
| GNMA_22-168E  | 2052-09-20      | 4.0751%  | N/A     | $15188000.00       | $9376588.89        | Agency Collateralized Mortgage Obligation |
| GNMA_22-205G  | 2052-12-20      | 2.6099%  | N/A     | $41244507.00       | $1670379.28        | Agency Collateralized Mortgage Obligation |
| GNMA_23-117H  | 2053-08-20      | 1.2749%  | N/A     | $10000000.00       | $107196.02         | Agency Collateralized Mortgage Obligation |
| GNMA_23-182C  | 2053-12-20      | 2.0749%  | N/A     | $73207967.00       | $2313936.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-5E    | 2053-01-20      | 2.6249%  | N/A     | $50000000.00       | $1511567.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D   | 2053-04-20      | 1.9749%  | N/A     | $250000000.00      | $5439202.85        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83L   | 2053-06-20      | 2.3749%  | N/A     | $100000000.00      | $3060423.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-101D  | 2055-06-20      | 1.6249%  | N/A     | $75000000.00       | $2775815.53        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E  | 2055-07-20      | 1.5749%  | N/A     | $281256620.00      | $9690202.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-12C   | 2055-01-20      | 2.3749%  | N/A     | $50000000.00       | $2711111.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-169F  | 2055-10-20      | 5.1751%  | N/A     | $7206933.00        | $6707751.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-189C  | 2055-11-20      | 0.3749%  | N/A     | $120000000.00      | $1678616.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-211K  | 2065-12-20      | 1.2249%  | N/A     | $175000000.00      | $4483350.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-34    | 2055-02-20      | 2.2749%  | N/A     | $34750000.00       | $3124091.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-45C   | 2055-03-20      | 5.0000%  | N/A     | $9792040.00        | $9256994.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-47A   | 2055-03-20      | 4.6751%  | N/A     | $82990766.00       | $65094723.29       | Agency Collateralized Mortgage Obligation |
| GNMA_25-47C   | 2055-03-20      | 1.7249%  | N/A     | $99808257.00       | $3594423.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-79R   | 2055-05-20      | 2.2749%  | N/A     | $35642695.00       | $2215907.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81P   | 2054-04-20      | 1.6249%  | N/A     | $135131047.00      | $3881696.20        | Agency Collateralized Mortgage Obligation |
| GNMA_26-1C    | 2056-01-20      | 1.2749%  | N/A     | $61713248.00       | $2518735.25        | Agency Collateralized Mortgage Obligation |
| GNMA_26-25B   | 2056-02-20      | 1.4549%  | N/A     | $362358513.00      | $12201627.68       | Agency Collateralized Mortgage Obligation |
| GNMA_26-28D   | 2056-02-20      | 2.0749%  | N/A     | $50000000.00       | $2584393.04        | Agency Collateralized Mortgage Obligation |
| GNMA_26-30G   | 2056-02-20      | 1.4049%  | N/A     | $469013776.00      | $17702202.51       | Agency Collateralized Mortgage Obligation |
| GNMA_26-53B   | 2056-03-20      | 0.3749%  | N/A     | $100000000.00      | $878101.12         | Agency Collateralized Mortgage Obligation |
| GNMA_26-60A   | 2056-04-20      | 0.5249%  | N/A     | $50000000.00       | $578817.08         | Agency Collateralized Mortgage Obligation |
| GNMA_26-60H   | 2056-04-20      | 1.3749%  | N/A     | $80000000.00       | $3551909.91        | Agency Collateralized Mortgage Obligation |
| GNMA_26-76    | 2067-04-16      | 4.5000%  | N/A     | $14884708.00       | $12377732.47       | Agency Collateralized Mortgage Obligation |
| GNMA_26-81B   | 2056-05-20      | 0.8562%  | N/A     | $200000000.00      | $4069009.40        | Agency Collateralized Mortgage Obligation |
| GNMA_26-81E   | 2056-05-20      | 0.4072%  | N/A     | $499999981.00      | $5597893.79        | Agency Collateralized Mortgage Obligation |

### Security 286: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NV5, C.4 - ISIN: US9612C1NV50, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $77856600.00
- **C.18.a - Value (excl. sponsor support):** $77856600.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1FS1, C.4 - ISIN: US9612C1FS14, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $77787999.75
- **C.18.a - Value (excl. sponsor support):** $77787999.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1LW5, C.4 - ISIN: US9612C1LW51, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $30282868.29
- **C.18.a - Value (excl. sponsor support):** $30282868.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1NR4, C.4 - ISIN: US9612C1NR49, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $88311633.18
- **C.18.a - Value (excl. sponsor support):** $88311633.18
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C1KW6, C.4 - ISIN: US9612C1KW60, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $65127496.48
- **C.18.a - Value (excl. sponsor support):** $65127496.48
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-10-30
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ25, C.4 - ISIN: US96130AJ258, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $46949639.50
- **C.18.a - Value (excl. sponsor support):** $46949639.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Westpac Banking Corp., New York

- **C.1 - Title:** Westpac Banking Corp., New York
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ74, C.4 - ISIN: US96130AJ746, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $25014700.00
- **C.18.a - Value (excl. sponsor support):** $25014700.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2026-06-04

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer