# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-26-208750
**Filing Date:** 2026-5
**Character Count:** 1266099
**Document Hash:** 663c942a8815adee28da12b5aace6f0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-208750.hdr.sgml**: 20260506

**ACCESSION NUMBER**: 0001193125-26-208750

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260506

**DATE AS OF CHANGE**: 20260506

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 26947920

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-04-30

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

### Service Providers
| Role                          | Details                                                   | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | BlackRock Fund Advisors                                   | 801-22609         |
| Independent Public Accountant | PricewaterhouseCoopers<br>City: Philadelphia<br>State: PA |  |
| Administrator                 | BlackRock Advisors, LLC                                   |  |
| Transfer Agent                | State Street Bank and Trust Company<br>CIK: 0000839287    | 085-05003         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 38 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $85182953946.49

- **Amortized Cost of Portfolio Securities:** $35613655000.00

- **Cash:** $2497842482.90

- **Total Other Assets:** $196194602.59

- **Total Liabilities:** $1095863198.92

- **Net Assets of Series:** $86781127833.06

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $32577071548.82           | $46789706761.49            | 37.8900%                  | 54.4200%                   |
| 2026-04-02 | $31222155578.63           | $47767171580.97            | 36.2600%                  | 55.4800%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $34018039970.58           | $49080717512.98            | 38.9600%                  | 56.2200%                   |
| 2026-04-07 | $33873970339.28           | $48623391357.91            | 38.6200%                  | 55.4300%                   |
| 2026-04-08 | $32585617002.39           | $48587518968.40            | 37.0800%                  | 55.2800%                   |
| 2026-04-09 | $31258057532.11           | $48637315502.12            | 35.1100%                  | 54.6300%                   |
| 2026-04-10 | $29725572701.11           | $47184365618.40            | 33.5000%                  | 53.1700%                   |
| 2026-04-13 | $31586542777.23           | $47249483427.45            | 35.5900%                  | 53.2400%                   |
| 2026-04-14 | $31830691864.14           | $47852101341.04            | 35.6900%                  | 53.6500%                   |
| 2026-04-15 | $30446174640.08           | $47809914811.57            | 34.0700%                  | 53.5000%                   |
| 2026-04-16 | $29703027140.31           | $47345056576.79            | 33.3600%                  | 53.1700%                   |
| 2026-04-17 | $29859313579.32           | $46812239182.58            | 33.5800%                  | 52.6500%                   |
| 2026-04-20 | $32808018627.52           | $48270700474.73            | 36.5200%                  | 53.7400%                   |
| 2026-04-21 | $32783242398.78           | $47836488654.53            | 36.6700%                  | 53.5100%                   |
| 2026-04-22 | $31059344031.47           | $48412782119.29            | 34.3600%                  | 53.5500%                   |
| 2026-04-23 | $30322132012.55           | $48387503924.09            | 33.6700%                  | 53.7300%                   |
| 2026-04-24 | $28344265600.72           | $46122077856.85            | 32.3500%                  | 52.6500%                   |
| 2026-04-27 | $30463263594.80           | $46916984547.12            | 34.5100%                  | 53.1500%                   |
| 2026-04-28 | $30054027792.87           | $46492480957.18            | 33.8600%                  | 52.3700%                   |
| 2026-04-29 | $26497172892.64           | $45790950791.87            | 30.2900%                  | 52.3500%                   |
| 2026-04-30 | $26726381883.05           | $46177153438.05            | 30.4200%                  | 52.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 0.0000%             |
| 2026-04-02 | 0.0000%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 0.0000%             |
| 2026-04-07 | 0.0000%             |
| 2026-04-08 | 0.0000%             |
| 2026-04-09 | 0.0000%             |
| 2026-04-10 | 0.0000%             |
| 2026-04-13 | 0.0000%             |
| 2026-04-14 | 0.0000%             |
| 2026-04-15 | 0.0000%             |
| 2026-04-16 | 0.0000%             |
| 2026-04-17 | 0.0000%             |
| 2026-04-20 | 0.0000%             |
| 2026-04-21 | 0.0000%             |
| 2026-04-22 | 0.0000%             |
| 2026-04-23 | 0.0000%             |
| 2026-04-24 | 0.0000%             |
| 2026-04-27 | 0.0000%             |
| 2026-04-28 | 0.0000%             |
| 2026-04-29 | 0.0000%             |
| 2026-04-30 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0004                      |
|  |  |
| 2026-04-02 | 1.0007                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 1.0009                      |
|  |  |
| 2026-04-07 | 1.0010                      |
|  |  |
| 2026-04-08 | 1.0011                      |
|  |  |
| 2026-04-09 | 1.0012                      |
|  |  |
| 2026-04-10 | 1.0015                      |
|  |  |
| 2026-04-13 | 1.0016                      |
|  |  |
| 2026-04-14 | 1.0017                      |
|  |  |
| 2026-04-15 | 1.0018                      |
|  |  |
| 2026-04-16 | 1.0019                      |
|  |  |
| 2026-04-17 | 1.0022                      |
|  |  |
| 2026-04-20 | 1.0024                      |
|  |  |
| 2026-04-21 | 1.0025                      |
|  |  |
| 2026-04-22 | 1.0026                      |
|  |  |
| 2026-04-23 | 1.0027                      |
|  |  |
| 2026-04-24 | 1.0030                      |
|  |  |
| 2026-04-27 | 1.0031                      |
|  |  |
| 2026-04-28 | 1.0033                      |
|  |  |
| 2026-04-29 | 1.0034                      |
|  |  |
| 2026-04-30 | 1.0035                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $86781127833.06

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2195652.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0004          |
|  |  |
| 2026-04-02 | 1.0007          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 1.0009          |
|  |  |
| 2026-04-07 | 1.0010          |
|  |  |
| 2026-04-08 | 1.0011          |
|  |  |
| 2026-04-09 | 1.0012          |
|  |  |
| 2026-04-10 | 1.0015          |
|  |  |
| 2026-04-13 | 1.0016          |
|  |  |
| 2026-04-14 | 1.0017          |
|  |  |
| 2026-04-15 | 1.0018          |
|  |  |
| 2026-04-16 | 1.0019          |
|  |  |
| 2026-04-17 | 1.0022          |
|  |  |
| 2026-04-20 | 1.0024          |
|  |  |
| 2026-04-21 | 1.0025          |
|  |  |
| 2026-04-22 | 1.0026          |
|  |  |
| 2026-04-23 | 1.0027          |
|  |  |
| 2026-04-24 | 1.0030          |
|  |  |
| 2026-04-27 | 1.0031          |
|  |  |
| 2026-04-28 | 1.0033          |
|  |  |
| 2026-04-29 | 1.0034          |
|  |  |
| 2026-04-30 | 1.0035          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $0.00                     | $0.00                   |
| 2026-04-02 | $0.00                     | $0.00                   |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $0.00                     | $0.00                   |
| 2026-04-07 | $0.00                     | $0.00                   |
| 2026-04-08 | $0.00                     | $0.00                   |
| 2026-04-09 | $0.00                     | $0.00                   |
| 2026-04-10 | $0.00                     | $0.00                   |
| 2026-04-13 | $0.00                     | $0.00                   |
| 2026-04-14 | $0.00                     | $0.00                   |
| 2026-04-15 | $0.00                     | $0.00                   |
| 2026-04-16 | $0.00                     | $0.00                   |
| 2026-04-17 | $0.00                     | $0.00                   |
| 2026-04-20 | $0.00                     | $0.00                   |
| 2026-04-21 | $0.00                     | $0.00                   |
| 2026-04-22 | $0.00                     | $0.00                   |
| 2026-04-23 | $0.00                     | $0.00                   |
| 2026-04-24 | $0.00                     | $0.00                   |
| 2026-04-27 | $0.00                     | $0.00                   |
| 2026-04-28 | $0.00                     | $0.00                   |
| 2026-04-29 | $0.00                     | $0.00                   |
| 2026-04-30 | $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   |
|:---|:---|
| 2026-04-01 | 0.0000%           |
| 2026-04-02 | 0.0000%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 0.0000%           |
| 2026-04-07 | 0.0000%           |
| 2026-04-08 | 0.0000%           |
| 2026-04-09 | 0.0000%           |
| 2026-04-10 | 0.0000%           |
| 2026-04-13 | 0.0000%           |
| 2026-04-14 | 0.0000%           |
| 2026-04-15 | 0.0000%           |
| 2026-04-16 | 0.0000%           |
| 2026-04-17 | 0.0000%           |
| 2026-04-20 | 0.0000%           |
| 2026-04-21 | 0.0000%           |
| 2026-04-22 | 0.0000%           |
| 2026-04-23 | 0.0000%           |
| 2026-04-24 | 0.0000%           |
| 2026-04-27 | 0.0000%           |
| 2026-04-28 | 0.0000%           |
| 2026-04-29 | 0.0000%           |
| 2026-04-30 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.110000%
- **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):** $154007590.66
- **C.18.a - Value (excl. sponsor support):** $154007590.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150008152.50
- **C.18.a - Value (excl. sponsor support):** $150008152.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AON CORP

- **C.1 - Title:** AON CORPORATION 144A 3.901000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03739PE44, C.4 - ISIN: US03739PE448, C.3 - LEI: LTS3U8DGK38SETRUWX71
- **C.18 - Value (incl. sponsor support):** $79965320.00
- **C.18.a - Value (excl. sponsor support):** $79965320.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 3.727000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843ME51, C.4 - ISIN: US03843ME510, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $505738043.80
- **C.18.a - Value (excl. sponsor support):** $505738043.80
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.356000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57660286.29
- **C.18.a - Value (excl. sponsor support):** $57660286.29
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.599000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4X6, C.4 - ISIN: US04685A4X69, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $402469665.55
- **C.18.a - Value (excl. sponsor support):** $402469665.55
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BASF SE

- **C.1 - Title:** BASF SE 144A 3.997000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MF26, C.4 - ISIN: US05526MF268, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $79706888.00
- **C.18.a - Value (excl. sponsor support):** $79706888.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BASF SE

- **C.1 - Title:** BASF SE 144A 3.999000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05526MF34, C.4 - ISIN: US05526MF342, C.3 - LEI: 529900PM64WH8AF1E917
- **C.18 - Value (incl. sponsor support):** $199244580.00
- **C.18.a - Value (excl. sponsor support):** $199244580.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BP CAPITAL MARKETS PLC

- **C.1 - Title:** BP CAPITAL MARKETS PLC 144A 3.798000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05568UF50, C.4 - ISIN: US05568UF503, C.3 - LEI: 549300CRVT18MXX0AG93
- **C.18 - Value (incl. sponsor support):** $197247996.00
- **C.18.a - Value (excl. sponsor support):** $197247996.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BPCE SA

- **C.1 - Title:** BPCE SA 144A 3.725000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CG13, C.4 - ISIN: US05571CG131, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $134134015.50
- **C.18.a - Value (excl. sponsor support):** $134134015.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $138989547.20
- **C.18.a - Value (excl. sponsor support):** $138989547.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLV3, C.4 - ISIN: US05593DLV37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34745638.88
- **C.18.a - Value (excl. sponsor support):** $34745638.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMH3, C.4 - ISIN: US05593DMH34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199762840.00
- **C.18.a - Value (excl. sponsor support):** $199762840.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMJ9, C.4 - ISIN: US05593DMJ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199968300.00
- **C.18.a - Value (excl. sponsor support):** $199968300.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DN33, C.4 - ISIN: US05593DN337, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199891640.00
- **C.18.a - Value (excl. sponsor support):** $199891640.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DP31, C.4 - ISIN: US05593DP316, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006680.00
- **C.18.a - Value (excl. sponsor support):** $100006680.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MGA7, C.4 - ISIN: US05971MGA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110054252.00
- **C.18.a - Value (excl. sponsor support):** $110054252.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MGH2, C.4 - ISIN: US05971MGH25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $182035744.80
- **C.18.a - Value (excl. sponsor support):** $182035744.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGH9, C.4 - ISIN: US05973RGH93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50013480.00
- **C.18.a - Value (excl. sponsor support):** $50013480.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJE3, C.4 - ISIN: US05973RJE36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100001780.00
- **C.18.a - Value (excl. sponsor support):** $100001780.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RLE0, C.4 - ISIN: US05973RLE08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $191056593.30
- **C.18.a - Value (excl. sponsor support):** $191056593.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.811000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05974YGX8, C.4 - ISIN: US05974YGX85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198051980.00
- **C.18.a - Value (excl. sponsor support):** $198051980.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178071180.42
- **C.18.a - Value (excl. sponsor support):** $178071180.42
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $130086430.50
- **C.18.a - Value (excl. sponsor support):** $130086430.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPF3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $199614174.00
- **C.18.a - Value (excl. sponsor support):** $199614174.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPH9, C.4 - ISIN: US06050TPH94, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $138737002.27
- **C.18.a - Value (excl. sponsor support):** $138737002.27
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPT3, C.4 - ISIN: US06050TPT33, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $116070154.48
- **C.18.a - Value (excl. sponsor support):** $116070154.48
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXC3, C.4 - ISIN: US06051WXC36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143003246.10
- **C.18.a - Value (excl. sponsor support):** $143003246.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXQ2, C.4 - ISIN: US06051WXQ22, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $152727522.30
- **C.18.a - Value (excl. sponsor support):** $152727522.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WYJ7, C.4 - ISIN: US06051WYJ79, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $54017064.00
- **C.18.a - Value (excl. sponsor support):** $54017064.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WYK4, C.4 - ISIN: US06051WYK43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $185054094.00
- **C.18.a - Value (excl. sponsor support):** $185054094.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-04-08
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100005610.00
- **C.18.a - Value (excl. sponsor support):** $100005610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200001820.00
- **C.18.a - Value (excl. sponsor support):** $200001820.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.040000%
- **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):** $131063456.40
- **C.18.a - Value (excl. sponsor support):** $131063456.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100094685.00
- **C.18.a - Value (excl. sponsor support):** $100094685.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDM1, C.4 - ISIN: US06054RDM16, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149968720.50
- **C.18.a - Value (excl. sponsor support):** $149968720.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDP4, C.4 - ISIN: US06054RDP47, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99814250.00
- **C.18.a - Value (excl. sponsor support):** $99814250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054REJ7, C.4 - ISIN: US06054REJ77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $149585932.50
- **C.18.a - Value (excl. sponsor support):** $149585932.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.283000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145030653.00
- **C.18.a - Value (excl. sponsor support):** $145030653.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DUR4, C.4 - ISIN: US06367DUR42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194901330.00
- **C.18.a - Value (excl. sponsor support):** $194901330.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106035202.60
- **C.18.a - Value (excl. sponsor support):** $106035202.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.110000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L4C8, C.4 - ISIN: US06367L4C80, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $200074044.00
- **C.18.a - Value (excl. sponsor support):** $200074044.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175092489.25
- **C.18.a - Value (excl. sponsor support):** $175092489.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166099306.18
- **C.18.a - Value (excl. sponsor support):** $166099306.18
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120078981.60
- **C.18.a - Value (excl. sponsor support):** $120078981.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45007362.45
- **C.18.a - Value (excl. sponsor support):** $45007362.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5A8, C.4 - ISIN: US06370B5A86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145102703.50
- **C.18.a - Value (excl. sponsor support):** $145102703.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5C4, C.4 - ISIN: US06370B5C43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177118122.72
- **C.18.a - Value (excl. sponsor support):** $177118122.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5G5, C.4 - ISIN: US06370B5G56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $283055060.48
- **C.18.a - Value (excl. sponsor support):** $283055060.48
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5Q3, C.4 - ISIN: US06370B5Q39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200028014.00
- **C.18.a - Value (excl. sponsor support):** $200028014.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6D1, C.4 - ISIN: US06370B6D17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149994973.50
- **C.18.a - Value (excl. sponsor support):** $149994973.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6Q2, C.4 - ISIN: US06370B6Q20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200230400.00
- **C.18.a - Value (excl. sponsor support):** $200230400.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6U3, C.4 - ISIN: US06370B6U32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $144053100.00
- **C.18.a - Value (excl. sponsor support):** $144053100.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-07
- **C.13 - Final Legal Maturity Date:** 2027-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.809000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QHC6, C.4 - ISIN: US06406QHC69, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $168129201.00
- **C.18.a - Value (excl. sponsor support):** $168129201.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.721000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200048560.00
- **C.18.a - Value (excl. sponsor support):** $200048560.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLE0, C.4 - ISIN: US06418NLE03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139799184.00
- **C.18.a - Value (excl. sponsor support):** $139799184.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.005000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NML3, C.4 - ISIN: US06418NML37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149914110.00
- **C.18.a - Value (excl. sponsor support):** $149914110.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.014000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMV1, C.4 - ISIN: US06418NMV19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149886030.00
- **C.18.a - Value (excl. sponsor support):** $149886030.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNV0, C.4 - ISIN: US06418NNV00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125002200.00
- **C.18.a - Value (excl. sponsor support):** $125002200.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.023000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NPX4, C.4 - ISIN: US06418NPX48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141021826.80
- **C.18.a - Value (excl. sponsor support):** $141021826.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.447000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150009510.00
- **C.18.a - Value (excl. sponsor support):** $150009510.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250105550.00
- **C.18.a - Value (excl. sponsor support):** $250105550.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150067620.00
- **C.18.a - Value (excl. sponsor support):** $150067620.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86020253.00
- **C.18.a - Value (excl. sponsor support):** $86020253.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHB0, C.4 - ISIN: US06745GHB05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99912500.00
- **C.18.a - Value (excl. sponsor support):** $99912500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHN4, C.4 - ISIN: US06745GHN43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132983760.70
- **C.18.a - Value (excl. sponsor support):** $132983760.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHR5, C.4 - ISIN: US06745GHR56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $123964610.40
- **C.18.a - Value (excl. sponsor support):** $123964610.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHV6, C.4 - ISIN: US06745GHV68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127029591.00
- **C.18.a - Value (excl. sponsor support):** $127029591.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHX2, C.4 - ISIN: US06745GHX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100025020.00
- **C.18.a - Value (excl. sponsor support):** $100025020.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHY0, C.4 - ISIN: US06745GHY08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173217080.40
- **C.18.a - Value (excl. sponsor support):** $173217080.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHZ7, C.4 - ISIN: US06745GHZ72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171062124.30
- **C.18.a - Value (excl. sponsor support):** $171062124.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJJ1, C.4 - ISIN: US06745GJJ13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100073970.00
- **C.18.a - Value (excl. sponsor support):** $100073970.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-04-06
- **C.12 - Maturity Date (WAL):** 2027-04-06
- **C.13 - Final Legal Maturity Date:** 2027-04-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GJY8, C.4 - ISIN: US06745GJY89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $179971668.00
- **C.18.a - Value (excl. sponsor support):** $179971668.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC 144A 3.873000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MHJ0, C.4 - ISIN: US11042MHJ09, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $98816480.00
- **C.18.a - Value (excl. sponsor support):** $98816480.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150084465.00
- **C.18.a - Value (excl. sponsor support):** $150084465.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125063241.25
- **C.18.a - Value (excl. sponsor support):** $125063241.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DPL0, C.4 - ISIN: US13606DPL00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175143206.00
- **C.18.a - Value (excl. sponsor support):** $175143206.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **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):** $106017863.12
- **C.18.a - Value (excl. sponsor support):** $106017863.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQL9, C.4 - ISIN: US13606DQL90, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $199837140.00
- **C.18.a - Value (excl. sponsor support):** $199837140.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRY0, C.4 - ISIN: US13606DRY03, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $239590320.00
- **C.18.a - Value (excl. sponsor support):** $239590320.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRZ7, C.4 - ISIN: US13606DRZ77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240062258.40
- **C.18.a - Value (excl. sponsor support):** $240062258.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSV5, C.4 - ISIN: US13606DSV54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $174504837.50
- **C.18.a - Value (excl. sponsor support):** $174504837.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-22
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DTP7, C.4 - ISIN: US13606DTP77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $266901423.60
- **C.18.a - Value (excl. sponsor support):** $266901423.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.100000%
- **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):** $176184270.24
- **C.18.a - Value (excl. sponsor support):** $176184270.24
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.050000%
- **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):** $100064270.00
- **C.18.a - Value (excl. sponsor support):** $100064270.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BE17, C.4 - ISIN: US16537BE177, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $317967405.00
- **C.18.a - Value (excl. sponsor support):** $317967405.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 1 144A 3.696000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537BE41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $317869429.20
- **C.18.a - Value (excl. sponsor support):** $317869429.20
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 3.699000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JE69, C.4 - ISIN: US16537JE691, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299815080.00
- **C.18.a - Value (excl. sponsor support):** $299815080.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 3.697000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CE55, C.4 - ISIN: US16538CE553, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $272859814.50
- **C.18.a - Value (excl. sponsor support):** $272859814.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD/FIN LLC SERIES 5 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LE14, C.4 - ISIN: US16538LE141, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132986367.50
- **C.18.a - Value (excl. sponsor support):** $132986367.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.030000%
- **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):** $173062394.18
- **C.18.a - Value (excl. sponsor support):** $173062394.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO SERIES C 144A 4.130000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEE3, C.4 - ISIN: US20632CEE30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175105479.50
- **C.18.a - Value (excl. sponsor support):** $175105479.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO SERIES C 144A 4.180000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFU6, C.4 - ISIN: US20632CFU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111108447.00
- **C.18.a - Value (excl. sponsor support):** $111108447.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 144A 3.930000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEE2, C.4 - ISIN: US20634PEE25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150013701.00
- **C.18.a - Value (excl. sponsor support):** $150013701.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.889000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGD1, C.4 - ISIN: US2063CQGD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159712853.30
- **C.18.a - Value (excl. sponsor support):** $159712853.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.899000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGU3, C.4 - ISIN: US2063CQGU38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $256503240.00
- **C.18.a - Value (excl. sponsor support):** $256503240.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPG5, C.4 - ISIN: US22536WPG59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149975115.00
- **C.18.a - Value (excl. sponsor support):** $149975115.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPW0, C.4 - ISIN: US22536WPW00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149984355.00
- **C.18.a - Value (excl. sponsor support):** $149984355.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536XFL3, C.4 - ISIN: US22536XFL38, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $124975487.50
- **C.18.a - Value (excl. sponsor support):** $124975487.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2027-01-28
- **C.12 - Maturity Date (WAL):** 2027-01-28
- **C.13 - Final Legal Maturity Date:** 2027-01-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HXQ6, C.4 - ISIN: US23345HXQ63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $89086775.00
- **C.18.a - Value (excl. sponsor support):** $89086775.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2027-04-07
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYY0, C.4 - ISIN: US25152XYY02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223128158.10
- **C.18.a - Value (excl. sponsor support):** $223128158.10
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYZ7, C.4 - ISIN: US25152XYZ76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $285256129.50
- **C.18.a - Value (excl. sponsor support):** $285256129.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DAY9, C.4 - ISIN: US25161DAY94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86921673.90
- **C.18.a - Value (excl. sponsor support):** $86921673.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBA0, C.4 - ISIN: US25161DBA00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149809095.00
- **C.18.a - Value (excl. sponsor support):** $149809095.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBB8, C.4 - ISIN: US25161DBB82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222842160.60
- **C.18.a - Value (excl. sponsor support):** $222842160.60
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBC6, C.4 - ISIN: US25161DBC65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $105847381.20
- **C.18.a - Value (excl. sponsor support):** $105847381.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBD4, C.4 - ISIN: US25161DBD49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $92039734.80
- **C.18.a - Value (excl. sponsor support):** $92039734.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.979000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CE81, C.4 - ISIN: US27806CE817, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $127886809.60
- **C.18.a - Value (excl. sponsor support):** $127886809.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: EATON CAPITAL UNLIMITED CO

- **C.1 - Title:** EATON CAPITAL UNLIMITED CO 144A 3.975000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27806CED0, C.4 - ISIN: US27806CED02, C.3 - LEI: 549300OLS85LSODKAF64
- **C.18 - Value (incl. sponsor support):** $86875128.90
- **C.18.a - Value (excl. sponsor support):** $86875128.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: ECOLAB INC

- **C.1 - Title:** ECOLAB INC. 144A 3.961000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 27886ME41, C.4 - ISIN: US27886ME412, C.3 - LEI: 82DYEISM090VG8LTLS26
- **C.18 - Value (incl. sponsor support):** $68579797.88
- **C.18.a - Value (excl. sponsor support):** $68579797.88
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 144A 3.953000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251VE10, C.4 - ISIN: US29251VE103, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $49994510.00
- **C.18.a - Value (excl. sponsor support):** $49994510.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.727000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NE57, C.4 - ISIN: US29261NE570, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $119937876.00
- **C.18.a - Value (excl. sponsor support):** $119937876.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.853000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NG71, C.4 - ISIN: US29261NG716, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $153872018.50
- **C.18.a - Value (excl. sponsor support):** $153872018.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 3.699000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3E15, C.4 - ISIN: US2960E3E153, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28997021.70
- **C.18.a - Value (excl. sponsor support):** $28997021.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: EXXON MOBIL CORP

- **C.1 - Title:** EXXON MOBIL CORPORATION 3.621000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BE60, C.4 - ISIN: US30229BE603, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $496700010.80
- **C.18.a - Value (excl. sponsor support):** $496700010.80
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.600000%
- **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):** $770582500.00
- **C.18.a - Value (excl. sponsor support):** $770582500.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: FIDELITY NATIONAL INFORMATION SERVICES INC

- **C.1 - Title:** FIDELITY NATIONAL INFORMATION SERVICES INC 144A 3.937000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31622GE11, C.4 - ISIN: US31622GE110, C.3 - LEI: 6WQI0GK1PRFVBA061U48
- **C.18 - Value (incl. sponsor support):** $296967508.20
- **C.18.a - Value (excl. sponsor support):** $296967508.20
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.845000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $160823329.20
- **C.18.a - Value (excl. sponsor support):** $160823329.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.847000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $272913355.00
- **C.18.a - Value (excl. sponsor support):** $272913355.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.849000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGD7, C.4 - ISIN: US31849MGD74, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $99208750.00
- **C.18.a - Value (excl. sponsor support):** $99208750.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **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, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.869000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MKD2, C.4 - ISIN: US31849MKD29, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $241610892.60
- **C.18.a - Value (excl. sponsor support):** $241610892.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.933000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAY1, C.4 - ISIN: US40054PAY16, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $148039826.80
- **C.18.a - Value (excl. sponsor support):** $148039826.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAZ8, C.4 - ISIN: US40054PAZ80, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $179996670.00
- **C.18.a - Value (excl. sponsor support):** $179996670.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.630000%
- **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):** $120013788.00
- **C.18.a - Value (excl. sponsor support):** $120013788.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLR4, C.4 - ISIN: US40054PLR46, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $237927600.40
- **C.18.a - Value (excl. sponsor support):** $237927600.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.949000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLS2, C.4 - ISIN: US40054PLS29, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $214934403.50
- **C.18.a - Value (excl. sponsor support):** $214934403.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVY2, C.4 - ISIN: US40433FVY23, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $152062654.40
- **C.18.a - Value (excl. sponsor support):** $152062654.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWH8, C.4 - ISIN: US40433FWH80, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $149975445.00
- **C.18.a - Value (excl. sponsor support):** $149975445.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190069578.00
- **C.18.a - Value (excl. sponsor support):** $190069578.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 3.731000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QE14, C.4 - ISIN: US44331QE146, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $264472571.35
- **C.18.a - Value (excl. sponsor support):** $264472571.35
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 3.739000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333BE64, C.4 - ISIN: US44333BE649, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $715553860.40
- **C.18.a - Value (excl. sponsor support):** $715553860.40
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 132: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.102000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAE5, C.4 - ISIN: US44333WAE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112036288.00
- **C.18.a - Value (excl. sponsor support):** $112036288.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.130000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAN5, C.4 - ISIN: US44333WAN56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150006931.50
- **C.18.a - Value (excl. sponsor support):** $150006931.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: NA; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111015861.90
- **C.18.a - Value (excl. sponsor support):** $111015861.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.948000%
- **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):** $100000810.00
- **C.18.a - Value (excl. sponsor support):** $100000810.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHL5, C.4 - ISIN: US44988GHL59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124955325.00
- **C.18.a - Value (excl. sponsor support):** $124955325.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 3.900000%
- **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):** $175039305.00
- **C.18.a - Value (excl. sponsor support):** $175039305.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.834000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FGA1, C.4 - ISIN: US46125FGA12, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $194518083.20
- **C.18.a - Value (excl. sponsor support):** $194518083.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 4.100000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125GAV9, C.4 - ISIN: US46125GAV95, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $95000000.00
- **C.18.a - Value (excl. sponsor support):** $95000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-01-29
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.779000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VE69, C.4 - ISIN: US46222VE699, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $592626528.60
- **C.18.a - Value (excl. sponsor support):** $592626528.60
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: UNK; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.873000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VEN2, C.4 - ISIN: US46222VEN29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $294301735.00
- **C.18.a - Value (excl. sponsor support):** $294301735.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.919000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VGT7, C.4 - ISIN: US46222VGT70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $164409620.40
- **C.18.a - Value (excl. sponsor support):** $164409620.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LN LIQUIDITY CORP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $47843000.00
- **C.18.a - Value (excl. sponsor support):** $47843000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: LSEG US FIN CORP

- **C.1 - Title:** LSEG US FIN CORP 144A 3.969000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50220WEL8, C.4 - ISIN: US50220WEL81, C.3 - LEI: 2138007FV67QQ13CGJ43
- **C.18 - Value (incl. sponsor support):** $141686918.40
- **C.18.a - Value (excl. sponsor support):** $141686918.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: LSEG US FIN CORP

- **C.1 - Title:** LSEG US FIN CORP 144A 3.968000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50220WEM6, C.4 - ISIN: US50220WEM64, C.3 - LEI: 2138007FV67QQ13CGJ43
- **C.18 - Value (incl. sponsor support):** $149652810.00
- **C.18.a - Value (excl. sponsor support):** $149652810.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.677000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1E17, C.4 - ISIN: US5148X1E178, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $395459619.45
- **C.18.a - Value (excl. sponsor support):** $395459619.45
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BDU2, C.4 - ISIN: US51502BDU26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160021904.00
- **C.18.a - Value (excl. sponsor support):** $160021904.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFF5, C.4 - ISIN: US52473GFF54, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $300124500.00
- **C.18.a - Value (excl. sponsor support):** $300124500.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.010000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFG3, C.4 - ISIN: US52473GFG38, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $200049786.00
- **C.18.a - Value (excl. sponsor support):** $200049786.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.064000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFK4, C.4 - ISIN: US52473GFK40, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $93978286.00
- **C.18.a - Value (excl. sponsor support):** $93978286.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: LEXINGTON PARKER CAPITAL CO LLC SERIES C

- **C.1 - Title:** LEXINGTON PARKER CAPITAL CO LLC SECRIES C 144A 3.909000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953HHS2, C.4 - ISIN: US52953HHS22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73051926.80
- **C.18.a - Value (excl. sponsor support):** $73051926.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75012915.00
- **C.18.a - Value (excl. sponsor support):** $75012915.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204050979.60
- **C.18.a - Value (excl. sponsor support):** $204050979.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5C0, C.4 - ISIN: US53947B5C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110022066.00
- **C.18.a - Value (excl. sponsor support):** $110022066.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5D8, C.4 - ISIN: US53947B5D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100020340.00
- **C.18.a - Value (excl. sponsor support):** $100020340.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5U0, C.4 - ISIN: US53947B5U06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125159875.00
- **C.18.a - Value (excl. sponsor support):** $125159875.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-03-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.198000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQD3, C.4 - ISIN: US55381BQD37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173044426.40
- **C.18.a - Value (excl. sponsor support):** $173044426.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQH4, C.4 - ISIN: US55381BQH41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250010550.00
- **C.18.a - Value (excl. sponsor support):** $250010550.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQZ4, C.4 - ISIN: US55381BQZ49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249961525.00
- **C.18.a - Value (excl. sponsor support):** $249961525.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRG5, C.4 - ISIN: US55381BRG58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165042141.00
- **C.18.a - Value (excl. sponsor support):** $165042141.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.928000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LRK2, C.4 - ISIN: US55607LRK25, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $249958228.00
- **C.18.a - Value (excl. sponsor support):** $249958228.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-04-19
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $209069137.20
- **C.18.a - Value (excl. sponsor support):** $209069137.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL81, C.4 - ISIN: US55607NL816, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200005760.00
- **C.18.a - Value (excl. sponsor support):** $200005760.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.910000%
- **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):** $163931874.40
- **C.18.a - Value (excl. sponsor support):** $163931874.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.149000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN55, C.4 - ISIN: US55607NN556, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200184200.00
- **C.18.a - Value (excl. sponsor support):** $200184200.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-20
- **C.13 - Final Legal Maturity Date:** 2027-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN63, C.4 - ISIN: US55607NN630, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $234214180.20
- **C.18.a - Value (excl. sponsor support):** $234214180.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGA3, C.4 - ISIN: US55608VGA35, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $202362512.40
- **C.18.a - Value (excl. sponsor support):** $202362512.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGF2, C.4 - ISIN: US55608VGF22, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $189358889.80
- **C.18.a - Value (excl. sponsor support):** $189358889.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VGP0, C.4 - ISIN: US55608VGP04, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $99050330.00
- **C.18.a - Value (excl. sponsor support):** $99050330.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200138760.00
- **C.18.a - Value (excl. sponsor support):** $200138760.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250124425.00
- **C.18.a - Value (excl. sponsor support):** $250124425.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEA8, C.4 - ISIN: US60683FEA84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112986394.80
- **C.18.a - Value (excl. sponsor support):** $112986394.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 3.760000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.186000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFW0, C.4 - ISIN: US60700JFW09, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $300154008.00
- **C.18.a - Value (excl. sponsor support):** $300154008.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.186000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200155212.00
- **C.18.a - Value (excl. sponsor support):** $200155212.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5G4, C.4 - ISIN: US60701A5G40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99998590.00
- **C.18.a - Value (excl. sponsor support):** $99998590.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AC92, C.4 - ISIN: US60701AC923, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $220158356.00
- **C.18.a - Value (excl. sponsor support):** $220158356.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229125766.80
- **C.18.a - Value (excl. sponsor support):** $229125766.80
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46300000.00
- **C.18.a - Value (excl. sponsor support):** $46300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.864000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GY90, C.4 - ISIN: US63254GY905, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50013280.00
- **C.18.a - Value (excl. sponsor support):** $50013280.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.719000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100023370.00
- **C.18.a - Value (excl. sponsor support):** $100023370.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.730000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPZ4, C.4 - ISIN: US63307NPZ41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73014848.20
- **C.18.a - Value (excl. sponsor support):** $73014848.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.048000%
- **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):** $150109992.00
- **C.18.a - Value (excl. sponsor support):** $150109992.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRE9, C.4 - ISIN: US63307NRE93, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $195149875.05
- **C.18.a - Value (excl. sponsor support):** $195149875.05
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.950000%
- **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):** $125063881.25
- **C.18.a - Value (excl. sponsor support):** $125063881.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.970000%
- **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):** $159994891.20
- **C.18.a - Value (excl. sponsor support):** $159994891.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.038000%
- **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):** $174986455.00
- **C.18.a - Value (excl. sponsor support):** $174986455.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: NATIONAL FINANCE AUTHORITY NH

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

### Security 190: NATIONAL WESTMINSTER BANK PLC

- **C.1 - Title:** NATIONAL WESTMINSTER BANK PLC 144A 3.733000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FE15, C.4 - ISIN: US63854FE153, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $369961631.00
- **C.18.a - Value (excl. sponsor support):** $369961631.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 191: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJY5, C.4 - ISIN: US63873TJY55, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $149977650.00
- **C.18.a - Value (excl. sponsor support):** $149977650.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TMA3, C.4 - ISIN: US63873TMA33, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $180054486.00
- **C.18.a - Value (excl. sponsor support):** $180054486.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.001000%
- **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):** $77077693.00
- **C.18.a - Value (excl. sponsor support):** $77077693.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQU5, C.4 - ISIN: US65558WQU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75029032.50
- **C.18.a - Value (excl. sponsor support):** $75029032.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31100000.00
- **C.18.a - Value (excl. sponsor support):** $31100000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKU8, C.4 - ISIN: US69033NKU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100027470.00
- **C.18.a - Value (excl. sponsor support):** $100027470.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UE17, C.4 - ISIN: US69039UE170, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $89490826.25
- **C.18.a - Value (excl. sponsor support):** $89490826.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING 144A 3.697000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UE58, C.4 - ISIN: US69039UE584, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $668656468.50
- **C.18.a - Value (excl. sponsor support):** $668656468.50
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 3.838000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040CGN4, C.4 - ISIN: US69040CGN48, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $127858608.00
- **C.18.a - Value (excl. sponsor support):** $127858608.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: PROTECTIVE LIFE GLOBAL FUNDING

- **C.1 - Title:** PROTECTIVE LIFE GLOBAL FUNDING MTN 144A 4.296000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 743672AK3, C.4 - ISIN: US743672AK32, C.3 - LEI: 635400EVYITCJYWL2I50
- **C.18 - Value (incl. sponsor support):** $50003500.00
- **C.18.a - Value (excl. sponsor support):** $50003500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **C.10 - Ratings:** Fitch, Inc.: AA-; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: AA-
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 3.817000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432KE61, C.4 - ISIN: US74432KE619, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $246842858.60
- **C.18.a - Value (excl. sponsor support):** $246842858.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.874000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BKD5, C.4 - ISIN: US75300BKD54, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $210177232.40
- **C.18.a - Value (excl. sponsor support):** $210177232.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: RESOLUTE FUNDING COMPANY LLC

- **C.1 - Title:** RESOLUTE FUNDING CO LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76090CE75, C.4 - ISIN: US76090CE750, C.3 - LEI: 549300BFL67CHPTIYB61
- **C.18 - Value (incl. sponsor support):** $476648928.00
- **C.18.a - Value (excl. sponsor support):** $476648928.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.756000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $99718340.00
- **C.18.a - Value (excl. sponsor support):** $99718340.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.882000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WQP8, C.4 - ISIN: US78013WQP85, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $144710775.00
- **C.18.a - Value (excl. sponsor support):** $144710775.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2027-03-23
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170001156.00
- **C.18.a - Value (excl. sponsor support):** $170001156.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 207: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.910000%
- **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):** $150040485.00
- **C.18.a - Value (excl. sponsor support):** $150040485.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSK4, C.4 - ISIN: US78014XSK45, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $124946050.00
- **C.18.a - Value (excl. sponsor support):** $124946050.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2H9, C.4 - ISIN: US78015J2H97, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249891925.00
- **C.18.a - Value (excl. sponsor support):** $249891925.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150004935.00
- **C.18.a - Value (excl. sponsor support):** $150004935.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.282000%
- **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):** $169058474.00
- **C.18.a - Value (excl. sponsor support):** $169058474.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $120007788.00
- **C.18.a - Value (excl. sponsor support):** $120007788.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSG3, C.4 - ISIN: US78015JSG30, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $139992202.00
- **C.18.a - Value (excl. sponsor support):** $139992202.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU47, C.4 - ISIN: US78015JU475, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249829700.00
- **C.18.a - Value (excl. sponsor support):** $249829700.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWQ6, C.4 - ISIN: US78015JWQ65, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $125906369.40
- **C.18.a - Value (excl. sponsor support):** $125906369.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: RYDER SYSTEM INC

- **C.1 - Title:** RYDER SYSTEM INC. 4.040000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78355BEN8, C.4 - ISIN: US78355BEN82, C.3 - LEI: ZXJ6Y2OSPZXIVGRILD15
- **C.18 - Value (incl. sponsor support):** $73817323.60
- **C.18.a - Value (excl. sponsor support):** $73817323.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: ST LAWRENCE FUNDING LLC

- **C.1 - Title:** ST LAWRENCE FUNDING LLC 144A 3.699000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79112BE67, C.4 - ISIN: US79112BE678, C.3 - LEI: 635400FJ5I9V1QUSBB98
- **C.18 - Value (incl. sponsor support):** $477705360.80
- **C.18.a - Value (excl. sponsor support):** $477705360.80
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 144A 3.905000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369CN59, C.4 - ISIN: US83369CN594, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $243219675.00
- **C.18.a - Value (excl. sponsor support):** $243219675.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTJ9, C.4 - ISIN: US85325VTJ97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150072802.50
- **C.18.a - Value (excl. sponsor support):** $150072802.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTU4, C.4 - ISIN: US85325VTU43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250101430.00
- **C.18.a - Value (excl. sponsor support):** $250101430.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTW0, C.4 - ISIN: US85325VTW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250049227.50
- **C.18.a - Value (excl. sponsor support):** $250049227.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.483000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175035292.25
- **C.18.a - Value (excl. sponsor support):** $175035292.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVN7, C.4 - ISIN: US85325VVN71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200118246.00
- **C.18.a - Value (excl. sponsor support):** $200118246.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVQ0, C.4 - ISIN: US85325VVQ03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200065848.00
- **C.18.a - Value (excl. sponsor support):** $200065848.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVY3, C.4 - ISIN: US85325VVY37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $152009452.88
- **C.18.a - Value (excl. sponsor support):** $152009452.88
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $100010740.00
- **C.18.a - Value (excl. sponsor support):** $100010740.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 227: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMK6, C.4 - ISIN: US86564TMK69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183917807.20
- **C.18.a - Value (excl. sponsor support):** $183917807.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TPK3, C.4 - ISIN: US86564TPK33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $186033424.20
- **C.18.a - Value (excl. sponsor support):** $186033424.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSG6, C.4 - ISIN: US86565GSG63, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $179036963.50
- **C.18.a - Value (excl. sponsor support):** $179036963.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSR2, C.4 - ISIN: US86565GSR29, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $175039322.50
- **C.18.a - Value (excl. sponsor support):** $175039322.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GST8, C.4 - ISIN: US86565GST84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99022463.10
- **C.18.a - Value (excl. sponsor support):** $99022463.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149034091.20
- **C.18.a - Value (excl. sponsor support):** $149034091.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 233: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $105053791.50
- **C.18.a - Value (excl. sponsor support):** $105053791.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWA4, C.4 - ISIN: US86565GWA48, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $192065107.20
- **C.18.a - Value (excl. sponsor support):** $192065107.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWB2, C.4 - ISIN: US86565GWB21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $172087462.00
- **C.18.a - Value (excl. sponsor support):** $172087462.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 236: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWS5, C.4 - ISIN: US86565GWS55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300177390.00
- **C.18.a - Value (excl. sponsor support):** $300177390.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.164000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWZ9, C.4 - ISIN: US86565GWZ98, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150049575.00
- **C.18.a - Value (excl. sponsor support):** $150049575.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXY1, C.4 - ISIN: US86565GXY15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $244954283.00
- **C.18.a - Value (excl. sponsor support):** $244954283.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYF1, C.4 - ISIN: US86565GYF17, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $249921250.00
- **C.18.a - Value (excl. sponsor support):** $249921250.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZA1, C.4 - ISIN: US86565GZA11, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149950650.00
- **C.18.a - Value (excl. sponsor support):** $149950650.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.935000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73972065.00
- **C.18.a - Value (excl. sponsor support):** $73972065.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TUZ7, C.4 - ISIN: US86959TUZ73, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100055650.00
- **C.18.a - Value (excl. sponsor support):** $100055650.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2027-01-07
- **C.12 - Maturity Date (WAL):** 2027-01-07
- **C.13 - Final Legal Maturity Date:** 2027-01-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73015235.10
- **C.18.a - Value (excl. sponsor support):** $73015235.10
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 3.820000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.282000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178048754.20
- **C.18.a - Value (excl. sponsor support):** $178048754.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169079546.61
- **C.18.a - Value (excl. sponsor support):** $169079546.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175100693.25
- **C.18.a - Value (excl. sponsor support):** $175100693.25
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR99, C.4 - ISIN: US89115DR990, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149984809.50
- **C.18.a - Value (excl. sponsor support):** $149984809.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUD6, C.4 - ISIN: US89115DUD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99945410.00
- **C.18.a - Value (excl. sponsor support):** $99945410.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DW51, C.4 - ISIN: US89115DW511, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99758620.00
- **C.18.a - Value (excl. sponsor support):** $99758620.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2X3, C.4 - ISIN: US89115M2X39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $138058553.40
- **C.18.a - Value (excl. sponsor support):** $138058553.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M3E4, C.4 - ISIN: US89115M3E49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149904225.00
- **C.18.a - Value (excl. sponsor support):** $149904225.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 3.910000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150048150.00
- **C.18.a - Value (excl. sponsor support):** $150048150.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.256000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TPP4, C.4 - ISIN: US89236TPP48, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $113473440.30
- **C.18.a - Value (excl. sponsor support):** $113473440.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVP2, C.4 - ISIN: US90275DVP22, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $72871308.30
- **C.18.a - Value (excl. sponsor support):** $72871308.30
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVQ0, C.4 - ISIN: US90275DVQ05, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $82823093.80
- **C.18.a - Value (excl. sponsor support):** $82823093.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 257: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DWB2, C.4 - ISIN: US90275DWB27, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $110122661.00
- **C.18.a - Value (excl. sponsor support):** $110122661.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 258: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.102000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB54, C.4 - ISIN: US90276JB543, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158042462.50
- **C.18.a - Value (excl. sponsor support):** $158042462.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 259: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159017175.18
- **C.18.a - Value (excl. sponsor support):** $159017175.18
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130032947.20
- **C.18.a - Value (excl. sponsor support):** $130032947.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.016000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZP4, C.4 - ISIN: US90276JZP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $174993974.75
- **C.18.a - Value (excl. sponsor support):** $174993974.75
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 3.616000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $220168354.55
- **C.18.a - Value (excl. sponsor support):** $220168354.55
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 263: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.802000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400388172.00
- **C.18.a - Value (excl. sponsor support):** $400388172.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.790000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541B2D9, C.4 - ISIN: US92541B2D95, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $574974125.00
- **C.18.a - Value (excl. sponsor support):** $574974125.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 265: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.736000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DE42, C.4 - ISIN: US92541DE420, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $478801167.10
- **C.18.a - Value (excl. sponsor support):** $478801167.10
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 266: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC  144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WE14, C.4 - ISIN: US92543WE145, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $96989941.10
- **C.18.a - Value (excl. sponsor support):** $96989941.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2F7, C.4 - ISIN: US92544M2F78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $739090305.80
- **C.18.a - Value (excl. sponsor support):** $739090305.80
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 268: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.927000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XHQ3, C.4 - ISIN: US92544XHQ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111303435.67
- **C.18.a - Value (excl. sponsor support):** $111303435.67
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140043692.60
- **C.18.a - Value (excl. sponsor support):** $140043692.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAC3, C.4 - ISIN: US93930NAC39, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $236952877.29
- **C.18.a - Value (excl. sponsor support):** $236952877.29
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAM1, C.4 - ISIN: US93930NAM11, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $148022888.20
- **C.18.a - Value (excl. sponsor support):** $148022888.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159031641.00
- **C.18.a - Value (excl. sponsor support):** $159031641.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $114748069.50
- **C.18.a - Value (excl. sponsor support):** $114748069.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVV3, C.4 - ISIN: US95001KVV33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $183580940.00
- **C.18.a - Value (excl. sponsor support):** $183580940.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.024000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWK6, C.4 - ISIN: US95001KWK68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249793675.00
- **C.18.a - Value (excl. sponsor support):** $249793675.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.930000%
- **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):** $157860375.40
- **C.18.a - Value (excl. sponsor support):** $157860375.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXK5, C.4 - ISIN: US95001KXK59, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $274183277.50
- **C.18.a - Value (excl. sponsor support):** $274183277.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXU3, C.4 - ISIN: US95001KXU32, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $109991750.00
- **C.18.a - Value (excl. sponsor support):** $109991750.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-04-09
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.980000%
- **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):** $175044170.00
- **C.18.a - Value (excl. sponsor support):** $175044170.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO 144A 3.863000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980HE10, C.4 - ISIN: US95980HE105, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $170981651.71
- **C.18.a - Value (excl. sponsor support):** $170981651.71
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 281: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AG85, C.4 - ISIN: US96130AG858, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149590485.00
- **C.18.a - Value (excl. sponsor support):** $149590485.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ25, C.4 - ISIN: US96130AJ258, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156882312.80
- **C.18.a - Value (excl. sponsor support):** $156882312.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 283: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ74, C.4 - ISIN: US96130AJ746, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87102599.10
- **C.18.a - Value (excl. sponsor support):** $87102599.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1064000000.00
- **C.18.a - Value (excl. sponsor support):** $1064000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GENERAL ELECTRIC CO                               | 2032-03-15      | 6.7500%  | 0.0000% | $310000.00         | $346278.53         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2059-08-15      | 3.8750%  | 0.0000% | $921000.00         | $653562.71         | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2046-09-16      | 3.8750%  | 0.0000% | $1015000.00        | $753308.75         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2035-01-23      | 5.4680%  | 0.0000% | $2921000.00        | $3023740.98        | Corporate Debt Securities |
| BANK OF MONTREAL                                  | 2031-06-04      | 5.5110%  | 0.0000% | $75000.00          | $79644.76          | Corporate Debt Securities |
| BAYER US FINANCE II LLC                           | 2064-07-15      | 4.7000%  | 0.0000% | $6494000.00        | $5018617.32        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2032-01-12      | 2.7210%  | 0.0000% | $1412000.00        | $1286985.76        | Corporate Debt Securities |
| CSX CORP                                          | 2048-03-01      | 4.3000%  | 0.0000% | $684000.00         | $564475.94         | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC       | 2028-05-15      | 3.8000%  | 0.0000% | $95000.00          | $95724.53          | Corporate Debt Securities |
| GOLDMAN SACHS BANK USA                            | 2027-05-21      | 5.4140%  | 0.0000% | $12510000.00       | $12813140.23       | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2028-12-06      | 3.9000%  | 0.0000% | $639000.00         | $644540.13         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2034-06-25      | 4.9500%  | 0.0000% | $1606000.00        | $1640107.43        | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $4063000.00        | $4074089.73        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2027-10-13      | 1.6400%  | 0.0000% | $1622000.00        | $1602462.11        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2030-07-19      | 5.0420%  | 0.0000% | $729000.00         | $746653.18         | Corporate Debt Securities |
| PEPSICO INC                                       | 2050-03-19      | 3.6250%  | 0.0000% | $150000.00         | $111133.27         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2028-09-14      | 5.7160%  | 0.0000% | $1595000.00        | $1648645.88        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2035-01-23      | 5.4990%  | 0.0000% | $6126000.00        | $6327280.45        | Corporate Debt Securities |
| WESTERN ALLIANCE                                  | 2031-06-15      | 3.0000%  | 0.0000% | $5822000.00        | $5669172.50        | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                           | 2029-02-28      | 5.1950%  | 0.0000% | $387000.00         | $397869.65         | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                | 2054-05-15      | 5.7500%  | 0.0000% | $3271000.00        | $3273139.78        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2033-02-01      | 6.0000%  | 0.0000% | $4612000.00        | $4741381.97        | Corporate Debt Securities |
| FEDEX CORP                                        | 2048-02-15      | 4.0500%  | 0.0000% | $2192000.00        | $1674594.84        | Corporate Debt Securities |
| AT&T INC                                          | 2054-11-01      | 5.7000%  | 0.0000% | $934000.00         | $898788.20         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                        | 2028-10-29      | 3.0000%  | 0.0000% | $643000.00         | $618780.33         | Corporate Debt Securities |
| AKER BP ASA                                       | 2030-01-15      | 3.7500%  | 0.0000% | $200000.00         | $194611.50         | Corporate Debt Securities |
| AMDOCS LTD                                        | 2030-06-15      | 2.5380%  | 0.0000% | $571000.00         | $521909.70         | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                       | 2032-10-15      | 4.9500%  | 0.0000% | $15000000.00       | $14619787.50       | Corporate Debt Securities |
| BAE SYSTEMS PLC                                   | 2031-03-26      | 5.2500%  | 0.0000% | $7000000.00        | $7195778.33        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2035-02-21      | 5.3000%  | 0.0000% | $11785000.00       | $12126038.26       | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2051-10-24      | 2.8310%  | 0.0000% | $150000.00         | $92391.27          | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2032-07-21      | 2.2990%  | 0.0000% | $1719000.00        | $1528779.33        | Corporate Debt Securities |
| BAYER US FINANCE LLC                              | 2053-11-21      | 6.8750%  | 0.0000% | $1673000.00        | $1830102.37        | Corporate Debt Securities |
| BAYER US FINANCE II LLC                           | 2048-06-25      | 4.8750%  | 0.0000% | $731000.00         | $614527.64         | Corporate Debt Securities |
| BOEING CO                                         | 2060-05-01      | 5.9300%  | 0.0000% | $596000.00         | $595061.47         | Corporate Debt Securities |
| BROADCOM INC                                      | 2034-10-15      | 4.8000%  | 0.0000% | $462000.00         | $455910.84         | Corporate Debt Securities |
| BROADCOM INC                                      | 2033-04-15      | 3.4190%  | 0.0000% | $5810000.00        | $5323090.53        | Corporate Debt Securities |
| CI FINANCIAL CORP                                 | 2030-12-17      | 3.2000%  | 0.0000% | $1266000.00        | $1147340.63        | Corporate Debt Securities |
| CSL FINANCE PLC                                   | 2032-04-27      | 4.2500%  | 0.0000% | $1398000.00        | $1350823.33        | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                        | 2034-02-16      | 5.4610%  | 0.0000% | $15374000.00       | $15197435.59       | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2031-02-01      | 7.3750%  | 0.0000% | $2395000.00        | $2523354.37        | Corporate Debt Securities |
| DEERE FUNDING CANADA CORP                         | 2030-10-09      | 4.1500%  | 0.0000% | $4246000.00        | $4194669.40        | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                | 2030-04-29      | 2.0000%  | 0.0000% | $1467000.00        | $1328699.39        | Corporate Debt Securities |
| EIDP INC                                          | 2033-05-15      | 4.8000%  | 0.0000% | $12544000.00       | $12678471.68       | Corporate Debt Securities |
| EAGLE MATERIALS INC                               | 2036-03-15      | 5.0000%  | 0.0000% | $22211000.00       | $21427395.92       | Corporate Debt Securities |
| FEDEX CORP                                        | 2048-02-15      | 4.0500%  | 0.0000% | $98000.00          | $74867.84          | Corporate Debt Securities |
| FLEX LTD                                          | 2035-11-13      | 5.3750%  | 0.0000% | $952000.00         | $966007.75         | Corporate Debt Securities |
| GRUPO ENERGIA BOGOTA SA ESP                       | 2035-10-22      | 5.7500%  | 0.0000% | $780000.00         | $764226.67         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                       | 2034-07-01      | 5.8750%  | 0.0000% | $1872000.00        | $1966274.18        | Corporate Debt Securities |
| KEURIG DR PEPPER INC                              | 2050-05-01      | 3.8000%  | 0.0000% | $300000.00         | $216292.33         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2048-09-01      | 4.4500%  | 0.0000% | $1338000.00        | $1115922.85        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2045-01-27      | 4.3000%  | 0.0000% | $13842000.00       | $11709893.67       | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | 2027-02-16      | 4.2251%  | 0.0000% | $500000.00         | $505308.83         | Corporate Debt Securities |
| RWE FINANCE US LLC                                | 2034-04-16      | 5.8750%  | 0.0000% | $3050000.00        | $3160088.90        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                | 2026-11-13      | 5.2650%  | 0.0000% | $990000.00         | $1019278.01        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                       | 2033-02-01      | 6.0000%  | 0.0000% | $388000.00         | $398884.69         | Corporate Debt Securities |
| RYDER SYSTEM INC                                  | 2029-03-15      | 5.3750%  | 0.0000% | $509000.00         | $524294.81         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | 2034-10-01      | 5.5840%  | 0.0000% | $1564000.00        | $1563496.74        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD                  | 2033-03-03      | 5.2500%  | 0.0000% | $206000.00         | $213379.44         | Corporate Debt Securities |
| TYCO ELECTRONICS                                  | 2032-02-04      | 2.5000%  | 0.0000% | $600000.00         | $537067.33         | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                         | 2049-03-15      | 4.2500%  | 0.0000% | $3505000.00        | $2843825.56        | Corporate Debt Securities |
| US BANCORP                                        | 2035-01-23      | 5.6780%  | 0.0000% | $1842000.00        | $1927098.66        | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2031-11-23      | 4.3220%  | 0.0000% | $396000.00         | $402482.01         | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                             | 2044-01-30      | 6.9500%  | 0.0000% | $400000.00         | $409302.00         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                        | 2029-03-16      | 3.8750%  | 0.0000% | $500000.00         | $492678.06         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                             | 2033-06-23      | 6.1250%  | 0.0000% | $1400000.00        | $1444334.69        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                        | 2032-01-30      | 3.3000%  | 0.0000% | $4134000.00        | $3803734.74        | Corporate Debt Securities |
| ALPHABET INC                                      | 2066-02-15      | 5.7500%  | 0.0000% | $1000000.00        | $989808.61         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2030-11-20      | 4.1000%  | 0.0000% | $8530000.00        | $8560129.86        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2029-03-13      | 4.9000%  | 0.0000% | $365000.00         | $369517.69         | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2032-02-06      | 4.4560%  | 0.0000% | $28127000.00       | $27980664.59       | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2034-09-15      | 5.8720%  | 0.0000% | $1432000.00        | $1508855.44        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2033-10-03      | 6.0920%  | 0.0000% | $1107000.00        | $1186802.52        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2031-12-02      | 2.4500%  | 0.0000% | $21625000.00       | $19476820.56       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                              | 2032-07-29      | 2.3590%  | 0.0000% | $610000.00         | $528688.85         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC               | 2028-01-08      | 3.9000%  | 0.0000% | $525000.00         | $526592.50         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-10-15      | 4.3750%  | 0.0000% | $807000.00         | $806114.65         | Corporate Debt Securities |
| EMERA US FINANCE LP                               | 2046-06-15      | 4.7500%  | 0.0000% | $8893000.00        | $7552402.48        | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2030-06-20      | 4.9000%  | 0.0000% | $1475000.00        | $1513946.56        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2034-05-15      | 5.5500%  | 0.0000% | $413000.00         | $430691.89         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2028-07-12      | 2.1250%  | 0.0000% | $604000.00         | $577420.98         | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                    | 2028-04-17      | 4.8500%  | 0.0000% | $21000000.00       | $21141359.17       | Corporate Debt Securities |
| GENPACT UK FINCO PLC                              | 2030-11-18      | 4.9500%  | 0.0000% | $200000.00         | $199993.00         | Corporate Debt Securities |
| HF SINCLAIR CORP                                  | 2035-01-15      | 6.2500%  | 0.0000% | $7079000.00        | $7449084.22        | Corporate Debt Securities |
| INTEL CORP                                        | 2049-11-15      | 3.2500%  | 0.0000% | $598000.00         | $393995.79         | Corporate Debt Securities |
| MARS INC                                          | 2028-03-01      | 4.6000%  | 0.0000% | $1091000.00        | $1104341.72        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-11-15      | 4.9000%  | 0.0000% | $1350000.00        | $1390187.25        | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2035-07-16      | 5.5020%  | 0.0000% | $12785000.00       | $13177559.16       | Corporate Debt Securities |
| NASDAQ INC                                        | 2063-06-28      | 6.1000%  | 0.0000% | $691000.00         | $714101.67         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                | 2031-01-13      | 4.3000%  | 0.0000% | $100000.00         | $99882.06          | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2065-08-03      | 6.1250%  | 0.0000% | $3308000.00        | $2807671.89        | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2036-02-04      | 5.7000%  | 0.0000% | $30869000.00       | $29927701.29       | Corporate Debt Securities |
| ROCKWELL AUTOMATION INC                           | 2061-08-15      | 2.8000%  | 0.0000% | $3000000.00        | $1698700.00        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2043-10-01      | 5.4500%  | 0.0000% | $6570000.00        | $6124818.63        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2044-03-15      | 5.0000%  | 0.0000% | $113000.00         | $100385.81         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2031-08-06      | 4.6960%  | 0.0000% | $57337000.00       | $57853453.47       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2031-11-03      | 4.3050%  | 0.0000% | $18331000.00       | $18395639.69       | Corporate Debt Securities |
| STANDARD CHARTERED PLC                            | 2030-10-15      | 5.0050%  | 0.0000% | $1169000.00        | $1178744.10        | Corporate Debt Securities |
| SYSCO CORP                                        | 2031-07-25      | 4.4000%  | 0.0000% | $11407000.00       | $11240356.40       | Corporate Debt Securities |
| UBS AG (STAMFORD BRANCH)                          | 2028-01-10      | 4.8640%  | 0.0000% | $4475000.00        | $4556633.94        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                         | 2063-01-20      | 5.1500%  | 0.0000% | $179000.00         | $162923.21         | Corporate Debt Securities |
| ENGIE ENERGIA CHILE SA                            | 2030-01-28      | 3.4000%  | 0.0000% | $1000000.00        | $955888.89         | Corporate Debt Securities |
| AGROSUPER SA                                      | 2032-01-20      | 4.6000%  | 0.0000% | $900000.00         | $876346.00         | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD                            | 2027-07-15      | 4.2500%  | 0.0000% | $500000.00         | $504397.92         | Corporate Debt Securities |
| AT&T INC                                          | 2047-03-01      | 5.4500%  | 0.0000% | $1120000.00        | $1037894.98        | Corporate Debt Securities |
| AT&T INC                                          | 2055-09-15      | 3.5500%  | 0.0000% | $120000.00         | $77873.70          | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                        | 2033-01-15      | 4.7500%  | 0.0000% | $1681000.00        | $1663137.97        | Corporate Debt Securities |
| ALLSTATE CORP                                     | 2036-04-01      | 5.9500%  | 0.0000% | $806000.00         | $850630.68         | Corporate Debt Securities |
| ALPHABET INC                                      | 2035-11-15      | 4.7000%  | 0.0000% | $7154000.00        | $7167854.91        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2031-03-13      | 4.2500%  | 0.0000% | $2189000.00        | $2175490.83        | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2029-07-20      | 4.3510%  | 0.0000% | $1565000.00        | $1579125.86        | Corporate Debt Securities |
| BERK HATH FIN                                     | 2042-05-15      | 4.4000%  | 0.0000% | $2580000.00        | $2360278.60        | Corporate Debt Securities |
| BROADCOM INC                                      | 2032-02-15      | 4.5500%  | 0.0000% | $609000.00         | $609413.61         | Corporate Debt Securities |
| BROOKFIELD FINANCE INC                            | 2030-04-15      | 4.3500%  | 0.0000% | $754000.00         | $742443.07         | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                              | 2032-08-05      | 3.8500%  | 0.0000% | $624000.00         | $601455.05         | Corporate Debt Securities |
| CELULOSA ARAUCO                                   | 2030-01-29      | 4.2000%  | 0.0000% | $400000.00         | $384126.67         | Corporate Debt Securities |
| CITIGROUP INC                                     | 2036-08-25      | 6.1250%  | 0.0000% | $2204000.00        | $2309569.46        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2034-03-13      | 5.8370%  | 0.0000% | $400000.00         | $416200.21         | Corporate Debt Securities |
| DXC TECHNOLOGY CO                                 | 2028-09-15      | 2.3750%  | 0.0000% | $4424000.00        | $4163465.11        | Corporate Debt Securities |
| EAST OHIO GAS CO                                  | 2050-06-15      | 3.0000%  | 0.0000% | $4980000.00        | $3188843.40        | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2035-06-20      | 5.5500%  | 0.0000% | $406000.00         | $422293.46         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                             | 2055-03-15      | 5.8000%  | 0.0000% | $78000.00          | $77189.58          | Corporate Debt Securities |
| EQUINOR ASA                                       | 2030-04-06      | 3.1250%  | 0.0000% | $2426000.00        | $2321738.61        | Corporate Debt Securities |
| FIRSTENERGY CORP                                  | 2047-07-15      | 4.8500%  | 0.0000% | $196000.00         | $170840.62         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                              | 2029-03-12      | 4.8750%  | 0.0000% | $8630000.00        | $8735976.40        | Corporate Debt Securities |
| ING GROEP NV                                      | 2037-03-23      | 5.4200%  | 0.0000% | $6387000.00        | $6394284.73        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                               | 2033-06-21      | 4.4420%  | 0.0000% | $350000.00         | $344763.01         | Corporate Debt Securities |
| MAGNA INTERNATIONAL INC                           | 2033-03-21      | 5.5000%  | 0.0000% | $2900000.00        | $3000480.17        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2034-04-19      | 5.4060%  | 0.0000% | $2229000.00        | $2281519.33        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2032-01-14      | 4.5050%  | 0.0000% | $593000.00         | $590998.46         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2029-02-01      | 5.1230%  | 0.0000% | $1436000.00        | $1467384.06        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2032-03-12      | 4.7080%  | 0.0000% | $2623000.00        | $2615095.74        | Corporate Debt Securities |
| NESTLE HLDGS INC.                                 | 2048-09-24      | 4.0000%  | 0.0000% | $1036000.00        | $827598.24         | Corporate Debt Securities |
| ONEOK INC                                         | 2050-03-15      | 4.5000%  | 0.0000% | $200000.00         | $156581.00         | Corporate Debt Securities |
| ORANGE SA                                         | 2036-01-13      | 5.0000%  | 0.0000% | $7550000.00        | $7481529.89        | Corporate Debt Securities |
| QUALCOMM INC                                      | 2050-05-20      | 3.2500%  | 0.0000% | $346000.00         | $237118.80         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2032-03-15      | 3.8000%  | 0.0000% | $5015000.00        | $4694842.40        | Corporate Debt Securities |
| SWEDBANK AB                                       | 2029-11-20      | 4.9980%  | 0.0000% | $1300000.00        | $1353330.33        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2033-12-15      | 6.7000%  | 0.0000% | $5447000.00        | $6114230.27        | Corporate Debt Securities |
| TARGET CORPORATION                                | 2034-09-15      | 4.5000%  | 0.0000% | $3703000.00        | $3624959.28        | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                         | 2032-01-30      | 5.2980%  | 0.0000% | $768000.00         | $796197.12         | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2026-07-13      | 5.2750%  | 0.0000% | $1088000.00        | $1106526.98        | Corporate Debt Securities |
| WESLEYAN UNIVERSITY                               | 2116-07-01      | 4.7810%  | 0.0000% | $11000000.00       | $8527352.47        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2048-03-01      | 5.3000%  | 0.0000% | $3343000.00        | $2865004.86        | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2036-11-18      | 3.0200%  | 0.0000% | $11400000.00       | $10338204.00       | Corporate Debt Securities |
| AT&T INC                                          | 2032-05-01      | 7.7000%  | 0.0000% | $5000000.00        | $5792580.56        | Corporate Debt Securities |
| ABBVIE INC                                        | 2048-11-14      | 4.8750%  | 0.0000% | $362000.00         | $330274.02         | Corporate Debt Securities |
| ACCENTURE CAPITAL INC                             | 2027-10-04      | 3.9000%  | 0.0000% | $90000.00          | $89960.10          | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                            | 2030-12-01      | 3.1250%  | 0.0000% | $416000.00         | $389257.04         | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                            | 2032-01-15      | 2.8750%  | 0.0000% | $1474000.00        | $1321419.50        | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                            | 2031-07-15      | 5.2000%  | 0.0000% | $150000.00         | $152785.00         | Corporate Debt Securities |
| AIRCASTLE LTD                                     | 2031-05-15      | 5.0000%  | 0.0000% | $1000000.00        | $991487.78         | Corporate Debt Securities |
| AKER BP ASA                                       | 2031-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $970106.67         | Corporate Debt Securities |
| AKER BP ASA                                       | 2034-10-01      | 5.1250%  | 0.0000% | $378000.00         | $370435.64         | Corporate Debt Securities |
| ALABAMA POWER COMPANY                             | 2048-07-15      | 4.3000%  | 0.0000% | $40000.00          | $32856.87          | Corporate Debt Securities |
| ALABAMA POWER COMPANY                             | 2027-09-01      | 3.7500%  | 0.0000% | $2957000.00        | $2955982.30        | Corporate Debt Securities |
| ALABAMA POWER COMPANY                             | 2033-11-15      | 5.8500%  | 0.0000% | $660000.00         | $713903.85         | Corporate Debt Securities |
| OVINTIV INC                                       | 2031-11-01      | 7.3750%  | 0.0000% | $238000.00         | $272195.87         | Corporate Debt Securities |
| ALLIANZ SE                                        | 2053-09-06      | 6.3500%  | 0.0000% | $3000000.00        | $3172245.00        | Corporate Debt Securities |
| ALLSTATE CORP                                     | 2033-03-30      | 5.2500%  | 0.0000% | $731000.00         | $746793.26         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2066-03-13      | 5.9500%  | 0.0000% | $13004000.00       | $12930632.15       | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                          | 2034-05-01      | 5.0430%  | 0.0000% | $188000.00         | $193304.40         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2029-09-05      | 4.4000%  | 0.0000% | $1552000.00        | $1546416.25        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2029-01-08      | 4.1500%  | 0.0000% | $3200000.00        | $3198883.56        | Corporate Debt Securities |
| AON CORP                                          | 2030-05-15      | 2.8000%  | 0.0000% | $22000.00          | $20763.67          | Corporate Debt Securities |
| APPLE INC                                         | 2043-05-04      | 3.8500%  | 0.0000% | $10540000.00       | $8935730.02        | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2050-04-02      | 5.2820%  | 0.0000% | $5506000.00        | $4904900.19        | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2032-10-19      | 7.7500%  | 0.0000% | $1666000.00        | $1911831.72        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2028-09-08      | 5.1000%  | 0.0000% | $249000.00         | $255102.16         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2028-09-08      | 5.1000%  | 0.0000% | $365000.00         | $373944.93         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2032-02-21      | 5.1250%  | 0.0000% | $646000.00         | $666693.26         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2026-08-12      | 1.2500%  | 0.0000% | $396000.00         | $393813.42         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2026-08-13      | 3.6400%  | 0.0000% | $2000000.00        | $2022096.11        | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                            | 2079-12-31      | 6.4500%  | 0.0000% | $2081000.00        | $2200575.99        | Corporate Debt Securities |
| BPCE SA                                           | 2046-01-14      | 6.9150%  | 0.0000% | $12655000.00       | $13192341.85       | Corporate Debt Securities |
| BPCE SA                                           | 2031-05-28      | 5.3890%  | 0.0000% | $737000.00         | $763497.77         | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                         | 2033-06-15      | 4.6500%  | 0.0000% | $1172000.00        | $1159376.58        | Corporate Debt Securities |
| BANCO SANTANDER SA                                | 2031-04-15      | 4.8670%  | 0.0000% | $800000.00         | $796630.33         | Corporate Debt Securities |
| BANCO SANTANDER SA                                | 2036-04-15      | 5.4370%  | 0.0000% | $10000000.00       | $9940754.17        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2030-02-07      | 3.9740%  | 0.0000% | $83000.00          | $82439.11          | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2029-05-09      | 4.6230%  | 0.0000% | $1996000.00        | $2042764.78        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2030-03-14      | 4.9750%  | 0.0000% | $174000.00         | $177467.29         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                  | 2039-07-21      | 5.6060%  | 0.0000% | $1050000.00        | $1084236.83        | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                      | 2031-02-11      | 1.9570%  | 0.0000% | $5384000.00        | $4772294.30        | Corporate Debt Securities |
| BOARDWALK PIPELINES LP                            | 2036-02-15      | 5.3750%  | 0.0000% | $1927000.00        | $1928460.51        | Corporate Debt Securities |
| BOEING CO                                         | 2064-05-01      | 7.0080%  | 0.0000% | $60666000.00       | $70101099.87       | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2033-09-11      | 4.8930%  | 0.0000% | $170000.00         | $171638.79         | Corporate Debt Securities |
| BROADCOM INC                                      | 2030-07-15      | 4.6000%  | 0.0000% | $1183000.00        | $1202444.58        | Corporate Debt Securities |
| BROADCOM INC                                      | 2035-07-15      | 5.2000%  | 0.0000% | $442000.00         | $452341.33         | Corporate Debt Securities |
| BROADCOM INC                                      | 2028-02-15      | 1.9500%  | 0.0000% | $480000.00         | $463095.60         | Corporate Debt Securities |
| BROOKFIELD ASSET MANAGEMENT LTD                   | 2031-04-15      | 4.8320%  | 0.0000% | $2000000.00        | $1983169.78        | Corporate Debt Securities |
| BROOKLYN UNION GAS CO                             | 2033-09-15      | 6.3880%  | 0.0000% | $300000.00         | $321379.50         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2056-03-15      | 5.5000%  | 0.0000% | $12650000.00       | $12219900.00       | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP               | 2031-01-08      | 4.1500%  | 0.0000% | $7558000.00        | $7569647.72        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2050-07-01      | 2.9000%  | 0.0000% | $40000.00          | $25545.04          | Corporate Debt Securities |
| CHUBB INA HOLDINGS LLC                            | 2037-05-11      | 6.0000%  | 0.0000% | $44000.00          | $48068.53          | Corporate Debt Securities |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC            | 2030-06-18      | 5.5000%  | 0.0000% | $537000.00         | $555916.72         | Corporate Debt Securities |
| CITIBANK NA                                       | 2028-09-29      | 5.8030%  | 0.0000% | $444000.00         | $461860.80         | Corporate Debt Securities |
| CITIBANK NA                                       | 2026-08-06      | 3.6300%  | 0.0000% | $1351000.00        | $1365523.01        | Corporate Debt Securities |
| CITIGROUP INC                                     | 2039-09-19      | 5.4110%  | 0.0000% | $164000.00         | $161981.57         | Corporate Debt Securities |
| COCA-COLA CO                                      | 2030-03-25      | 3.4500%  | 0.0000% | $348000.00         | $339527.65         | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2047-11-01      | 3.9690%  | 0.0000% | $42000.00          | $31713.14          | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2049-11-01      | 3.9990%  | 0.0000% | $892000.00         | $664400.77         | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2052-11-01      | 4.0490%  | 0.0000% | $631000.00         | $464240.92         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2039-09-12      | 3.7430%  | 0.0000% | $5881000.00        | $4841772.41        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2046-03-14      | 5.9290%  | 0.0000% | $925000.00         | $928196.75         | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2026-05-18      | 2.8500%  | 0.0000% | $175000.00         | $176932.88         | Corporate Debt Securities |
| CONAGRA BRANDS INC                                | 2027-11-01      | 1.3750%  | 0.0000% | $603000.00         | $578462.00         | Corporate Debt Securities |
| CONCENTRIX CORP                                   | 2033-08-02      | 6.8500%  | 0.0000% | $502000.00         | $468769.83         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE           | 2034-01-08      | 5.9500%  | 0.0000% | $3396000.00        | $3579082.13        | Corporate Debt Securities |
| COUSINS PROPERTIES LP                             | 2034-10-01      | 5.8750%  | 0.0000% | $1370000.00        | $1400294.32        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                            | 2050-10-01      | 2.9500%  | 0.0000% | $132000.00         | $71455.08          | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                | 2026-07-05      | 3.6400%  | 0.0000% | $1420000.00        | $1427680.54        | Corporate Debt Securities |
| UBS GROUP AG                                      | 2030-04-10      | 4.2140%  | 0.0000% | $31300000.00       | $31176817.11       | Corporate Debt Securities |
| DH EUROPE FINANCE II SARL                         | 2049-11-15      | 3.4000%  | 0.0000% | $492000.00         | $353237.96         | Corporate Debt Securities |
| DANSKE BANK A/S                                   | 2030-03-01      | 5.7050%  | 0.0000% | $3276000.00        | $3394066.58        | Corporate Debt Securities |
| DARTMOUTH-HITCHCOCK HEALTH                        | 2048-08-01      | 4.1780%  | 0.0000% | $39000.00          | $30435.17          | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2034-06-12      | 5.0500%  | 0.0000% | $4387000.00        | $4526060.59        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2031-04-15      | 4.3750%  | 0.0000% | $1625000.00        | $1616603.72        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                            | 2035-04-01      | 5.5000%  | 0.0000% | $617000.00         | $629334.17         | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                                | 2028-05-18      | 3.8750%  | 0.0000% | $283000.00         | $285563.27         | Corporate Debt Securities |
| DUKE ENERGY CORP                                  | 2031-06-15      | 2.5500%  | 0.0000% | $520000.00         | $473476.90         | Corporate Debt Securities |
| DUKE ENERGY INDIANA LLC                           | 2055-05-15      | 5.9000%  | 0.0000% | $391000.00         | $400494.13         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                          | 2029-04-22      | 5.6500%  | 0.0000% | $239000.00         | $246321.90         | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC                   | 2055-01-15      | 6.2000%  | 0.0000% | $276000.00         | $285062.00         | Corporate Debt Securities |
| EATON CORPORATION                                 | 2033-03-06      | 4.5000%  | 0.0000% | $14514000.00       | $14366102.34       | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                          | 2036-04-22      | 5.2500%  | 0.0000% | $45232000.00       | $44449787.95       | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2028-11-20      | 4.2000%  | 0.0000% | $1000000.00        | $1011356.67        | Corporate Debt Securities |
| ENBRIDGE INC                                      | 2031-02-15      | 4.5000%  | 0.0000% | $900000.00         | $896998.50         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2026-07-12      | 1.6250%  | 0.0000% | $1248000.00        | $1247457.12        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2030-09-30      | 4.3750%  | 0.0000% | $3231000.00        | $3184040.11        | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                             | 2048-09-01      | 4.2000%  | 0.0000% | $4168000.00        | $3328078.53        | Corporate Debt Securities |
| EXPEDIA GROUP INC                                 | 2036-04-15      | 5.5000%  | 0.0000% | $11302000.00       | $11119761.53       | Corporate Debt Securities |
| META PLATFORMS INC                                | 2054-08-15      | 5.4000%  | 0.0000% | $4337000.00        | $3938863.40        | Corporate Debt Securities |
| META PLATFORMS INC                                | 2035-11-15      | 4.8750%  | 0.0000% | $10224000.00       | $10244026.26       | Corporate Debt Securities |
| FLEX LTD                                          | 2030-05-12      | 4.8750%  | 0.0000% | $2150000.00        | $2196096.00        | Corporate Debt Securities |
| ORANGE SA                                         | 2042-01-13      | 5.3750%  | 0.0000% | $80000.00          | $78360.46          | Corporate Debt Securities |
| GA GLOBAL FUNDING TRUST                           | 2032-04-01      | 5.5000%  | 0.0000% | $510000.00         | $508939.48         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2035-10-23      | 5.0160%  | 0.0000% | $766000.00         | $753058.69         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2033-02-15      | 6.1250%  | 0.0000% | $493000.00         | $535738.38         | Corporate Debt Securities |
| HCA INC                                           | 2029-06-15      | 4.1250%  | 0.0000% | $2887000.00        | $2889363.73        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                        | 2028-09-11      | 4.9000%  | 0.0000% | $250000.00         | $246114.86         | Corporate Debt Securities |
| HUMANA INC                                        | 2031-04-15      | 5.3750%  | 0.0000% | $7000.00           | $7098.84           | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2030-09-18      | 4.5000%  | 0.0000% | $173000.00         | $170958.60         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2029-01-08      | 4.2500%  | 0.0000% | $1239000.00        | $1240687.79        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2029-01-08      | 4.2500%  | 0.0000% | $1601000.00        | $1603180.92        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2028-09-18      | 4.2500%  | 0.0000% | $55000.00          | $54747.46          | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                     | 2055-10-01      | 5.6000%  | 0.0000% | $82000.00          | $78151.83          | Corporate Debt Securities |
| INTESA SANPAOLO SPA                               | 2053-11-28      | 7.8000%  | 0.0000% | $4656000.00        | $5689694.08        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2027-10-01      | 4.2500%  | 0.0000% | $82000.00          | $82261.88          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2033-09-14      | 5.7170%  | 0.0000% | $2150000.00        | $2245062.37        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2029-07-24      | 5.2990%  | 0.0000% | $3392000.00        | $3493830.10        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2034-10-23      | 6.2540%  | 0.0000% | $2874000.00        | $3085917.42        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                             | 2051-11-23      | 4.0000%  | 0.0000% | $250000.00         | $170891.11         | Corporate Debt Securities |
| KEYCORP                                           | 2028-04-30      | 4.1000%  | 0.0000% | $756000.00         | $750428.28         | Corporate Debt Securities |
| KINROSS GOLD CORP                                 | 2033-07-15      | 6.2500%  | 0.0000% | $7524000.00        | $8166618.57        | Corporate Debt Securities |
| KROGER CO                                         | 2048-01-15      | 4.6500%  | 0.0000% | $10000.00          | $8507.63           | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                            | 2036-04-02      | 5.8750%  | 0.0000% | $3000000.00        | $3016048.33        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2049-03-15      | 3.9500%  | 0.0000% | $1284000.00        | $1011377.91        | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                       | 2062-06-15      | 4.3000%  | 0.0000% | $15000.00          | $11866.88          | Corporate Debt Securities |
| M&T BK CORP                                       | 2032-03-13      | 6.0820%  | 0.0000% | $1254000.00        | $1322556.67        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                               | 2033-01-14      | 2.8710%  | 0.0000% | $850000.00         | $766923.98         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2030-03-01      | 2.1250%  | 0.0000% | $530000.00         | $488931.70         | Corporate Debt Securities |
| MCKESSON CORP                                     | 2030-05-30      | 4.6500%  | 0.0000% | $804000.00         | $823428.66         | Corporate Debt Securities |
| MEIJI YASUDA LIFE INSURANCE CO                    | 2048-04-26      | 5.1000%  | 0.0000% | $500000.00         | $500578.33         | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-11-15      | 3.6500%  | 0.0000% | $1450000.00        | $1467343.26        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2037-01-29      | 6.1100%  | 0.0000% | $6061000.00        | $6440871.49        | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                        | 2048-08-01      | 3.6500%  | 0.0000% | $1800000.00        | $1339368.50        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2029-03-07      | 3.7410%  | 0.0000% | $790000.00         | $780549.69         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2036-09-12      | 5.1880%  | 0.0000% | $655000.00         | $653714.45         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2030-04-18      | 4.5920%  | 0.0000% | $3000000.00        | $2999484.00        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2030-07-16      | 3.1530%  | 0.0000% | $250000.00         | $240894.67         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2030-09-13      | 2.8690%  | 0.0000% | $988000.00         | $935453.85         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                        | 2034-07-06      | 5.7480%  | 0.0000% | $930000.00         | $982723.56         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2036-09-16      | 2.4840%  | 0.0000% | $3661000.00        | $3177806.58        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2033-10-18      | 6.3420%  | 0.0000% | $6132000.00        | $6571627.61        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2038-01-19      | 5.9480%  | 0.0000% | $938000.00         | $981033.04         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2029-04-20      | 5.1640%  | 0.0000% | $144000.00         | $145709.92         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2034-11-01      | 6.6270%  | 0.0000% | $1304000.00        | $1464562.72        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2035-01-18      | 5.4660%  | 0.0000% | $390000.00         | $402666.03         | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2036-04-17      | 5.6640%  | 0.0000% | $1671000.00        | $1716777.60        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2037-04-10      | 5.2960%  | 0.0000% | $5487000.00        | $5458426.14        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                            | 2032-08-15      | 5.2000%  | 0.0000% | $6591000.00        | $6732728.47        | Corporate Debt Securities |
| NXP BV                                            | 2029-06-18      | 4.3000%  | 0.0000% | $273000.00         | $274732.64         | Corporate Debt Securities |
| NARRAGANSETT ELECTRIC COMPANY                     | 2034-05-01      | 5.3500%  | 0.0000% | $1300000.00        | $1355654.81        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                       | 2030-08-21      | 2.3320%  | 0.0000% | $400000.00         | $361931.87         | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)    | 2030-06-13      | 4.5340%  | 0.0000% | $980000.00         | $1001309.50        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH)    | 2027-06-09      | 3.9050%  | 0.0000% | $3000000.00        | $3038683.75        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                       | 2027-01-12      | 1.8870%  | 0.0000% | $1902000.00        | $1883096.02        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                       | 2034-08-02      | 3.9330%  | 0.0000% | $450000.00         | $440290.80         | Corporate Debt Securities |
| NATIONAL FUEL GAS CO                              | 2030-03-15      | 5.5000%  | 0.0000% | $1092000.00        | $1120495.74        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2028-02-07      | 4.7500%  | 0.0000% | $1815000.00        | $1846746.87        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2030-12-10      | 4.3000%  | 0.0000% | $650000.00         | $652367.44         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2054-09-01      | 6.7000%  | 0.0000% | $4369000.00        | $4529869.01        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2029-03-16      | 4.2986%  | 0.0000% | $1895000.00        | $1915136.30        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2033-03-18      | 4.6000%  | 0.0000% | $406000.00         | $404979.59         | Corporate Debt Securities |
| NUTRIEN LTD                                       | 2029-04-01      | 4.2000%  | 0.0000% | $244000.00         | $242851.57         | Corporate Debt Securities |
| OMNIS FUNDING TRUST                               | 2055-05-15      | 6.7220%  | 0.0000% | $3998000.00        | $4222444.39        | Corporate Debt Securities |
| ORACLE CORPORATION                                | 2055-08-03      | 6.0000%  | 0.0000% | $420000.00         | $358499.40         | Corporate Debt Securities |
| ORLANDO HEALTH INC                                | 2048-10-01      | 4.0890%  | 0.0000% | $240000.00         | $191645.74         | Corporate Debt Securities |
| PEPSICO SINGAPORE FINANCING I PTE LTD             | 2034-02-16      | 4.7000%  | 0.0000% | $40000.00          | $40170.04          | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2029-11-17      | 5.6250%  | 0.0000% | $1090000.00        | $1156477.74        | Corporate Debt Securities |
| PIEDMONT HEALTHCARE INC                           | 2052-01-01      | 2.8640%  | 0.0000% | $100000.00         | $62459.71          | Corporate Debt Securities |
| PROLOGIS LP                                       | 2030-07-01      | 1.7500%  | 0.0000% | $780000.00         | $700490.48         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2052-03-01      | 5.1250%  | 0.0000% | $4009000.00        | $3942676.66        | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2037-12-01      | 6.6250%  | 0.0000% | $268000.00         | $303381.40         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                          | 2048-03-27      | 4.4180%  | 0.0000% | $30000.00          | $24512.69          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                | 2051-01-15      | 2.7000%  | 0.0000% | $536000.00         | $319753.48         | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                | 2054-05-15      | 5.7500%  | 0.0000% | $1077000.00        | $1077704.54        | Corporate Debt Securities |
| QATARENERGY                                       | 2031-07-12      | 2.2500%  | 0.0000% | $380000.00         | $342372.40         | Corporate Debt Securities |
| RAYMOND JAMES FINANCIAL INC.                      | 2051-04-01      | 3.7500%  | 0.0000% | $513000.00         | $372515.38         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                       | 2033-03-09      | 5.0000%  | 0.0000% | $541000.00         | $552130.17         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                              | 2030-08-02      | 4.9690%  | 0.0000% | $213000.00         | $217930.19         | Corporate Debt Securities |
| SANDS CHINA LTD                                   | 2027-03-08      | 2.3000%  | 0.0000% | $400000.00         | $393284.89         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC                        | 2029-03-20      | 5.4730%  | 0.0000% | $485000.00         | $494191.29         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2046-05-10      | 4.0000%  | 0.0000% | $669000.00         | $545394.82         | Corporate Debt Securities |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.            | 2028-03-11      | 1.7000%  | 0.0000% | $493000.00         | $472591.72         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | 2054-10-01      | 6.1760%  | 0.0000% | $3100000.00        | $2949603.84        | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2033-01-21      | 3.3370%  | 0.0000% | $934000.00         | $853187.28         | Corporate Debt Securities |
| SOCIETE GENERALE SA                               | 2027-06-15      | 4.6770%  | 0.0000% | $3370000.00        | $3445382.69        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2032-11-01      | 5.9500%  | 0.0000% | $1891000.00        | $2029619.23        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2028-03-01      | 5.3000%  | 0.0000% | $3000.00           | $3060.17           | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                            | 2034-03-15      | 5.7000%  | 0.0000% | $100000.00         | $104078.50         | Corporate Debt Securities |
| STATE STREET CORP                                 | 2033-05-13      | 4.4210%  | 0.0000% | $6000.00           | $5993.39           | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2028-01-17      | 3.5440%  | 0.0000% | $8886000.00        | $8850454.03        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2034-07-09      | 5.5580%  | 0.0000% | $2415000.00        | $2520673.56        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2033-07-08      | 4.9540%  | 0.0000% | $1003000.00        | $1014587.10        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2032-01-15      | 4.4940%  | 0.0000% | $1500000.00        | $1494116.25        | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST BANK LTD                    | 2028-03-09      | 5.5000%  | 0.0000% | $2089000.00        | $2146054.07        | Corporate Debt Securities |
| TSMC ARIZONA CORP                                 | 2052-04-22      | 4.5000%  | 0.0000% | $6077000.00        | $5674763.37        | Corporate Debt Securities |
| TARGET CORPORATION                                | 2030-02-15      | 2.3500%  | 0.0000% | $5301000.00        | $4956890.00        | Corporate Debt Securities |
| 3M CO                                             | 2027-10-15      | 2.8750%  | 0.0000% | $1622000.00        | $1592833.06        | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                         | 2033-04-22      | 4.8660%  | 0.0000% | $1800000.00        | $1789067.10        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                         | 2048-05-15      | 4.8750%  | 0.0000% | $1768000.00        | $1588819.83        | Corporate Debt Securities |
| UBS GROUP AG                                      | 2034-01-12      | 5.9590%  | 0.0000% | $857000.00         | $908443.14         | Corporate Debt Securities |
| UNION ELECTRIC CO                                 | 2051-03-15      | 2.6250%  | 0.0000% | $451000.00         | $265810.94         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2037-06-15      | 6.5000%  | 0.0000% | $4903000.00        | $5508054.72        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2047-04-15      | 4.2500%  | 0.0000% | $690000.00         | $556989.27         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                            | 2062-05-15      | 4.9500%  | 0.0000% | $1716000.00        | $1494631.71        | Corporate Debt Securities |
| VERISIGN INC                                      | 2032-06-01      | 5.2500%  | 0.0000% | $93000.00          | $95808.52          | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2052-05-15      | 4.6250%  | 0.0000% | $6809000.00        | $5775856.24        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY               | 2036-03-15      | 4.9500%  | 0.0000% | $828000.00         | $813580.38         | Corporate Debt Securities |
| VODAFONE GROUP PLC                                | 2063-02-10      | 5.7500%  | 0.0000% | $6000.00           | $5671.55           | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | 2028-09-11      | 4.5500%  | 0.0000% | $1694000.00        | $1698578.98        | Corporate Debt Securities |
| WSP GLOBAL INC                                    | 2031-09-18      | 5.0390%  | 0.0000% | $650000.00         | $649303.74         | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2029-06-01      | 2.0000%  | 0.0000% | $640000.00         | $601854.58         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2030-01-23      | 5.1980%  | 0.0000% | $1994000.00        | $2053831.41        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2030-01-23      | 4.1820%  | 0.0000% | $9569000.00        | $9580848.02        | Corporate Debt Securities |
| WESTPAC BANKING CORP                              | 2028-01-25      | 3.4000%  | 0.0000% | $2693000.00        | $2685169.35        | Corporate Debt Securities |
| WEYERHAEUSER COMPANY                              | 2033-12-15      | 6.8750%  | 0.0000% | $9042000.00        | $10085548.52       | Corporate Debt Securities |
| ZOETIS INC                                        | 2028-08-17      | 4.1500%  | 0.0000% | $1185000.00        | $1188383.50        | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                | 2033-01-10      | 4.0000%  | 0.0000% | $2900000.00        | $2888667.44        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                    | 2034-09-12      | 3.6100%  | 0.0000% | $400000.00         | $385749.33         | Corporate Debt Securities |
| UBS GROUP AG                                      | 2043-02-11      | 3.1790%  | 0.0000% | $310000.00         | $231686.60         | Corporate Debt Securities |
| COMPANIA CERVECERIAS UNIDAS SA                    | 2032-01-19      | 3.3500%  | 0.0000% | $900000.00         | $833803.75         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                             | 2052-04-14      | 6.2000%  | 0.0000% | $780000.00         | $766767.73         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2027-06-15      | 4.6250%  | 0.0000% | $275000.00         | $280204.03         | Corporate Debt Securities |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD       | 2032-12-08      | 6.7420%  | 0.0000% | $600000.00         | $667010.07         | Corporate Debt Securities |
| EMPRESA NACIONAL DEL PETROLEO EN                  | 2034-07-30      | 5.9500%  | 0.0000% | $300000.00         | $314734.50         | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2028-07-16      | 4.6200%  | 0.0000% | $1400000.00        | $1422269.33        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                   | 2050-01-15      | 6.3900%  | 0.0000% | $300000.00         | $284666.25         | Corporate Debt Securities |
| LG ENERGY SOLUTION LTD                            | 2031-04-02      | 3.6500%  | 0.0000% | $1000000.00        | $1007608.47        | Corporate Debt Securities |
| CENCOSUD SA                                       | 2036-04-15      | 5.7500%  | 0.0000% | $300000.00         | $299218.75         | Corporate Debt Securities |
| AUSTRALIAN METCOAL FINANCING PTY LTD              | 2031-10-22      | 6.2500%  | 0.0000% | $270000.00         | $273571.80         | Corporate Debt Securities |
| AUSTRALIAN METCOAL FINANCING PTY LTD              | 2034-04-22      | 6.7500%  | 0.0000% | $270000.00         | $275270.40         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE           | 2050-01-30      | 3.7000%  | 0.0000% | $300000.00         | $210885.00         | Corporate Debt Securities |

### Security 285: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $319000000.00
- **C.18.a - Value (excl. sponsor support):** $319000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category     |
|:---|:---|:---|:---|:---|:---|:---|
| ANTALIS SA        | 2026-06-17      | 0.0000%  | 0.0000% | $100000000.00      | $99470900.00       | Money Market |
| BARTON CAPITAL SA | 2026-05-01      | 0.0000%  | 0.0000% | $53356621.00       | $53050087.21       | Money Market |
| DEXIA SA (PARIS)  | 2026-10-01      | 0.0000%  | 0.0000% | $63631856.00       | $62579830.52       | Money Market |
| KFW               | 2026-05-01      | 0.0000%  | 0.0000% | $120800000.00      | $119849183.20      | Money Market |

### Security 286: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| WESTPAC BANKING CORP             | 2031-11-23      | 4.3220%  | 0.0000% | $87435000.00       | $88866199.23       | Corporate Debt Securities |
| MORGAN STANLEY                   | 2030-01-09      | 3.6300%  | 0.0000% | $93200000.00       | $92981093.63       | Corporate Debt Securities |
| BANCO SANTANDER SA               | 2031-04-15      | 4.8670%  | 0.0000% | $50800000.00       | $50586026.17       | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER | 2029-03-30      | 4.6787%  | 0.0000% | $95100000.00       | $95960551.00       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC          | 2033-05-01      | 6.3750%  | 0.0000% | $281000.00         | $281094.72         | Corporate Debt Securities |

### Security 287: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CSC HOLDINGS LLC                    | 2028-05-15      | 11.2500% | 0.0000% | $7300000.00        | $6422850.25        | Corporate Debt Securities |
| CENTENE CORP                        | 2030-02-15      | 3.3750%  | 0.0000% | $849000.00         | $791056.81         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC              | 2030-02-15      | 9.8980%  | 0.0000% | $525.00            | $489.13            | Corporate Debt Securities |
| UNITI SERVICES LLC                  | 2030-01-15      | 6.0000%  | 0.0000% | $269000.00         | $264739.04         | Corporate Debt Securities |
| WELLS FARGO & COMPANY               | 2079-12-31      | 6.8500%  | 0.0000% | $1337000.00        | $1402984.29        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC               | 2027-11-01      | 8.7500%  | 0.0000% | $2105000.00        | $2060367.57        | Corporate Debt Securities |
| DAVITA INC                          | 2030-06-01      | 4.6250%  | 0.0000% | $313000.00         | $309003.73         | Corporate Debt Securities |
| IRON MOUNTAIN INC                   | 2027-09-15      | 4.8750%  | 0.0000% | $17000.00          | $17058.20          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC               | 2036-01-15      | 8.5000%  | 0.0000% | $845.00            | $927.45            | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                | 2030-03-15      | 7.8750%  | 0.0000% | $43000.00          | $45195.74          | Corporate Debt Securities |
| VERICAST CORP                       | 2030-12-15      | 13.0000% | 0.0000% | $213511.00         | $265417.90         | Corporate Debt Securities |
| APLD COMPUTECO LLC                  | 2030-12-15      | 9.2500%  | 0.0000% | $172000.00         | $191109.39         | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC              | 2039-09-15      | 7.6000%  | 0.0000% | $6931000.00        | $6667622.00        | Corporate Debt Securities |
| CHOBANI LLC                         | 2028-11-15      | 4.6250%  | 0.0000% | $1271000.00        | $1281826.27        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC  | 2029-06-01      | 7.5000%  | 0.0000% | $244000.00         | $252062.17         | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST            | 2028-01-15      | 3.9500%  | 0.0000% | $214000.00         | $209508.32         | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC            | 2029-05-01      | 9.1250%  | 0.0000% | $8188326.00        | $8319167.48        | Corporate Debt Securities |
| JBS NV                              | 2066-04-15      | 6.3750%  | 0.0000% | $251000.00         | $242846.58         | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC               | 2027-11-01      | 8.7500%  | 0.0000% | $729000.00         | $713542.97         | Corporate Debt Securities |
| MPT Opt Partner                     | 2031-03-15      | 3.5000%  | 0.0000% | $127000.00         | $91059.64          | Corporate Debt Securities |
| METIS MERGER SUB LLC                | 2029-05-15      | 6.5000%  | 0.0000% | $399000.00         | $408249.49         | Corporate Debt Securities |
| NABORS INDUSTRIES INC               | 2032-11-15      | 7.6250%  | 0.0000% | $700000.00         | $752952.86         | Corporate Debt Securities |
| PG&E CORP                           | 2055-03-15      | 7.3750%  | 0.0000% | $124000.00         | $128246.85         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC       | 2030-03-01      | 5.5000%  | 0.0000% | $469000.00         | $418706.26         | Corporate Debt Securities |
| STAR HOLDING LLC                    | 2031-08-01      | 8.7500%  | 0.0000% | $1000.00           | $1041.74           | Corporate Debt Securities |
| UNITI SERVICES LLC                  | 2029-02-15      | 6.5000%  | 0.0000% | $58000.00          | $57773.90          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC        | 2031-07-31      | 8.5000%  | 0.0000% | $428000.00         | $443497.88         | Corporate Debt Securities |
| VIASAT INC                          | 2031-05-30      | 7.5000%  | 0.0000% | $127000.00         | $130625.85         | Corporate Debt Securities |
| UNITI SERVICES LLC                  | 2031-10-01      | 8.2500%  | 0.0000% | $152000.00         | $161599.69         | Corporate Debt Securities |
| ACRISURE LLC                        | 2029-06-15      | 8.5000%  | 0.0000% | $4761000.00        | $4907138.90        | Corporate Debt Securities |
| ADVANTAGE SALES & MARKETING INC     | 2030-11-15      | 9.0000%  | 0.0000% | $2.00              | $1.61              | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC   | 2032-10-15      | 6.3750%  | 0.0000% | $1000.00           | $1000.38           | Corporate Debt Securities |
| CALUMET SPE                         | 2031-02-15      | 9.7500%  | 0.0000% | $6625000.00        | $7185541.25        | Corporate Debt Securities |
| RRD PARENT INC                      | 2031-10-15      | 10.0000% | 0.0000% | $293.00            | $512.77            | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)              | 2033-01-21      | 6.5000%  | 0.0000% | $2200000.00        | $2224849.00        | Corporate Debt Securities |
| CONNECT HOLDING II LLC              | 2031-04-03      | 10.5000% | 0.0000% | $8940000.00        | $9393064.30        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC             | 2031-04-01      | 5.8750%  | 0.0000% | $1400000.00        | $1418238.89        | Corporate Debt Securities |
| NASSAU COMPANIES OF NEW YORK        | 2030-07-15      | 7.8750%  | 0.0000% | $25000.00          | $23908.22          | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST            | 2027-09-30      | 0.0000%  | 0.0000% | $11931000.00       | $10960890.39       | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD        | 2031-05-15      | 8.5000%  | 0.0000% | $354000.00         | $388220.59         | Corporate Debt Securities |
| TRONOX INC                          | 2029-03-15      | 4.6250%  | 0.0000% | $12484000.00       | $10481082.65       | Corporate Debt Securities |
| WELLS FARGO & COMPANY               | 2079-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1055.84           | Corporate Debt Securities |
| ABRA GLOBAL FINANCE                 | 2029-10-22      | 6.0000%  | 0.0000% | $35150.00          | $35199.79          | Corporate Debt Securities |
| ADVANCED DRAINAGE SYSTEMS INC       | 2034-03-01      | 5.3750%  | 0.0000% | $70000.00          | $69560.14          | Corporate Debt Securities |
| ALTICE FRANCE SA (FRANCE)           | 2032-04-15      | 6.5000%  | 0.0000% | $832.00            | $821.49            | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC   | 2028-07-01      | 6.8750%  | 0.0000% | $1000.00           | $1022.16           | Corporate Debt Securities |
| APLD COMPUTECO 2 LLC                | 2031-03-15      | 6.7500%  | 0.0000% | $2000.00           | $2011.93           | Corporate Debt Securities |
| ARDAGH GROUP SA                     | 2030-12-01      | 5.5000%  | 0.0000% | $486849.00         | $457070.07         | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC    | 2029-04-15      | 6.8750%  | 0.0000% | $94000.00          | $92860.21          | Corporate Debt Securities |
| CP ATLAS BUYER INC                  | 2031-01-15      | 12.7500% | 0.0000% | $263594.00         | $204732.80         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC  | 2028-04-15      | 7.7500%  | 0.0000% | $500000.00         | $503084.58         | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC             | 2029-11-01      | 6.3750%  | 0.0000% | $3431000.00        | $3102886.32        | Corporate Debt Securities |
| COEUR MINING INC                    | 2032-04-01      | 6.8750%  | 0.0000% | $4086000.00        | $4241424.06        | Corporate Debt Securities |
| DANAOS                              | 2032-10-15      | 6.8750%  | 0.0000% | $556000.00         | $576114.61         | Corporate Debt Securities |
| DISH DBS CORP                       | 2029-06-01      | 5.1250%  | 0.0000% | $172000.00         | $161515.19         | Corporate Debt Securities |
| EDISON INTL                         | 2032-03-15      | 5.2500%  | 0.0000% | $2000.00           | $1983.03           | Corporate Debt Securities |
| ENERGY TRANSFER LP                  | 2079-12-31      | 7.1250%  | 0.0000% | $487000.00         | $514888.66         | Corporate Debt Securities |
| FERTITTA ENTERTAINMENT LLC (NEVADA) | 2029-01-15      | 4.6250%  | 0.0000% | $47000.00          | $46238.58          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE         | 2079-12-31      | 6.8500%  | 0.0000% | $11000.00          | $11453.00          | Corporate Debt Securities |
| GUITAR CENTER INC                   | 2029-01-15      | 8.5000%  | 0.0000% | $70382.00          | $60147.29          | Corporate Debt Securities |
| HEALTHEQUITY INC                    | 2029-10-01      | 4.5000%  | 0.0000% | $858000.00         | $834726.75         | Corporate Debt Securities |
| HILTON GRAND VACATIONS BORROWER     | 2032-01-15      | 6.6250%  | 0.0000% | $445000.00         | $457376.75         | Corporate Debt Securities |
| IHO VERWALTUNGS GMBH                | 2033-05-15      | 7.3750%  | 0.0000% | $261900.00         | $266705.65         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                | 2029-02-01      | 4.3750%  | 0.0000% | $2000.00           | $1768.75           | Corporate Debt Securities |
| BATH & BODY WORKS INC               | 2033-03-01      | 6.9500%  | 0.0000% | $2000.00           | $1968.14           | Corporate Debt Securities |
| MENS WEARHOUSE LLC                  | 2031-02-01      | 9.0000%  | 0.0000% | $7000.00           | $7552.51           | Corporate Debt Securities |
| MIDCONTINENT COMMUNICATIONS         | 2032-08-15      | 8.0000%  | 0.0000% | $4000.00           | $3841.51           | Corporate Debt Securities |
| MINERAL RESOURCES LTD               | 2034-05-01      | 6.2500%  | 0.0000% | $1548000.00        | $1527277.87        | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND       | 2030-07-15      | 6.1900%  | 0.0000% | $46000.00          | $46422.93          | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO  | 2031-06-15      | 1.8750%  | 0.0000% | $100000.00         | $87888.13          | Corporate Debt Securities |
| RADIATE HOLDCO LLC                  | 2030-03-25      | 6.0000%  | 0.0000% | $1261.00           | $1036.28           | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC      | 2030-04-15      | 9.7500%  | 0.0000% | $297000.00         | $319899.44         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC     | 2033-08-01      | 6.2500%  | 0.0000% | $4000.00           | $4050.53           | Corporate Debt Securities |
| SWORD PURCHASER LLC                 | 2033-04-15      | 8.2500%  | 0.0000% | $2349000.00        | $2405405.36        | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD        | 2031-04-15      | 7.5000%  | 0.0000% | $1000.00           | $1030.81           | Corporate Debt Securities |
| UNITED WHOLESALE MORTGAGE LLC       | 2029-04-15      | 5.5000%  | 0.0000% | $73000.00          | $69797.61          | Corporate Debt Securities |
| VF CORPORATION                      | 2037-11-01      | 6.4500%  | 0.0000% | $183000.00         | $180368.61         | Corporate Debt Securities |
| VALLEY NTL BANCORP                  | 2031-06-15      | 3.0000%  | 0.0000% | $1000.00           | $977.86            | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC              | 2079-12-31      | 9.0000%  | 0.0000% | $1000.00           | $994.86            | Corporate Debt Securities |
| PARAMOUNT GLOBAL                    | 2033-05-15      | 5.5000%  | 0.0000% | $1000.00           | $929.88            | Corporate Debt Securities |
| W R GRACE HOLDINGS LLC              | 2032-08-15      | 6.6250%  | 0.0000% | $1000.00           | $1010.47           | Corporate Debt Securities |
| WELLS FARGO & COMPANY               | 2036-12-15      | 5.9500%  | 0.0000% | $1000.00           | $1056.16           | Corporate Debt Securities |
| WELLS FARGO & COMPANY               | 2079-12-31      | 6.8500%  | 0.0000% | $1000.00           | $1049.35           | Corporate Debt Securities |
| PARAGUAY REPUBLIC OF (GOVERNMENT)   | 2031-04-28      | 4.9500%  | 0.0000% | $1633000.00        | $1636715.08        | Corporate Debt Securities |

### Security 288: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/8 TRIB 27                                   | 2027-01-15      | 2.3750%  | 0.0000% | $2727000.00        | $4527973.76        | U.S. Treasuries (including strips) |
| 4 NOTE K 32                                     | 2032-04-30      | 4.0000%  | 0.0000% | $23429900.00       | $23223013.98       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35                                 | 2035-05-15      | 4.2500%  | 0.0000% | $99964100.00       | $100951640.37      | U.S. Treasuries (including strips) |
| SFP FDG INTL DAC / SFP 0.00 07AUG26             | 2026-08-07      | 0.0000%  | 0.0000% | $18000.00          | $17810.17          | Money Market                       |
| ANTALIS S.A.                                    | 2026-05-11      | 0.0000%  | 0.0000% | $500000.00         | $499377.50         | Money Market                       |
| CONCORD MINUTEMEN CAP CO LLC S COML PAPER FLT26 | 2026-07-01      | 3.9600%  | 0.0000% | $4998000.00        | $5013708.99        | Money Market                       |
| DEERE JOHN CR INC                               | 2026-07-21      | 0.0000%  | 0.0000% | $999632.00         | $990915.21         | Money Market                       |
| NESTLE FIN INTL LTD                             | 2026-09-30      | 0.0000%  | 0.0000% | $9436128.00        | $9286772.97        | Money Market                       |
| SANOFI SA                                       | 2026-08-07      | 0.0000%  | 0.0000% | $6689391.00        | $6621199.35        | Money Market                       |
| SHEFFIELD RECEIVABLES CORP                      | 2026-07-02      | 0.0000%  | 0.0000% | $2599983.00        | $2582274.52        | Money Market                       |

### Security 289: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_26-NQM1   | 2065-12-25      | 4.8300%  | 0.0000% | $2000000.00        | $1958905.55        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM6 | 2070-12-25      | 5.0010%  | 0.0000% | $13931424.00       | $13387126.21       | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-INV5 | 2070-12-01      | 5.0770%  | 0.0000% | $8485838.00        | $8187348.49        | Private Label Collateralized Mortgage Obligations |
| IDAHO HOUSING AND FINANCE ASSOCIATION           | 2039-07-15      | 4.0000%  | 0.0000% | $750000.00         | $763010.00         | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | 2050-06-15      | 5.2500%  | 0.0000% | $1335000.00        | $1446776.21        | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH             | 2048-05-01      | 5.0000%  | 0.0000% | $3175000.00        | $3371917.03        | Other Instrument                                  |
| WASHINGTON (STATE OF)                           | 2039-07-01      | 5.0000%  | 0.0000% | $765000.00         | $869045.95         | Other Instrument                                  |
| NEW YORK ST TWY AUTH                            | 2056-03-15      | 5.0000%  | 0.0000% | $965000.00         | $997452.95         | Other Instrument                                  |
| OBX_26-INV1                                     | 2056-02-25      | 5.0039%  | 0.0000% | $10000000.00       | $9682773.98        | Private Label Collateralized Mortgage Obligations |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA         | 2045-11-15      | 5.0000%  | 0.0000% | $1500000.00        | $1657508.33        | Other Instrument                                  |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_26-NQM4   | 2066-03-25      | 5.1830%  | 0.0000% | $4000000.00        | $3979497.88        | Private Label Collateralized Mortgage Obligations |
| COLOMBIA (REPUBLIC OF)                          | 2037-09-18      | 7.3750%  | 0.0000% | $452000.00         | $467189.08         | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2041-01-18      | 6.1250%  | 0.0000% | $1120000.00        | $1026876.67        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2044-02-26      | 5.6250%  | 0.0000% | $4574000.00        | $3826151.00        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2030-01-30      | 3.0000%  | 0.0000% | $2325000.00        | $2111100.00        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2033-04-20      | 8.0000%  | 0.0000% | $2000000.00        | $2157444.44        | Corporate Debt Securities                         |
| COLOMBIA (REPUBLIC OF)                          | 2034-02-02      | 7.5000%  | 0.0000% | $740000.00         | $787236.67         | Corporate Debt Securities                         |
| CROSS MORTGAGE TRUST CROSS_26-NQM5              | 2071-03-25      | 5.0940%  | 0.0000% | $4000000.00        | $4000810.00        | Private Label Collateralized Mortgage Obligations |
| GSREFT_26-FL1                                   | 2043-04-19      | 5.1610%  | 0.0000% | $10000000.00       | $10030168.50       | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM5                                    | 2070-10-25      | 5.1760%  | 0.0000% | $15000000.00       | $14218981.73       | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_26-AFC2                       | 2061-04-25      | 5.3680%  | 0.0000% | $14000000.00       | $14041976.97       | Private Label Collateralized Mortgage Obligations |
| PANAMA REPUBLIC OF (GOVERNMENT)                 | 2034-04-28      | 8.1250%  | 0.0000% | $4000.00           | $4601.81           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_26-2           | 2071-02-25      | 4.5900%  | 0.0000% | $9200000.00        | $9001260.23        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_26-R3          | 2068-02-27      | 0.0000%  | 0.0000% | $10000000.00       | $10007948.33       | Private Label Collateralized Mortgage Obligations |

### Security 290: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| RCKT_25-CES4                                                     | 2055-04-26      | 6.3300%  | 0.0000% | $951000.00         | $966349.30         | Private Label Collateralized Mortgage Obligations |
| SECURED MUSIC CATALOG TERM NOTES TUNES_24-1                      | 2074-10-20      | 5.6440%  | 0.0000% | $12680000.00       | $12758701.93       | Asset-Backed Securities                           |
| FIRSTKEY HOMES TRUST FKH_22-SFRA                                 | 2039-03-17      | 4.0630%  | 0.0000% | $1000000.00        | $990497.97         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6                   | 2039-07-19      | 6.0350%  | 0.0000% | $3700000.00        | $3713081.45        | Private Label Collateralized Mortgage Obligations |
| RMIR_21-1                                                        | 2033-12-27      | 6.7952%  | 0.0000% | $4500000.00        | $1482992.95        | Private Label Collateralized Mortgage Obligations |
| IRHE_06-1                                                        | 2035-09-25      | 6.2700%  | 0.0000% | $4594000.00        | $15452.13          | Asset-Backed Securities                           |
| TPMT_26-CES1                                                     | 2066-01-25      | 5.5170%  | 0.0000% | $3250000.00        | $3236679.06        | Private Label Collateralized Mortgage Obligations |
| AFFRM_25-X1                                                      | 2030-04-15      | 5.0800%  | 0.0000% | $365000.00         | $11354.96          | Asset-Backed Securities                           |
| BHG SECURITIZATION TRUST BHG_22-B                                | 2035-06-18      | 6.6900%  | 0.0000% | $1184000.00        | $1195845.98        | Asset-Backed Securities                           |
| CAPITAL AUTOMOTIVE REIT CAUTO_21-1A                              | 2051-08-15      | 1.9200%  | 0.0000% | $14500000.00       | $14135768.57       | Asset-Backed Securities                           |
| EFMT_25-CES4                                                     | 2060-06-25      | 5.6570%  | 0.0000% | $698000.00         | $702921.62         | Private Label Collateralized Mortgage Obligations |
| EFMT_25-CES2                                                     | 2060-02-25      | 5.6550%  | 0.0000% | $11605000.00       | $9444025.80        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-CES2                                                     | 2060-02-25      | 5.7560%  | 0.0000% | $494000.00         | $402032.81         | Private Label Collateralized Mortgage Obligations |
| FORD CREDIT AUTO OWNER TRUST FORDO_24-D                          | 2029-08-15      | 4.6100%  | 0.0000% | $4765000.00        | $4801108.38        | Asset-Backed Securities                           |
| JPMMT_25-HE3                                                     | 2056-03-20      | 5.1229%  | 0.0000% | $2595200.00        | $2602139.38        | Asset-Backed Securities                           |
| JIMMY JOHNS FUNDING LLC JIMMY_22-1A                              | 2052-04-30      | 4.0770%  | 0.0000% | $15400000.00       | $14672096.09       | Asset-Backed Securities                           |
| LENDBUZZ SECURITIZATION TRUST LBZZ_25-1                          | 2030-10-15      | 5.1000%  | 0.0000% | $8270000.00        | $4966641.54        | Asset-Backed Securities                           |
| MARATHON ASSET MANAGEMENT MASTT_26-1                             | 2051-02-15      | 5.1340%  | 0.0000% | $14005000.00       | $13601834.85       | Asset-Backed Securities                           |
| MCMLT_18-4                                                       | 2066-04-25      | 3.0455%  | 0.0000% | $3619000.00        | $2469256.97        | Private Label Collateralized Mortgage Obligations |
| MCMLT_19-GS2                                                     | 2059-08-25      | 3.2500%  | 0.0000% | $3063000.00        | $2506410.19        | Private Label Collateralized Mortgage Obligations |
| OHS_26-1                                                         | 2061-02-25      | 5.9800%  | 0.0000% | $12750000.00       | $12490767.64       | Asset-Backed Securities                           |
| OSCAR_23-1                                                       | 2027-12-10      | 5.8100%  | 0.0000% | $1000000.00        | $358007.95         | Asset-Backed Securities                           |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_25-1           | 2031-01-22      | 3.8600%  | 0.0000% | $8310000.00        | $8274738.83        | Asset-Backed Securities                           |
| WOODWARD CAPITAL MANAGEMENT RCKT_25-CES4                         | 2055-04-25      | 6.7280%  | 0.0000% | $826000.00         | $839267.03         | Private Label Collateralized Mortgage Obligations |
| STELLANTIS FINANCIAL UNDERWRITTEN ENCHANCED LEASE TRUST SFUEL_25 | 2028-06-20      | 4.0600%  | 0.0000% | $14431000.00       | $14435427.10       | Asset-Backed Securities                           |
| SASC_03-BC2                                                      | 2033-02-25      | 8.2688%  | 0.0000% | $5000000.00        | $175711.33         | Asset-Backed Securities                           |
| SUBWAY FUNDING LLC SUBWAY_24-1                                   | 2054-07-30      | 6.0280%  | 0.0000% | $8358000.00        | $8289757.97        | Asset-Backed Securities                           |
| WENDYS FUNDING LLC WEN_25-1                                      | 2055-12-15      | 5.4220%  | 0.0000% | $25784000.00       | $25482958.81       | Asset-Backed Securities                           |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                      | 2027-10-15      | 3.6600%  | 0.0000% | $116000.00         | $1732.54           | Asset-Backed Securities                           |
| TKO_8                                                            | 2039-04-25      | 0.0000%  | 0.0000% | $12600000.00       | $12596887.80       | Asset-Backed Securities                           |

### Security 291: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| TEXAS WATER DEV BRD                                        | 2031-04-15      | 5.0000%  | 0.0000% | $20000.00          | $21563.67          | Other Instrument          |
| BANCO SANTANDER SA                                         | 2027-04-11      | 4.2500%  | 0.0000% | $3800000.00        | $3806889.61        | Corporate Debt Securities |
| ILLINOIS (STATE OF)                                        | 2033-11-01      | 5.0000%  | 0.0000% | $20000.00          | $20650.82          | Other Instrument          |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY                | 2036-10-01      | 4.5100%  | 0.0000% | $105000.00         | $90111.32          | Other Instrument          |
| DEUTSCHE BANK AG (NEW YORK BRANC                           | 2031-07-08      | 5.8820%  | 0.0000% | $11085000.00       | $11477736.62       | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                     | 2031-06-01      | 2.5500%  | 0.0000% | $156000.00         | $141261.77         | Corporate Debt Securities |
| HUTTO TEX INDPT SCH DIST                                   | 2039-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5644.31           | Other Instrument          |
| INGERSOLL RAND INC                                         | 2029-06-15      | 5.1760%  | 0.0000% | $20885000.00       | $21736481.45       | Corporate Debt Securities |
| ITC HOLDINGS                                               | 2027-11-15      | 3.3500%  | 0.0000% | $470000.00         | $469184.16         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC                              | 2031-10-15      | 2.6250%  | 0.0000% | $3682000.00        | $3217787.25        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE II BV                            | 2027-03-02      | 3.5000%  | 0.0000% | $712000.00         | $710204.97         | Corporate Debt Securities |
| NORTH CHARLESTON S C                                       | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10552.68          | Other Instrument          |
| NORTH TEXAS TOLLWAY AUTHORITY                              | 2037-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11163.58          | Other Instrument          |
| NORTHROP GRUMMAN CORP                                      | 2033-03-15      | 4.7000%  | 0.0000% | $2870000.00        | $2869985.65        | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                                      | 2027-04-13      | 3.1250%  | 0.0000% | $69000.00          | $67521.72          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                           | 2028-06-15      | 3.0000%  | 0.0000% | $1220000.00        | $1191964.40        | Corporate Debt Securities |
| TENDER OPT BD TR RCPTS / CTFS                              | 2065-01-01      | 0.0000%  | 0.0000% | $190000.00         | $192449.42         | Money Market              |
| UNIVERSITY OF MICHIGAN                                     | 2052-04-01      | 3.5040%  | 0.0000% | $58000.00          | $41785.09          | Other Instrument          |
| WISCONSIN POWER AND LIGHT COMPANY                          | 2050-04-01      | 3.6500%  | 0.0000% | $345000.00         | $246264.55         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                   | 2034-04-22      | 5.9500%  | 0.0000% | $250000.00         | $260865.56         | Corporate Debt Securities |
| AUSTIN TX (CITY OF)                                        | 2027-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10597.87          | Other Instrument          |
| CLEVELAND PUBLIC LIBRARY                                   | 2038-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5124.63           | Other Instrument          |
| FORT PAYNE ALA WTRWKS BRD                                  | 2035-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28625.44          | Other Instrument          |
| HEALTHPEAK OP LLC                                          | 2026-07-15      | 3.2500%  | 0.0000% | $1159000.00        | $1167274.29        | Corporate Debt Securities |
| HOME DEPOT INC                                             | 2051-03-15      | 2.3750%  | 0.0000% | $1437000.00        | $807592.20         | Corporate Debt Securities |
| JOHNSON & JOHNSON                                          | 2037-03-03      | 3.6250%  | 0.0000% | $259000.00         | $233164.64         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                        | 2027-09-23      | 3.6400%  | 0.0000% | $500000.00         | $503315.24         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                        | 2034-06-15      | 5.8870%  | 0.0000% | $494000.00         | $527007.23         | Corporate Debt Securities |
| MIAMI-DADE CNTY FLA                                        | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5098.74           | Other Instrument          |
| NEW YORK CITY OF                                           | 2045-02-01      | 6.2910%  | 0.0000% | $8110000.00        | $8548367.80        | Other Instrument          |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | 2043-10-01      | 4.6500%  | 0.0000% | $282000.00         | $236450.18         | Corporate Debt Securities |
| WISCONSIN (STATE OF)                                       | 2034-05-01      | 5.0000%  | 0.0000% | $65000.00          | $75148.52          | Other Instrument          |
| WISCONSIN (STATE OF)                                       | 2030-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11170.51          | Other Instrument          |
| AMERICAN HONDA FINANCE CORPORATION                         | 2028-07-07      | 5.1250%  | 0.0000% | $154000.00         | $158162.13         | Corporate Debt Securities |
| BARCLAYS PLC                                               | 2027-05-09      | 5.8290%  | 0.0000% | $301000.00         | $309424.31         | Corporate Debt Securities |
| CHICAGO (CITY OF)                                          | 2037-01-01      | 5.0000%  | 0.0000% | $25000.00          | $27611.94          | Other Instrument          |
| COLLEGE STATION TEX                                        | 2033-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22734.93          | Other Instrument          |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                   | 2043-08-15      | 6.4970%  | 0.0000% | $403000.00         | $427597.27         | Corporate Debt Securities |
| COWLITZ & CLARK CNTYS WASH SCH DIST NO 404-102 WOODLAND    | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11346.14          | Other Instrument          |
| GARDEN GROVE CALIF UNI SCH DIST                            | 2042-08-01      | 3.1250%  | 0.0000% | $55000.00          | $48535.06          | Other Instrument          |
| LONE TREE IOWA                                             | 2040-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5589.02           | Other Instrument          |
| PHOENIX ARIZ CIVIC IMPT CORP WSTWTR (SUB)                  | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11126.68          | Other Instrument          |
| SHELBY CNTY TENN                                           | 2041-04-01      | 5.0000%  | 0.0000% | $7500000.00        | $8271283.33        | Other Instrument          |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | 2051-06-01      | 3.6500%  | 0.0000% | $1138000.00        | $791589.32         | Corporate Debt Securities |
| WASHINGTON (STATE OF)                                      | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5812.91           | Other Instrument          |
| ABILENE TEX                                                | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11512.07          | Other Instrument          |
| AFFILIATED MANAGERS GROUP INC                              | 2030-06-15      | 3.3000%  | 0.0000% | $61000.00          | $58057.67          | Corporate Debt Securities |
| ALUM ROCK CALIF UN ELEM SCH DIST                           | 2032-08-01      | 5.0000%  | 0.0000% | $1065000.00        | $1233335.08        | Other Instrument          |
| AMERICAN EXPRESS COMPANY                                   | 2035-04-25      | 5.9150%  | 0.0000% | $479000.00         | $497202.73         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                         | 2027-10-22      | 4.3676%  | 0.0000% | $50000.00          | $50030.00          | Corporate Debt Securities |
| ANNE ARUNDEL COUNTY OF (MARYLAND)                          | 2029-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10850.38          | Other Instrument          |
| ARGYLE TEX INDPT SCH DIST                                  | 2034-08-15      | 5.0000%  | 0.0000% | $40000.00          | $44767.47          | Other Instrument          |
| ARIZONA ST TRANSN BRD                                      | 2032-07-01      | 5.0000%  | 0.0000% | $40000.00          | $40810.71          | Other Instrument          |
| ARIZONA BRD REGENTS UNIV ARIZ SYS                          | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11266.08          | Other Instrument          |
| AUSGRID FINANCE PTY LTD                                    | 2028-08-01      | 4.3500%  | 0.0000% | $80000.00          | $80420.33          | Corporate Debt Securities |
| AUSTIN TX (CITY OF)                                        | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5738.77           | Other Instrument          |
| AUSTIN TX (CITY OF)                                        | 2029-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16506.70          | Other Instrument          |
| AUSTIN TX (CITY OF)                                        | 2038-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5612.03           | Other Instrument          |
| BPCE SA                                                    | 2027-10-23      | 3.5000%  | 0.0000% | $900000.00         | $887427.50         | Corporate Debt Securities |
| BALDWIN CNTY ALA BRD ED                                    | 2037-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5093.73           | Other Instrument          |
| BASTROP TEX INDPT SCH DIST                                 | 2030-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10929.97          | Other Instrument          |
| BAY AREA CALIF WTR SPPLY & CONSERVATION                    | 2034-10-01      | 3.9940%  | 0.0000% | $45000.00          | $43372.23          | Other Instrument          |
| BAYER US FINANCE II LLC                                    | 2045-04-15      | 3.9500%  | 0.0000% | $10000.00          | $7308.86           | Corporate Debt Securities |
| BECKVILLE TEX INDPT SCH DIST                               | 2033-08-15      | 5.0000%  | 0.0000% | $30000.00          | $33488.60          | Other Instrument          |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA)   | 2033-05-11      | 5.1000%  | 0.0000% | $1816000.00        | $1862129.43        | Corporate Debt Securities |
| BIOGEN INC                                                 | 2031-01-15      | 5.0500%  | 0.0000% | $9413000.00        | $9702536.04        | Corporate Debt Securities |
| BIRDVILLE TEX INDPT SCH DIST                               | 2036-02-15      | 5.0000%  | 0.0000% | $60000.00          | $67361.20          | Other Instrument          |
| BIRMINGHAM ALA                                             | 2043-12-01      | 5.0000%  | 0.0000% | $400000.00         | $418265.78         | Other Instrument          |
| BIRMINGHAM MICH PUB SCHS                                   | 2035-05-01      | 5.0000%  | 0.0000% | $15000.00          | $17110.67          | Other Instrument          |
| BLACK BELT ENERGY GAS DIST                                 | 2056-05-01      | 5.2500%  | 0.0000% | $32930000.00       | $34315831.61       | Other Instrument          |
| BOSTON MASS                                                | 2037-11-01      | 5.0000%  | 0.0000% | $210000.00         | $239818.13         | Other Instrument          |
| BROCKTON MASS                                              | 2030-11-01      | 2.4080%  | 0.0000% | $2000000.00        | $1866406.22        | Other Instrument          |
| BROWNSVILLE TEX                                            | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11204.27          | Other Instrument          |
| BRYAN TEX                                                  | 2040-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16635.25          | Other Instrument          |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV    | 2054-11-01      | 5.2500%  | 0.0000% | $13935000.00       | $14812475.34       | Other Instrument          |
| CALIFORNIA MUN FIN AUTH ENVIRONMENTAL IMPT                 | 2033-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21840.16          | Other Instrument          |
| CALIFORNIA (STATE OF)                                      | 2029-12-01      | 5.0000%  | 0.0000% | $130000.00         | $143824.78         | Other Instrument          |
| CALIFORNIA (STATE OF)                                      | 2031-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16094.07          | Other Instrument          |
| CALIFORNIA (STATE OF)                                      | 2038-03-01      | 4.0000%  | 0.0000% | $65000.00          | $67027.71          | Other Instrument          |
| CALIFORNIA (STATE OF)                                      | 2032-11-01      | 5.0000%  | 0.0000% | $130000.00         | $145602.74         | Other Instrument          |
| CALIFORNIA STATE UNIVERSITY                                | 2037-11-01      | 5.0000%  | 0.0000% | $35000.00          | $36558.94          | Other Instrument          |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                       | 2038-04-01      | 5.0000%  | 0.0000% | $105000.00         | $113665.42         | Other Instrument          |
| CARROLLTON TEX FMRS BRH INDPT SCH DIST                     | 2029-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21443.73          | Other Instrument          |
| CENTRAL PUGET SOUND REGIONAL TRPORTN ATHY WA SECOND LIEN   | 2028-11-01      | 5.0000%  | 0.0000% | $80000.00          | $86867.29          | Other Instrument          |
| CHARLOTTE N C                                              | 2034-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21644.16          | Other Instrument          |
| CHICAGO (CITY OF)                                          | 2032-01-01      | 6.2070%  | 0.0000% | $855000.00         | $697795.22         | Other Instrument          |
| CINCINNATI FINL CORP                                       | 2034-11-01      | 6.1250%  | 0.0000% | $39000.00          | $42055.45          | Corporate Debt Securities |
| CLARK CNTY NEV ARPT                                        | 2031-07-01      | 5.0000%  | 0.0000% | $35000.00          | $37936.07          | Other Instrument          |
| CLARK CNTY NEV ARPT                                        | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10680.08          | Other Instrument          |
| CLAYTON N C                                                | 2036-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11150.21          | Other Instrument          |
| CLEAR CREEK TEX INDPT SCH DIST                             | 2031-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5561.03           | Other Instrument          |
| CLEVELAND STATE UNIVERSITY                                 | 2039-06-01      | 5.8500%  | 0.0000% | $1970000.00        | $2121261.53        | Other Instrument          |
| COLORADO SPRINGS COLO                                      | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11259.87          | Other Instrument          |
| COLORADO (STATE OF)                                        | 2038-12-15      | 6.0000%  | 0.0000% | $25000.00          | $29686.50          | Other Instrument          |
| COLUMBUS OHIO                                              | 2028-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21320.33          | Other Instrument          |
| COMAL TEX INDPT SCH DIST                                   | 2033-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28556.03          | Other Instrument          |
| CONCORD N H                                                | 2032-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28321.58          | Other Instrument          |
| CONNECTICUT (STATE OF)                                     | 2028-05-01      | 5.0000%  | 0.0000% | $40000.00          | $42935.64          | Other Instrument          |
| CONNECTICUT ST HEALTH & EDL FACS A                         | 2031-07-01      | 4.0000%  | 0.0000% | $15000.00          | $16114.83          | Other Instrument          |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                | 2054-12-01      | 4.6250%  | 0.0000% | $3744000.00        | $3158597.00        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                     | 2026-09-15      | 3.3500%  | 0.0000% | $69000.00          | $69011.56          | Corporate Debt Securities |
| CRESSKILL N J                                              | 2032-02-15      | 4.0000%  | 0.0000% | $15000.00          | $15871.55          | Other Instrument          |
| D R HORTON INC                                             | 2030-10-15      | 4.8500%  | 0.0000% | $935000.00         | $944332.08         | Corporate Debt Securities |
| DALLAS FORT WORTH TEX INTL ARPT                            | 2030-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16821.62          | Other Instrument          |
| DALLAS TEX                                                 | 2029-02-15      | 5.0000%  | 0.0000% | $65000.00          | $69854.63          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                  | 2029-02-15      | 5.0000%  | 0.0000% | $70000.00          | $75396.77          | Other Instrument          |
| DAVIS CNTY UTAH SCH DIST                                   | 2032-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27216.36          | Other Instrument          |
| DELAWARE (STATE OF)                                        | 2029-02-01      | 5.0000%  | 0.0000% | $40000.00          | $43205.24          | Other Instrument          |
| DELAWARE (STATE OF)                                        | 2029-05-01      | 5.0000%  | 0.0000% | $35000.00          | $38444.74          | Other Instrument          |
| DENTON TX                                                  | 2034-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22606.93          | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                  | 2028-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21315.33          | Other Instrument          |
| DERBY KANS                                                 | 2031-12-01      | 5.0000%  | 0.0000% | $50000.00          | $56775.39          | Other Instrument          |
| DESERT SANDS CALIF UNI SCH DIST                            | 2031-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5223.71           | Other Instrument          |
| DEUTSCHE BANK AG (NEW YORK BRANC                           | 2031-05-09      | 5.2970%  | 0.0000% | $1044000.00        | $1080572.10        | Corporate Debt Securities |
| DOLTON ILL                                                 | 2029-12-01      | 6.1000%  | 0.0000% | $3300000.00        | $2064979.60        | Other Instrument          |
| DOUGLASVILLE GA                                            | 2035-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22310.42          | Other Instrument          |
| DUBLIN CALIF UNI SCH DIST                                  | 2033-08-01      | 4.0000%  | 0.0000% | $50000.00          | $52415.94          | Other Instrument          |
| DUBLIN OHIO CITY SCH DIST                                  | 2028-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10532.56          | Other Instrument          |
| EAGLE MTN & SAGINAW TEX INDPT SCH DIST                     | 2036-08-15      | 5.0000%  | 0.0000% | $170000.00         | $188939.13         | Other Instrument          |
| EAST BATON ROUGE PARISH LA                                 | 2033-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22783.22          | Other Instrument          |
| EVERSOURCE ENERGY                                          | 2029-04-01      | 4.2500%  | 0.0000% | $347000.00         | $345026.82         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                     | 2030-10-15      | 2.2000%  | 0.0000% | $350000.00         | $313248.83         | Corporate Debt Securities |
| FIRST CITIZENS BANCSHARES INC                              | 2035-09-05      | 5.6000%  | 0.0000% | $1950000.00        | $1920214.83        | Corporate Debt Securities |
| FLORENCE CNTY S C                                          | 2028-06-01      | 5.0000%  | 0.0000% | $85000.00          | $90940.18          | Other Instrument          |
| FLORIDA ST BRD ED                                          | 2028-06-01      | 5.0000%  | 0.0000% | $85000.00          | $91044.73          | Other Instrument          |
| FLORIDA ST MUN PWR AGY                                     | 2029-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5400.89           | Other Instrument          |
| FOOTHILL EASTERN TRANSN CORRIDOR AGY CALIF                 | 2043-01-15      | 3.0620%  | 0.0000% | $115000.00         | $87923.35          | Other Instrument          |
| FRASER MICH PUB SCH DIST                                   | 2043-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16486.37          | Other Instrument          |
| FRESNO CNTY CALIF                                          | 2030-08-15      | 0.0000%  | 0.0000% | $110000.00         | $90992.00          | Other Instrument          |
| FRISCO TEX CMNTY DEV CORP SALES TAX REV                    | 2048-02-15      | 5.3750%  | 0.0000% | $930000.00         | $911435.26         | Other Instrument          |
| GARLAND TEX                                                | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10680.54          | Other Instrument          |
| GENERAL MILLS INC                                          | 2027-01-30      | 4.7000%  | 0.0000% | $32000.00          | $32486.40          | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                          | 2037-09-15      | 6.5000%  | 0.0000% | $165000.00         | $176121.83         | Corporate Debt Securities |
| HARRIS COUNTY TEXAS                                        | 2030-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11005.78          | Other Instrument          |
| HARRIS COUNTY TEXAS                                        | 2030-08-15      | 5.0000%  | 0.0000% | $30000.00          | $33164.00          | Other Instrument          |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP   | 2054-07-01      | 3.4000%  | 0.0000% | $71715000.00       | $71892195.81       | Money Market              |
| HIGHWOODS REALTY LP                                        | 2031-02-01      | 2.6000%  | 0.0000% | $15000.00          | $13401.72          | Corporate Debt Securities |
| HOUSTON CITY OF                                            | 2032-11-15      | 5.0000%  | 0.0000% | $25000.00          | $28717.92          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                 | 2037-05-15      | 5.0000%  | 0.0000% | $35000.00          | $39317.48          | Other Instrument          |
| ILLINOIS (STATE OF)                                        | 2032-03-01      | 5.0000%  | 0.0000% | $25000.00          | $27668.86          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                      | 2030-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10968.38          | Other Instrument          |
| JABIL INC                                                  | 2031-01-15      | 3.0000%  | 0.0000% | $9000.00           | $8365.77           | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                 | 2046-11-15      | 0.0000%  | 0.0000% | $100000.00         | $527423.00         | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                 | 2045-10-01      | 0.0000%  | 0.0000% | $500000.00         | $501453.98         | Money Market              |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                 | 2055-07-01      | 0.0000%  | 0.0000% | $745000.00         | $754062.51         | Money Market              |
| JACKSON COUNTY REORGANIZED SCHOOL DISTRICT NO 7            | 2041-03-01      | 5.5000%  | 0.0000% | $5000.00           | $5809.33           | Other Instrument          |
| JOBSOHIO BEVERAGE SYSTEM                                   | 2038-01-01      | 2.8330%  | 0.0000% | $145000.00         | $121294.62         | Other Instrument          |
| KANSAS CITY MO                                             | 2035-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22760.36          | Other Instrument          |
| KING CNTY WASH                                             | 2034-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17516.77          | Other Instrument          |
| KING CNTY WASH SCH DIST NO 411 ISSAQUAH                    | 2032-12-01      | 5.0000%  | 0.0000% | $20000.00          | $21147.49          | Other Instrument          |
| LYB INTERNATIONAL FINANCE III LLC                          | 2060-10-01      | 3.8000%  | 0.0000% | $108000.00         | $67734.48          | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                              | 2031-06-01      | 2.7000%  | 0.0000% | $777000.00         | $716273.56         | Corporate Debt Securities |
| LAKE ORION MICH CMNTY SCH DIST                             | 2031-05-01      | 5.0000%  | 0.0000% | $45000.00          | $50726.75          | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                              | 2029-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27347.86          | Other Instrument          |
| LEIDOS INC                                                 | 2029-03-15      | 4.1000%  | 0.0000% | $997000.00         | $990584.86         | Corporate Debt Securities |
| LORETTO MINN                                               | 2031-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5523.81           | Other Instrument          |
| LOS ANGELES CALIF CMNTY COLLEGE DIST                       | 2032-08-01      | 5.0000%  | 0.0000% | $35000.00          | $40580.09          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER              | 2038-07-01      | 5.0000%  | 0.0000% | $35000.00          | $39084.89          | Other Instrument          |
| LOS ANGELES CNTY CALIF MET TRANSN AUTH                     | 2033-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16701.37          | Other Instrument          |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                   | 2040-08-01      | 7.6180%  | 0.0000% | $1000000.00        | $1194893.39        | Other Instrument          |
| LOUISVILLE & JEFFERSON CNTY KY                             | 2032-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16869.87          | Other Instrument          |
| LOWELL MA                                                  | 2033-09-01      | 4.0000%  | 0.0000% | $10000.00          | $10489.66          | Other Instrument          |
| LOWELL MICH AREA SCHS                                      | 2035-05-01      | 4.0000%  | 0.0000% | $5000.00           | $5198.09           | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                             | 2029-05-15      | 5.0000%  | 0.0000% | $45000.00          | $49027.80          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                             | 2028-05-15      | 5.0000%  | 0.0000% | $90000.00          | $96261.00          | Other Instrument          |
| MACQUARIE GROUP LTD                                        | 2028-06-21      | 4.0980%  | 0.0000% | $680000.00         | $686041.46         | Corporate Debt Securities |
| MAIN STREET NATURAL GAS INC GA                             | 2055-05-01      | 5.0000%  | 0.0000% | $105000.00         | $113283.92         | Other Instrument          |
| MANATEE CNTY FLA                                           | 2031-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16802.52          | Other Instrument          |
| MANSFIELD TEX INDPT SCH DIST                               | 2036-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22376.33          | Other Instrument          |
| MARYLAND STADIUM AUTHORITY                                 | 2032-03-01      | 5.0000%  | 0.0000% | $15000.00          | $16835.77          | Other Instrument          |
| MARYLAND ST TRANSN AUTH                                    | 2031-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22561.76          | Other Instrument          |
| MASON MICH BLDG AUTH                                       | 2029-10-01      | 5.0000%  | 0.0000% | $30000.00          | $32345.03          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                            | 2028-05-01      | 5.0000%  | 0.0000% | $115000.00         | $123557.28         | Other Instrument          |
| MCKINNEY TEX                                               | 2028-08-15      | 5.0000%  | 0.0000% | $95000.00          | $100945.73         | Other Instrument          |
| MC LEAN & WOODFORD CNTYS ILL CMNTY UNIT SCH DIST NO 5      | 2031-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11080.78          | Other Instrument          |
| MECKLENBURG CNTY N C                                       | 2034-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5649.77           | Other Instrument          |
| MESA CITY OF                                               | 2027-07-01      | 5.0000%  | 0.0000% | $30000.00          | $31354.13          | Other Instrument          |
| MESA CITY OF                                               | 2031-07-01      | 5.0000%  | 0.0000% | $35000.00          | $39340.27          | Other Instrument          |
| METROPOLITAN NASHVILLE ARPT AUTH TENN                      | 2054-07-01      | 4.0000%  | 0.0000% | $1410000.00        | $1223347.33        | Other Instrument          |
| MIAMI-DADE CNTY FLA                                        | 2043-10-01      | 5.5520%  | 0.0000% | $11100000.00       | $11208363.13       | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                           | 2049-06-01      | 5.0000%  | 0.0000% | $325000.00         | $60471.06          | Other Instrument          |
| MICHIGAN ST BLDG AUTH                                      | 2029-10-15      | 5.0000%  | 0.0000% | $10000.00          | $10824.73          | Other Instrument          |
| MICHIGAN ST TRUNK LINE                                     | 2041-11-15      | 4.0000%  | 0.0000% | $10000.00          | $10270.23          | Other Instrument          |
| MICHIGAN (STATE OF)                                        | 2033-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11141.37          | Other Instrument          |
| MICHIGAN STATE UNIVERSITY                                  | 2030-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21959.53          | Other Instrument          |
| MILWAUKEE WIS MET SEW DIST                                 | 2032-10-01      | 5.0000%  | 0.0000% | $65000.00          | $73990.73          | Other Instrument          |
| MINNEAPOLIS MINN                                           | 2036-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11651.64          | Other Instrument          |
| MINNESOTA (STATE OF)                                       | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5444.06           | Other Instrument          |
| MISSOURI HIGHWAYS AND TRANSPORTATION COMMISSION            | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5486.11           | Other Instrument          |
| MONROE CNTY N Y INDL DEV CORP                              | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11151.98          | Other Instrument          |
| MONTGOMERY CNTY MD                                         | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11110.01          | Other Instrument          |
| MONTGOMERY CNTY TEX                                        | 2038-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5642.97           | Other Instrument          |
| NEVADA HSG DIV SINGLE FAMILY MTG R                         | 2038-04-15      | 3.0000%  | 0.0000% | $7965000.00        | $6362932.84        | Money Market              |
| NEW JERSEY (STATE OF)                                      | 2030-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5346.83           | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY             | 2050-06-15      | 5.0000%  | 0.0000% | $315000.00         | $332510.85         | Other Instrument          |
| NEW ORLEANS LA                                             | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10683.04          | Other Instrument          |
| NEW YORK CITY OF                                           | 2034-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11291.81          | Other Instrument          |
| NEW YORK CITY OF                                           | 2032-09-01      | 4.1500%  | 0.0000% | $50000.00          | $48624.57          | Other Instrument          |
| NEW YORK CITY OF                                           | 2038-10-01      | 5.0000%  | 0.0000% | $30000.00          | $31643.33          | Other Instrument          |
| NEW YORK CITY OF                                           | 2030-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16544.72          | Other Instrument          |
| NEW YORK CITY OF                                           | 2029-08-01      | 5.0000%  | 0.0000% | $25000.00          | $27116.03          | Other Instrument          |
| NEW YORK CITY OF                                           | 2031-08-01      | 5.0000%  | 0.0000% | $155000.00         | $173076.27         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                        | 2037-08-01      | 4.0000%  | 0.0000% | $100000.00         | $101696.89         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                        | 2031-11-01      | 5.0000%  | 0.0000% | $35000.00          | $38376.84          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                        | 2028-05-01      | 5.0000%  | 0.0000% | $125000.00         | $134018.75         | Other Instrument          |
| NEW YORK ST URBAN DEV CORP                                 | 2031-03-15      | 2.1500%  | 0.0000% | $3775000.00        | $3417611.31        | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                   | 2031-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15401.10          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                   | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5196.69           | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                   | 2042-02-15      | 5.0000%  | 0.0000% | $30000.00          | $30787.70          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                   | 2036-08-01      | 4.0000%  | 0.0000% | $75000.00          | $76206.67          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                   | 2038-03-15      | 5.0000%  | 0.0000% | $550000.00         | $632930.83         | Other Instrument          |
| NORFOLK SOUTHERN CORPORATION                               | 2030-08-01      | 5.0500%  | 0.0000% | $842000.00         | $869672.10         | Corporate Debt Securities |
| NORTHERN WELLS IND MULTI-SCH BLDG CORP                     | 2030-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10978.03          | Other Instrument          |
| NORTHSIDE TEX INDPT SCH DIST                               | 2034-08-15      | 4.0000%  | 0.0000% | $15000.00          | $15267.50          | Other Instrument          |
| NORTHWEST TEX INDPT SCH DIST                               | 2032-02-15      | 4.0000%  | 0.0000% | $25000.00          | $26220.08          | Other Instrument          |
| OHIO (STATE OF)                                            | 2030-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22325.02          | Other Instrument          |
| OHIO (STATE OF)                                            | 2029-03-15      | 5.0000%  | 0.0000% | $15000.00          | $16126.95          | Other Instrument          |
| OHIO (STATE OF)                                            | 2029-04-01      | 5.0000%  | 0.0000% | $45000.00          | $48286.70          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                       | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11029.84          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                       | 2030-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16692.37          | Other Instrument          |
| OMAHA NEB                                                  | 2032-04-15      | 5.0000%  | 0.0000% | $10000.00          | $11261.43          | Other Instrument          |
| ONEOK INC                                                  | 2029-09-01      | 3.4000%  | 0.0000% | $664000.00         | $641545.00         | Corporate Debt Securities |
| ORANGE BEACH ALA                                           | 2030-08-01      | 4.0000%  | 0.0000% | $25000.00          | $26586.47          | Other Instrument          |
| OREGON (STATE OF)                                          | 2038-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28072.53          | Other Instrument          |
| OTIS WORLDWIDE CORP                                        | 2040-02-15      | 3.1120%  | 0.0000% | $1412000.00        | $1085140.83        | Corporate Debt Securities |
| PACIFICORP                                                 | 2029-04-15      | 4.6500%  | 0.0000% | $334000.00         | $335075.76         | Corporate Debt Securities |
| PALM BEACH CNTY FLA SCH BRD                                | 2027-08-01      | 5.0000%  | 0.0000% | $30000.00          | $31181.13          | Other Instrument          |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY         | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10844.24          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                        | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10544.44          | Other Instrument          |
| PERNOD RICARD INTERNATIONAL FINANCE LLC                    | 2031-04-01      | 1.6250%  | 0.0000% | $157000.00         | $135398.22         | Corporate Debt Securities |
| PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT          | 2054-07-01      | 3.3500%  | 0.0000% | $7860000.00        | $7879486.25        | Money Market              |
| PIMA CNTY ARIZ UNI SCH DIST NO 30 SAHUARITA                | 2039-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11044.68          | Other Instrument          |
| PITTSBURGH PA SCH DIST                                     | 2031-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5575.72           | Other Instrument          |
| PLANO TEX INDPT SCH DIST                                   | 2033-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5641.38           | Other Instrument          |
| KENTUCKY INC KY PUB ENERGY AUTH                            | 2036-05-01      | 5.0000%  | 0.0000% | $50000.00          | $54056.44          | Other Instrument          |
| PULASKI CNTY MO REORG DIST NO 6                            | 2043-04-15      | 5.0000%  | 0.0000% | $10000.00          | $10676.03          | Other Instrument          |
| PUTNAM CNTY FLA DEV AUTH                                   | 2042-03-15      | 5.0000%  | 0.0000% | $40000.00          | $41885.64          | Other Instrument          |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                | 2035-09-01      | 5.0000%  | 0.0000% | $20000.00          | $22700.69          | Other Instrument          |
| RICHARDSON TEX INDPT SCH DIST                              | 2028-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15811.75          | Other Instrument          |
| RIVERSIDE CNTY CALIF                                       | 2035-02-15      | 5.0400%  | 0.0000% | $1155000.00        | $1178562.00        | Other Instrument          |
| ROCHESTER MINN                                             | 2030-12-01      | 3.0000%  | 0.0000% | $50000.00          | $50626.83          | Other Instrument          |
| RUTGERS UNIVERSITY NEW JERSEY                              | 2043-05-01      | 3.2700%  | 0.0000% | $45000.00          | $36858.56          | Other Instrument          |
| SACRAMENTO MUNICIPAL UTILITY DISTRICT                      | 2035-11-15      | 5.0000%  | 0.0000% | $35000.00          | $41621.53          | Other Instrument          |
| ST LOUIS CNTY MO                                           | 2037-12-01      | 4.0000%  | 0.0000% | $25000.00          | $25735.14          | Other Instrument          |
| SAN ANTONIO TX                                             | 2034-05-15      | 5.0000%  | 0.0000% | $15000.00          | $17458.15          | Other Instrument          |
| AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO | 2031-05-01      | 5.0000%  | 0.0000% | $1490000.00        | $1662171.16        | Other Instrument          |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN            | 2034-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22875.36          | Other Instrument          |
| SAN MATEO CNTY CALIF TRANSN AUTH                           | 2049-06-01      | 2.9500%  | 0.0000% | $3670000.00        | $3451116.76        | Money Market              |
| SANTA MONICA CALIF PUB FING AUTH                           | 2032-07-01      | 3.3750%  | 0.0000% | $25000.00          | $25282.41          | Other Instrument          |
| SANTA ROSA CALIF HIGH SCH DIST                             | 2027-08-01      | 5.0000%  | 0.0000% | $75000.00          | $78360.83          | Other Instrument          |
| SANTO TEX INDPT SCH DIST                                   | 2035-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22629.13          | Other Instrument          |
| SARASOTA CNTY FLA SCH BRD                                  | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27997.69          | Other Instrument          |
| SEATTLE (CITY OF)                                          | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11242.51          | Other Instrument          |
| SEMPRA                                                     | 2039-10-15      | 6.0000%  | 0.0000% | $2094000.00        | $2140403.04        | Corporate Debt Securities |
| SNOHOMISH CNTY WASH PUB UTIL DIST NO 001                   | 2028-12-01      | 5.0000%  | 0.0000% | $45000.00          | $48702.35          | Other Instrument          |
| SNOHOMISH CNTY WASH SCH DIST NO 201                        | 2029-12-01      | 5.0000%  | 0.0000% | $65000.00          | $71462.59          | Other Instrument          |
| SOUTH CAROLINA TRANSPORTATION INFRASTRUCTURE BANK          | 2039-10-01      | 5.0000%  | 0.0000% | $420000.00         | $431360.07         | Other Instrument          |
| SOUTH FLORIDA WTR MGMT DIST FLA                            | 2031-10-01      | 6.0000%  | 0.0000% | $10000.00          | $11694.53          | Other Instrument          |
| SOUTH WASHINGTON CNTY INDPT SCH DIST NO 833 MINN           | 2035-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5707.13           | Other Instrument          |
| SOUTHERN CALIFORNIA EDISON COMPANY                         | 2029-03-01      | 4.2000%  | 0.0000% | $789000.00         | $781120.52         | Corporate Debt Securities |
| SPRINGFIELD MO SCH DIST NO R-12                            | 2035-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11139.04          | Other Instrument          |
| ST LOUIS CMNTY COLLEGE DIST ST                             | 2039-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11012.68          | Other Instrument          |
| SUMTER CNTY FLA SCH BRD                                    | 2039-01-01      | 5.0000%  | 0.0000% | $335000.00         | $376857.51         | Other Instrument          |
| TECK RESOURCES LTD                                         | 2030-07-15      | 3.9000%  | 0.0000% | $9052000.00        | $8889742.90        | Corporate Debt Securities |
| TEXAS (STATE OF)                                           | 2031-10-01      | 5.0000%  | 0.0000% | $80000.00          | $82831.02          | Other Instrument          |
| TRANSURBAN FINANCE COMPANY PTY LTD                         | 2027-03-22      | 3.3750%  | 0.0000% | $39000.00          | $38814.07          | Corporate Debt Securities |
| TRINITY RIVER AUTH TEX                                     | 2028-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10647.91          | Other Instrument          |
| UNICREDIT SPA                                              | 2032-06-19      | 5.8610%  | 0.0000% | $4879000.00        | $5013404.39        | Corporate Debt Securities |
| UNIVERSITY OF ALABAMA                                      | 2031-07-01      | 5.0000%  | 0.0000% | $40000.00          | $45105.11          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                   | 2048-05-15      | 3.0000%  | 0.0000% | $51390000.00       | $51501202.25       | Money Market              |
| UNIVERSITY OF CALIFORNIA                                   | 2038-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10611.27          | Other Instrument          |
| UNIVERSITY OF HOUSTON                                      | 2029-02-15      | 5.0000%  | 0.0000% | $35000.00          | $37632.23          | Other Instrument          |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                      | 2032-11-01      | 5.0000%  | 0.0000% | $50000.00          | $54968.56          | Other Instrument          |
| UNIVERSITY OF MINNESOTA                                    | 2052-04-01      | 4.0480%  | 0.0000% | $135000.00         | $106480.02         | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                 | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11543.68          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                 | 2038-07-01      | 5.2500%  | 0.0000% | $1970000.00        | $2363297.37        | Other Instrument          |
| UNIVERSITY OF WASHINGTON                                   | 2039-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11255.98          | Other Instrument          |
| UPPER SANTA CLARA VY CA JT PWRS AUTH                       | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10186.11          | Other Instrument          |
| UTAH CNTY UTAH                                             | 2033-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5233.33           | Other Instrument          |
| UTAH CNTY UTAH                                             | 2051-05-15      | 3.4000%  | 0.0000% | $100000.00         | $100255.97         | Money Market              |
| UTICA MICH CMNTY SCHS                                      | 2032-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16271.42          | Other Instrument          |
| VENTAS REALTY LP                                           | 2028-03-01      | 4.0000%  | 0.0000% | $34000.00          | $33894.11          | Corporate Debt Securities |
| VIRGINIA COLLEGE BLDG AUTH VA                              | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11275.74          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                              | 2029-02-01      | 5.0000%  | 0.0000% | $20000.00          | $21526.22          | Other Instrument          |
| VIRGINIA RESOURCES AUTHORITY                               | 2028-10-01      | 5.0000%  | 0.0000% | $45000.00          | $47805.20          | Other Instrument          |
| VOLUSIA CNTY FLA SCH BRD                                   | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5413.06           | Other Instrument          |
| VOLUSIA CNTY FLA SCH BRD                                   | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10990.81          | Other Instrument          |
| WALLER CNTY TEX                                            | 2037-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5599.18           | Other Instrument          |
| WALLER TEX INDPT SCH DIST                                  | 2038-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11068.87          | Other Instrument          |
| WASHINGTON (STATE OF)                                      | 2033-02-01      | 5.0000%  | 0.0000% | $20000.00          | $21024.02          | Other Instrument          |
| WASHINGTON (STATE OF)                                      | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11659.98          | Other Instrument          |
| WASHINGTON (STATE OF)                                      | 2031-02-01      | 5.0000%  | 0.0000% | $20000.00          | $22337.02          | Other Instrument          |
| WEATHERFORD TEX INDPT SCH DIST                             | 2039-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11126.27          | Other Instrument          |
| WISCONSIN (STATE OF)                                       | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21926.42          | Other Instrument          |
| WISCONSIN (STATE OF)                                       | 2029-05-01      | 5.0000%  | 0.0000% | $35000.00          | $38371.24          | Other Instrument          |
| WISCONSIN (STATE OF)                                       | 2028-05-01      | 5.0000%  | 0.0000% | $50000.00          | $53670.56          | Other Instrument          |
| WISCONSIN (STATE OF)                                       | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11314.41          | Other Instrument          |
| INVERSIONES CMPC S.A.                                      | 2027-04-04      | 4.3750%  | 0.0000% | $300000.00         | $300395.92         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP LLC                                 | 2027-11-01      | 3.5000%  | 0.0000% | $300000.00         | $300051.83         | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE COMPANY LLC                         | 2030-03-01      | 2.9000%  | 0.0000% | $98000.00          | $92396.63          | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                                | 2033-01-12      | 6.4290%  | 0.0000% | $500000.00         | $542283.50         | Corporate Debt Securities |
| EL PUERTO DE LIVERPOOL SAB DE CV                           | 2032-01-22      | 6.2550%  | 0.0000% | $240000.00         | $256429.80         | Corporate Debt Securities |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.760000%
- **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):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                            | 2062-03-17      | 1.2156%  | 0.0000% | $396800.00         | $9678.85           | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-CR26                                 | 2048-10-10      | 1.0000%  | 0.0000% | $286716.00         | $246.45            | Private Label Collateralized Mortgage Obligations |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $1018495.56        | Other Instrument                                  |
| CSMC_21-NQM6                                                     | 2066-07-25      | 1.5850%  | 0.0000% | $20491104.00       | $8593554.25        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA ST MUNI FIN AUTH                                      | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1933234.17        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $10390000.00       | $12358509.60       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $13226618.22       | Other Instrument                                  |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                             | 2046-08-15      | 4.0000%  | 0.0000% | $500000.00         | $466926.67         | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $5524000.00        | $4559484.44        | Other Instrument                                  |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $856865.56         | Other Instrument                                  |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3508286.64        | Other Instrument                                  |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1284171.78        | Other Instrument                                  |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2933746.53        | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1766791.00        | Other Instrument                                  |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2190459.44        | Other Instrument                                  |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5261399.86        | Other Instrument                                  |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD    | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1358538.33        | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $9220000.00        | $7795380.92        | Other Instrument                                  |
| MONTGOMERY CNTY PA INDL DEV AUTH                                 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1183024.17        | Other Instrument                                  |
| NEW JERSEY ST HSG & MTG FIN AGY                                  | 2039-11-01      | 4.3900%  | 0.0000% | $2100000.00        | $2113619.08        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1362162.20        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3893262.36        | Other Instrument                                  |
| SACRAMENTO CNTY CALIF                                            | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $1524275.06        | Other Instrument                                  |
| SAN JOSE CALIF UNI SCH DIST                                      | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $1011708.89        | Other Instrument                                  |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1763471.77        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3305242.80        | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2193391.17        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2951764.81        | Other Instrument                                  |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1285140.88        | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2901369.53        | Other Instrument                                  |
| BALTIMORE CNTY MD                                                | 2046-07-01      | 3.3030%  | 0.0000% | $6130000.00        | $4748900.27        | Other Instrument                                  |
| BNK_20-B28                                                       | 2030-10-15      | 0.9822%  | 0.0000% | $16103.00          | $622.04            | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $10010000.00       | $10061844.85       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $992789.44         | Other Instrument                                  |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $2630000.00        | $1514668.10        | Other Instrument                                  |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2040-01-01      | 7.4140%  | 0.0000% | $450000.00         | $538288.83         | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15179643.75       | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $2260000.00        | $2427529.59        | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $18700000.00       | $19662805.86       | Other Instrument                                  |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 4.1440%  | 0.0000% | $5092960.00        | $4464734.33        | Private Label Collateralized Mortgage Obligations |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6300000.00        | $6881217.88        | Other Instrument                                  |
| STAR_21-3                                                        | 2056-06-25      | 1.1270%  | 0.0000% | $16810688.00       | $5043184.41        | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY OF MICHIGAN                                           | 2040-04-01      | 2.4370%  | 0.0000% | $12150000.00       | $9107921.14        | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $16419183.89       | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                                           | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2724669.64        | Other Instrument                                  |
| BFLD TRUST BFLD_20-EYP                                           | 2035-10-15      | 7.4695%  | 0.0000% | $39000.00          | $413.50            | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | 2036-08-15      | 4.6692%  | 0.0000% | $18000.00          | $16707.52          | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                                     | 2042-10-20      | 6.6058%  | 0.0000% | $33979048.00       | $33806602.43       | Private Label Collateralized Mortgage Obligations |
| BMARK_25-V14                                                     | 2057-04-15      | 1.8899%  | 0.0000% | $100070.00         | $7319.02           | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.6218%  | 0.0000% | $750000.00         | $681385.84         | Private Label Collateralized Mortgage Obligations |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2055-08-01      | 3.5800%  | 0.0000% | $2400000.00        | $2408220.00        | Money Market                                      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 3.6590%  | 0.0000% | $3335830.00        | $2926041.72        | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY OF MICHIGAN                                           | 2122-04-01      | 4.4540%  | 0.0000% | $9725000.00        | $7500386.26        | Other Instrument                                  |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_16-ISQ          | 2034-08-14      | 2.8480%  | 0.0000% | $11147858.00       | $9278409.28        | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                                     | 2043-08-19      | 6.5072%  | 0.0000% | $3783050.00        | $3785937.79        | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR12                                                   | 2057-12-15      | 2.3018%  | 0.0000% | $28088000.00       | $2313849.36        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CALI                        | 2032-11-10      | 3.4313%  | 0.0000% | $150338.00         | $126615.28         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-10-10      | 3.0000%  | 0.0000% | $40003.00          | $19914.44          | Private Label Collateralized Mortgage Obligations |
| DGWD_25-INFL                                                     | 2035-08-15      | 7.6730%  | 0.0000% | $163686.00         | $163601.96         | Private Label Collateralized Mortgage Obligations |
| SCRT_20-2                                                        | 2059-11-25      | 4.2500%  | 0.0000% | $1001.00           | $757.79            | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                                     | 2052-02-10      | 1.0048%  | 0.0000% | $100058.00         | $2066.46           | Private Label Collateralized Mortgage Obligations |
| KIND_24-1                                                        | 2041-08-15      | 9.4080%  | 0.0000% | $119000.00         | $119487.49         | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                                    | 2035-12-15      | 5.1520%  | 0.0000% | $277313.00         | $273401.96         | Private Label Collateralized Mortgage Obligations |
| OBX_23-NQM8                                                      | 2063-09-25      | 0.0581%  | 0.0000% | $1433600.00        | $577.05            | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                                      | 2065-05-26      | 0.0000%  | 0.0000% | $37234525.00       | $29.10             | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 4.3880%  | 0.0000% | $130740.00         | $102508.21         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                                   | 2042-02-15      | 5.0976%  | 0.0000% | $10963000.00       | $10883507.34       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | 2050-11-15      | 0.4251%  | 0.0000% | $6876671.00        | $43475.07          | Private Label Collateralized Mortgage Obligations |
| AREIT_22-CRE7                                                    | 2039-06-17      | 8.1100%  | 0.0000% | $10001500.00       | $10024689.44       | Private Label Collateralized Mortgage Obligations |
| BAMLL_25-ASHF                                                    | 2042-02-15      | 15.6547% | 0.0000% | $4082000.00        | $4046008.67        | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C38                                                     | 2058-11-15      | 1.4575%  | 0.0000% | $38299900.00       | $2272547.81        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                          | 2040-06-15      | 7.6047%  | 0.0000% | $341387.00         | $266529.73         | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | 2036-08-15      | 4.8692%  | 0.0000% | $11000.00          | $9606.07           | Private Label Collateralized Mortgage Obligations |
| BANK5_25-5Y16                                                    | 2063-08-15      | 1.0690%  | 0.0000% | $9760000.00        | $408915.17         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS COMMERCIAL MORTGA BSCMS_07-PW15                     | 2044-02-11      | 5.4030%  | 0.0000% | $311892.00         | $4635.71           | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V9                                                      | 2057-08-15      | 1.0392%  | 0.0000% | $30110000.00       | $934163.86         | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM5                                                    | 2065-02-25      | 1.5524%  | 0.0000% | $150019.00         | $3036.36           | Private Label Collateralized Mortgage Obligations |
| CSAIL_15-C3                                                      | 2048-08-15      | 3.1984%  | 0.0000% | $20000.00          | $15578.59          | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_22-NQM1                                          | 2066-11-25      | 2.2650%  | 0.0000% | $2029200.00        | $1293995.76        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_22-3                               | 2067-02-01      | 3.9010%  | 0.0000% | $8451440.00        | $5298640.86        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_24-CBM                                  | 2041-12-10      | 7.9274%  | 0.0000% | $10918.00          | $10984.19          | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                                      | 2060-11-25      | 5.0000%  | 0.0000% | $3002500.00        | $2751496.09        | Private Label Collateralized Mortgage Obligations |
| JPMMT_18-8                                                       | 2049-01-25      | 4.0421%  | 0.0000% | $1023910.00        | $753125.58         | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                             | 2064-03-25      | 6.4460%  | 0.0000% | $305388.00         | $152723.95         | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM7                                                      | 2064-03-25      | 7.8574%  | 0.0000% | $137656.00         | $132194.11         | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV1                                                      | 2056-02-25      | 5.0039%  | 0.0000% | $11653400.00       | $11283723.82       | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_22-AFC1                                        | 2057-04-25      | 4.1000%  | 0.0000% | $553165.00         | $340138.61         | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                                       | 2055-12-25      | 0.5000%  | 0.0000% | $261170.00         | $5994.05           | Private Label Collateralized Mortgage Obligations |
| VCC_24-3                                                         | 2054-06-25      | 7.2300%  | 0.0000% | $131840.00         | $104393.66         | Private Label Collateralized Mortgage Obligations |
| VISIO_23-1                                                       | 2058-03-25      | 7.3220%  | 0.0000% | $3700000.00        | $2256374.90        | Private Label Collateralized Mortgage Obligations |
| VISIO_19-2                                                       | 2054-11-25      | 7.3647%  | 0.0000% | $142596.00         | $146019.85         | Private Label Collateralized Mortgage Obligations |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **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: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| EMERA INCORPORATED                                               | 2076-06-15      | 6.7500%  | 0.0000% | $9000.00           | $9239.60           | Corporate Debt Securities                         |
| ENBRIDGE INC                                                     | 2077-01-15      | 6.0000%  | 0.0000% | $170000.00         | $173257.20         | Corporate Debt Securities                         |
| BARRICK NORTH AMERICA FINANCE LLC                                | 2041-05-30      | 5.7000%  | 0.0000% | $409000.00         | $419642.18         | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                                 | 2048-12-15      | 4.1500%  | 0.0000% | $25000.00          | $20350.56          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2063-11-01      | 2.9870%  | 0.0000% | $74000.00          | $40008.25          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                           | 2033-02-15      | 5.3500%  | 0.0000% | $38000.00          | $39491.34          | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP                                     | 2034-07-01      | 5.7500%  | 0.0000% | $2111000.00        | $2148670.21        | Corporate Debt Securities                         |
| ARLINGTON CNTY VA                                                | 2029-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10940.40          | Other Instrument                                  |
| BUCKEYE PARTNERS                                                 | 2029-07-01      | 6.8750%  | 0.0000% | $62000.00          | $65363.85          | Corporate Debt Securities                         |
| CF INDUSTRIES INC                                                | 2035-11-26      | 5.3000%  | 0.0000% | $41000.00          | $41890.20          | Corporate Debt Securities                         |
| CENTENE CORP                                                     | 2031-08-01      | 2.6250%  | 0.0000% | $6035000.00        | $5237834.34        | Corporate Debt Securities                         |
| CITIGROUP INC                                                    | 2031-06-03      | 2.5720%  | 0.0000% | $151000.00         | $140208.38         | Corporate Debt Securities                         |
| FLEX LTD                                                         | 2032-01-15      | 5.2500%  | 0.0000% | $652000.00         | $664904.71         | Corporate Debt Securities                         |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2037-01-01      | 5.0000%  | 0.0000% | $130000.00         | $148087.91         | Other Instrument                                  |
| KEMPER CORP                                                      | 2032-02-23      | 3.8000%  | 0.0000% | $400000.00         | $366056.89         | Corporate Debt Securities                         |
| MACOMB CNTY MICH                                                 | 2034-11-01      | 2.1190%  | 0.0000% | $95000.00          | $79751.18          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH                                             | 2034-12-01      | 5.2500%  | 0.0000% | $60000.00          | $69680.35          | Other Instrument                                  |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | 2063-05-19      | 5.3400%  | 0.0000% | $17000.00          | $15845.56          | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                            | 2029-03-18      | 4.6250%  | 0.0000% | $450000.00         | $458251.12         | Corporate Debt Securities                         |
| PRIME SECURITY SERVICES BORROWER LLC                             | 2027-08-31      | 3.3750%  | 0.0000% | $96000.00          | $95146.20          | Corporate Debt Securities                         |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | 2036-01-15      | 5.4500%  | 0.0000% | $81000.00          | $82695.80          | Corporate Debt Securities                         |
| SIRIUS XM RADIO LLC                                              | 2030-07-01      | 4.1250%  | 0.0000% | $5995000.00        | $5661770.42        | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2050-01-31      | 4.5000%  | 0.0000% | $400000.00         | $302700.00         | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | 2029-08-15      | 3.8750%  | 0.0000% | $2163000.00        | $2085981.88        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                                               | 2059-06-19      | 5.1250%  | 0.0000% | $87000.00          | $77564.79          | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                                         | 2033-05-15      | 5.3500%  | 0.0000% | $36000.00          | $37375.95          | Corporate Debt Securities                         |
| APPLOVIN CORP                                                    | 2054-12-01      | 5.9500%  | 0.0000% | $1397000.00        | $1318260.04        | Corporate Debt Securities                         |
| CVS HEALTH CORP                                                  | 2040-04-01      | 4.1250%  | 0.0000% | $332000.00         | $279787.33         | Corporate Debt Securities                         |
| MSCI INC                                                         | 2035-09-01      | 5.2500%  | 0.0000% | $86000.00          | $84990.72          | Corporate Debt Securities                         |
| NEW CANEY TEX INDPT SCH DIST                                     | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11112.57          | Other Instrument                                  |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2034-11-01      | 4.9000%  | 0.0000% | $27000.00          | $27429.41          | Corporate Debt Securities                         |
| RAYMOND JAMES FINANCIAL INC.                                     | 2055-09-11      | 5.6500%  | 0.0000% | $399000.00         | $386016.65         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2040-01-11      | 6.0500%  | 0.0000% | $200000.00         | $199443.61         | Corporate Debt Securities                         |
| BUCKEYE PARTNERS                                                 | 2043-11-15      | 5.8500%  | 0.0000% | $107000.00         | $100954.77         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC                                         | 2043-03-15      | 4.1000%  | 0.0000% | $75000.00          | $62155.13          | Corporate Debt Securities                         |
| CENTRAL PUGET SOUND REGIONAL TRPORTN ATHY WA SECOND LIEN         | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11272.41          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2036-07-01      | 5.0000%  | 0.0000% | $1230000.00        | $1357855.77        | Other Instrument                                  |
| METHANEX CORP                                                    | 2027-10-15      | 5.1250%  | 0.0000% | $2286000.00        | $2285760.92        | Corporate Debt Securities                         |
| ORACLE CORPORATION                                               | 2056-02-04      | 6.7000%  | 0.0000% | $300000.00         | $282163.67         | Corporate Debt Securities                         |
| PACIFICORP                                                       | 2035-06-15      | 5.2500%  | 0.0000% | $20000.00          | $19860.35          | Corporate Debt Securities                         |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | 2051-08-15      | 3.1500%  | 0.0000% | $412000.00         | $265151.87         | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                                      | 2030-10-15      | 6.5000%  | 0.0000% | $4290000.00        | $4417448.75        | Corporate Debt Securities                         |
| TARGA RESOURCES CORP                                             | 2033-02-01      | 4.2000%  | 0.0000% | $363000.00         | $347773.36         | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE SA                                      | 2031-11-18      | 3.5370%  | 0.0000% | $300000.00         | $239659.95         | Corporate Debt Securities                         |
| TRINET GROUP INC                                                 | 2031-08-15      | 7.1250%  | 0.0000% | $2760000.00        | $2764840.35        | Corporate Debt Securities                         |
| AES CORP                                                         | 2055-07-15      | 6.9500%  | 0.0000% | $2853000.00        | $2837253.82        | Corporate Debt Securities                         |
| ABBVIE INC                                                       | 2044-03-15      | 5.3500%  | 0.0000% | $44000.00          | $42935.97          | Corporate Debt Securities                         |
| ABBVIE INC                                                       | 2056-03-15      | 5.5500%  | 0.0000% | $13000.00          | $12717.29          | Corporate Debt Securities                         |
| ALABAMA ST PUB SCH & COLLEGE AUTH                                | 2031-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11196.91          | Other Instrument                                  |
| ALBERTSONS COMPANIES INC                                         | 2030-02-15      | 4.8750%  | 0.0000% | $1952000.00        | $1929212.84        | Corporate Debt Securities                         |
| AMAZON.COM INC                                                   | 2052-04-13      | 3.9500%  | 0.0000% | $11000.00          | $8387.67           | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                               | 2032-07-09      | 5.1500%  | 0.0000% | $68000.00          | $69197.42          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                                              | 2032-12-15      | 4.7000%  | 0.0000% | $12000.00          | $12042.61          | Corporate Debt Securities                         |
| CENCORA INC                                                      | 2047-12-15      | 4.3000%  | 0.0000% | $936000.00         | $781396.20         | Corporate Debt Securities                         |
| AMKOR TECHNOLOGY INC                                             | 2033-10-01      | 5.8750%  | 0.0000% | $17827000.00       | $17986955.23       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                              | 2034-06-15      | 5.3750%  | 0.0000% | $91000.00          | $94188.30          | Corporate Debt Securities                         |
| BHP BILLITON FINANCE (USA) LTD                                   | 2036-02-15      | 5.0000%  | 0.0000% | $75000.00          | $75826.25          | Corporate Debt Securities                         |
| BAKER HUGHES HOLDINGS LLC                                        | 2056-06-15      | 5.8500%  | 0.0000% | $151000.00         | $150070.22         | Corporate Debt Securities                         |
| BALTIMORE GAS AND ELECTRIC CO                                    | 2052-06-01      | 4.5500%  | 0.0000% | $1033000.00        | $875531.49         | Corporate Debt Securities                         |
| BANCO BRADESCO SA (CAYMAN ISLANDS BRANCH)                        | 2027-03-18      | 4.3750%  | 0.0000% | $420000.00         | $421337.35         | Corporate Debt Securities                         |
| BANCO BTG PACTUAL SA (CAYMAN ISLANDS BRANCH)                     | 2029-04-08      | 6.2500%  | 0.0000% | $500000.00         | $512519.72         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU                                        | 2031-09-30      | 3.2500%  | 0.0000% | $854000.00         | $848737.94         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 6.6250%  | 0.0000% | $624000.00         | $654300.49         | Corporate Debt Securities                         |
| BAY AREA TOLL AUTHORITY                                          | 2050-04-01      | 7.0430%  | 0.0000% | $35000.00          | $29902.58          | Other Instrument                                  |
| BLACK BELT ENERGY GAS DIST                                       | 2031-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16284.77          | Other Instrument                                  |
| BLACKSTONE REG FINANCE CO LLC                                    | 2034-12-06      | 5.0000%  | 0.0000% | $10000.00          | $10069.10          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                   | 2033-09-11      | 4.8930%  | 0.0000% | $487000.00         | $491694.64         | Corporate Debt Securities                         |
| BREWSTER N Y CENT SCH DIST                                       | 2028-10-15      | 5.0000%  | 0.0000% | $10000.00          | $10627.43          | Other Instrument                                  |
| BRINKS CO                                                        | 2029-06-15      | 6.5000%  | 0.0000% | $65000.00          | $68025.43          | Corporate Debt Securities                         |
| BROWARD CNTY FLA SCH BRD                                         | 2035-07-01      | 5.0000%  | 0.0000% | $120000.00         | $133048.53         | Other Instrument                                  |
| BUNGE FINANCE LTD CORP                                           | 2034-09-17      | 4.6500%  | 0.0000% | $37000.00          | $35924.56          | Corporate Debt Securities                         |
| CSX CORP                                                         | 2035-06-15      | 5.0500%  | 0.0000% | $5000.00           | $5112.24           | Corporate Debt Securities                         |
| CALIFORNIA (STATE OF)                                            | 2030-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11067.74          | Other Instrument                                  |
| CANADIAN PACIFIC RAILWAY COMPANY                                 | 2048-05-01      | 4.7000%  | 0.0000% | $1435000.00        | $1275226.30        | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                                             | 2034-02-01      | 5.8170%  | 0.0000% | $1133000.00        | $1179771.28        | Corporate Debt Securities                         |
| CARTERET CNTY N C                                                | 2034-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11744.31          | Other Instrument                                  |
| CARTERSVILLE GA                                                  | 2030-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11026.98          | Other Instrument                                  |
| CELANESE US HOLDINGS LLC                                         | 2030-04-15      | 6.5000%  | 0.0000% | $2192000.00        | $2247410.11        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | 2033-04-01      | 4.9500%  | 0.0000% | $95000.00          | $95695.16          | Corporate Debt Securities                         |
| CENTRAIS ELETRICAS BRASILEIRAS SA - ELETROBRAS                   | 2035-01-11      | 6.5000%  | 0.0000% | $450000.00         | $464481.25         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPERATING                                 | 2028-03-15      | 4.2000%  | 0.0000% | $332000.00         | $330034.56         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPERATING                                 | 2063-04-01      | 5.5000%  | 0.0000% | $855000.00         | $660983.88         | Corporate Debt Securities                         |
| CHISHOLM CREEK UTIL AUTH KANS                                    | 2033-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11346.24          | Other Instrument                                  |
| CHUBB INA HOLDINGS LLC                                           | 2061-12-15      | 3.0500%  | 0.0000% | $47000.00          | $28760.59          | Corporate Debt Securities                         |
| COCA-COLA CO                                                     | 2034-05-13      | 5.0000%  | 0.0000% | $1708000.00        | $1795440.11        | Corporate Debt Securities                         |
| COLUMBIA CNTY GA                                                 | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10751.08          | Other Instrument                                  |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | 2054-10-01      | 5.6950%  | 0.0000% | $16000.00          | $15107.96          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                              | 2055-05-15      | 6.0500%  | 0.0000% | $65000.00          | $65804.65          | Corporate Debt Securities                         |
| CONNECTICUT (STATE OF)                                           | 2028-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10832.57          | Other Instrument                                  |
| CONNECTICUT (STATE OF)                                           | 2031-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5555.36           | Other Instrument                                  |
| CONROE TEX INDPT SCH DIST                                        | 2031-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16711.45          | Other Instrument                                  |
| CONSUMERS ENERGY COMPANY                                         | 2052-09-01      | 4.2000%  | 0.0000% | $50000.00          | $39761.67          | Corporate Debt Securities                         |
| COOK CNTY ILL SCH DIST NO 122 OAK LAWN                           | 2029-12-01      | 4.0000%  | 0.0000% | $100000.00         | $105229.56         | Other Instrument                                  |
| CUSHMAN & WAKEFIELD US BORROWER LLC                              | 2031-09-01      | 8.8750%  | 0.0000% | $28000.00          | $29815.66          | Corporate Debt Securities                         |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2038-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11119.87          | Other Instrument                                  |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2029-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5381.33           | Other Instrument                                  |
| DTE ELECTRIC COMPANY                                             | 2045-03-15      | 3.7000%  | 0.0000% | $17000.00          | $13027.02          | Corporate Debt Securities                         |
| DTE ELECTRIC COMPANY                                             | 2033-04-01      | 5.2000%  | 0.0000% | $54000.00          | $55549.74          | Corporate Debt Securities                         |
| DEL MAR TEX COLLEGE DIST                                         | 2029-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5082.93           | Other Instrument                                  |
| DICKINSON TEX INDPT SCH DIST                                     | 2029-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16085.65          | Other Instrument                                  |
| DISCOVERY COMMUNICATIONS LLC                                     | 2042-05-15      | 4.9500%  | 0.0000% | $6870000.00        | $4801700.63        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC                                     | 2037-09-20      | 5.0000%  | 0.0000% | $1174000.00        | $898762.22         | Corporate Debt Securities                         |
| DOMINION ENERGY INC                                              | 2031-08-15      | 2.2500%  | 0.0000% | $601000.00         | $533722.56         | Corporate Debt Securities                         |
| E-470 PUBLIC HIGHWAY AUTH COLO                                   | 2027-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5202.17           | Other Instrument                                  |
| EQT CORP                                                         | 2031-05-15      | 3.6250%  | 0.0000% | $500000.00         | $478567.29         | Corporate Debt Securities                         |
| EAGLE RIVER WATER AND SANITATION DISTRICT                        | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11012.04          | Other Instrument                                  |
| EATON CORPORATION                                                | 2032-11-02      | 4.0000%  | 0.0000% | $39000.00          | $38504.61          | Corporate Debt Securities                         |
| EQUINOR ASA                                                      | 2040-04-06      | 3.6250%  | 0.0000% | $71000.00          | $59210.92          | Corporate Debt Securities                         |
| ERIE CNTY N Y INDL DEV AGY                                       | 2029-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5464.46           | Other Instrument                                  |
| ESSEX PORTFOLIO LP                                               | 2035-04-01      | 5.3750%  | 0.0000% | $73000.00          | $74208.87          | Corporate Debt Securities                         |
| EUROPEAN INVESTMENT BANK                                         | 2033-02-14      | 3.7500%  | 0.0000% | $70000.00          | $68588.57          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY LLC                                    | 2031-03-05      | 6.0500%  | 0.0000% | $2318000.00        | $2374612.64        | Corporate Debt Securities                         |
| FRISCO TEX INDPT SCH DIST                                        | 2030-02-15      | 5.0000%  | 0.0000% | $65000.00          | $71094.18          | Other Instrument                                  |
| GLP CAPITAL LP                                                   | 2033-12-01      | 6.7500%  | 0.0000% | $220000.00         | $239330.85         | Corporate Debt Securities                         |
| HCA INC                                                          | 2035-03-01      | 5.7500%  | 0.0000% | $2035000.00        | $2110343.05        | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                                | 2037-03-10      | 5.2790%  | 0.0000% | $1530000.00        | $1515406.77        | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                        | 2056-11-15      | 7.1250%  | 0.0000% | $2078000.00        | $2123547.16        | Corporate Debt Securities                         |
| HENNEPIN CNTY MINN                                               | 2028-12-01      | 5.0000%  | 0.0000% | $30000.00          | $32500.03          | Other Instrument                                  |
| HOME DEPOT INC                                                   | 2040-09-15      | 5.4000%  | 0.0000% | $55000.00          | $55719.40          | Corporate Debt Securities                         |
| HONEYWELL AEROSPACE INC                                          | 2046-03-16      | 5.6220%  | 0.0000% | $61000.00          | $60513.91          | Corporate Debt Securities                         |
| HONEYWELL INTERNATIONAL INC                                      | 2033-02-15      | 5.0000%  | 0.0000% | $470000.00         | $485108.93         | Corporate Debt Securities                         |
| HOUSTON CITY OF                                                  | 2029-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5353.07           | Other Instrument                                  |
| HOUSTON CITY OF                                                  | 2033-03-01      | 5.0000%  | 0.0000% | $25000.00          | $28344.36          | Other Instrument                                  |
| HOUSTON CITY OF                                                  | 2040-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11030.48          | Other Instrument                                  |
| HOWARD CNTY MD                                                   | 2030-08-15      | 5.0000%  | 0.0000% | $25000.00          | $27744.67          | Other Instrument                                  |
| IDEX CORP                                                        | 2031-06-15      | 2.6250%  | 0.0000% | $64000.00          | $58346.48          | Corporate Debt Securities                         |
| IPS MULTI-SCH BLDG CORP IND                                      | 2037-07-15      | 5.0000%  | 0.0000% | $15000.00          | $16881.50          | Other Instrument                                  |
| JABIL INC                                                        | 2033-02-01      | 4.7500%  | 0.0000% | $1802000.00        | $1775832.46        | Corporate Debt Securities                         |
| JBS NV                                                           | 2055-02-25      | 6.3750%  | 0.0000% | $11000.00          | $11017.05          | Corporate Debt Securities                         |
| JBS USA HOLDING LUX SARL                                         | 2034-03-15      | 6.7500%  | 0.0000% | $36000.00          | $39487.59          | Corporate Debt Securities                         |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                     | 2031-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11251.74          | Other Instrument                                  |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2028-11-01      | 5.0000%  | 0.0000% | $70000.00          | $72595.68          | Other Instrument                                  |
| KEYCORP CAP I                                                    | 2028-07-01      | 4.6934%  | 0.0000% | $20000.00          | $19728.62          | Corporate Debt Securities                         |
| KIMCO REALTY OP LLC                                              | 2046-12-01      | 4.1250%  | 0.0000% | $71000.00          | $58099.51          | Corporate Debt Securities                         |
| LA PORTE TEX INDPT SCH DIST                                      | 2031-02-15      | 5.0000%  | 0.0000% | $100000.00         | $111172.67         | Other Instrument                                  |
| LAMAR MEDIA CORP                                                 | 2031-01-15      | 3.6250%  | 0.0000% | $1606000.00        | $1505641.73        | Corporate Debt Securities                         |
| LAS VEGAS NEV CONVENTION & VISITORS AUTH                         | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16806.87          | Other Instrument                                  |
| LEON CNTY-TALLAHASSEE CITY FLA BLUEPRINT INTERGOVERNMENTAL AGENC | 2036-10-01      | 5.0000%  | 0.0000% | $195000.00         | $217465.52         | Other Instrument                                  |
| LEWISVILLE TEX INDPT SCH DIST                                    | 2031-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11228.87          | Other Instrument                                  |
| LIBERTY MUTUAL GROUP INC                                         | 2051-12-15      | 4.1250%  | 0.0000% | $85000.00          | $85332.24          | Corporate Debt Securities                         |
| LOUISIANA (STATE OF)                                             | 2034-02-01      | 5.0000%  | 0.0000% | $55000.00          | $63510.76          | Other Instrument                                  |
| MBIA                                                             | 2027-07-15      | 7.1500%  | 0.0000% | $200000.00         | $204224.83         | Corporate Debt Securities                         |
| SEKISUI HOUSE US INC                                             | 2061-08-06      | 3.9660%  | 0.0000% | $300000.00         | $197953.20         | Corporate Debt Securities                         |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | 2030-03-17      | 5.1500%  | 0.0000% | $12000.00          | $12013.58          | Corporate Debt Securities                         |
| MAGNA INTERNATIONAL INC                                          | 2035-06-01      | 5.8750%  | 0.0000% | $25000.00          | $26590.90          | Corporate Debt Securities                         |
| MANATEE CNTY FLA                                                 | 2032-10-01      | 5.0000%  | 0.0000% | $40000.00          | $45411.51          | Other Instrument                                  |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2028-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5430.71           | Other Instrument                                  |
| MERCK & CO INC                                                   | 2032-12-04      | 4.4500%  | 0.0000% | $83000.00          | $83467.89          | Corporate Debt Securities                         |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                          | 2029-01-01      | 5.0000%  | 0.0000% | $70000.00          | $75615.94          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA TRANSIT SALES SURTAX REV                     | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10875.88          | Other Instrument                                  |
| MOSAIC CO                                                        | 2033-11-15      | 5.4500%  | 0.0000% | $475000.00         | $492451.10         | Corporate Debt Securities                         |
| NATIONAL GRID PLC                                                | 2034-01-11      | 5.4180%  | 0.0000% | $95000.00          | $98383.38          | Corporate Debt Securities                         |
| NEW MEXICO FINANCE AUTHORITY                                     | 2029-12-15      | 5.0000%  | 0.0000% | $35000.00          | $38512.95          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2044-06-01      | 3.4000%  | 0.0000% | $3100000.00        | $3107716.42        | Money Market                                      |
| NEW YORK CITY OF                                                 | 2031-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22332.42          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2036-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5607.56           | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5423.21           | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2028-08-01      | 5.0000%  | 0.0000% | $25000.00          | $26628.28          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2028-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10831.91          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16558.22          | Other Instrument                                  |
| NEW YORK ST HSG FIN AGY                                          | 2036-11-15      | 3.3000%  | 0.0000% | $600000.00         | $600862.50         | Money Market                                      |
| NEW YORK POWER AUTHORITY                                         | 2030-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5685.28           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2029-03-15      | 5.0000%  | 0.0000% | $25000.00          | $26940.75          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11116.00          | Other Instrument                                  |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2033-02-28      | 5.0500%  | 0.0000% | $94000.00          | $95641.92          | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | 2026-10-15      | 3.8750%  | 0.0000% | $388000.00         | $387656.46         | Corporate Debt Securities                         |
| NORTH CAROLINA (STATE OF)                                        | 2031-03-01      | 5.0000%  | 0.0000% | $25000.00          | $27793.61          | Other Instrument                                  |
| NORTH THURSTON PUB SCHS WASH                                     | 2030-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11209.24          | Other Instrument                                  |
| NORTHWEST ALLEN MULTI-SCHOOL BUILDING CORP                       | 2032-07-15      | 5.0000%  | 0.0000% | $10000.00          | $11284.93          | Other Instrument                                  |
| NORTHWEST TEX INDPT SCH DIST                                     | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11387.77          | Other Instrument                                  |
| NUECES CNTY TEX                                                  | 2029-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10683.17          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH                                             | 2029-06-01      | 5.0000%  | 0.0000% | $80000.00          | $87414.76          | Other Instrument                                  |
| OREGON (STATE OF)                                                | 2035-05-01      | 5.1740%  | 0.0000% | $1150000.00        | $1230886.72        | Other Instrument                                  |
| PENNSYLVANIA STATE UNIVERSITY                                    | 2028-09-01      | 5.0000%  | 0.0000% | $15000.00          | $15944.62          | Other Instrument                                  |
| PENNSYLVANIA STATE UNIVERSITY                                    | 2035-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5584.62           | Other Instrument                                  |
| PETROBRAS GLOBAL FINANCE BV                                      | 2030-09-10      | 5.1250%  | 0.0000% | $81000.00          | $80419.07          | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | 2033-05-19      | 4.7500%  | 0.0000% | $100000.00         | $101561.31         | Corporate Debt Securities                         |
| PHILADELPHIA PA CITY OF                                          | 2029-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5427.71           | Other Instrument                                  |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2033-02-15      | 5.3750%  | 0.0000% | $96000.00          | $99643.00          | Corporate Debt Securities                         |
| PIMA CNTY ARIZ UNI SCH DIST NO 1 TUCSON                          | 2028-07-01      | 5.0000%  | 0.0000% | $40000.00          | $42676.71          | Other Instrument                                  |
| PROGRESSIVE CORP                                                 | 2033-06-15      | 4.9500%  | 0.0000% | $92000.00          | $94349.91          | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                                         | 2050-02-25      | 4.3500%  | 0.0000% | $5000000.00        | $4049370.83        | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | 2031-08-15      | 1.9000%  | 0.0000% | $57000.00          | $50090.36          | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | 2034-08-01      | 4.8500%  | 0.0000% | $50000.00          | $50259.01          | Corporate Debt Securities                         |
| QUEEN CREEK ARIZ EXCISE TAX & ST SHARED REV                      | 2041-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16785.32          | Other Instrument                                  |
| ROCKET MORTGAGE LLC                                              | 2028-01-15      | 5.2500%  | 0.0000% | $1044000.00        | $1039106.25        | Corporate Debt Securities                         |
| RPM INTERNATIONAL INC                                            | 2032-01-15      | 2.9500%  | 0.0000% | $30000.00          | $27244.33          | Corporate Debt Securities                         |
| RAYMOND JAMES FINANCIAL INC.                                     | 2035-09-11      | 4.9000%  | 0.0000% | $70000.00          | $68623.76          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC                                               | 2054-03-08      | 5.2180%  | 0.0000% | $486000.00         | $467049.46         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC                                        | 2043-10-01      | 5.4500%  | 0.0000% | $1374000.00        | $1280898.14        | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC                                               | 2031-09-02      | 2.1500%  | 0.0000% | $10218000.00       | $8970421.94        | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELECTRIC CO                                      | 2035-04-15      | 5.4000%  | 0.0000% | $59000.00          | $60064.36          | Corporate Debt Securities                         |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN                  | 2035-10-01      | 5.0000%  | 0.0000% | $45000.00          | $51088.40          | Other Instrument                                  |
| SERVICE CORPORATION INTERNATIONAL                                | 2027-12-15      | 4.6250%  | 0.0000% | $66000.00          | $66708.43          | Corporate Debt Securities                         |
| SHIFT4 PAYMENTS LLC                                              | 2032-08-15      | 6.7500%  | 0.0000% | $4144000.00        | $4182383.80        | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC                                             | 2030-10-15      | 3.0000%  | 0.0000% | $60000.00          | $54936.00          | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                              | 2041-03-01      | 3.6250%  | 0.0000% | $250000.00         | $182490.24         | Corporate Debt Securities                         |
| SOUTH DAKOTA HSG DEV AUTH                                        | 2031-11-01      | 3.4340%  | 0.0000% | $535000.00         | $524243.62         | Other Instrument                                  |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | 2048-11-15      | 4.4000%  | 0.0000% | $95000.00          | $78400.33          | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                                      | 2026-07-15      | 3.6250%  | 0.0000% | $20008000.00       | $20143112.36       | Corporate Debt Securities                         |
| SUNOCO LP                                                        | 2029-05-15      | 4.5000%  | 0.0000% | $1557000.00        | $1558564.79        | Corporate Debt Securities                         |
| TPG OPERATING GROUP II LP                                        | 2031-05-15      | 4.8750%  | 0.0000% | $24000.00          | $23818.72          | Corporate Debt Securities                         |
| TARGET CORPORATION                                               | 2053-01-15      | 4.8000%  | 0.0000% | $300000.00         | $267393.00         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP                                            | 2027-11-01      | 5.1250%  | 0.0000% | $10765000.00       | $11036629.36       | Corporate Debt Securities                         |
| TEXAS INSTRUMENTS INC                                            | 2039-03-15      | 3.8750%  | 0.0000% | $933000.00         | $823665.23         | Corporate Debt Securities                         |
| TEXAS WATER DEV BRD                                              | 2030-08-01      | 5.0000%  | 0.0000% | $235000.00         | $260248.66         | Other Instrument                                  |
| TINLEY PARK ILL                                                  | 2030-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22300.89          | Other Instrument                                  |
| TOTALENERGIES CAPITAL SA                                         | 2064-04-05      | 5.6380%  | 0.0000% | $224000.00         | $216763.74         | Corporate Debt Securities                         |
| TPMT_22-SJ1                                                      | 2062-03-25      | 4.7500%  | 0.0000% | $19069536.00       | $18599593.77       | Private Label Collateralized Mortgage Obligations |
| TRANSCANADA PIPELINES LTD                                        | 2034-03-31      | 5.6000%  | 0.0000% | $99000.00          | $101779.59         | Corporate Debt Securities                         |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2028-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16277.05          | Other Instrument                                  |
| TUCSON ELECTRIC POWER CO                                         | 2034-09-15      | 5.2000%  | 0.0000% | $20000.00          | $20262.80          | Corporate Debt Securities                         |
| UNIVERSITY OF WASHINGTON                                         | 2032-04-01      | 5.0000%  | 0.0000% | $35000.00          | $39363.02          | Other Instrument                                  |
| PARAMOUNT GLOBAL                                                 | 2037-10-05      | 6.7500%  | 0.0000% | $1823000.00        | $1626877.10        | Corporate Debt Securities                         |
| VIATRIS INC                                                      | 2027-06-22      | 2.3000%  | 0.0000% | $99000.00          | $96971.27          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                               | 2054-04-01      | 6.1250%  | 0.0000% | $1693000.00        | $1650106.20        | Corporate Debt Securities                         |
| VIPER ENERGY PARTNERS LP                                         | 2030-08-01      | 4.9000%  | 0.0000% | $200000.00         | $201980.78         | Corporate Debt Securities                         |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2031-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5572.76           | Other Instrument                                  |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2043-08-15      | 4.6500%  | 0.0000% | $24000.00          | $21110.10          | Corporate Debt Securities                         |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2055-03-15      | 5.6500%  | 0.0000% | $60000.00          | $58141.95          | Corporate Debt Securities                         |
| VITALITY RE XV LTD                                               | 2028-01-07      | 7.0470%  | 0.0000% | $1000000.00        | $1022676.78        | Corporate Debt Securities                         |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2028-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10656.13          | Other Instrument                                  |
| WASTE MANAGEMENT INC                                             | 2032-03-15      | 4.8000%  | 0.0000% | $225000.00         | $228494.25         | Corporate Debt Securities                         |
| WAXAHACHIE TEX INDPT SCH DIST                                    | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11098.47          | Other Instrument                                  |
| WESCO DISTRIBUTION INC                                           | 2028-06-15      | 7.2500%  | 0.0000% | $8353000.00        | $8593796.11        | Corporate Debt Securities                         |
| RIO OIL FINANCE TRUST                                            | 2028-04-06      | 8.2000%  | 0.0000% | $3220000.00        | $1310504.15        | Corporate Debt Securities                         |
| BROADCOM INC                                                     | 2032-04-15      | 4.1500%  | 0.0000% | $591000.00         | $573234.05         | Corporate Debt Securities                         |
| BBVA BANCOMER SA INSTITUCION DE                                  | 2039-01-08      | 8.1250%  | 0.0000% | $1336000.00        | $1486510.79        | Corporate Debt Securities                         |
| US FOODS INC                                                     | 2033-04-15      | 5.7500%  | 0.0000% | $270000.00         | $271551.37         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH)             | 2079-12-31      | 8.3750%  | 0.0000% | $1420000.00        | $1526336.31        | Corporate Debt Securities                         |
| ROCKET COMPANIES INC                                             | 2030-08-01      | 6.1250%  | 0.0000% | $54000.00          | $55616.35          | Corporate Debt Securities                         |
| ALBERTSONS COMPANIES INC                                         | 2034-03-31      | 5.7500%  | 0.0000% | $168000.00         | $168341.51         | Corporate Debt Securities                         |
| NOVA SECURITISATION SARL                                         | 2036-02-03      | 6.5000%  | 0.0000% | $32445000.00       | $31907656.72       | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC                                       | 2036-03-19      | 5.2500%  | 0.0000% | $300000.00         | $295862.75         | Corporate Debt Securities                         |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASTRAZENECA FINANCE LLC                                          | 2034-02-26      | 5.0000%  | 0.0000% | $27000.00          | $27608.55          | Corporate Debt Securities                         |
| MASSACHUSETTS SCHOOL BUILDING AUTHORITY                          | 2039-08-15      | 5.7150%  | 0.0000% | $40000.00          | $41683.45          | Other Instrument                                  |
| NEW YORK ST ENERGY RESH & DEV                                    | 2039-05-01      | 3.3000%  | 0.0000% | $1500000.00        | $1503658.33        | Money Market                                      |
| SIMON PROPERTY GROUP LP                                          | 2042-03-15      | 4.7500%  | 0.0000% | $71000.00          | $64453.62          | Corporate Debt Securities                         |
| BROADCOM INC                                                     | 2035-07-15      | 5.2000%  | 0.0000% | $140000.00         | $143275.53         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY                                       | 2048-08-01      | 3.6500%  | 0.0000% | $3700000.00        | $2753146.36        | Corporate Debt Securities                         |
| ALABAMA POWER COMPANY                                            | 2049-10-01      | 3.4500%  | 0.0000% | $5268000.00        | $3687964.37        | Corporate Debt Securities                         |
| COMAL TEX INDPT SCH DIST                                         | 2034-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11392.31          | Other Instrument                                  |
| DUNCANVILLE TEX INDPT SCH DIST                                   | 2033-02-15      | 5.0000%  | 0.0000% | $200000.00         | $222941.33         | Other Instrument                                  |
| GOLDMAN SACHS GROUP INC/THE                                      | 2027-10-28      | 5.6817%  | 0.0000% | $78000.00          | $78565.94          | Corporate Debt Securities                         |
| HOUSTON CITY OF                                                  | 2032-11-15      | 4.0000%  | 0.0000% | $15000.00          | $15281.90          | Other Instrument                                  |
| M&T BK CORP                                                      | 2035-07-30      | 5.4000%  | 0.0000% | $7000.00           | $7090.72           | Corporate Debt Securities                         |
| NRG ENERGY INC                                                   | 2033-02-01      | 6.0000%  | 0.0000% | $297000.00         | $303460.74         | Corporate Debt Securities                         |
| PHILIPPINES (REPUBLIC OF)                                        | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $281143.56         | Corporate Debt Securities                         |
| SEMPRA                                                           | 2048-02-01      | 4.0000%  | 0.0000% | $4534000.00        | $3428832.46        | Corporate Debt Securities                         |
| ABBVIE INC                                                       | 2036-05-14      | 4.3000%  | 0.0000% | $271000.00         | $261007.63         | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                   | 2034-11-17      | 5.2270%  | 0.0000% | $1257000.00        | $1309362.46        | Corporate Debt Securities                         |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                               | 2111-11-01      | 4.7000%  | 0.0000% | $227000.00         | $185277.27         | Corporate Debt Securities                         |
| CLARK COUNTY OF (NEVADA)                                         | 2030-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15706.27          | Other Instrument                                  |
| COMCAST CORPORATION                                              | 2035-08-15      | 4.4000%  | 0.0000% | $129000.00         | $122788.22         | Corporate Debt Securities                         |
| WALT DISNEY CO                                                   | 2037-03-01      | 6.1500%  | 0.0000% | $417000.00         | $458787.22         | Corporate Debt Securities                         |
| ESTEE LAUDER COMPANIES INC. (THE)                                | 2034-02-14      | 5.0000%  | 0.0000% | $115000.00         | $115769.99         | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL CORP                                    | 2031-08-15      | 2.4000%  | 0.0000% | $1251000.00        | $1085004.81        | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC                                            | 2036-01-25      | 6.1000%  | 0.0000% | $2055000.00        | $2188404.89        | Corporate Debt Securities                         |
| GILDAN ACTIVEWEAR INC.                                           | 2035-10-07      | 5.4000%  | 0.0000% | $7000.00           | $6855.80           | Corporate Debt Securities                         |
| KANE CNTY ILL CMNTY UNIT SCH DIST NO 304 GENEVA                  | 2030-01-01      | 5.0000%  | 0.0000% | $40000.00          | $41287.51          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SCH DIST NO 4 MESA UNI                        | 2031-07-01      | 5.0000%  | 0.0000% | $45000.00          | $50832.80          | Other Instrument                                  |
| NEW YORK ST URBAN DEV CORP                                       | 2029-09-15      | 5.0000%  | 0.0000% | $15000.00          | $16315.95          | Other Instrument                                  |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2052-02-12      | 4.4000%  | 0.0000% | $922000.00         | $671707.73         | Corporate Debt Securities                         |
| APPLOVIN CORP                                                    | 2034-12-01      | 5.5000%  | 0.0000% | $6580000.00        | $6710046.39        | Corporate Debt Securities                         |
| CITIGROUP INC                                                    | 2079-12-31      | 7.2000%  | 0.0000% | $1286000.00        | $1333954.94        | Corporate Debt Securities                         |
| HERC HOLDINGS INC                                                | 2031-03-15      | 5.7500%  | 0.0000% | $97000.00          | $97983.34          | Corporate Debt Securities                         |
| INDIANA FINANCE AUTHORITY                                        | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10785.31          | Other Instrument                                  |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2032-07-01      | 5.0000%  | 0.0000% | $40000.00          | $45146.71          | Other Instrument                                  |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2054-08-15      | 0.0000%  | 0.0000% | $5000.00           | $24571.15          | Money Market                                      |
| KRAFT HEINZ FOODS CO                                             | 2042-06-04      | 5.0000%  | 0.0000% | $1474000.00        | $1332758.04        | Corporate Debt Securities                         |
| MORGAN STANLEY                                                   | 2032-03-12      | 4.7080%  | 0.0000% | $278000.00         | $277162.26         | Corporate Debt Securities                         |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                          | 2033-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5076.41           | Other Instrument                                  |
| PORT OF GREATER CINCINNATI DEV AUTH OH                           | 2035-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17229.22          | Other Instrument                                  |
| TEXAS INSTRUMENTS INC                                            | 2063-05-18      | 5.0500%  | 0.0000% | $70000.00          | $63435.05          | Corporate Debt Securities                         |
| UNIVERSITY OF WASHINGTON                                         | 2031-04-01      | 5.0000%  | 0.0000% | $20000.00          | $22180.36          | Other Instrument                                  |
| WYLIE TX INDEP SCH DIST COLLIN CNTY                              | 2041-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10998.17          | Other Instrument                                  |
| UBS GROUP AG                                                     | 2030-02-08      | 5.4280%  | 0.0000% | $1300000.00        | $1340668.91        | Corporate Debt Securities                         |
| AMSR TRUST AMSR_24-SFR2                                          | 2041-11-17      | 4.1500%  | 0.0000% | $22000000.00       | $21507465.21       | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                                                       | 2044-06-15      | 4.8500%  | 0.0000% | $20000.00          | $18541.95          | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                                                  | 2028-08-01      | 6.1250%  | 0.0000% | $99000.00          | $100492.16         | Corporate Debt Securities                         |
| ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY                    | 2027-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10394.54          | Other Instrument                                  |
| ALAMO TEX COMMUNITY COLLEGE DISTRICT                             | 2029-02-15      | 5.0000%  | 0.0000% | $95000.00          | $101857.73         | Other Instrument                                  |
| ALASKA MUNICIPAL BOND BANK AUTHORITY                             | 2030-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11009.08          | Other Instrument                                  |
| ALBUQUERQUE N MEX                                                | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10688.68          | Other Instrument                                  |
| ALEXANDRIA REAL EST EQ INC                                       | 2034-03-15      | 2.9500%  | 0.0000% | $242000.00         | $204295.80         | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | 2036-03-12      | 5.1250%  | 0.0000% | $37000.00          | $36346.51          | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                                         | 2033-08-03      | 4.4200%  | 0.0000% | $99000.00          | $97468.64          | Corporate Debt Securities                         |
| AMERICAN MUNICIPAL POWER INC                                     | 2029-02-15      | 5.0000%  | 0.0000% | $15000.00          | $15771.40          | Other Instrument                                  |
| ANGLETON TEX INDPT SCH DIST                                      | 2029-02-15      | 3.0000%  | 0.0000% | $1125000.00        | $1132256.25        | Other Instrument                                  |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | 2042-07-15      | 3.7500%  | 0.0000% | $98000.00          | $79750.20          | Corporate Debt Securities                         |
| ANNA TEX INDPT SCH DIST                                          | 2029-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10748.77          | Other Instrument                                  |
| APA CORP (US)                                                    | 2040-09-01      | 5.1000%  | 0.0000% | $582000.00         | $533227.43         | Corporate Debt Securities                         |
| ARIZONA BRD REGENTS UNIV ARIZ SYS                                | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11206.91          | Other Instrument                                  |
| ARIZONA HEALTH FAC AUTH                                          | 2046-01-01      | 3.3500%  | 0.0000% | $8260000.00        | $8280558.22        | Money Market                                      |
| ATLANTA GA (CITY OF)                                             | 2033-11-01      | 5.0000%  | 0.0000% | $250000.00         | $265242.78         | Other Instrument                                  |
| AUSTIN TX (CITY OF)                                              | 2031-09-01      | 5.0000%  | 0.0000% | $25000.00          | $28005.61          | Other Instrument                                  |
| AUSTIN TEX INDPT SCH DIST                                        | 2031-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22077.62          | Other Instrument                                  |
| BANCO DE CREDITO DEL PERU                                        | 2037-01-15      | 5.6500%  | 0.0000% | $1256000.00        | $1271987.83        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                             | 2037-04-23      | 5.4890%  | 0.0000% | $55918000.00       | $55516358.09       | Corporate Debt Securities                         |
| BLACK BELT ENERGY GAS DIST                                       | 2036-06-01      | 5.0000%  | 0.0000% | $455000.00         | $468622.70         | Other Instrument                                  |
| BROWARD CNTY FLA SCH BRD                                         | 2030-07-01      | 5.0000%  | 0.0000% | $150000.00         | $163119.50         | Other Instrument                                  |
| BROWN-FORMAN CORPORATION                                         | 2045-07-15      | 4.5000%  | 0.0000% | $143000.00         | $119675.99         | Corporate Debt Securities                         |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2029-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5180.81           | Other Instrument                                  |
| CARMAN-AINSWORTH CMNTY SCH DIST MICH                             | 2028-05-01      | 4.0000%  | 0.0000% | $45000.00          | $47063.20          | Other Instrument                                  |
| CASTLEBERRY TEX INDPT SCH DIST                                   | 2032-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5078.72           | Other Instrument                                  |
| CEDAR RAPIDS IOWA                                                | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $26149.64          | Other Instrument                                  |
| CENTRAL AMERICA BOTTLING CORP                                    | 2029-04-27      | 5.2500%  | 0.0000% | $300000.00         | $296657.25         | Corporate Debt Securities                         |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_23-RPL2                 | 2063-03-25      | 3.2500%  | 0.0000% | $2100000.00        | $1558965.12        | Private Label Collateralized Mortgage Obligations |
| CHATHAM CNTY NC                                                  | 2028-11-01      | 5.0000%  | 0.0000% | $25000.00          | $27134.28          | Other Instrument                                  |
| ARAPAHOE CNTY COLO SCH DIST NO 5 CHERRY CREEK                    | 2043-12-15      | 5.2500%  | 0.0000% | $7000000.00        | $7981452.50        | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                     | 2030-01-01      | 2.3460%  | 0.0000% | $180000.00         | $169906.47         | Other Instrument                                  |
| CHIPPEWA VALLEY MICH SCHS                                        | 2028-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16076.87          | Other Instrument                                  |
| CINTAS CORPORATION NO 2                                          | 2032-05-01      | 4.0000%  | 0.0000% | $31000.00          | $30720.66          | Corporate Debt Securities                         |
| CITIGROUP INC                                                    | 2079-12-31      | 6.7500%  | 0.0000% | $192000.00         | $194811.36         | Corporate Debt Securities                         |
| CLACKAMAS CNTY ORE                                               | 2028-06-01      | 5.0000%  | 0.0000% | $20000.00          | $21443.49          | Other Instrument                                  |
| CLARK COUNTY OF (NEVADA)                                         | 2029-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5413.47           | Other Instrument                                  |
| CLARK CNTY NEV ARPT                                              | 2045-07-01      | 6.8200%  | 0.0000% | $1395000.00        | $1560215.28        | Other Instrument                                  |
| CLEMSON UNIV                                                     | 2028-05-01      | 5.0000%  | 0.0000% | $45000.00          | $48169.95          | Other Instrument                                  |
| CLEVELAND TENN UTILS AUTH WTR                                    | 2031-06-01      | 5.0000%  | 0.0000% | $210000.00         | $236652.03         | Other Instrument                                  |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2062-05-15      | 3.2500%  | 0.0000% | $35000000.00       | $35085458.33       | Money Market                                      |
| COLUMBUS OHIO                                                    | 2029-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16314.85          | Other Instrument                                  |
| CONNECTICUT (STATE OF)                                           | 2028-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10696.50          | Other Instrument                                  |
| CONNECTICUT (STATE OF)                                           | 2028-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10696.50          | Other Instrument                                  |
| CONNECTICUT (STATE OF)                                           | 2027-07-01      | 5.0000%  | 0.0000% | $1525000.00        | $1592005.11        | Other Instrument                                  |
| CONOCOPHILLIPS                                                   | 2047-10-01      | 4.8750%  | 0.0000% | $56000.00          | $49664.00          | Corporate Debt Securities                         |
| CONSTELLIUM SE                                                   | 2032-08-15      | 6.3750%  | 0.0000% | $6898000.00        | $7155510.96        | Corporate Debt Securities                         |
| COOK CNTY ILL SCH DIST NO 143 MIDLOTHIAN                         | 2032-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22779.69          | Other Instrument                                  |
| COPPELL TEX INDPT SCH DIST                                       | 2034-08-15      | 5.0000%  | 0.0000% | $15000.00          | $17103.10          | Other Instrument                                  |
| COPPERAS COVE TEX INDPT SCH DIST                                 | 2035-02-15      | 5.0000%  | 0.0000% | $95000.00          | $110468.96         | Other Instrument                                  |
| COX COMMUNICATIONS INC                                           | 2053-12-15      | 5.8000%  | 0.0000% | $3550000.00        | $3069330.00        | Corporate Debt Securities                         |
| CROWLEY TEX INDPT SCH DIST                                       | 2036-02-01      | 5.0000%  | 0.0000% | $35000.00          | $39286.14          | Other Instrument                                  |
| DALLAS FORT WORTH TEX INTL ARPT                                  | 2029-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11047.81          | Other Instrument                                  |
| DALLAS TEX INDPT SCH DIST                                        | 2032-02-15      | 5.0000%  | 0.0000% | $35000.00          | $39455.38          | Other Instrument                                  |
| DALLAS TEX INDPT SCH DIST                                        | 2035-02-15      | 5.0000%  | 0.0000% | $175000.00         | $198584.17         | Other Instrument                                  |
| DEER PARK TEX INDPT SCH DIST                                     | 2028-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10650.77          | Other Instrument                                  |
| DELAWARE TRANSN AUTH                                             | 2028-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10631.84          | Other Instrument                                  |
| DENVER COLO CITY & CNTY SCH DIST NO 1                            | 2028-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5267.58           | Other Instrument                                  |
| DICKS SPORTING GOODS INC                                         | 2032-01-15      | 3.1500%  | 0.0000% | $81000.00          | $74564.35          | Corporate Debt Securities                         |
| DOMINION ENERGY INC                                              | 2041-04-15      | 3.3000%  | 0.0000% | $7505000.00        | $5578428.98        | Corporate Debt Securities                         |
| DOUGLAS CNTY GA SCH DIST                                         | 2030-04-01      | 5.0000%  | 0.0000% | $65000.00          | $71070.86          | Other Instrument                                  |
| DUVAL CNTY FLA SCH BRD                                           | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10662.48          | Other Instrument                                  |
| DUVAL CNTY FLA SCH BRD                                           | 2029-07-01      | 5.0000%  | 0.0000% | $125000.00         | $135922.22         | Other Instrument                                  |
| DUVAL CNTY FLA SCH BRD                                           | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11064.18          | Other Instrument                                  |
| EMD FINANCE LLC                                                  | 2035-10-15      | 5.0000%  | 0.0000% | $4157000.00        | $4110122.90        | Corporate Debt Securities                         |
| ELGIN TEX INDPT SCH DIST                                         | 2028-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5330.71           | Other Instrument                                  |
| ELK GROVE VILLAGE ILL                                            | 2033-01-01      | 4.0000%  | 0.0000% | $10000.00          | $10189.32          | Other Instrument                                  |
| EMERSON ELECTRIC CO                                              | 2035-03-15      | 5.0000%  | 0.0000% | $6048000.00        | $6116342.40        | Corporate Debt Securities                         |
| FAYETTE CNTY GA PUB FACS AUTH                                    | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16382.67          | Other Instrument                                  |
| FEDEX CORP                                                       | 2065-02-01      | 4.5000%  | 0.0000% | $51000.00          | $35742.08          | Corporate Debt Securities                         |
| FERRIS TEX                                                       | 2032-03-01      | 4.0000%  | 0.0000% | $5000.00           | $5184.08           | Other Instrument                                  |
| FIGRE TRUST FIGRE_26-FL1                                         | 2056-03-25      | 5.4890%  | 0.0000% | $3200000.00        | $3142902.08        | Asset-Backed Securities                           |
| 522 FUNDING CLO LTD MORGN_17-1A                                  | 2034-10-20      | 7.2368%  | 0.0000% | $2000000.00        | $1937480.47        | Asset-Backed Securities                           |
| DUKE ENERGY FLORIDA LLC                                          | 2040-04-01      | 5.6500%  | 0.0000% | $271000.00         | $275799.79         | Corporate Debt Securities                         |
| FLORIDA ST BRD ED                                                | 2031-06-01      | 5.0000%  | 0.0000% | $17000.00          | $19215.52          | Other Instrument                                  |
| FOREST HILLS MICH PUB SCHS                                       | 2037-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22286.42          | Other Instrument                                  |
| FORT BEND CNTY TEX MUNI UTILITY DUST NO 206                      | 2029-03-01      | 4.0000%  | 0.0000% | $25000.00          | $25185.64          | Other Instrument                                  |
| GARLAND TEX INDPT SCH DIST                                       | 2029-02-15      | 5.0000%  | 0.0000% | $605000.00         | $651141.33         | Other Instrument                                  |
| GEORGIA ST PORTS AUTH                                            | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10912.28          | Other Instrument                                  |
| GEORGIA ST RD & TWY AUTH                                         | 2029-06-01      | 5.0000%  | 0.0000% | $35000.00          | $36606.66          | Other Instrument                                  |
| GOLDMAN SACHS GROUP INC/THE                                      | 2045-11-19      | 5.5610%  | 0.0000% | $25000.00          | $24662.25          | Corporate Debt Securities                         |
| GREAT LAKES WATER AUTH MICH                                      | 2028-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21355.76          | Other Instrument                                  |
| GREAT LAKES WATER AUTH MICH                                      | 2028-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16016.82          | Other Instrument                                  |
| GREAT LAKES WATER AUTH MICH                                      | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21779.76          | Other Instrument                                  |
| GUILFORD CNTY N C                                                | 2030-03-01      | 5.0000%  | 0.0000% | $1670000.00        | $1835253.92        | Other Instrument                                  |
| HAMILTON CNTY OHIO                                               | 2027-12-01      | 5.0000%  | 0.0000% | $45000.00          | $47635.85          | Other Instrument                                  |
| HANCOCK CNTY IND                                                 | 2028-01-15      | 4.0000%  | 0.0000% | $10000.00          | $10335.57          | Other Instrument                                  |
| HARTFORD HEALTHCARE CORP                                         | 2054-07-01      | 3.4470%  | 0.0000% | $604000.00         | $439684.37         | Corporate Debt Securities                         |
| HIDALGO CNTY TEX                                                 | 2028-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21238.13          | Other Instrument                                  |
| HILLSBOROUGH CNTY FLA SCH BRD                                    | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10631.68          | Other Instrument                                  |
| HORRY CNTY S C                                                   | 2029-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5385.37           | Other Instrument                                  |
| IHO VERWALTUNGS GMBH                                             | 2030-11-15      | 7.7500%  | 0.0000% | $1313983.00        | $1399353.57        | Corporate Debt Securities                         |
| ISU FACS CORP IOWA REV                                           | 2029-07-01      | 3.0000%  | 0.0000% | $5000.00           | $5054.53           | Other Instrument                                  |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                            | 2039-01-01      | 5.0000%  | 0.0000% | $20000.00          | $20894.56          | Other Instrument                                  |
| INDIANAPOLIS POWER & LIGHT CO                                    | 2046-05-01      | 4.0500%  | 0.0000% | $90000.00          | $72147.38          | Corporate Debt Securities                         |
| INTERMOUNTAIN PWR AGY UTAH                                       | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10855.28          | Other Instrument                                  |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2027-12-01      | 0.0000%  | 0.0000% | $3622199.00        | $3633427.82        | Money Market                                      |
| JPMMT_24-HE3                                                     | 2055-02-25      | 6.0229%  | 0.0000% | $1350000.00        | $1365719.30        | Asset-Backed Securities                           |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                       | 2028-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10744.11          | Other Instrument                                  |
| KING CNTY WASH SCH DIST NO 414 LAKE WASHINGTON                   | 2033-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10272.56          | Other Instrument                                  |
| KING CNTY WASH SCH DIST NO 414 LAKE WASHINGTON                   | 2029-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5315.28           | Other Instrument                                  |
| KROGER CO                                                        | 2047-02-01      | 4.4500%  | 0.0000% | $90000.00          | $74632.63          | Corporate Debt Securities                         |
| LEE CNTY N C                                                     | 2028-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21439.82          | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2029-05-15      | 5.0000%  | 0.0000% | $60000.00          | $66206.20          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10622.38          | Other Instrument                                  |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2028-07-01      | 5.0000%  | 0.0000% | $50000.00          | $53111.89          | Other Instrument                                  |
| LOS ANGELES CALIF MUN IMPT CORP                                  | 2029-11-01      | 5.0000%  | 0.0000% | $35000.00          | $38812.94          | Other Instrument                                  |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2028-07-01      | 5.0000%  | 0.0000% | $200000.00         | $214525.56         | Other Instrument                                  |
| MADISON WIS AREA TECHNICAL COLLEGE DIST                          | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11326.84          | Other Instrument                                  |
| MANATEE CNTY FLA                                                 | 2053-10-01      | 5.5000%  | 0.0000% | $200000.00         | $213662.11         | Other Instrument                                  |
| MANSFIELD TEX INDPT SCH DIST                                     | 2038-02-15      | 5.0000%  | 0.0000% | $25000.00          | $27688.17          | Other Instrument                                  |
| MARICOPA CITY ARIZ                                               | 2028-07-15      | 5.0000%  | 0.0000% | $15000.00          | $16004.00          | Other Instrument                                  |
| MARICOPA CNTY ARIZ SCH DIST NO 3 TEMPE ELEM                      | 2030-07-01      | 5.0000%  | 0.0000% | $25000.00          | $26106.44          | Other Instrument                                  |
| MARYLAND (STATE OF)                                              | 2032-03-15      | 5.0000%  | 0.0000% | $50000.00          | $53455.00          | Other Instrument                                  |
| MARYLAND (STATE OF)                                              | 2034-06-01      | 5.0000%  | 0.0000% | $15000.00          | $17613.52          | Other Instrument                                  |
| MARYLAND (STATE OF)                                              | 2037-06-01      | 5.0000%  | 0.0000% | $8000000.00        | $9335235.56        | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2042-10-01      | 3.1500%  | 0.0000% | $16990000.00       | $17028864.63       | Money Market                                      |
| MEBANE N C                                                       | 2028-08-01      | 5.0000%  | 0.0000% | $35000.00          | $37276.44          | Other Instrument                                  |
| MEDFORD MASS                                                     | 2029-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16157.67          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA                                              | 2029-10-01      | 5.0000%  | 0.0000% | $20000.00          | $20280.96          | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2027-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5297.76           | Other Instrument                                  |
| MICHIGAN ST BLDG AUTH                                            | 2030-10-15      | 5.0000%  | 0.0000% | $5000.00           | $5509.27           | Other Instrument                                  |
| MICHIGAN ST BLDG AUTH                                            | 2031-04-15      | 5.0000%  | 0.0000% | $15000.00          | $16659.20          | Other Instrument                                  |
| MIDLAND TEX                                                      | 2033-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11350.84          | Other Instrument                                  |
| MIDLAND TEX INDPT SCH DIST                                       | 2039-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10255.73          | Other Instrument                                  |
| MISS PWR CO                                                      | 2041-10-15      | 4.7500%  | 0.0000% | $214000.00         | $187902.52         | Corporate Debt Securities                         |
| MISSOURI JT MUN ELEC UTIL COMMN                                  | 2035-12-01      | 4.0000%  | 0.0000% | $10000.00          | $10176.86          | Other Instrument                                  |
| MISSOURI HIGHWAYS AND TRANSPORTATION COMMISSION                  | 2029-05-01      | 5.0000%  | 0.0000% | $100000.00         | $109097.11         | Other Instrument                                  |
| MORGAN STANLEY PRIVATE BANK NA                                   | 2028-07-06      | 3.6300%  | 0.0000% | $1499000.00        | $1507156.23        | Corporate Debt Securities                         |
| MSD WASHINGTON TOWNSHIP                                          | 2031-07-15      | 5.0000%  | 0.0000% | $10000.00          | $11156.33          | Other Instrument                                  |
| MULTNOMAH CNTY ORE SCH DIST NO 1 PORTLAND                        | 2028-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10707.10          | Other Instrument                                  |
| MUNICIPAL ELEC AUTH GA                                           | 2057-04-01      | 6.6370%  | 0.0000% | $577000.00         | $614774.15         | Other Instrument                                  |
| NATICK MASS                                                      | 2029-07-15      | 5.0000%  | 0.0000% | $50000.00          | $52336.67          | Other Instrument                                  |
| NATIONWIDE CHILDRENS HOSPITAL                                    | 2052-11-01      | 4.5560%  | 0.0000% | $1327000.00        | $1158515.38        | Corporate Debt Securities                         |
| NESTLE CAPITAL CORP                                              | 2054-03-12      | 5.1000%  | 0.0000% | $1050000.00        | $986223.00         | Corporate Debt Securities                         |
| NESTLE HLDGS INC.                                                | 2048-09-24      | 4.0000%  | 0.0000% | $325000.00         | $259623.00         | Corporate Debt Securities                         |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2028-12-15      | 0.0000%  | 0.0000% | $30000.00          | $22457.66          | Other Instrument                                  |
| NEW MEXICO (STATE OF)                                            | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10671.38          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10366.31          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2035-10-01      | 4.0000%  | 0.0000% | $25000.00          | $25484.06          | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2036-11-01      | 2.1700%  | 0.0000% | $2890000.00        | $2222669.30        | Other Instrument                                  |
| NEW YORK CITY OF                                                 | 2032-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28261.28          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2035-05-01      | 5.0000%  | 0.0000% | $25000.00          | $28524.28          | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2050-06-15      | 3.4000%  | 0.0000% | $1275000.00        | $1276877.44        | Money Market                                      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2032-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5486.30           | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2028-06-15      | 5.0000%  | 0.0000% | $20000.00          | $21458.60          | Other Instrument                                  |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2031-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10456.10          | Other Instrument                                  |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2031-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11384.20          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $26048.19          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2029-03-15      | 5.0000%  | 0.0000% | $10000.00          | $10742.53          | Other Instrument                                  |
| NORTH BRUNSWICK TWP N J BRD ED                                   | 2030-05-15      | 4.0000%  | 0.0000% | $5000.00           | $5361.52           | Other Instrument                                  |
| NORTH DAVIS CNTY UTAH SWR DIST                                   | 2028-03-01      | 5.0000%  | 0.0000% | $45000.00          | $47409.95          | Other Instrument                                  |
| NORTH SLOPE BORO ALASKA                                          | 2029-06-30      | 5.0000%  | 0.0000% | $20000.00          | $21768.73          | Other Instrument                                  |
| NORTHROP GRUMMAN CORP                                            | 2034-06-01      | 4.9000%  | 0.0000% | $45000.00          | $45803.73          | Corporate Debt Securities                         |
| NORTHSIDE TEX INDPT SCH DIST                                     | 2035-06-15      | 4.0000%  | 0.0000% | $50000.00          | $50785.50          | Other Instrument                                  |
| NORTHSIDE TEX INDPT SCH DIST                                     | 2030-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10400.37          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2028-09-15      | 5.0000%  | 0.0000% | $35000.00          | $37240.35          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10730.38          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH                                             | 2028-06-01      | 5.0000%  | 0.0000% | $85000.00          | $90501.58          | Other Instrument                                  |
| OHIO ST WTR DEV AUTH                                             | 2034-06-01      | 5.0000%  | 0.0000% | $20000.00          | $23450.29          | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2028-09-01      | 5.0000%  | 0.0000% | $70000.00          | $74488.71          | Other Instrument                                  |
| OLD SPANISH TRAIL ALEMDA CORRIDORS REDEV AUTH REV TEX            | 2030-09-01      | 3.0000%  | 0.0000% | $5000.00           | $5026.48           | Other Instrument                                  |
| ORLANDO FLA UTILS COMMN                                          | 2037-10-01      | 5.0000%  | 0.0000% | $275000.00         | $312954.89         | Other Instrument                                  |
| PEARLAND TEX INDPT SCH DIST                                      | 2029-02-15      | 5.0000%  | 0.0000% | $25000.00          | $26885.67          | Other Instrument                                  |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2029-01-01      | 4.0000%  | 0.0000% | $15000.00          | $15329.43          | Other Instrument                                  |
| PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY               | 2044-11-01      | 5.2500%  | 0.0000% | $4040000.00        | $4414242.03        | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2028-12-01      | 5.0000%  | 0.0000% | $25000.00          | $27056.86          | Other Instrument                                  |
| PETERS TWP PA SCH DIST WASHINGTON CNTY                           | 2028-09-15      | 5.0000%  | 0.0000% | $15000.00          | $15874.95          | Other Instrument                                  |
| PIMA CNTY ARIZ                                                   | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10688.68          | Other Instrument                                  |
| PITT CNTY N C                                                    | 2030-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16366.02          | Other Instrument                                  |
| PUBLIC SERVICE COMPANY OF COLORADO                               | 2031-06-15      | 1.8750%  | 0.0000% | $57000.00          | $50096.23          | Corporate Debt Securities                         |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2055-10-01      | 3.2500%  | 0.0000% | $16100000.00       | $16139020.14       | Money Market                                      |
| PUGET SOUND ENRG INC                                             | 2041-04-15      | 5.6380%  | 0.0000% | $61000.00          | $60861.48          | Corporate Debt Securities                         |
| QTS FAYETTEVILLE I DC1-2 LLC                                     | 2036-04-15      | 5.7000%  | 0.0000% | $60855000.00       | $59263946.03       | Corporate Debt Securities                         |
| RELX CAPITAL INC                                                 | 2035-03-27      | 5.2500%  | 0.0000% | $78000.00          | $78961.94          | Corporate Debt Securities                         |
| REPUBLIC SERVICES INC                                            | 2032-02-15      | 1.7500%  | 0.0000% | $50000.00          | $42968.79          | Corporate Debt Securities                         |
| RICHLAND CNTY S C                                                | 2039-03-01      | 4.0000%  | 0.0000% | $10000.00          | $10378.56          | Other Instrument                                  |
| ROCKLAND CNTY N Y                                                | 2028-06-15      | 4.0000%  | 0.0000% | $200000.00         | $206486.00         | Other Instrument                                  |
| ROMEO MICH CMNTY SCH DIST                                        | 2031-05-01      | 5.0000%  | 0.0000% | $65000.00          | $71994.29          | Other Instrument                                  |
| ROPER TECHNOLOGIES INC                                           | 2035-09-15      | 5.1000%  | 0.0000% | $72116000.00       | $70627165.18       | Corporate Debt Securities                         |
| ROSS STORES INC                                                  | 2031-04-15      | 1.8750%  | 0.0000% | $16458000.00       | $14460019.37       | Corporate Debt Securities                         |
| ROXBURY TWP N J                                                  | 2030-08-01      | 3.0000%  | 0.0000% | $10000.00          | $10077.57          | Other Instrument                                  |
| ROYALTY PHARMA PLC                                               | 2034-09-02      | 5.4000%  | 0.0000% | $41000.00          | $41792.53          | Corporate Debt Securities                         |
| ST JOHNS CNTY FLA                                                | 2028-06-01      | 5.0000%  | 0.0000% | $100000.00         | $105979.67         | Other Instrument                                  |
| SALESFORCE INC                                                   | 2046-03-15      | 6.4000%  | 0.0000% | $1950000.00        | $1967989.83        | Corporate Debt Securities                         |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC      | 2042-05-01      | 5.0000%  | 0.0000% | $6820000.00        | $7686215.78        | Other Instrument                                  |
| SANTA MONICA-MALIBU UNI SCH DIST CALIF                           | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15729.27          | Other Instrument                                  |
| SHASTA TEHAMA TRINITY CALIF JT CMNTY COLLEGE DIST                | 2037-08-01      | 3.0000%  | 0.0000% | $25000.00          | $23703.17          | Other Instrument                                  |
| SMITH CNTY TEX                                                   | 2039-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10939.17          | Other Instrument                                  |
| SNOHOMISH CNTY WASH SCH DIST NO 306 LAKEWOOD                     | 2029-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22045.29          | Other Instrument                                  |
| CHILLICOTHE OHIO HOSP FACS                                       | 2035-06-01      | 5.0000%  | 0.0000% | $65000.00          | $69829.14          | Other Instrument                                  |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2029-07-01      | 5.0000%  | 0.0000% | $35000.00          | $37853.82          | Other Instrument                                  |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | 2046-10-01      | 3.9500%  | 0.0000% | $59000.00          | $45088.50          | Corporate Debt Securities                         |
| SURPRISE ARIZ                                                    | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10677.88          | Other Instrument                                  |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2043-05-01      | 0.0000%  | 0.0000% | $1900000.00        | $1930875.00        | Money Market                                      |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2048-05-01      | 0.0000%  | 0.0000% | $6425000.00        | $6529406.25        | Money Market                                      |
| TEXAS PUBLIC FINANCE AUTHORITY                                   | 2030-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16077.62          | Other Instrument                                  |
| TEXAS (STATE OF)                                                 | 2033-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28779.78          | Other Instrument                                  |
| TEXAS ST UNIV SYS                                                | 2029-03-15      | 5.0000%  | 0.0000% | $10000.00          | $10711.40          | Other Instrument                                  |
| TEXAS ST UNIV SYS                                                | 2041-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11061.10          | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2028-11-15      | 5.0000%  | 0.0000% | $35000.00          | $38024.23          | Other Instrument                                  |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                             | 2028-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10848.84          | Other Instrument                                  |
| TRUIST FINANCIAL CORP                                            | 2034-06-08      | 5.8670%  | 0.0000% | $10188000.00       | $10819167.54       | Corporate Debt Securities                         |
| USF FING CORP FLA                                                | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10870.73          | Other Instrument                                  |
| UNION ELECTRIC CO                                                | 2045-04-15      | 3.6500%  | 0.0000% | $586000.00         | $442500.81         | Corporate Debt Securities                         |
| UNIVERSITY OF ARKANSAS                                           | 2027-10-01      | 4.0000%  | 0.0000% | $15000.00          | $15316.08          | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2027-05-15      | 5.0000%  | 0.0000% | $15000.00          | $15737.80          | Other Instrument                                  |
| UNIVERSITY OF COLORADO                                           | 2028-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10707.34          | Other Instrument                                  |
| UNIVERSITY OF HOUSTON                                            | 2055-02-15      | 5.2720%  | 0.0000% | $430000.00         | $405710.73         | Other Instrument                                  |
| UNIVERSITY OF MINNESOTA                                          | 2029-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21652.36          | Other Instrument                                  |
| VERIZON COMMUNICATIONS INC                                       | 2052-03-01      | 3.8750%  | 0.0000% | $80000.00          | $58947.26          | Corporate Debt Securities                         |
| VIRGINIA ST PUB BLDG AUTH                                        | 2036-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11211.51          | Other Instrument                                  |
| VIRGINIA ST PUB SCH AUTH                                         | 2031-08-15      | 5.0000%  | 0.0000% | $50000.00          | $56329.83          | Other Instrument                                  |
| VODAFONE GROUP PLC                                               | 2053-02-10      | 5.6250%  | 0.0000% | $59000.00          | $56026.40          | Corporate Debt Securities                         |
| VORNADO REALTY LP                                                | 2026-06-01      | 2.1500%  | 0.0000% | $5625000.00        | $5660879.69        | Corporate Debt Securities                         |
| WASATCH COUNTY SCHOOL DISTRICT                                   | 2030-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11059.44          | Other Instrument                                  |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2046-07-15      | 5.0000%  | 0.0000% | $20000.00          | $20986.47          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10677.88          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2031-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22531.16          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2034-01-01      | 5.0000%  | 0.0000% | $835000.00         | $961282.62         | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $35000.00          | $36060.19          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2040-08-01      | 5.0000%  | 0.0000% | $35000.00          | $36094.49          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2035-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10732.51          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2040-08-01      | 5.0000%  | 0.0000% | $15000.00          | $15899.87          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2029-07-01      | 5.0000%  | 0.0000% | $50000.00          | $54575.89          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2032-06-01      | 5.0000%  | 0.0000% | $65000.00          | $71855.84          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                            | 2037-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28072.28          | Other Instrument                                  |
| WASTE MANAGEMENT INC                                             | 2033-02-15      | 4.6250%  | 0.0000% | $253000.00         | $255371.98         | Corporate Debt Securities                         |
| WELD CNTY COLO SCH DIST NO RE-2                                  | 2028-12-01      | 5.0000%  | 0.0000% | $25000.00          | $27044.11          | Other Instrument                                  |
| WESTPAC BANKING CORP                                             | 2040-11-16      | 2.9630%  | 0.0000% | $712000.00         | $534881.54         | Corporate Debt Securities                         |
| WISCONSIN CTR DIST WIS                                           | 2035-12-15      | 5.0000%  | 0.0000% | $130000.00         | $150650.79         | Other Instrument                                  |
| WISCONSIN ELECTRIC POWER COMPANY                                 | 2033-05-15      | 5.6250%  | 0.0000% | $17000.00          | $18328.40          | Corporate Debt Securities                         |
| WISCONSIN (STATE OF)                                             | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10905.41          | Other Instrument                                  |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                        | 2031-01-15      | 8.3750%  | 0.0000% | $2537000.00        | $2769686.24        | Corporate Debt Securities                         |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                            | 2029-05-07      | 4.2500%  | 0.0000% | $400000.00         | $407369.44         | Corporate Debt Securities                         |
| AIR CANADA                                                       | 2026-08-15      | 3.8750%  | 0.0000% | $30000.00          | $30143.79          | Corporate Debt Securities                         |
| SMBC AVIATION CAPITAL FINANCE DA                                 | 2033-07-25      | 5.7000%  | 0.0000% | $400000.00         | $415680.67         | Corporate Debt Securities                         |
| BOMBARDIER INC                                                   | 2031-07-01      | 7.2500%  | 0.0000% | $50000.00          | $53733.76          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC                                       | 2034-04-05      | 5.7500%  | 0.0000% | $672000.00         | $695145.73         | Corporate Debt Securities                         |
| EMD FINANCE LLC                                                  | 2032-10-15      | 4.6250%  | 0.0000% | $185000.00         | $182945.96         | Corporate Debt Securities                         |
| APLD COMPUTECO 2 LLC                                             | 2031-03-15      | 6.7500%  | 0.0000% | $250000.00         | $251491.25         | Corporate Debt Securities                         |
| TKO_5                                                            | 2036-01-15      | 9.6231%  | 0.0000% | $4000000.00        | $4017038.50        | Asset-Backed Securities                           |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| AUTONATION INC       | 2026-05-01      | 0.0000%  | 0.0000% | $36342315.00       | $36160603.42       | Money Market |
| GLOBAL PAYMENTS INC. | 2026-05-07      | 0.0000%  | 0.0000% | $173999999.00      | $173839397.00      | Money Market |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUMISHO AIR LEASE CORP                                           | 2029-10-01      | 3.2500%  | 0.0000% | $320000.00         | $304098.58         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2039-03-15      | 6.0500%  | 0.0000% | $322000.00         | $328051.19         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                    | 2031-07-12      | 2.5000%  | 0.0000% | $200000.00         | $179332.00         | Corporate Debt Securities |
| KFW                                                              | 2027-03-01      | 4.3750%  | 0.0000% | $5000.00           | $5054.40           | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                               | 2054-08-08      | 5.8750%  | 0.0000% | $3236000.00        | $3175751.97        | Corporate Debt Securities |
| BERMUDA                                                          | 2030-08-20      | 2.3750%  | 0.0000% | $524000.00         | $477268.66         | Corporate Debt Securities |
| MORGAN STANLEY                                                   | 2038-01-19      | 5.9480%  | 0.0000% | $293000.00         | $306442.09         | Corporate Debt Securities |
| ANNE ARUNDEL COUNTY OF (MARYLAND)                                | 2029-04-01      | 5.0000%  | 0.0000% | $15000.00          | $16113.87          | Other Instrument          |
| CANYONS SCH DIST UTAH                                            | 2029-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10934.20          | Other Instrument          |
| CHILE (REPUBLIC OF)                                              | 2041-05-07      | 3.1000%  | 0.0000% | $1822000.00        | $1416417.74        | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                                | 2030-01-15      | 3.0000%  | 0.0000% | $1636000.00        | $1553234.76        | Corporate Debt Securities |
| HOUSTON CITY OF                                                  | 2032-11-15      | 1.8220%  | 0.0000% | $800000.00         | $599420.59         | Other Instrument          |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION                 | 2029-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5515.41           | Other Instrument          |
| KENTUCKY ST TPK AUTH                                             | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16340.07          | Other Instrument          |
| PERU (REPUBLIC OF)                                               | 2050-11-18      | 5.6250%  | 0.0000% | $177000.00         | $174081.71         | Corporate Debt Securities |
| PFIZER INC                                                       | 2032-11-15      | 4.5000%  | 0.0000% | $10261000.00       | $10405936.63       | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                        | 2031-01-14      | 7.7500%  | 0.0000% | $989000.00         | $1142205.44        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                                            | 2033-10-04      | 4.8750%  | 0.0000% | $2280000.00        | $2289030.70        | Corporate Debt Securities |
| SANTOS FINANCE LTD.                                              | 2031-04-29      | 3.6490%  | 0.0000% | $2017000.00        | $1889346.82        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2054-04-15      | 5.7500%  | 0.0000% | $3097000.00        | $2852509.92        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2051-04-27      | 5.0000%  | 0.0000% | $2020000.00        | $1600681.67        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                          | 2038-01-17      | 7.7500%  | 0.0000% | $293000.00         | $358662.36         | Corporate Debt Securities |
| BERMUDA                                                          | 2032-07-15      | 5.0000%  | 0.0000% | $417000.00         | $424457.35         | Corporate Debt Securities |
| CALIFORNIA (STATE OF)                                            | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10153.74          | Other Instrument          |
| CHILE (REPUBLIC OF)                                              | 2042-03-07      | 4.3400%  | 0.0000% | $1786000.00        | $1581930.65        | Corporate Debt Securities |
| EVERGY INC                                                       | 2055-06-01      | 6.6500%  | 0.0000% | $4378000.00        | $4565043.97        | Corporate Debt Securities |
| KNOC                                                             | 2029-09-30      | 4.2500%  | 0.0000% | $200000.00         | $199736.33         | Corporate Debt Securities |
| NEW YORK CITY OF                                                 | 2055-02-01      | 6.3850%  | 0.0000% | $5070000.00        | $5319926.35        | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2029-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27317.11          | Other Instrument          |
| PHILIPPINES (REPUBLIC OF)                                        | 2030-02-02      | 9.5000%  | 0.0000% | $91000.00          | $109194.74         | Corporate Debt Securities |
| SAN ANTONIO TX                                                   | 2029-05-15      | 5.0000%  | 0.0000% | $40000.00          | $43689.07          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $195000.00         | $210249.22         | Other Instrument          |
| CHILE (REPUBLIC OF)                                              | 2047-06-21      | 3.8600%  | 0.0000% | $560000.00         | $446001.73         | Corporate Debt Securities |
| GIBRALTAR MICH SCH DIST                                          | 2036-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5776.56           | Other Instrument          |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2046-11-15      | 0.0000%  | 0.0000% | $670000.00         | $682227.50         | Money Market              |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2035-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5655.09           | Other Instrument          |
| MANATEE CNTY FLA SCH BRD                                         | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11375.58          | Other Instrument          |
| MARICOPA CNTY ARIZ SCH DIST NO 14 CREIGHTON                      | 2036-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5746.64           | Other Instrument          |
| OREGON (STATE OF)                                                | 2030-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22357.02          | Other Instrument          |
| PHILIPPINES (REPUBLIC OF)                                        | 2040-01-20      | 3.9500%  | 0.0000% | $2176000.00        | $1875738.60        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                        | 2033-07-17      | 5.0000%  | 0.0000% | $586000.00         | $597740.84         | Corporate Debt Securities |
| PINE TREE TEX INDPT SCH DIST                                     | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11188.17          | Other Instrument          |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | 2030-05-13      | 6.0000%  | 0.0000% | $1000000.00        | $1062383.33        | Corporate Debt Securities |
| COLBUN SA                                                        | 2030-03-06      | 3.1500%  | 0.0000% | $201000.00         | $189015.38         | Corporate Debt Securities |
| CI FINANCIAL CORP (PRE-MERGER)                                   | 2029-05-30      | 7.5000%  | 0.0000% | $1067000.00        | $1152135.93        | Corporate Debt Securities |
| AKRON BATH COPLEY OHIO JT TWP HOSP DIST                          | 2028-11-15      | 5.0000%  | 0.0000% | $35000.00          | $37754.38          | Other Instrument          |
| ALEDO TEX INDPT SCH DIST                                         | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11109.97          | Other Instrument          |
| ELEVANCE HEALTH INC                                              | 2028-03-01      | 4.1010%  | 0.0000% | $136000.00         | $136079.03         | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                                        | 2030-08-30      | 5.8750%  | 0.0000% | $147000.00         | $147014.41         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                                         | 2028-06-15      | 2.8750%  | 0.0000% | $1302000.00        | $1255298.89        | Corporate Debt Securities |
| ARGYLE TEX INDPT SCH DIST                                        | 2035-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16868.35          | Other Instrument          |
| ARLINGTON TEX INDPT SCH DIST                                     | 2029-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10759.87          | Other Instrument          |
| ASPEN COLO                                                       | 2029-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10969.34          | Other Instrument          |
| AUGUSTA GA                                                       | 2042-10-01      | 5.0500%  | 0.0000% | $10940000.00       | $10899391.33       | Other Instrument          |
| BELTRAMI CNTY MINN                                               | 2038-12-01      | 5.0000%  | 0.0000% | $30000.00          | $33634.33          | Other Instrument          |
| BROADLANDS MET DIST NO 2 COLO                                    | 2029-12-01      | 3.2000%  | 0.0000% | $860000.00         | $871046.22         | Other Instrument          |
| BROWARD CNTY FLA SCH BRD                                         | 2030-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16509.87          | Other Instrument          |
| BUCKS CNTY PA WTR & SWR AUTH                                     | 2034-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11357.04          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2030-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10971.54          | Other Instrument          |
| CALIFORNIA (STATE OF)                                            | 2036-08-01      | 5.0000%  | 0.0000% | $2265000.00        | $2651592.72        | Other Instrument          |
| CALIFORNIA ST ENTERPRISE DEV AUTH                                | 2030-06-01      | 5.0000%  | 0.0000% | $125000.00         | $138490.56         | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2033-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11031.61          | Other Instrument          |
| CENTRAL PUGET SOUND REGIONAL TRPORTN ATHY WA SECOND LIEN         | 2035-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11222.21          | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2036-01-01      | 6.2070%  | 0.0000% | $3850000.00        | $2176571.21        | Other Instrument          |
| CHICAGO IL MIDWAY ARPT                                           | 2036-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22463.16          | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2038-01-01      | 5.0000%  | 0.0000% | $40000.00          | $44007.91          | Other Instrument          |
| CHILE (REPUBLIC OF)                                              | 2037-01-13      | 5.6500%  | 0.0000% | $360000.00         | $381921.50         | Corporate Debt Securities |
| CLARK CNTY NEV ARPT                                              | 2029-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27216.69          | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2030-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22162.16          | Other Instrument          |
| CLEVELAND ELECTRIC ILLUMINATING                                  | 2028-04-01      | 3.5000%  | 0.0000% | $70000.00          | $68810.66          | Corporate Debt Securities |
| COBB CNTY GA                                                     | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16392.12          | Other Instrument          |
| COLLIN CNTY TEX                                                  | 2029-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21477.13          | Other Instrument          |
| COLORADO MESA UNIVERSITY                                         | 2038-05-15      | 5.0000%  | 0.0000% | $5000.00           | $5754.88           | Other Instrument          |
| COLORADO SPRINGS COLO                                            | 2028-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10850.37          | Other Instrument          |
| COLORADO ST BRD GOVERNORS                                        | 2036-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5730.32           | Other Instrument          |
| COLORADO (STATE OF)                                              | 2032-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11076.70          | Other Instrument          |
| COMAL TEX INDPT SCH DIST                                         | 2033-02-15      | 5.0000%  | 0.0000% | $185000.00         | $211039.98         | Other Instrument          |
| COOK CNTY ILL SCH DIST NO 104 ARGO SUMMIT                        | 2030-12-01      | 4.2700%  | 0.0000% | $1450000.00        | $1464228.93        | Other Instrument          |
| CROWN POINT IND CMNTY SCH CORP                                   | 2029-01-15      | 5.0000%  | 0.0000% | $30000.00          | $32303.20          | Other Instrument          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                             | 2031-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22234.53          | Other Instrument          |
| DALLAS TEX                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5602.13           | Other Instrument          |
| DALLAS TEX                                                       | 2030-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10983.48          | Other Instrument          |
| DAVIS CNTY UTAH SCH DIST                                         | 2034-06-01      | 3.2500%  | 0.0000% | $5000.00           | $5067.36           | Other Instrument          |
| DELAWARE (STATE OF)                                              | 2028-05-01      | 5.0000%  | 0.0000% | $35000.00          | $37604.39          | Other Instrument          |
| DELAWARE VALLEY PA REGIONAL FINANCIAL AUTHORITY                  | 2036-12-01      | 4.0000%  | 0.0000% | $20000.00          | $21073.16          | Other Instrument          |
| DENVER COLO CITY & CNTY                                          | 2038-08-01      | 5.5000%  | 0.0000% | $2455000.00        | $2974165.67        | Other Instrument          |
| DETROIT MICH CITY SCH DIST                                       | 2032-05-01      | 5.2500%  | 0.0000% | $35000.00          | $39920.45          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11037.81          | Other Instrument          |
| DOVER TWP PA SWR AUTH                                            | 2033-05-01      | 3.0000%  | 0.0000% | $100000.00         | $100631.67         | Other Instrument          |
| EASTPOINTE MICH CMNTY SCHS                                       | 2035-05-01      | 5.0000%  | 0.0000% | $50000.00          | $58105.06          | Other Instrument          |
| ECTOR CNTY TEX INDPT SCH DIST                                    | 2028-08-15      | 5.0000%  | 0.0000% | $40000.00          | $42603.07          | Other Instrument          |
| EL PASO CNTY COLO                                                | 2028-12-01      | 5.0000%  | 0.0000% | $25000.00          | $26934.61          | Other Instrument          |
| EL PASO CNTY COLO SCH DIST NO 49 FALCON                          | 2028-12-15      | 5.0000%  | 0.0000% | $15000.00          | $16159.05          | Other Instrument          |
| EVERGY INC                                                       | 2029-03-15      | 4.2500%  | 0.0000% | $41000.00          | $40880.80          | Corporate Debt Securities |
| FAIRFAX CNTY VA                                                  | 2027-10-01      | 4.0000%  | 0.0000% | $10000.00          | $10233.32          | Other Instrument          |
| FAYETTEVILLE N C                                                 | 2029-06-01      | 5.0000%  | 0.0000% | $35000.00          | $38320.61          | Other Instrument          |
| FAYETTEVILLE N C                                                 | 2030-06-01      | 5.0000%  | 0.0000% | $45000.00          | $50206.70          | Other Instrument          |
| FIFTH THIRD BANCORP                                              | 2028-03-14      | 3.9500%  | 0.0000% | $545000.00         | $543161.84         | Corporate Debt Securities |
| FLORIDA ST BRD ED                                                | 2035-06-01      | 4.0000%  | 0.0000% | $10000.00          | $10240.86          | Other Instrument          |
| FLORIDA ST BRD ED                                                | 2028-06-01      | 5.0000%  | 0.0000% | $30000.00          | $32133.43          | Other Instrument          |
| FOREST HILLS MICH PUB SCHS                                       | 2031-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16387.22          | Other Instrument          |
| FORT LAUDERDALE FLA                                              | 2039-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16513.92          | Other Instrument          |
| FORT WORTH TEX                                                   | 2035-03-01      | 5.0000%  | 0.0000% | $40000.00          | $44372.58          | Other Instrument          |
| FRANKLIN IND CMNTY MULTI-SCH BLDG CORP                           | 2029-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10824.83          | Other Instrument          |
| GAVILAN CALIF JT CMNTY COLLEGE DIST                              | 2034-08-01      | 4.0000%  | 0.0000% | $10000.00          | $10218.69          | Other Instrument          |
| GENESEE CNTY MICH                                                | 2036-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17073.17          | Other Instrument          |
| GEORGETOWN TEX INDPT SCH DIST                                    | 2031-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11187.17          | Other Instrument          |
| GILDAN ACTIVEWEAR INC.                                           | 2030-10-07      | 4.7000%  | 0.0000% | $12646000.00       | $12542590.85       | Corporate Debt Securities |
| GRAND CNTY COLO SCH DIST NO 2 EAST GRANDE                        | 2028-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10799.54          | Other Instrument          |
| GRAND PRAIRIE TEX                                                | 2038-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11165.17          | Other Instrument          |
| GROSSE ILE TWP MICH SCH DIST                                     | 2039-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11394.11          | Other Instrument          |
| GROSSE POINTE MICH PUB SCH SYS                                   | 2033-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16255.82          | Other Instrument          |
| HARRIS COUNTY TEXAS                                              | 2034-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10156.47          | Other Instrument          |
| HIGHMARK INC                                                     | 2026-05-10      | 1.4500%  | 0.0000% | $25000.00          | $25137.93          | Corporate Debt Securities |
| HILLSBOROUGH CNTY FLA                                            | 2031-08-01      | 5.0000%  | 0.0000% | $60000.00          | $67514.47          | Other Instrument          |
| HILMAR CALIF UNI SCH DIST SCH BLDG CORP                          | 2026-08-01      | 0.0000%  | 0.0000% | $245000.00         | $242993.45         | Other Instrument          |
| HUNGARY (GOVERNMENT)                                             | 2041-03-29      | 7.6250%  | 0.0000% | $150000.00         | $176966.40         | Corporate Debt Securities |
| HUNTSVILLE ALA                                                   | 2030-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10955.14          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2030-04-01      | 5.0000%  | 0.0000% | $5000.00           | $5420.49           | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2030-03-01      | 5.0000%  | 0.0000% | $25000.00          | $27058.86          | Other Instrument          |
| ILLINOIS (STATE OF)                                              | 2035-02-01      | 5.0000%  | 0.0000% | $205000.00         | $230541.18         | Other Instrument          |
| IMPERIAL CALIF CMNTY COLLEGE DIST                                | 2043-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11143.71          | Other Instrument          |
| INLAND LAKES SCHS MICH                                           | 2035-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11605.81          | Other Instrument          |
| IOWA FINANCE AUTHORITY                                           | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11247.71          | Other Instrument          |
| IRVING TEX INDPT SCH DIST                                        | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11116.17          | Other Instrument          |
| JAPAN BANK FOR INTL COOP                                         | 2029-10-17      | 2.0000%  | 0.0000% | $300000.00         | $279156.67         | Corporate Debt Securities |
| JOLIET ILL PK DIST                                               | 2038-02-01      | 5.0000%  | 0.0000% | $25000.00          | $27289.78          | Other Instrument          |
| KANSAS CITY MO INDL DEV AUTH                                     | 2054-03-01      | 5.0000%  | 0.0000% | $4505000.00        | $4553989.37        | Other Instrument          |
| KENT ST UNIV OHIO                                                | 2028-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10691.81          | Other Instrument          |
| KING CNTY WASH SCH DIST NO 401 HIGHLINE                          | 2031-12-01      | 5.0000%  | 0.0000% | $115000.00         | $118989.86         | Other Instrument          |
| KITSAP CNTY WASH SCH DIST NO 303 BAINBRIDGE ISLAND               | 2032-12-01      | 5.0000%  | 0.0000% | $55000.00          | $58155.59          | Other Instrument          |
| LAKE CNTY ILL SCH DIST NO 38 BIG HALLOW                          | 2033-11-01      | 5.0000%  | 0.0000% | $20000.00          | $21731.82          | Other Instrument          |
| LAKE TRAVIS TEX INDPT SCH DIST                                   | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11196.77          | Other Instrument          |
| LAKEVILLE MINN INDPT SCH DIST NO 194                             | 2029-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5388.41           | Other Instrument          |
| LANSING MICH                                                     | 2032-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5691.62           | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2032-06-01      | 5.0000%  | 0.0000% | $45000.00          | $51652.55          | Other Instrument          |
| LEANDER TEX INDPT SCH DIST                                       | 2037-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5728.33           | Other Instrument          |
| LEANDER TEX INDPT SCH DIST                                       | 2034-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11488.17          | Other Instrument          |
| LEE CNTY FLA SCH BRD                                             | 2028-08-01      | 5.0000%  | 0.0000% | $55000.00          | $58526.66          | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $15000.00          | $16523.50          | Other Instrument          |
| LOUISIANA (STATE OF)                                             | 2034-05-01      | 5.0000%  | 0.0000% | $275000.00         | $321720.06         | Other Instrument          |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST                      | 2035-05-15      | 5.0000%  | 0.0000% | $20000.00          | $22876.33          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2028-05-15      | 5.0000%  | 0.0000% | $60000.00          | $64759.13          | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2029-05-15      | 5.0000%  | 0.0000% | $40000.00          | $43507.87          | Other Instrument          |
| MADERA CALIF UNI SCH DIST                                        | 2038-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5659.02           | Other Instrument          |
| MAINE MUNICIPAL BOND BANK                                        | 2029-09-01      | 5.0000%  | 0.0000% | $20000.00          | $21714.09          | Other Instrument          |
| MAINE MUNICIPAL BOND BANK                                        | 2032-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11541.91          | Other Instrument          |
| MARION & POLK CNTYS ORE SCH DIST NO 24J SALEM                    | 2028-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10700.80          | Other Instrument          |
| MARKEL GROUP INC                                                 | 2046-04-05      | 5.0000%  | 0.0000% | $2096000.00        | $1850227.70        | Corporate Debt Securities |
| MARYLAND (STATE OF)                                              | 2031-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5576.80           | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2029-07-01      | 5.0000%  | 0.0000% | $110000.00         | $120038.36         | Other Instrument          |
| MASSACHUSETTS ST WTR RES AUTH                                    | 2035-08-01      | 5.0000%  | 0.0000% | $25000.00          | $25464.03          | Other Instrument          |
| METROPOLITAN COUNCIL MINN MINNEAPOLIS                            | 2036-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11748.63          | Other Instrument          |
| MIAMI-DADE CNTY FLA TRANSIT SALES SURTAX REV                     | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16280.67          | Other Instrument          |
| MICHIGAN ST BLDG AUTH                                            | 2030-04-15      | 5.0000%  | 0.0000% | $15000.00          | $16388.75          | Other Instrument          |
| MIDLAND CNTY TEX                                                 | 2042-02-15      | 5.0000%  | 0.0000% | $25000.00          | $27172.42          | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2033-08-01      | 5.0000%  | 0.0000% | $45000.00          | $51993.50          | Other Instrument          |
| MONTGOMERY CNTY TEX MUN UTIL DIST NO 199                         | 2043-09-01      | 4.0000%  | 0.0000% | $15000.00          | $14450.25          | Other Instrument          |
| MOUNT HOREB WIS                                                  | 2030-04-01      | 5.0000%  | 0.0000% | $25000.00          | $27083.69          | Other Instrument          |
| MSD WASHINGTON TOWNSHIP                                          | 2032-01-15      | 5.0000%  | 0.0000% | $20000.00          | $22441.47          | Other Instrument          |
| MUNICIPAL ELEC AUTH GA                                           | 2057-04-01      | 7.0550%  | 0.0000% | $1221000.00        | $1343885.34        | Other Instrument          |
| NASDAQ INC                                                       | 2031-01-15      | 1.6500%  | 0.0000% | $103000.00         | $90930.72          | Corporate Debt Securities |
| NATWEST GROUP PLC                                                | 2047-03-03      | 5.9080%  | 0.0000% | $4408000.00        | $4309059.50        | Corporate Debt Securities |
| NAVARRO TEX INDPT SCH DIST                                       | 2030-02-15      | 5.0000%  | 0.0000% | $25000.00          | $27259.42          | Other Instrument          |
| NEVADA (STATE OF)                                                | 2029-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10960.21          | Other Instrument          |
| NEVADA (STATE OF)                                                | 2029-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16440.32          | Other Instrument          |
| NEW BRAUNFELS TEX INDPT SCH DIST                                 | 2034-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11163.91          | Other Instrument          |
| NEW MEXICO (STATE OF)                                            | 2028-07-01      | 5.0000%  | 0.0000% | $95000.00          | $101378.09         | Other Instrument          |
| NEW YORK CITY OF                                                 | 2032-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22609.02          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10846.41          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2035-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10770.61          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2030-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5527.96           | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2028-06-15      | 5.0000%  | 0.0000% | $35000.00          | $37552.55          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2028-06-15      | 5.0000%  | 0.0000% | $35000.00          | $37552.55          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11303.38          | Other Instrument          |
| NORTH TEX MUN WTR DIST TEX                                       | 2041-06-01      | 4.0000%  | 0.0000% | $10000.00          | $10233.36          | Other Instrument          |
| OESTERREICH KONTROLLBANK                                         | 2028-03-01      | 4.2500%  | 0.0000% | $300000.00         | $303346.58         | Corporate Debt Securities |
| OGDEN CITY UTAH SCH DIST MUN BLDG AUTH                           | 2038-01-15      | 5.0000%  | 0.0000% | $20000.00          | $22601.87          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2031-12-01      | 5.0000%  | 0.0000% | $55000.00          | $62554.49          | Other Instrument          |
| OHIO ST WTR DEV AUTH                                             | 2028-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5408.82           | Other Instrument          |
| OKLAHOMA CNTY OKLA INDPT SCH DIST NO 52 MIDWEST CITY             | 2029-07-01      | 4.0000%  | 0.0000% | $50000.00          | $55573.11          | Other Instrument          |
| OMAHA NEB                                                        | 2029-04-15      | 5.0000%  | 0.0000% | $10000.00          | $10713.63          | Other Instrument          |
| ORANGE CNTY N C                                                  | 2028-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21242.36          | Other Instrument          |
| OREGON ST DEPT TRANSN                                            | 2034-11-15      | 5.0000%  | 0.0000% | $25000.00          | $28746.92          | Other Instrument          |
| PACIFICORP                                                       | 2029-02-15      | 5.1000%  | 0.0000% | $28000.00          | $28604.10          | Corporate Debt Securities |
| PALM BEACH CNTY FLA HEALTH FACS AUTH                             | 2034-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5329.78           | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2030-08-15      | 5.0000%  | 0.0000% | $30000.00          | $33188.60          | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2035-03-01      | 4.0000%  | 0.0000% | $20000.00          | $20423.31          | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2034-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5637.29           | Other Instrument          |
| PENNSYLVANIA STATE UNIVERSITY                                    | 2033-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11304.14          | Other Instrument          |
| PHILIPPINES (REPUBLIC OF)                                        | 2027-10-13      | 5.1700%  | 0.0000% | $475000.00         | $483816.66         | Corporate Debt Securities |
| PIMA CNTY ARIZ UNI SCH DIST NO 1 TUCSON                          | 2029-07-01      | 3.0000%  | 0.0000% | $4620000.00        | $4666692.80        | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2033-07-15      | 5.0000%  | 0.0000% | $40000.00          | $44003.73          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2028-12-01      | 3.0000%  | 0.0000% | $10000.00          | $10125.07          | Other Instrument          |
| RANDALL CNTY TEX                                                 | 2042-02-01      | 4.0000%  | 0.0000% | $45000.00          | $45790.15          | Other Instrument          |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                      | 2029-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10924.67          | Other Instrument          |
| RICHARDSON TEX INDPT SCH DIST                                    | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11364.17          | Other Instrument          |
| RIVERSIDE CALIF UNI SCH DIST                                     | 2033-08-01      | 4.0000%  | 0.0000% | $10000.00          | $10228.49          | Other Instrument          |
| ROCHESTER MINN                                                   | 2038-11-15      | 5.0000%  | 0.0000% | $7740000.00        | $8758455.00        | Other Instrument          |
| ROYAL TEX INDPT SCH DIST                                         | 2032-02-15      | 5.0000%  | 0.0000% | $35000.00          | $39316.78          | Other Instrument          |
| SAN ANTONIO TX                                                   | 2030-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10946.11          | Other Instrument          |
| SAN BENITO TEX CONS INDPT SCH DIST                               | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11158.04          | Other Instrument          |
| AIRPORT COMMISSION OF THE CITY AND COUNTY OF SAN FRANCISCO       | 2031-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5735.56           | Other Instrument          |
| SANTA ROSA CNTY FLA SCH BRD                                      | 2038-02-01      | 5.0000%  | 0.0000% | $120000.00         | $134233.33         | Other Instrument          |
| SEATTLE (CITY OF)                                                | 2029-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10873.64          | Other Instrument          |
| SIXTH STREET LENDING PARTNERS                                    | 2030-01-15      | 5.7500%  | 0.0000% | $5640000.00        | $5698886.30        | Corporate Debt Securities |
| SOCIETE GENERALE SA                                              | 2041-03-01      | 3.6250%  | 0.0000% | $9226000.00        | $6734619.93        | Corporate Debt Securities |
| SOUTH CAROLINA TRANSPORTATION INFRASTRUCTURE BANK                | 2028-10-01      | 5.0000%  | 0.0000% | $90000.00          | $95632.00          | Other Instrument          |
| SOUTH WASHINGTON CNTY INDPT SCH DIST NO 833 MINN                 | 2032-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16838.20          | Other Instrument          |
| SOUTHEASTERN PA TRANSN AUTH PA                                   | 2034-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5663.72           | Other Instrument          |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2035-03-01      | 5.4500%  | 0.0000% | $4100000.00        | $4124935.97        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                       | 2055-04-01      | 5.0000%  | 0.0000% | $4640000.00        | $4890023.82        | Other Instrument          |
| TAMPA BAY WTR FLA                                                | 2042-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21783.16          | Other Instrument          |
| TANGER PROPERTIES LP                                             | 2031-09-01      | 2.7500%  | 0.0000% | $990000.00         | $888947.67         | Corporate Debt Securities |
| TELUS CORPORATION                                                | 2027-09-15      | 3.7000%  | 0.0000% | $350000.00         | $347481.75         | Corporate Debt Securities |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2054-07-01      | 0.0000%  | 0.0000% | $885000.00         | $895297.47         | Money Market              |
| TENDER OPT BD TR RCPTS / CTFS                                    | 2055-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $5075621.55        | Money Market              |
| TRI-CNTY MET TRANSN DIST ORE                                     | 2040-09-01      | 4.0000%  | 0.0000% | $15000.00          | $15099.68          | Other Instrument          |
| USF FING CORP FLA                                                | 2031-07-01      | 5.0000%  | 0.0000% | $65000.00          | $72723.52          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.0000%  | 0.0000% | $135000.00         | $152363.25         | Other Instrument          |
| UNIVERSITY OF NORTH TEXAS                                        | 2033-04-15      | 5.0000%  | 0.0000% | $190000.00         | $215198.43         | Other Instrument          |
| UNIVERSITY OF NORTHERN COLORADO                                  | 2030-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16012.27          | Other Instrument          |
| UNIVERSITY OF WASHINGTON                                         | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11536.68          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2035-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5757.81           | Other Instrument          |
| WACO TEX                                                         | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11257.81          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-02-01      | 5.0000%  | 0.0000% | $45000.00          | $48519.05          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2036-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11591.18          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2039-02-01      | 5.0000%  | 0.0000% | $300000.00         | $340611.33         | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2029-06-01      | 5.0000%  | 0.0000% | $15000.00          | $16408.72          | Other Instrument          |
| WASHINGTON ST CONV CENTER PUBLIC FACILITIES DISTRICT             | 2040-07-01      | 6.7900%  | 0.0000% | $3335000.00        | $3066920.98        | Other Instrument          |
| WELLS FARGO & COMPANY                                            | 2035-12-03      | 5.2110%  | 0.0000% | $9992000.00        | $10168441.23       | Corporate Debt Securities |
| WENTZVILLE MO                                                    | 2032-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5572.27           | Other Instrument          |
| WESTERN MARICOPA EDUCATION CENTER DISTRICT NO 402                | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10675.68          | Other Instrument          |
| WESTFIELD-WASHINGTON IND MULTI-SCH BLDG CORP                     | 2034-01-15      | 5.0000%  | 0.0000% | $10000.00          | $11410.33          | Other Instrument          |
| WESTFIELD-WASHINGTON IND MULTI-SCH BLDG CORP                     | 2034-01-15      | 5.0000%  | 0.0000% | $10000.00          | $11432.23          | Other Instrument          |
| WHATCOM CNTY WASH SCH DIST NO 501 BELLINGHAM                     | 2036-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10673.94          | Other Instrument          |
| XCEL ENERGY INC                                                  | 2041-09-15      | 4.8000%  | 0.0000% | $1117000.00        | $997726.74         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | 2035-09-21      | 5.6250%  | 0.0000% | $1700000.00        | $1729229.38        | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                          | 2035-10-12      | 8.5000%  | 0.0000% | $750000.00         | $934372.50         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                         | 2040-01-27      | 5.6000%  | 0.0000% | $9753000.00        | $9718831.99        | Corporate Debt Securities |
| BARRICK INTL BARBADOS CORP                                       | 2036-10-15      | 6.3500%  | 0.0000% | $100000.00         | $108263.58         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                          | 2042-01-17      | 5.2500%  | 0.0000% | $455000.00         | $449763.33         | Corporate Debt Securities |
| BACARDI LTD                                                      | 2028-05-15      | 4.7000%  | 0.0000% | $100000.00         | $102093.17         | Corporate Debt Securities |
| GOODMAN US FINANCE FIVE LLC                                      | 2032-05-04      | 4.6250%  | 0.0000% | $380000.00         | $379088.42         | Corporate Debt Securities |

### Security 297: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10771.01          | Other Instrument          |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                       | 2030-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11127.21          | Other Instrument          |
| PIERCE CNTY WASH SCH DIST NO 3 PUYALLUP                          | 2029-12-01      | 5.0000%  | 0.0000% | $45000.00          | $47084.60          | Other Instrument          |
| WYANDOTTE CNTY KANS                                              | 2033-09-01      | 2.4110%  | 0.0000% | $250000.00         | $215577.84         | Other Instrument          |
| MARION CNTY FLA SCH BRD                                          | 2035-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5716.12           | Other Instrument          |
| OKALOOSA FLA GAS DIST                                            | 2034-10-01      | 5.0000%  | 0.0000% | $30000.00          | $34093.73          | Other Instrument          |
| FRASER MICH PUB SCH DIST                                         | 2040-05-01      | 5.0000%  | 0.0000% | $40000.00          | $44680.84          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11318.84          | Other Instrument          |
| PHOENIX ARIZ CIVIC IMPT CORP                                     | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11454.88          | Other Instrument          |
| ABILENE TEX                                                      | 2030-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10930.57          | Other Instrument          |
| ADELANTO CALIF PUB UTIL AUTH                                     | 2035-07-01      | 4.7500%  | 0.0000% | $1950000.00        | $1969346.71        | Other Instrument          |
| ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY                    | 2028-09-01      | 5.0000%  | 0.0000% | $30000.00          | $31945.33          | Other Instrument          |
| ALASKA (STATE OF)                                                | 2029-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16321.97          | Other Instrument          |
| ALDINE TEX INDPT SCH DIST                                        | 2030-02-15      | 5.0000%  | 0.0000% | $55000.00          | $60032.32          | Other Instrument          |
| ALLEN TEX INDPT SCH DIST                                         | 2036-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5744.98           | Other Instrument          |
| ANNE ARUNDEL COUNTY OF (MARYLAND)                                | 2032-04-01      | 5.0000%  | 0.0000% | $35000.00          | $39568.47          | Other Instrument          |
| BALL STATE UNIVERSITY                                            | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10647.88          | Other Instrument          |
| BASALT & RURAL FIRE PROTN DIST COLO                              | 2036-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11346.54          | Other Instrument          |
| BRENHAM TEX                                                      | 2030-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10907.37          | Other Instrument          |
| BROOKHAVEN N Y                                                   | 2032-04-15      | 4.0000%  | 0.0000% | $30000.00          | $31700.90          | Other Instrument          |
| BRYAN TEX INDPT SCH DIST                                         | 2035-02-15      | 5.0000%  | 0.0000% | $30000.00          | $33827.60          | Other Instrument          |
| CAJON VALLEY CALIF UN SCH DIST                                   | 2029-08-01      | 4.0000%  | 0.0000% | $105000.00         | $106395.33         | Other Instrument          |
| CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY                  | 2036-03-01      | 5.0000%  | 0.0000% | $8430000.00        | $8885725.80        | Other Instrument          |
| CALIFORNIA ST MUNI FIN AUTH                                      | 2040-11-20      | 4.3250%  | 0.0000% | $49558.00          | $48967.00          | Other Instrument          |
| CALIFORNIA ST ENTERPRISE DEV AUTH                                | 2043-11-01      | 5.0000%  | 0.0000% | $30000.00          | $33864.03          | Other Instrument          |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5750.77           | Other Instrument          |
| CANYONS SCHOOL DISTRICT LOCAL BUILDING AUTHORITY                 | 2033-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11545.90          | Other Instrument          |
| CEDAR SPRINGS MICH PUB SCH DIST                                  | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11531.91          | Other Instrument          |
| CHARLESTON S C                                                   | 2032-01-01      | 4.0000%  | 0.0000% | $25000.00          | $27043.81          | Other Instrument          |
| CHARLOTTE N C                                                    | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11361.18          | Other Instrument          |
| CHARLOTTE N C                                                    | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11322.28          | Other Instrument          |
| CHICAGO (CITY OF)                                                | 2042-01-01      | 5.4320%  | 0.0000% | $395000.00         | $356815.06         | Other Instrument          |
| CHICAGO HOUSING AUTHORITY                                        | 2038-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5206.59           | Other Instrument          |
| CHICAGO ILL MET WTR RECLAMATION DIST                             | 2030-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5161.12           | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT                                     | 2037-01-01      | 4.0000%  | 0.0000% | $45000.00          | $46294.75          | Other Instrument          |
| CLARK COUNTY OF (NEVADA)                                         | 2029-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10926.84          | Other Instrument          |
| CLARK CNTY NEV SCH DIST                                          | 2034-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5704.30           | Other Instrument          |
| CLARK CNTY WASH SCH DIST NO 122 RIDGEFIELD                       | 2033-12-01      | 4.0000%  | 0.0000% | $15000.00          | $15387.98          | Other Instrument          |
| CLEAR CREEK TEX INDPT SCH DIST                                   | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11278.67          | Other Instrument          |
| CONNECTICUT (STATE OF)                                           | 2032-05-15      | 5.0000%  | 0.0000% | $40000.00          | $45810.27          | Other Instrument          |
| CONNECTICUT (STATE OF)                                           | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10684.38          | Other Instrument          |
| CONROE TEX INDPT SCH DIST                                        | 2033-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28485.92          | Other Instrument          |
| CUMBERLAND VALLEY PA SCH DIST                                    | 2035-11-15      | 2.4920%  | 0.0000% | $460000.00         | $377159.37         | Other Instrument          |
| DALLAS CNTY TEX                                                  | 2030-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16512.55          | Other Instrument          |
| DALLAS TEX                                                       | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11204.27          | Other Instrument          |
| DALLAS TEX                                                       | 2029-02-15      | 5.0000%  | 0.0000% | $40000.00          | $42987.47          | Other Instrument          |
| DALLAS AREA RAPID TRANSIT                                        | 2032-12-01      | 5.2500%  | 0.0000% | $20000.00          | $23311.58          | Other Instrument          |
| DALLAS TEX INDPT SCH DIST                                        | 2034-02-15      | 5.0000%  | 0.0000% | $35000.00          | $39912.48          | Other Instrument          |
| DAYTON CITY SCHOOL DISTRICT                                      | 2035-12-01      | 3.0000%  | 0.0000% | $30000.00          | $29141.90          | Other Instrument          |
| DELAWARE (STATE OF)                                              | 2032-05-01      | 5.0000%  | 0.0000% | $80000.00          | $92300.09          | Other Instrument          |
| DENTON TX                                                        | 2031-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22155.53          | Other Instrument          |
| DENTON TX                                                        | 2039-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5561.08           | Other Instrument          |
| DENTON TEX INDPT SCH DIST                                        | 2031-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10823.57          | Other Instrument          |
| DENVER COLO CITY & CNTY                                          | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10907.31          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2035-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10414.24          | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2029-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21644.96          | Other Instrument          |
| DISTRICT OF COLUMBIA WATER AND SEWER AUTHORITY                   | 2035-10-01      | 5.0000%  | 0.0000% | $1285000.00        | $1494867.63        | Other Instrument          |
| ELGIN TEX INDPT SCH DIST                                         | 2036-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22716.42          | Other Instrument          |
| ELIZABETH N J                                                    | 2029-05-01      | 4.0000%  | 0.0000% | $10000.00          | $10614.19          | Other Instrument          |
| ERIE COLO                                                        | 2027-12-01      | 3.2500%  | 0.0000% | $205000.00         | $208032.23         | Other Instrument          |
| FLORIDA ST BRD ED                                                | 2031-06-01      | 5.0000%  | 0.0000% | $170000.00         | $192155.16         | Other Instrument          |
| FORT BEND CNTY TEX MUNI UTILITY DUST NO 206                      | 2032-03-01      | 5.0000%  | 0.0000% | $50000.00          | $54187.22          | Other Instrument          |
| GLENDALE ARIZ INDL DEV AUTH                                      | 2030-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11058.67          | Other Instrument          |
| GOVERNOR MIFFLIN PA SCH DIST                                     | 2036-04-01      | 4.0000%  | 0.0000% | $10000.00          | $10153.22          | Other Instrument          |
| HARRIS COUNTY TEXAS                                              | 2027-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10418.17          | Other Instrument          |
| HOUSTON TEX INDPT SCH DIST                                       | 2032-02-15      | 5.0000%  | 0.0000% | $105000.00         | $118604.50         | Other Instrument          |
| HOUSTON TEX INDPT SCH DIST                                       | 2033-07-15      | 5.0000%  | 0.0000% | $10000.00          | $11456.93          | Other Instrument          |
| HOUSTON TEX INDPT SCH DIST                                       | 2029-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16135.60          | Other Instrument          |
| HURON VALLEY MICH SCH DIST                                       | 2030-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11142.71          | Other Instrument          |
| IDAHO ENERGY RESOURCES CO                                        | 2032-09-15      | 5.0000%  | 0.0000% | $15000.00          | $16830.75          | Other Instrument          |
| ILLINOIS FINANCE AUTHORITY                                       | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16353.72          | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                        | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11145.91          | Other Instrument          |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK                  | 2032-01-15      | 5.0000%  | 0.0000% | $5000.00           | $5613.12           | Other Instrument          |
| IOWA (STATE OF)                                                  | 2030-06-01      | 5.0000%  | 0.0000% | $20000.00          | $21798.09          | Other Instrument          |
| JEA                                                              | 2029-10-01      | 5.0000%  | 0.0000% | $100000.00         | $103464.78         | Other Instrument          |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                       | 2053-05-01      | 0.0000%  | 0.0000% | $13700000.00       | $13932900.00       | Money Market              |
| JEFFERSON CNTY ALA BRD ED                                        | 2035-02-01      | 5.0000%  | 0.0000% | $40000.00          | $45602.04          | Other Instrument          |
| KING CNTY WASH                                                   | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21842.96          | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2030-06-01      | 5.0000%  | 0.0000% | $130000.00         | $143198.61         | Other Instrument          |
| LAS VEGAS VALLEY NEV WTR DIST                                    | 2034-06-01      | 5.0000%  | 0.0000% | $3680000.00        | $4270190.22        | Other Instrument          |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2033-05-15      | 5.0000%  | 0.0000% | $50000.00          | $55373.33          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2039-07-01      | 5.0000%  | 0.0000% | $45000.00          | $49688.90          | Other Instrument          |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2032-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5755.69           | Other Instrument          |
| LOWER COLORADO RIVER AUTHORITY                                   | 2029-05-15      | 5.0000%  | 0.0000% | $285000.00         | $310509.40         | Other Instrument          |
| LUBBOCK TEX                                                      | 2029-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10732.67          | Other Instrument          |
| MARCO ISLAND FLA                                                 | 2040-10-01      | 3.2500%  | 0.0000% | $275000.00         | $260061.47         | Other Instrument          |
| MARICOPA CNTY ARIZ SCH DIST NO 4 MESA UNI                        | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11448.78          | Other Instrument          |
| MARYLAND ST DEPT TRANSN                                          | 2032-10-01      | 4.0000%  | 0.0000% | $15000.00          | $15277.23          | Other Instrument          |
| MARYLAND STADIUM AUTHORITY                                       | 2034-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5641.17           | Other Instrument          |
| MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN                  | 2033-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5791.68           | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2041-07-01      | 2.5140%  | 0.0000% | $2600000.00        | $2019108.43        | Other Instrument          |
| MECKLENBURG CNTY N C                                             | 2028-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10657.84          | Other Instrument          |
| MIAMI-DADE CNTY FLA RICKENBACKER CSWY REV                        | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16836.57          | Other Instrument          |
| MIDLOTHIAN TEX                                                   | 2029-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5366.61           | Other Instrument          |
| MINNESOTA PUB FACS AUTH                                          | 2030-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10978.04          | Other Instrument          |
| MINNESOTA (STATE OF)                                             | 2034-08-01      | 5.0000%  | 0.0000% | $45000.00          | $52497.95          | Other Instrument          |
| MINNESOTA HEALTH & ED FACS AUT                                   | 2035-03-01      | 5.0000%  | 0.0000% | $15000.00          | $16979.17          | Other Instrument          |
| MISSOURI HIGHWAYS AND TRANSPORTATION COMMISSION                  | 2028-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10746.11          | Other Instrument          |
| OHIO HOUSING FINANCE AGENCY                                      | 2034-05-15      | 0.0000%  | 0.0000% | $20707000.00       | $21036413.86       | Money Market              |
| MONROE CNTY N Y                                                  | 2043-06-01      | 4.0000%  | 0.0000% | $5000.00           | $5135.98           | Other Instrument          |
| MONTGOMERY CNTY TEX                                              | 2029-03-01      | 5.0000%  | 0.0000% | $30000.00          | $32160.73          | Other Instrument          |
| MONTICELLO MINN INDPT SCH DIST NO 882                            | 2032-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5651.04           | Other Instrument          |
| MOON TWP PA                                                      | 2035-11-15      | 4.0000%  | 0.0000% | $5000.00           | $5169.62           | Other Instrument          |
| MULTNOMAH CNTY ORE SCH DIST NO 1 PORTLAND                        | 2028-06-15      | 5.0000%  | 0.0000% | $40000.00          | $42445.07          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2035-08-01      | 5.0000%  | 0.0000% | $215000.00         | $242404.14         | Other Instrument          |
| NEW YORK CITY OF                                                 | 2033-05-01      | 5.0000%  | 0.0000% | $25000.00          | $28368.78          | Other Instrument          |
| NEW YORK CITY OF                                                 | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5212.41           | Other Instrument          |
| NEW YORK CITY OF                                                 | 2047-02-01      | 5.2500%  | 0.0000% | $5500000.00        | $5919443.75        | Other Instrument          |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2029-11-15      | 3.3500%  | 0.0000% | $20900000.00       | $20930479.17       | Money Market              |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-08-01      | 5.0000%  | 0.0000% | $25000.00          | $26040.03          | Other Instrument          |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                  | 2029-06-15      | 5.0000%  | 0.0000% | $10000.00          | $10963.60          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2029-11-01      | 5.0000%  | 0.0000% | $25000.00          | $27597.03          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11308.48          | Other Instrument          |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2028-06-15      | 5.0000%  | 0.0000% | $90000.00          | $96601.50          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2033-03-15      | 5.0000%  | 0.0000% | $185000.00         | $212509.50         | Other Instrument          |
| NORTH CAROLINA (STATE OF)                                        | 2029-05-01      | 5.0000%  | 0.0000% | $20000.00          | $21915.02          | Other Instrument          |
| NORTH HARRIS CNTY REGL WTR AUTH                                  | 2030-12-15      | 5.0000%  | 0.0000% | $25000.00          | $25792.75          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2031-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22663.42          | Other Instrument          |
| OHIO (STATE OF)                                                  | 2031-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11337.90          | Other Instrument          |
| OMAHA NEB                                                        | 2031-04-15      | 5.0000%  | 0.0000% | $15000.00          | $16644.50          | Other Instrument          |
| OREGON ST DEPT TRANSN                                            | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11241.77          | Other Instrument          |
| OREGON ST DEPT TRANSN                                            | 2032-11-15      | 5.0000%  | 0.0000% | $160000.00         | $183614.93         | Other Instrument          |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2028-05-01      | 5.0000%  | 0.0000% | $25000.00          | $26834.78          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                              | 2038-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10750.34          | Other Instrument          |
| PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT                | 2034-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15581.37          | Other Instrument          |
| PIERCE CNTY WASH                                                 | 2034-08-01      | 4.0000%  | 0.0000% | $15000.00          | $15623.38          | Other Instrument          |
| PIMA CNTY ARIZ                                                   | 2035-05-01      | 2.4140%  | 0.0000% | $385000.00         | $322827.48         | Other Instrument          |
| PLANO TEX INDPT SCH DIST                                         | 2029-02-15      | 5.0000%  | 0.0000% | $75000.00          | $80824.25          | Other Instrument          |
| PLATTE CNTY MO REORG SCH DIST NO R-3                             | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11218.14          | Other Instrument          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2032-07-15      | 5.0000%  | 0.0000% | $20000.00          | $22972.47          | Other Instrument          |
| PORTLAND ORE                                                     | 2034-03-01      | 5.0000%  | 0.0000% | $40000.00          | $43042.98          | Other Instrument          |
| PROSPER TEX                                                      | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11087.17          | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2051-07-01      | 3.4050%  | 0.0000% | $320000.00         | $223275.33         | Other Instrument          |
| PUEBLO CNTY COLO                                                 | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11162.08          | Other Instrument          |
| RACINE WIS UNI SCH DIST                                          | 2030-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10863.78          | Other Instrument          |
| REEDLEY CALIF                                                    | 2029-09-01      | 4.0000%  | 0.0000% | $75000.00          | $75832.92          | Other Instrument          |
| RHODE IS INFRASTRUCTURE BK                                       | 2029-10-01      | 5.0000%  | 0.0000% | $40000.00          | $43385.11          | Other Instrument          |
| RICHARDSON TEX INDPT SCH DIST                                    | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11414.07          | Other Instrument          |
| RICHLAND CNTY S C SCH DIST NO 2                                  | 2030-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10966.64          | Other Instrument          |
| SACRAMENTO CALIF CITY UNI SCH DIST                               | 2029-08-01      | 5.0000%  | 0.0000% | $45000.00          | $49286.75          | Other Instrument          |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC      | 2039-01-01      | 5.0000%  | 0.0000% | $175000.00         | $183028.61         | Other Instrument          |
| SAN ANTONIO TX                                                   | 2028-05-15      | 5.0000%  | 0.0000% | $105000.00         | $112496.65         | Other Instrument          |
| SAN ANTONIO TX                                                   | 2029-05-15      | 5.0000%  | 0.0000% | $120000.00         | $131350.53         | Other Instrument          |
| SAN JACINTO CALIF UNI SCH DIST                                   | 2030-09-01      | 5.0000%  | 0.0000% | $125000.00         | $138913.06         | Other Instrument          |
| SHELBY CNTY TENN                                                 | 2035-04-01      | 5.0000%  | 0.0000% | $30000.00          | $33325.73          | Other Instrument          |
| TALLAHASSEE FLA CONS UTIL SYS                                    | 2028-10-01      | 5.0000%  | 0.0000% | $100000.00         | $106255.78         | Other Instrument          |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2034-06-01      | 3.8200%  | 0.0000% | $12125000.00       | $12316923.34       | Money Market              |
| TENNESSEE (STATE OF)                                             | 2035-05-01      | 5.0000%  | 0.0000% | $20000.00          | $23139.02          | Other Instrument          |
| TEXAS TECH UNIVERSITY SYSTEM                                     | 2036-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5612.78           | Other Instrument          |
| UNIVERSITY OF MARYLAND                                           | 2033-04-01      | 1.6900%  | 0.0000% | $105000.00         | $87914.55          | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                       | 2034-08-15      | 5.0000%  | 0.0000% | $5000.00           | $5635.93           | Other Instrument          |
| UTAH ST BRD REGENTS                                              | 2038-08-01      | 2.2560%  | 0.0000% | $30000.00          | $22763.02          | Other Instrument          |
| UTAH ST UNIV                                                     | 2028-04-01      | 5.0000%  | 0.0000% | $15000.00          | $15702.27          | Other Instrument          |
| VIRGINIA COLLEGE BLDG AUTH VA                                    | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10763.11          | Other Instrument          |
| WAKE CNTY N C                                                    | 2031-03-01      | 5.0000%  | 0.0000% | $15000.00          | $16719.82          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2028-06-01      | 5.0000%  | 0.0000% | $75000.00          | $80366.58          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2033-08-01      | 5.0000%  | 0.0000% | $55000.00          | $61333.31          | Other Instrument          |
| WASHINGTON (STATE OF)                                            | 2035-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11357.71          | Other Instrument          |
| WEST KERN CNTY CALIF WTR DIST                                    | 2040-06-01      | 6.7200%  | 0.0000% | $1195000.00        | $1326382.28        | Other Instrument          |
| WEST VIRGINIA ST ECONOMIC DEV AUTH                               | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11069.88          | Other Instrument          |
| WESTERN WESTMORELAND MUN AUTH PA                                 | 2031-10-15      | 4.0000%  | 0.0000% | $5000.00           | $5262.28           | Other Instrument          |
| WILLIAMS COMPANIES INC                                           | 2032-03-15      | 8.7500%  | 0.0000% | $4662000.00        | $5591731.01        | Corporate Debt Securities |

### Security 298: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| COMM MORTGAGE TRUST COMM_14-UBS5                                 | 2047-09-10      | 3.4950%  | 0.0000% | $2096249.00        | $1367558.09        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K529                                                    | 2029-09-25      | 5.5325%  | 0.0000% | $27657758.00       | $25608216.08       | Agency Collateralized Mortgage Obligation         |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_20-MK | 2036-12-15      | 4.6192%  | 0.0000% | $4697000.00        | $2099158.74        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_14-UBS4                                 | 2047-08-10      | 4.6581%  | 0.0000% | $3389748.00        | $2589335.81        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-CR25                                 | 2048-08-10      | 4.3576%  | 0.0000% | $2530425.00        | $2393251.42        | Private Label Collateralized Mortgage Obligations |
| FREMF_23-KF153                                                   | 2033-03-25      | 9.8039%  | 0.0000% | $10899726.00       | $8602337.08        | Agency Collateralized Mortgage Obligation         |
| GS MORTGAGE SECURITIES TRUST GSMS_18-SRP5                        | 2031-09-15      | 5.5017%  | 0.0000% | $428923.00         | $293669.15         | Private Label Collateralized Mortgage Obligations |
| AREIT_22-CRE7                                                    | 2039-06-17      | 8.1100%  | 0.0000% | $8535500.00        | $8555290.38        | Private Label Collateralized Mortgage Obligations |
| ARRW_22-2                                                        | 2057-07-25      | 4.9500%  | 0.0000% | $8131003.00        | $8041200.13        | Private Label Collateralized Mortgage Obligations |
| FREMF_24-K755                                                    | 2064-02-25      | 0.0000%  | 0.0000% | $43301000.00       | $32800983.81       | Agency Collateralized Mortgage Obligation         |
| JPMCC_22-NLP                                                     | 2037-04-15      | 8.9146%  | 0.0000% | $4788000.00        | $4314311.28        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                                      | 2065-05-26      | 0.0000%  | 0.0000% | $636098.00         | $0.50              | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                      | 2065-07-27      | 7.1853%  | 0.0000% | $3372482.00        | $3059215.30        | Private Label Collateralized Mortgage Obligations |
| PRMT_25-PRM5                                                     | 2033-06-10      | 8.4843%  | 0.0000% | $14201094.00       | $13650977.61       | Private Label Collateralized Mortgage Obligations |
| VCC_23-2                                                         | 2053-05-25      | 8.9900%  | 0.0000% | $3541544.00        | $1624496.35        | Private Label Collateralized Mortgage Obligations |

### Security 299: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP                                         | 2031-03-25      | 2.7260%  | 0.0000% | $131000.00         | $119969.84         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2042-02-07      | 5.8750%  | 0.0000% | $618000.00         | $645306.42         | Corporate Debt Securities |
| BIO-RAD LABS INC                                         | 2027-03-15      | 3.3000%  | 0.0000% | $2000.00           | $1988.59           | Corporate Debt Securities |
| HCA INC                                                  | 2095-11-15      | 7.5000%  | 0.0000% | $5000.00           | $5473.83           | Corporate Debt Securities |
| DOW CHEMICAL CO                                          | 2050-11-15      | 3.6000%  | 0.0000% | $590000.00         | $393382.50         | Corporate Debt Securities |
| HAMPTON ROADS PPV LLC                                    | 2053-06-15      | 6.1710%  | 0.0000% | $4000.00           | $3471.49           | Other Instrument          |
| MARATHON PETROLEUM CORP                                  | 2041-03-01      | 6.5000%  | 0.0000% | $56000.00          | $60448.24          | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                              | 2031-03-15      | 6.6500%  | 0.0000% | $1000000.00        | $1001792.50        | Corporate Debt Securities |
| VERISK ANALYTICS INC                                     | 2050-05-15      | 3.6250%  | 0.0000% | $2000.00           | $1430.89           | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2027-05-25      | 3.6250%  | 0.0000% | $1224000.00        | $1232773.19        | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2048-12-15      | 4.1500%  | 0.0000% | $513000.00         | $417593.54         | Corporate Debt Securities |
| MORGAN STANLEY                                           | 2030-07-19      | 5.0420%  | 0.0000% | $898000.00         | $919745.62         | Corporate Debt Securities |
| JACKSON FINANCIAL INC                                    | 2051-11-23      | 4.0000%  | 0.0000% | $21000.00          | $14354.85          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                     | 2042-06-04      | 5.0000%  | 0.0000% | $301000.00         | $272157.51         | Corporate Debt Securities |
| AMERICO LIFE INC.                                        | 2031-04-15      | 3.4500%  | 0.0000% | $5000.00           | $4445.89           | Corporate Debt Securities |
| ARCELORMITTAL SA                                         | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2204.67           | Corporate Debt Securities |
| BANCO SANTANDER SA                                       | 2035-01-17      | 6.0330%  | 0.0000% | $6600000.00        | $7011385.15        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2079-12-31      | 6.2500%  | 0.0000% | $49000.00          | $49713.66          | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                                     | 2049-05-30      | 6.5810%  | 0.0000% | $3256000.00        | $3387425.73        | Corporate Debt Securities |
| BOEING CO                                                | 2029-03-01      | 3.2000%  | 0.0000% | $6729000.00        | $6519556.14        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2032-01-10      | 7.5070%  | 0.0000% | $1151000.00        | $504425.98         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2048-03-25      | 5.0500%  | 0.0000% | $115000.00         | $99481.87          | Corporate Debt Securities |
| Doctors                                                  | 2032-01-18      | 4.5000%  | 0.0000% | $3000000.00        | $2773080.00        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                                  | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $233785.45         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2032-04-22      | 2.6150%  | 0.0000% | $1060000.00        | $952061.38         | Corporate Debt Securities |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA               | 2039-09-30      | 7.3750%  | 0.0000% | $5720000.00        | $6676874.97        | Corporate Debt Securities |
| HCA INC                                                  | 2027-03-15      | 3.1250%  | 0.0000% | $768000.00         | $763558.08         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2037-09-15      | 6.5000%  | 0.0000% | $2006000.00        | $2166690.63        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                               | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $490942.78         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2030-07-22      | 4.9950%  | 0.0000% | $129000.00         | $132139.54         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2079-12-31      | 6.5000%  | 0.0000% | $8000.00           | $8304.45           | Corporate Debt Securities |
| NXP BV                                                   | 2041-05-11      | 3.2500%  | 0.0000% | $3000.00           | $2280.59           | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-03-01      | 4.2000%  | 0.0000% | $900000.00         | $893073.00         | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                         | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $212230.63         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                              | 2034-04-15      | 6.8750%  | 0.0000% | $100000.00         | $105973.46         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                      | 2079-12-31      | 4.0000%  | 0.0000% | $19000.00          | $17781.83          | Corporate Debt Securities |
| SHELL FINANCE US INC                                     | 2035-05-11      | 4.1250%  | 0.0000% | $2000.00           | $1930.91           | Corporate Debt Securities |
| STATE STREET CORP                                        | 2079-12-31      | 6.4500%  | 0.0000% | $2032000.00        | $2093026.04        | Corporate Debt Securities |
| VICI PROPERTIES LP                                       | 2028-01-15      | 4.5000%  | 0.0000% | $1280000.00        | $1287225.60        | Corporate Debt Securities |
| AT&T INC                                                 | 2037-03-01      | 5.2500%  | 0.0000% | $21000.00          | $20912.31          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2079-12-31      | 6.1250%  | 0.0000% | $4000.00           | $4022.80           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2031-04-23      | 5.2180%  | 0.0000% | $28000.00          | $28444.49          | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC                                    | 2029-01-28      | 5.1000%  | 0.0000% | $219000.00         | $217283.77         | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                                 | 2050-10-01      | 3.7000%  | 0.0000% | $1045000.00        | $969185.83         | Corporate Debt Securities |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2054-02-15      | 5.5500%  | 0.0000% | $2000.00           | $1899.07           | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2034-04-10      | 4.9890%  | 0.0000% | $326000.00         | $328699.82         | Corporate Debt Securities |
| CIGNA GROUP                                              | 2050-03-15      | 3.4000%  | 0.0000% | $4462000.00        | $3054640.58        | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                | 2052-03-15      | 3.5500%  | 0.0000% | $103000.00         | $72894.90          | Corporate Debt Securities |
| GATX CORP                                                | 2030-06-30      | 4.0000%  | 0.0000% | $2000.00           | $1976.15           | Corporate Debt Securities |
| MAREX GROUP PLC                                          | 2029-11-04      | 6.4040%  | 0.0000% | $301000.00         | $319092.64         | Corporate Debt Securities |
| SCHLUMBERGER HOLDINGS CORP                               | 2034-06-01      | 5.0000%  | 0.0000% | $22000.00          | $22571.66          | Corporate Debt Securities |
| RTX CORP                                                 | 2040-04-15      | 5.7000%  | 0.0000% | $897000.00         | $921429.80         | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                                   | 2079-12-31      | 6.1250%  | 0.0000% | $87000.00          | $90734.76          | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC                           | 2030-12-15      | 9.6250%  | 0.0000% | $63000.00          | $77303.13          | Corporate Debt Securities |
| CI FINANCIAL CORP                                        | 2029-05-30      | 7.5000%  | 0.0000% | $81000.00          | $87462.99          | Corporate Debt Securities |
| CHOICE HOTELS INTL INC                                   | 2034-08-01      | 5.8500%  | 0.0000% | $385000.00         | $395118.76         | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC              | 2045-12-01      | 4.5000%  | 0.0000% | $28000.00          | $24101.70          | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP                                  | 2051-09-17      | 3.0750%  | 0.0000% | $11000.00          | $7040.47           | Corporate Debt Securities |
| ENERGY TRANSFER LP                                       | 2035-04-01      | 5.7000%  | 0.0000% | $4038000.00        | $4151837.95        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                        | 2053-02-15      | 3.3000%  | 0.0000% | $9006000.00        | $6030912.93        | Corporate Debt Securities |
| META PLATFORMS INC                                       | 2045-11-15      | 5.5000%  | 0.0000% | $2000.00           | $1937.50           | Corporate Debt Securities |
| FARMERS INS EXCHANGE                                     | 2064-10-15      | 7.0000%  | 0.0000% | $10000.00          | $9985.77           | Corporate Debt Securities |
| KEURIG DR PEPPER INC                                     | 2051-03-15      | 3.3500%  | 0.0000% | $729000.00         | $471763.24         | Corporate Debt Securities |
| OH EDISON CO                                             | 2036-07-15      | 6.8750%  | 0.0000% | $1000.00           | $1138.40           | Corporate Debt Securities |
| S&P GLOBAL INC                                           | 2029-05-01      | 4.2500%  | 0.0000% | $8000.00           | $8123.22           | Corporate Debt Securities |

### Security 300: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON.COM INC                                 | 2062-04-13      | 4.1000%  | 0.0000% | $57000.00          | $42292.64          | Corporate Debt Securities                         |
| DEERE & CO                                     | 2042-06-09      | 3.9000%  | 0.0000% | $190000.00         | $163570.05         | Corporate Debt Securities                         |
| DELL INTERNATIONAL LLC                         | 2036-07-15      | 8.1000%  | 0.0000% | $9000.00           | $10907.51          | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC              | 2049-02-01      | 4.8000%  | 0.0000% | $3049000.00        | $2693323.99        | Corporate Debt Securities                         |
| EASTERN ENERGY GAS HOLDINGS LLC                | 2055-01-15      | 6.2000%  | 0.0000% | $18000.00          | $18591.00          | Corporate Debt Securities                         |
| ROPER TECHNOLOGIES INC                         | 2035-09-15      | 5.1000%  | 0.0000% | $30146000.00       | $29523635.83       | Corporate Debt Securities                         |
| BOEING CO                                      | 2050-02-01      | 3.7500%  | 0.0000% | $120000.00         | $87164.50          | Corporate Debt Securities                         |
| UBS GROUP AG                                   | 2037-03-23      | 5.0100%  | 0.0000% | $615000.00         | $598425.24         | Corporate Debt Securities                         |
| FIRSTKEY HOMES TRUST FKH_22-SFR1               | 2039-05-19      | 4.6420%  | 0.0000% | $2850000.00        | $2844078.81        | Private Label Collateralized Mortgage Obligations |
| GOLDMAN SACHS GROUP INC/THE                    | 2036-10-21      | 4.9390%  | 0.0000% | $1939000.00        | $1878105.22        | Corporate Debt Securities                         |
| HESS CORP                                      | 2047-04-01      | 5.8000%  | 0.0000% | $74000.00          | $75245.58          | Corporate Debt Securities                         |
| MORGAN STANLEY                                 | 2030-01-09      | 4.2380%  | 0.0000% | $277000.00         | $277064.33         | Corporate Debt Securities                         |
| MORGAN STANLEY DIRECT LENDING FUND             | 2029-05-17      | 6.1500%  | 0.0000% | $158000.00         | $164268.78         | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2015-1 PASS THROUGH TRUSTS   | 2028-11-01      | 3.3750%  | 0.0000% | $35000.00          | $16668.84          | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                           | 2044-04-01      | 4.8750%  | 0.0000% | $56000.00          | $51541.12          | Corporate Debt Securities                         |
| GXO LOGISTICS INC                              | 2031-07-15      | 2.6500%  | 0.0000% | $85000.00          | $76379.23          | Corporate Debt Securities                         |
| JPMMT_25-HE1                                   | 2055-08-25      | 4.7901%  | 0.0000% | $12262000.00       | $7163552.76        | Private Label Collateralized Mortgage Obligations |
| LKQ CORP                                       | 2033-06-15      | 6.2500%  | 0.0000% | $64000.00          | $67746.40          | Corporate Debt Securities                         |
| MARKEL GROUP INC                               | 2050-09-17      | 4.1500%  | 0.0000% | $45000.00          | $33892.06          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY             | 2055-03-01      | 5.9000%  | 0.0000% | $2738000.00        | $2610681.48        | Corporate Debt Securities                         |
| APPLE INC                                      | 2053-05-10      | 4.8500%  | 0.0000% | $28000.00          | $26321.48          | Corporate Debt Securities                         |
| DICKS SPORTING GOODS INC                       | 2052-01-15      | 4.1000%  | 0.0000% | $61000.00          | $44265.16          | Corporate Debt Securities                         |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO        | 2050-08-18      | 3.0680%  | 0.0000% | $1260000.00        | $807100.56         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TRUST JPMMT_25-HE1          | 2055-08-25      | 5.3901%  | 0.0000% | $1295188.00        | $1298068.83        | Private Label Collateralized Mortgage Obligations |
| Plusptrl Camisea                               | 2036-07-03      | 6.2400%  | 0.0000% | $290000.00         | $310134.70         | Corporate Debt Securities                         |
| AEROPUERTO INTERNACIONAL DE TOCU               | 2061-08-11      | 5.1250%  | 0.0000% | $471000.00         | $392209.48         | Corporate Debt Securities                         |
| ARCH CAPITAL GRP LTD                           | 2034-05-01      | 7.3500%  | 0.0000% | $35000.00          | $40841.00          | Corporate Debt Securities                         |
| BPCE SA                                        | 2033-07-19      | 5.7480%  | 0.0000% | $1000000.00        | $1038056.33        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                           | 2035-08-15      | 5.4250%  | 0.0000% | $59000.00          | $59814.91          | Corporate Debt Securities                         |
| BOEING CO                                      | 2049-05-01      | 3.9000%  | 0.0000% | $1311000.00        | $985205.58         | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC               | 2053-01-15      | 4.4500%  | 0.0000% | $63000.00          | $52778.83          | Corporate Debt Securities                         |
| CSX CORP                                       | 2051-05-15      | 2.5000%  | 0.0000% | $29000.00          | $17307.15          | Corporate Debt Securities                         |
| CANADIAN NTL RAIL CO                           | 2046-08-02      | 3.2000%  | 0.0000% | $50000.00          | $35618.61          | Corporate Debt Securities                         |
| CANADIAN PACIFIC RAILWAY COMPANY               | 2045-08-01      | 4.8000%  | 0.0000% | $200000.00         | $180803.33         | Corporate Debt Securities                         |
| CONSTELLATION BRANDS INC                       | 2033-05-01      | 4.9000%  | 0.0000% | $84000.00          | $85036.89          | Corporate Debt Securities                         |
| DB MASTER FINANCE LLC DNKN_25-1                | 2055-08-20      | 5.1650%  | 0.0000% | $50000.00          | $49541.54          | Asset-Backed Securities                           |
| DELL EQUIPMENT FINANCE TRUST DEFT_24-2         | 2030-08-22      | 4.5900%  | 0.0000% | $3099000.00        | $3111538.55        | Asset-Backed Securities                           |
| WALT DISNEY CO                                 | 2045-12-01      | 7.7500%  | 0.0000% | $59000.00          | $75035.99          | Corporate Debt Securities                         |
| ELECTRICITE DE FRANCE SA                       | 2044-01-22      | 4.8750%  | 0.0000% | $99000.00          | $87695.27          | Corporate Debt Securities                         |
| FEDEX CORP                                     | 2046-04-01      | 4.5500%  | 0.0000% | $44000.00          | $35336.63          | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                       | 2049-03-01      | 3.9900%  | 0.0000% | $76000.00          | $59447.90          | Corporate Debt Securities                         |
| GATX CORP                                      | 2032-06-01      | 3.5000%  | 0.0000% | $90000.00          | $84310.75          | Corporate Debt Securities                         |
| GATX CORP                                      | 2035-06-15      | 5.5000%  | 0.0000% | $81000.00          | $83475.77          | Corporate Debt Securities                         |
| GSMBS_24-RPL4                                  | 2061-09-25      | 4.0181%  | 0.0000% | $2562000.00        | $1591297.06        | Private Label Collateralized Mortgage Obligations |
| HPS CORPORATE LENDING FUND                     | 2031-04-02      | 5.6500%  | 0.0000% | $10000000.00       | $9769444.44        | Corporate Debt Securities                         |
| HOME DEPOT INC                                 | 2031-06-25      | 4.8500%  | 0.0000% | $95000.00          | $98445.68          | Corporate Debt Securities                         |
| INTERSTATE POWER AND LIGHT CO                  | 2033-10-15      | 5.7000%  | 0.0000% | $99000.00          | $103140.68         | Corporate Debt Securities                         |
| JPMMT_26-ACS1                                  | 2066-04-26      | 0.0000%  | 0.0000% | $193071998.00      | $12314330.51       | Private Label Collateralized Mortgage Obligations |
| KINDER MORGAN INC                              | 2050-08-01      | 3.2500%  | 0.0000% | $44000.00          | $29082.89          | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC                      | 2033-07-31      | 5.4000%  | 0.0000% | $93000.00          | $96470.76          | Corporate Debt Securities                         |
| MORGAN STANLEY                                 | 2030-01-16      | 5.1730%  | 0.0000% | $49000.00          | $50336.93          | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL HOLDINGS INC            | 2077-12-01      | 4.8000%  | 0.0000% | $2100000.00        | $2106314.00        | Corporate Debt Securities                         |
| NIKE INC                                       | 2040-03-27      | 3.2500%  | 0.0000% | $2122000.00        | $1684187.19        | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                   | 2034-03-15      | 5.5500%  | 0.0000% | $97000.00          | $101320.14         | Corporate Debt Securities                         |
| NORTHERN STATES POWER COMPANY (MINNESOTA)      | 2052-04-01      | 3.2000%  | 0.0000% | $2121000.00        | $1444226.61        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP                          | 2035-07-15      | 5.2500%  | 0.0000% | $1569000.00        | $1622475.44        | Corporate Debt Securities                         |
| ONEOK INC                                      | 2035-10-15      | 5.4000%  | 0.0000% | $24000.00          | $23960.16          | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                | 2035-04-30      | 4.8750%  | 0.0000% | $112000.00         | $110243.84         | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8 | 2038-09-17      | 1.5100%  | 0.0000% | $1875000.00        | $1803433.62        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6 | 2039-07-19      | 4.4510%  | 0.0000% | $100000.00         | $98685.40          | Private Label Collateralized Mortgage Obligations |
| PRUDENTIAL FINANCIAL INC                       | 2054-03-15      | 6.5000%  | 0.0000% | $80000.00          | $83004.40          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC                      | 2049-05-01      | 4.3500%  | 0.0000% | $65000.00          | $52226.15          | Corporate Debt Securities                         |
| SLC STUDENT LOAN TRUST SLCLT_06-               | 2039-09-15      | 4.5541%  | 0.0000% | $112220000.00      | $48513173.39       | Asset-Backed Securities                           |
| SAN DIEGO GAS & ELECTRIC CO                    | 2039-06-01      | 6.0000%  | 0.0000% | $63000.00          | $67028.43          | Corporate Debt Securities                         |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION       | 2034-09-15      | 4.9500%  | 0.0000% | $22000.00          | $21749.81          | Corporate Debt Securities                         |
| TEXAS INSTRUMENTS INC                          | 2053-03-14      | 5.0000%  | 0.0000% | $75000.00          | $68958.67          | Corporate Debt Securities                         |
| FIDEICOMISO FIBRA UNO                          | 2030-01-15      | 4.8690%  | 0.0000% | $303000.00         | $298019.06         | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                      | 2065-11-15      | 4.3750%  | 0.0000% | $53000.00          | $40658.00          | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                      | 2042-10-01      | 3.6250%  | 0.0000% | $24000.00          | $18876.00          | Corporate Debt Securities                         |
| US BANCORP                                     | 2033-07-22      | 4.9670%  | 0.0000% | $96000.00          | $96556.92          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                         | 2060-05-15      | 3.1250%  | 0.0000% | $75000.00          | $46160.47          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                         | 2031-05-15      | 2.3000%  | 0.0000% | $87000.00          | $78990.93          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                          | 2047-01-23      | 5.4330%  | 0.0000% | $3091000.00        | $2977866.05        | Corporate Debt Securities                         |
| WISCONSIN ALUMNI RESEARCH FOUNDATION           | 2049-10-01      | 3.5640%  | 0.0000% | $228000.00         | $158936.75         | Corporate Debt Securities                         |
| XCEL ENERGY INC                                | 2032-06-01      | 4.6000%  | 0.0000% | $55000.00          | $54990.59          | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO          | 2047-09-30      | 3.8500%  | 0.0000% | $90000.00          | $68663.55          | Corporate Debt Securities                         |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.         | 2041-03-11      | 2.8750%  | 0.0000% | $250000.00         | $187643.30         | Corporate Debt Securities                         |
| MEIJI YASUDA LIFE INSURANCE CO                 | 2055-06-11      | 6.1000%  | 0.0000% | $5000000.00        | $5222813.89        | Corporate Debt Securities                         |
| MARS INC                                       | 2035-03-01      | 5.2000%  | 0.0000% | $12000.00          | $12186.63          | Corporate Debt Securities                         |

### Security 301: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AREIT_22-CRE7                                                    | 2039-06-17      | 8.1100%  | 0.0000% | $100000.00         | $100231.86         | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_16-ISQ          | 2034-08-14      | 2.8480%  | 0.0000% | $593081.00         | $493623.82         | Private Label Collateralized Mortgage Obligations |
| BBCMS_24-5C27                                                    | 2057-07-15      | 0.8165%  | 0.0000% | $70860000.00       | $1608304.13        | Private Label Collateralized Mortgage Obligations |
| MSC_20-CNP                                                       | 2042-04-05      | 2.4276%  | 0.0000% | $9605000.00        | $7729410.06        | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                | 2061-10-20      | 2.4100%  | 0.0000% | $2796690.00        | $1707853.13        | Asset-Backed Securities                           |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM1                        | 2063-01-25      | 6.0310%  | 0.0000% | $518381.00         | $318318.12         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                     | 2053-04-01      | 6.1379%  | 0.0000% | $450000.00         | $447964.23         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                        | 2063-10-25      | 7.9281%  | 0.0000% | $390400.00         | $395995.46         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                                     | 2053-07-25      | 6.6000%  | 0.0000% | $2347137.00        | $1239863.97        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31        | 2057-12-15      | 1.0611%  | 0.0000% | $25207991.00       | $874609.28         | Private Label Collateralized Mortgage Obligations |
| FREMF_22-K148                                                    | 2032-08-25      | 0.0000%  | 0.0000% | $880510.00         | $323270.44         | Agency Collateralized Mortgage Obligation         |
| GCAT_21-NQM6                                                     | 2066-08-25      | 0.5000%  | 0.0000% | $114517801.00      | $797359.03         | Private Label Collateralized Mortgage Obligations |
| JPMCC_22-NLP                                                     | 2037-04-15      | 8.1795%  | 0.0000% | $13000000.00       | $11867092.49       | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 1.1559%  | 0.0000% | $22823000.00       | $908207.96         | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J4                                                       | 2056-03-25      | 6.4886%  | 0.0000% | $563329.00         | $560610.35         | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                                       | 2055-08-25      | 5.5000%  | 0.0000% | $1569584.00        | $1518896.73        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | 2034-12-15      | 4.5770%  | 0.0000% | $2270000.00        | $2122919.13        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C5                                    | 2057-02-15      | 1.1595%  | 0.0000% | $38488000.00       | $1281535.87        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_21-NQM1                        | 2051-09-25      | 4.3780%  | 0.0000% | $370389.00         | $325820.73         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OP | 2039-01-05      | 3.4496%  | 0.0000% | $10047000.00       | $8041331.94        | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-W10           | 2034-12-15      | 7.8750%  | 0.0000% | $6684000.00        | $6605498.20        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM10                                           | 2065-05-26      | 5.7060%  | 0.0000% | $3041000.00        | $2335795.26        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4                | 2058-05-15      | 4.5000%  | 0.0000% | $219754.00         | $195536.89         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_23-B40                            | 2056-12-15      | 1.1735%  | 0.0000% | $1000001.00        | $49336.96          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V7                             | 2056-05-15      | 4.0000%  | 0.0000% | $1949651.00        | $1699897.24        | Private Label Collateralized Mortgage Obligations |
| CD_17-CD4                                                        | 2050-05-06      | 1.3570%  | 0.0000% | $68642.00          | $986.55            | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC SORT_21-1A                               | 2061-03-15      | 1.9800%  | 0.0000% | $3765007.00        | $2128020.75        | Asset-Backed Securities                           |
| CWL_06-S6                                                        | 2034-03-25      | 5.9620%  | 0.0000% | $46593.00          | $974.81            | Asset-Backed Securities                           |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-10-10      | 3.0000%  | 0.0000% | $13996.00          | $6967.54           | Private Label Collateralized Mortgage Obligations |
| GSMSCII_17-GS6                                                   | 2050-05-10      | 1.1152%  | 0.0000% | $3276917.00        | $40678.20          | Private Label Collateralized Mortgage Obligations |
| GAM_21-FRR1                                                      | 2050-06-27      | 0.0000%  | 0.0000% | $631293.00         | $509178.21         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_07-LD | 2049-06-15      | 5.8812%  | 0.0000% | $38591.00          | $3435.40           | Private Label Collateralized Mortgage Obligations |
| MFRA_22-NQM2                                                     | 2067-05-25      | 4.0000%  | 0.0000% | $3266231.00        | $2065521.77        | Private Label Collateralized Mortgage Obligations |
| MSCI_16-PSQ                                                      | 2038-01-12      | 3.8261%  | 0.0000% | $3798000.00        | $3136645.08        | Private Label Collateralized Mortgage Obligations |
| MSRM_24-INV3                                                     | 2054-06-25      | 7.0658%  | 0.0000% | $214518.00         | $200914.95         | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM4                                                      | 2066-03-25      | 0.0000%  | 0.0000% | $196778.00         | $195387.02         | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM4                                                      | 2066-02-25      | 0.0000%  | 0.0000% | $2066971.00        | $2056696.14        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J1                                                       | 2055-07-26      | 0.5395%  | 0.0000% | $102000000.00      | $1161792.47        | Private Label Collateralized Mortgage Obligations |
| RATE_26-J1                                                       | 2056-04-25      | 0.0000%  | 0.0000% | $116419000.00      | $1341360.79        | Private Label Collateralized Mortgage Obligations |
| SLGOT_21-OVA                                                     | 2041-07-15      | 0.2580%  | 0.0000% | $176405406.00      | $1908500.62        | Private Label Collateralized Mortgage Obligations |
| ZAYO ISSUER LLC ZAYO_26-1                                        | 2056-04-20      | 5.5460%  | 0.0000% | $7962373.00        | $7947279.00        | Asset-Backed Securities                           |

### Security 302: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BURLINGTON NORTHERN SANTA FE LLC       | 2055-03-15      | 5.5000%  | 0.0000% | $173000.00         | $167895.64         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE            | 2032-10-21      | 2.6500%  | 0.0000% | $1204000.00        | $1069696.81        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                  | 2054-08-14      | 5.0500%  | 0.0000% | $164000.00         | $151195.06         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY       | 2053-01-15      | 6.7500%  | 0.0000% | $364000.00         | $386810.97         | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC             | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $197071.22         | Corporate Debt Securities |
| ATHENE HOLDING LTD                     | 2055-05-19      | 6.6250%  | 0.0000% | $21261000.00       | $21205476.31       | Corporate Debt Securities |
| BANK OF AMERICA CORP                   | 2079-12-31      | 4.3750%  | 0.0000% | $5678000.00        | $5632034.22        | Corporate Debt Securities |
| BANK OF AMERICA CORP                   | 2036-09-16      | 5.1000%  | 0.0000% | $25000.00          | $24770.08          | Corporate Debt Securities |
| CAMPBELLS CO                           | 2048-03-15      | 4.8000%  | 0.0000% | $22568000.00       | $18005427.44       | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                 | 2048-02-15      | 4.5500%  | 0.0000% | $806000.00         | $660040.79         | Corporate Debt Securities |
| DOMINION ENERGY INC                    | 2055-02-01      | 6.8750%  | 0.0000% | $785000.00         | $826241.17         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV          | 2055-09-30      | 5.7500%  | 0.0000% | $3188000.00        | $3000040.83        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE            | 2032-01-21      | 3.6400%  | 0.0000% | $2630000.00        | $2622248.56        | Corporate Debt Securities |
| JACKSON FINANCIAL INC                  | 2031-11-23      | 3.1250%  | 0.0000% | $212000.00         | $192283.68         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                    | 2036-06-10      | 5.0430%  | 0.0000% | $55000.00          | $54697.59          | Corporate Debt Securities |
| POMONA COLLEGE                         | 2051-01-01      | 2.8880%  | 0.0000% | $38000.00          | $24518.98          | Corporate Debt Securities |
| CHARLES SCHWAB CORP                    | 2079-12-31      | 4.0000%  | 0.0000% | $21742000.00       | $21755383.41       | Corporate Debt Securities |
| SEMPRA                                 | 2052-04-01      | 4.1250%  | 0.0000% | $4820000.00        | $4760535.26        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION           | 2046-12-17      | 3.6856%  | 0.0000% | $3331000.00        | $3334362.32        | Corporate Debt Securities |
| AT&T INC                               | 2057-12-01      | 3.8000%  | 0.0000% | $9789000.00        | $6690270.30        | Corporate Debt Securities |
| ATHENE HOLDING LTD                     | 2054-04-01      | 6.2500%  | 0.0000% | $15485000.00       | $14324782.07       | Corporate Debt Securities |
| CAMPBELLS CO                           | 2050-04-24      | 3.1250%  | 0.0000% | $5261000.00        | $3142189.24        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE            | 2037-10-01      | 6.7500%  | 0.0000% | $245000.00         | $266833.79         | Corporate Debt Securities |
| GS FINANCE CORP                        | 2062-12-23      | 3.6600%  | 0.0000% | $2879000.00        | $2850820.44        | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC               | 2079-12-31      | 6.6250%  | 0.0000% | $1614000.00        | $1595718.09        | Corporate Debt Securities |
| TOLEDO HOSPITAL                        | 2048-11-15      | 6.0150%  | 0.0000% | $4710000.00        | $4542412.31        | Corporate Debt Securities |
| GXO LOGISTICS INC                      | 2034-05-06      | 6.5000%  | 0.0000% | $1245000.00        | $1353186.35        | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC    | 2082-03-15      | 3.8000%  | 0.0000% | $1295000.00        | $1266004.95        | Corporate Debt Securities |
| RLI CORP                               | 2036-06-01      | 5.3750%  | 0.0000% | $5988000.00        | $5857703.62        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401        | 2050-01-15      | 6.3900%  | 0.0000% | $231000.00         | $219193.01         | Corporate Debt Securities |
| UNION PACIFIC CORPORATION              | 2048-09-10      | 4.5000%  | 0.0000% | $111000.00         | $93945.96          | Corporate Debt Securities |
| ALPHABET INC                           | 2045-11-15      | 5.3500%  | 0.0000% | $1359000.00        | $1353249.16        | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                | 2050-03-15      | 3.2500%  | 0.0000% | $130000.00         | $87920.63          | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP            | 2032-06-01      | 4.4500%  | 0.0000% | $1092000.00        | $1093756.00        | Corporate Debt Securities |
| ANALOG DEVICES INC                     | 2036-12-05      | 4.5000%  | 0.0000% | $11000.00          | $10466.56          | Corporate Debt Securities |
| ATHENE HOLDING LTD                     | 2033-02-01      | 6.6500%  | 0.0000% | $450000.00         | $479299.63         | Corporate Debt Securities |
| BP CAPITAL MARKETS PLC                 | 2079-12-31      | 4.8750%  | 0.0000% | $1041000.00        | $1050903.38        | Corporate Debt Securities |
| BANK OF AMERICA CORP                   | 2037-04-23      | 5.4890%  | 0.0000% | $90840000.00       | $90187524.04       | Corporate Debt Securities |
| BAYER US FINANCE II LLC                | 2035-07-30      | 5.5000%  | 0.0000% | $198000.00         | $198599.94         | Corporate Debt Securities |
| CHEVRON USA INC.                       | 2075-12-09      | 3.2023%  | 0.0000% | $23761000.00       | $23612384.11       | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                   | 2078-11-03      | 3.7118%  | 0.0000% | $6000.00           | $6055.58           | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY               | 2050-08-15      | 3.1000%  | 0.0000% | $459000.00         | $303242.17         | Corporate Debt Securities |
| CROWN CASTLE INC                       | 2049-02-15      | 5.2000%  | 0.0000% | $285000.00         | $253534.10         | Corporate Debt Securities |
| DOLLAR TREE INC                        | 2051-12-01      | 3.3750%  | 0.0000% | $533000.00         | $351438.21         | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                | 2073-10-15      | 3.3052%  | 0.0000% | $5741000.00        | $5666125.66        | Corporate Debt Securities |
| DUKE ENERGY FLORIDA LLC                | 2074-04-15      | 3.3052%  | 0.0000% | $10351000.00       | $10199026.23       | Corporate Debt Securities |
| GENERAL ELECTRIC CO                    | 2038-10-20      | 3.3700%  | 0.0000% | $543000.00         | $533182.56         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                   | 2051-04-27      | 3.8750%  | 0.0000% | $247000.00         | $179900.70         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE            | 2030-04-20      | 4.5940%  | 0.0000% | $39756000.00       | $39670767.55       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE            | 2034-04-20      | 5.0940%  | 0.0000% | $70693000.00       | $70565399.14       | Corporate Debt Securities |
| INTEL CORP                             | 2045-07-29      | 4.9000%  | 0.0000% | $751000.00         | $656791.64         | Corporate Debt Securities |
| MORGAN STANLEY                         | 2032-03-12      | 4.7080%  | 0.0000% | $364000.00         | $362903.11         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC    | 2055-08-15      | 6.3750%  | 0.0000% | $243000.00         | $251252.58         | Corporate Debt Securities |
| PROCTER & GAMBLE CO                    | 2056-06-01      | 3.6290%  | 0.0000% | $4452000.00        | $4474430.51        | Corporate Debt Securities |
| QTS FAYETTEVILLE I DC1-2 LLC           | 2036-04-15      | 5.7000%  | 0.0000% | $65912000.00       | $64188730.76       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                   | 2032-05-03      | 4.6120%  | 0.0000% | $22614000.00       | $22457408.10       | Corporate Debt Securities |
| SIERRA PACIFIC POWER COMPANY           | 2056-09-15      | 6.3750%  | 0.0000% | $2844000.00        | $2859247.39        | Corporate Debt Securities |
| TPG OPERATING GROUP II LP              | 2036-01-15      | 5.3750%  | 0.0000% | $6026000.00        | $5956261.60        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD              | 2056-10-17      | 6.1250%  | 0.0000% | $1470000.00        | $1479689.95        | Corporate Debt Securities |
| UBS GROUP AG                           | 2079-12-31      | 6.6250%  | 0.0000% | $300000.00         | $308136.33         | Corporate Debt Securities |
| WEST VIRGINIA UNITED HEALTH SYSTEM INC | 2050-06-01      | 3.1290%  | 0.0000% | $131000.00         | $83137.92          | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW       | 2066-02-03      | 0.0000%  | 0.0000% | $2589000.00        | $2595605.51        | Corporate Debt Securities |

### Security 303: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLISON TRANSMISSION INC                      | 2029-06-01      | 5.8750%  | 0.0000% | $2465000.00        | $2542465.02        | Corporate Debt Securities |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C      | 2028-01-15      | 4.0000%  | 0.0000% | $4150000.00        | $4145089.17        | Corporate Debt Securities |
| BATH & BODY WORKS INC                         | 2030-10-01      | 6.6250%  | 0.0000% | $98000.00          | $99632.37          | Corporate Debt Securities |
| BOMBARDIER INC                                | 2029-02-01      | 7.5000%  | 0.0000% | $845000.00         | $892431.26         | Corporate Debt Securities |
| DAVITA INC                                    | 2032-09-01      | 6.8750%  | 0.0000% | $1600000.00        | $1669547.78        | Corporate Debt Securities |
| GEO GROUP INC                                 | 2031-04-15      | 10.2500% | 0.0000% | $4000000.00        | $4297003.33        | Corporate Debt Securities |
| LAMB WESTON HOLDINGS INC                      | 2032-01-31      | 4.3750%  | 0.0000% | $3000000.00        | $2849452.50        | Corporate Debt Securities |
| NISSAN MTR CO LTD                             | 2030-09-17      | 4.8100%  | 0.0000% | $3500000.00        | $3293028.47        | Corporate Debt Securities |
| PRIME HEALTHCARE SERVICES INC                 | 2029-09-01      | 9.3750%  | 0.0000% | $188000.00         | $197303.10         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                        | 2029-02-01      | 9.5000%  | 0.0000% | $1306000.00        | $1456184.92        | Corporate Debt Securities |
| CENTENE CORP                                  | 2030-02-15      | 3.3750%  | 0.0000% | $2730000.00        | $2543680.91        | Corporate Debt Securities |
| CHOBANI LLC                                   | 2028-11-15      | 4.6250%  | 0.0000% | $3457000.00        | $3486446.44        | Corporate Debt Securities |
| DAVITA INC                                    | 2030-06-01      | 4.6250%  | 0.0000% | $1451000.00        | $1432474.16        | Corporate Debt Securities |
| MPT Opt Partner                               | 2031-03-15      | 3.5000%  | 0.0000% | $173000.00         | $124041.87         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2030-03-15      | 7.8750%  | 0.0000% | $370000.00         | $388893.59         | Corporate Debt Securities |
| STAR HOLDING LLC                              | 2031-08-01      | 8.7500%  | 0.0000% | $256000.00         | $266685.94         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                   | 2030-10-15      | 6.5000%  | 0.0000% | $3096000.00        | $3187977.00        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2031-07-31      | 8.5000%  | 0.0000% | $593000.00         | $614472.53         | Corporate Debt Securities |
| UNITI SERVICES LLC                            | 2031-10-01      | 8.2500%  | 0.0000% | $1113000.00        | $1183292.44        | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC             | 2032-10-15      | 6.3750%  | 0.0000% | $3000000.00        | $3001128.75        | Corporate Debt Securities |
| AECOM                                         | 2033-08-01      | 6.0000%  | 0.0000% | $479000.00         | $489328.84         | Corporate Debt Securities |
| ARCHROCK SERVICES LP                          | 2034-02-01      | 6.0000%  | 0.0000% | $2500000.00        | $2551200.00        | Corporate Debt Securities |
| ARDONAGH GROUP FINANCE LTD                    | 2032-02-15      | 8.8750%  | 0.0000% | $443000.00         | $453621.11         | Corporate Debt Securities |
| ASURION LLC                                   | 2034-02-01      | 8.3750%  | 0.0000% | $4500000.00        | $4538823.75        | Corporate Debt Securities |
| BOMBARDIER INC                                | 2030-11-15      | 8.7500%  | 0.0000% | $251000.00         | $276377.15         | Corporate Debt Securities |
| BOMBARDIER INC                                | 2031-07-01      | 7.2500%  | 0.0000% | $3653000.00        | $3925788.79        | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                 | 2030-08-01      | 10.3750% | 0.0000% | $4972000.00        | $4694708.11        | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2031-01-15      | 7.3750%  | 0.0000% | $155000.00         | $162970.16         | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2032-03-01      | 7.2500%  | 0.0000% | $4456000.00        | $4694270.98        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                     | 2030-02-15      | 7.0000%  | 0.0000% | $218000.00         | $223821.33         | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2033-02-15      | 6.1250%  | 0.0000% | $649000.00         | $664096.01         | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2032-08-01      | 5.7500%  | 0.0000% | $180000.00         | $183023.15         | Corporate Debt Securities |
| CENTURY COMMUNITIES INC                       | 2033-09-15      | 6.6250%  | 0.0000% | $854000.00         | $854983.17         | Corporate Debt Securities |
| CHOBANI LLC                                   | 2029-07-01      | 7.6250%  | 0.0000% | $5000.00           | $5279.62           | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                 | 2032-01-15      | 3.7500%  | 0.0000% | $155000.00         | $144558.81         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $2454000.00        | $2471159.60        | Corporate Debt Securities |
| DELUXE CORP                                   | 2029-06-01      | 8.0000%  | 0.0000% | $4002000.00        | $4173890.35        | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO                     | 2028-06-01      | 5.5000%  | 0.0000% | $4279000.00        | $4363056.20        | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2030-12-01      | 7.8750%  | 0.0000% | $571000.00         | $616842.02         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2031-05-01      | 7.0000%  | 0.0000% | $838000.00         | $893957.92         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2033-04-15      | 5.8750%  | 0.0000% | $367000.00         | $364888.99         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                         | 2028-08-01      | 4.0000%  | 0.0000% | $121000.00         | $119314.34         | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2029-02-01      | 5.7500%  | 0.0000% | $1830000.00        | $1854495.06        | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2030-04-15      | 6.0000%  | 0.0000% | $82000.00          | $81901.60          | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2032-04-15      | 6.2500%  | 0.0000% | $2000.00           | $1994.53           | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2034-05-15      | 6.8750%  | 0.0000% | $67000.00          | $69460.27          | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC         | 2033-03-15      | 5.8750%  | 0.0000% | $152000.00         | $155178.89         | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                         | 2032-01-31      | 7.3750%  | 0.0000% | $3326000.00        | $3466614.97        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2032-04-01      | 7.6250%  | 0.0000% | $49000.00          | $50757.75          | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                   | 2028-05-01      | 5.0000%  | 0.0000% | $313000.00         | $298137.72         | Corporate Debt Securities |
| IRON MOUNTAIN INC                             | 2033-01-15      | 6.2500%  | 0.0000% | $78000.00          | $80164.44          | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2033-04-15      | 6.2500%  | 0.0000% | $399000.00         | $407380.66         | Corporate Debt Securities |
| MURPHY OIL CORP                               | 2034-02-15      | 6.5000%  | 0.0000% | $35000.00          | $35839.79          | Corporate Debt Securities |
| NTNL MNTR HLDGS                               | 2030-12-15      | 10.5000% | 0.0000% | $4424000.00        | $4799818.80        | Corporate Debt Securities |
| NISSAN MTR CO LTD                             | 2027-09-17      | 4.3450%  | 0.0000% | $2600000.00        | $2571035.64        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2028-01-15      | 3.8750%  | 0.0000% | $850000.00         | $837108.69         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2030-10-15      | 4.0000%  | 0.0000% | $5171000.00        | $4915845.62        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2029-09-15      | 5.6250%  | 0.0000% | $705000.00         | $715456.03         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2032-03-15      | 6.7500%  | 0.0000% | $753000.00         | $759104.95         | Corporate Debt Securities |
| FIBERCOP SPA                                  | 2036-07-18      | 7.2000%  | 0.0000% | $200000.00         | $203580.00         | Corporate Debt Securities |
| PHH CORP                                      | 2029-11-01      | 9.8750%  | 0.0000% | $4000000.00        | $4204642.78        | Corporate Debt Securities |
| PHINIA INC                                    | 2032-10-15      | 6.6250%  | 0.0000% | $133000.00         | $136392.89         | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2033-03-01      | 6.3750%  | 0.0000% | $1144000.00        | $1151467.94        | Corporate Debt Securities |
| PRIMO WATER HOLDINGS INC                      | 2029-04-30      | 4.3750%  | 0.0000% | $73000.00          | $70996.88          | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                     | 2032-04-30      | 6.7500%  | 0.0000% | $893000.00         | $909538.36         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                       | 2029-02-15      | 4.5000%  | 0.0000% | $162000.00         | $160458.57         | Corporate Debt Securities |
| ROCKET COMPANIES INC                          | 2029-08-01      | 6.5000%  | 0.0000% | $409000.00         | $423523.36         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                  | 2029-07-15      | 4.9500%  | 0.0000% | $1681000.00        | $1679482.90        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2032-08-01      | 7.0000%  | 0.0000% | $198000.00         | $206501.24         | Corporate Debt Securities |
| SABRE GLBL INC                                | 2030-07-15      | 11.1250% | 0.0000% | $5010000.00        | $4468057.86        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD       | 2034-12-01      | 5.7500%  | 0.0000% | $7000.00           | $7266.41           | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                      | 2032-07-15      | 6.6250%  | 0.0000% | $227000.00         | $238325.69         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL             | 2030-08-15      | 3.3750%  | 0.0000% | $263000.00         | $246149.92         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2029-11-15      | 5.3750%  | 0.0000% | $189000.00         | $190272.99         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC               | 2032-08-15      | 6.5000%  | 0.0000% | $494000.00         | $505422.10         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                   | 2030-07-01      | 6.5000%  | 0.0000% | $98000.00          | $102833.96         | Corporate Debt Securities |
| SUNOCO LP                                     | 2030-05-01      | 4.6250%  | 0.0000% | $213000.00         | $211414.54         | Corporate Debt Securities |
| SUPERIOR PLUS LP                              | 2029-03-15      | 4.5000%  | 0.0000% | $373000.00         | $363143.48         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2031-09-01      | 6.0000%  | 0.0000% | $125000.00         | $126982.92         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2034-03-15      | 6.7500%  | 0.0000% | $907000.00         | $934189.59         | Corporate Debt Securities |
| TRANSDIGM INC                                 | 2029-03-01      | 6.3750%  | 0.0000% | $865000.00         | $889901.55         | Corporate Debt Securities |
| TRANSDIGM INC                                 | 2033-05-31      | 6.3750%  | 0.0000% | $939000.00         | $970524.58         | Corporate Debt Securities |
| TWILIO INC                                    | 2029-03-15      | 3.6250%  | 0.0000% | $4782000.00        | $4605598.00        | Corporate Debt Securities |
| US FOODS INC                                  | 2028-09-15      | 6.8750%  | 0.0000% | $3059000.00        | $3148426.04        | Corporate Debt Securities |
| UWM HOLDINGS LLC                              | 2030-02-01      | 6.6250%  | 0.0000% | $242000.00         | $236385.23         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC            | 2036-01-15      | 6.7500%  | 0.0000% | $1900000.00        | $2051805.25        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC             | 2033-11-01      | 3.8750%  | 0.0000% | $89000.00          | $80958.62          | Corporate Debt Securities |
| VIKING CRUISES LTD                            | 2031-07-15      | 9.1250%  | 0.0000% | $972000.00         | $1048636.93        | Corporate Debt Securities |
| VIKING CRUISES LTD                            | 2033-10-15      | 5.8750%  | 0.0000% | $536000.00         | $536647.44         | Corporate Debt Securities |
| WULF COMPUTE LLC                              | 2030-10-15      | 7.7500%  | 0.0000% | $912000.00         | $959879.24         | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                      | 2033-03-15      | 6.2500%  | 0.0000% | $138000.00         | $139247.87         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                  | 2030-04-23      | 6.7500%  | 0.0000% | $150000.00         | $149028.38         | Corporate Debt Securities |
| ZEGONA FINANCE PLC                            | 2029-07-15      | 8.6250%  | 0.0000% | $3435000.00        | $3677085.92        | Corporate Debt Securities |
| RAND PARENT LLC                               | 2030-02-15      | 8.5000%  | 0.0000% | $600000.00         | $633131.00         | Corporate Debt Securities |
| AHP HEALTH PARTNERS INC                       | 2029-07-15      | 5.7500%  | 0.0000% | $345000.00         | $347753.39         | Corporate Debt Securities |
| AETHON UNITED BR LP                           | 2029-10-01      | 7.5000%  | 0.0000% | $75000.00          | $78789.88          | Corporate Debt Securities |
| ALBION FINANCING 1 SARL                       | 2030-05-21      | 7.0000%  | 0.0000% | $476000.00         | $495677.84         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC             | 2028-04-15      | 6.7500%  | 0.0000% | $271000.00         | $274420.70         | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                          | 2032-09-01      | 6.6250%  | 0.0000% | $3696000.00        | $3836402.31        | Corporate Debt Securities |
| ARCOSA INC                                    | 2029-04-15      | 4.3750%  | 0.0000% | $3080000.00        | $3006828.18        | Corporate Debt Securities |
| ARKO CORP                                     | 2029-11-15      | 5.1250%  | 0.0000% | $4000000.00        | $3689838.33        | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2029-06-30      | 5.8750%  | 0.0000% | $405000.00         | $409089.88         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2032-10-15      | 6.6250%  | 0.0000% | $62000.00          | $63716.81          | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2033-07-15      | 6.6250%  | 0.0000% | $727000.00         | $760698.57         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2031-01-28      | 9.5000%  | 0.0000% | $1000000.00        | $952277.78         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                      | 2032-07-15      | 7.2500%  | 0.0000% | $188000.00         | $200397.82         | Corporate Debt Securities |
| GGP RETAIL LLC                                | 2027-04-01      | 4.5000%  | 0.0000% | $327000.00         | $321112.37         | Corporate Debt Securities |
| CCO HOLDINGS LLC                              | 2031-02-01      | 4.2500%  | 0.0000% | $406000.00         | $373729.88         | Corporate Debt Securities |
| VIRIDIEN SA                                   | 2030-10-15      | 10.0000% | 0.0000% | $1300000.00        | $1403904.67        | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2034-03-01      | 5.8750%  | 0.0000% | $315000.00         | $315757.40         | Corporate Debt Securities |
| CVR ENERGY INC                                | 2031-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $1026460.00        | Corporate Debt Securities |
| CVR ENERGY INC                                | 2034-02-15      | 7.8750%  | 0.0000% | $1000000.00        | $1020832.50        | Corporate Debt Securities |
| CAPSTONE BORROWER INC                         | 2030-06-15      | 8.0000%  | 0.0000% | $302000.00         | $298738.40         | Corporate Debt Securities |
| CLEVELAND-CLIFFS INC                          | 2031-09-15      | 7.5000%  | 0.0000% | $3000000.00        | $3086985.00        | Corporate Debt Securities |
| COMMERCIAL METALS COMPANY                     | 2035-12-15      | 6.0000%  | 0.0000% | $637000.00         | $653865.64         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $354000.00         | $357416.99         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2030-01-15      | 5.8750%  | 0.0000% | $36000.00          | $35464.88          | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC          | 2032-12-01      | 6.7500%  | 0.0000% | $700000.00         | $696543.75         | Corporate Debt Securities |
| DBR LAND HOLDINGS LLC                         | 2030-12-01      | 6.2500%  | 0.0000% | $3226000.00        | $3388686.28        | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                   | 2033-06-30      | 7.3750%  | 0.0000% | $2250000.00        | $2366985.00        | Corporate Debt Securities |
| DELUXE CORP                                   | 2029-09-15      | 8.1250%  | 0.0000% | $2600000.00        | $2738102.25        | Corporate Debt Securities |
| DIRECTV FINANCING LLC                         | 2030-02-01      | 8.8750%  | 0.0000% | $1325000.00        | $1371296.79        | Corporate Debt Securities |
| ECHOSTAR CORP                                 | 2029-11-30      | 10.7500% | 0.0000% | $665456.00         | $751540.49         | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC                         | 2028-09-01      | 3.8750%  | 0.0000% | $1262000.00        | $1237442.36        | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                         | 2029-12-01      | 6.5000%  | 0.0000% | $183000.00         | $184962.27         | Corporate Debt Securities |
| EMRLD BORROWER LP                             | 2030-12-15      | 6.6250%  | 0.0000% | $2097000.00        | $2196573.42        | Corporate Debt Securities |
| EQUIPMENTSHARECOM INC                         | 2032-05-15      | 8.6250%  | 0.0000% | $200000.00         | $219684.25         | Corporate Debt Securities |
| FMC CORP                                      | 2049-10-01      | 4.5000%  | 0.0000% | $2500000.00        | $1537987.50        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2030-04-15      | 8.8750%  | 0.0000% | $2000000.00        | $2102035.83        | Corporate Debt Securities |
| GENMAB A/S                                    | 2033-12-15      | 7.2500%  | 0.0000% | $435000.00         | $466939.51         | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2028-03-01      | 14.0000% | 0.0000% | $4000000.00        | $3881777.78        | Corporate Debt Securities |
| GLOBAL PARTNERS LP                            | 2029-01-15      | 6.8750%  | 0.0000% | $2980000.00        | $3064131.61        | Corporate Debt Securities |
| GREAT CANADIAN GAMING CORP                    | 2029-11-15      | 8.7500%  | 0.0000% | $310000.00         | $314564.49         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GROUP INC              | 2029-03-01      | 9.7500%  | 0.0000% | $674000.00         | $717620.72         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC          | 2034-01-15      | 6.6250%  | 0.0000% | $2206000.00        | $2281848.71        | Corporate Debt Securities |
| ILIAD HOLDING SAS                             | 2032-04-15      | 7.0000%  | 0.0000% | $211000.00         | $214605.29         | Corporate Debt Securities |
| TREEHOUSE FOODS INC                           | 2033-02-11      | 7.7500%  | 0.0000% | $147000.00         | $150646.62         | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                   | 2032-09-30      | 7.8750%  | 0.0000% | $1800000.00        | $1433596.50        | Corporate Debt Securities |
| KAISER ALUMINUM CORPORATION                   | 2034-03-01      | 5.8750%  | 0.0000% | $418000.00         | $422881.60         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                       | 2033-10-01      | 6.5000%  | 0.0000% | $500000.00         | $513678.06         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                       | 2035-10-01      | 6.7500%  | 0.0000% | $8000.00           | $8346.14           | Corporate Debt Securities |
| KRONOS ACQUISITION HOLDINGS INC               | 2031-06-30      | 8.2500%  | 0.0000% | $2000000.00        | $1270000.00        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC               | 2031-08-01      | 8.2500%  | 0.0000% | $405000.00         | $431566.31         | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                         | 2036-01-15      | 8.5000%  | 0.0000% | $1565000.00        | $1717690.96        | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2032-04-15      | 6.5000%  | 0.0000% | $1391000.00        | $1422267.36        | Corporate Debt Securities |
| BWAY HOLDING CO                               | 2030-04-15      | 7.8750%  | 0.0000% | $672000.00         | $682269.00         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                     | 2032-04-17      | 7.6250%  | 0.0000% | $261000.00         | $269321.59         | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC                   | 2029-05-01      | 4.8750%  | 0.0000% | $500000.00         | $500514.79         | Corporate Debt Securities |
| MONEYGRAM INTL INC                            | 2030-06-01      | 9.0000%  | 0.0000% | $3014000.00        | $2166553.62        | Corporate Debt Securities |
| NCL CORPORATION LTD                           | 2032-02-01      | 6.7500%  | 0.0000% | $92000.00          | $92431.25          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2029-02-15      | 8.1250%  | 0.0000% | $53000.00          | $55871.92          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2032-02-15      | 8.3750%  | 0.0000% | $25000.00          | $26717.45          | Corporate Debt Securities |
| NEPTUNE BIDCO US INC                          | 2031-05-15      | 10.3750% | 0.0000% | $2000000.00        | $2165935.28        | Corporate Debt Securities |
| RITHM CAPITAL CORP                            | 2029-04-01      | 8.0000%  | 0.0000% | $3350000.00        | $3376312.39        | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC   | 2032-02-01      | 7.5000%  | 0.0000% | $1000000.00        | $1038561.67        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2028-01-15      | 4.3750%  | 0.0000% | $134000.00         | $134928.90         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2031-05-15      | 7.5000%  | 0.0000% | $2388000.00        | $2529142.74        | Corporate Debt Securities |
| ORGANON & CO                                  | 2031-04-30      | 5.1250%  | 0.0000% | $200000.00         | $198528.00         | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC                       | 2028-02-15      | 6.0000%  | 0.0000% | $1046000.00        | $1056271.72        | Corporate Debt Securities |
| PAPA JOHNS INTL INC                           | 2029-09-15      | 3.8750%  | 0.0000% | $1493000.00        | $1439227.74        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2029-08-01      | 4.2500%  | 0.0000% | $171000.00         | $167312.72         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2032-09-15      | 6.1250%  | 0.0000% | $417000.00         | $425480.22         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2034-03-01      | 5.6250%  | 0.0000% | $2628000.00        | $2603201.54        | Corporate Debt Securities |
| PHOENIX AVIATION CAPITAL LTD (SHANNON BRANCH) | 2030-07-15      | 9.2500%  | 0.0000% | $625000.00         | $652893.23         | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2034-10-15      | 6.2500%  | 0.0000% | $1122000.00        | $1108675.32        | Corporate Debt Securities |
| RAIN CARBON INC                               | 2029-09-01      | 12.2500% | 0.0000% | $3836000.00        | $4089238.87        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP                         | 2028-11-15      | 8.2500%  | 0.0000% | $2000000.00        | $2077305.00        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC                | 2030-04-15      | 7.0000%  | 0.0000% | $271200.00         | $273333.44         | Corporate Debt Securities |
| UPBOUND GROUP INC                             | 2029-02-15      | 6.3750%  | 0.0000% | $760000.00         | $752796.15         | Corporate Debt Securities |
| SM ENERGY CO                                  | 2026-09-15      | 6.7500%  | 0.0000% | $302000.00         | $304620.61         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                  | 2028-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2950457.50        | Corporate Debt Securities |
| SNAP INC                                      | 2033-03-01      | 6.8750%  | 0.0000% | $2457000.00        | $2412546.39        | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                     | 2031-06-01      | 5.0000%  | 0.0000% | $3772000.00        | $3678735.20        | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDINGS LLC                 | 2029-10-31      | 8.6250%  | 0.0000% | $297000.00         | $315850.22         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2030-12-31      | 6.0000%  | 0.0000% | $416000.00         | $426395.84         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2029-02-15      | 7.3750%  | 0.0000% | $150000.00         | $156969.69         | Corporate Debt Securities |
| TOUCAN FINCO LTD                              | 2030-05-15      | 9.5000%  | 0.0000% | $250000.00         | $230752.92         | Corporate Debt Securities |
| USI INC                                       | 2032-01-15      | 7.5000%  | 0.0000% | $43000.00          | $45065.07          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2029-05-01      | 4.5000%  | 0.0000% | $73000.00          | $71416.27          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2030-06-30      | 7.3750%  | 0.0000% | $1500000.00        | $1534550.00        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                   | 2029-03-15      | 7.1250%  | 0.0000% | $64000.00          | $66508.56          | Corporate Debt Securities |
| VFH PARENT LLC                                | 2031-06-15      | 7.5000%  | 0.0000% | $2857000.00        | $3078631.78        | Corporate Debt Securities |
| VIKING BAKED GOODS ACQUISITION CORP           | 2031-11-01      | 8.6250%  | 0.0000% | $2000000.00        | $2121290.83        | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2030-10-15      | 6.2500%  | 0.0000% | $88000.00          | $89286.05          | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2033-10-15      | 6.5000%  | 0.0000% | $748000.00         | $757311.35         | Corporate Debt Securities |
| WILLIAMS SCOTS                                | 2031-10-01      | 7.3750%  | 0.0000% | $376000.00         | $393356.53         | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                      | 2030-06-15      | 8.5000%  | 0.0000% | $135000.00         | $145170.23         | Corporate Debt Securities |
| TRAVEL + LEISURE CO                           | 2026-07-31      | 6.6250%  | 0.0000% | $4000000.00        | $4067050.00        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2028-12-01      | 9.0000%  | 0.0000% | $376000.00         | $379425.36         | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2031-03-31      | 5.5000%  | 0.0000% | $1000000.00        | $1018182.22        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2034-03-31      | 5.7500%  | 0.0000% | $2000000.00        | $2004065.56        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2032-03-31      | 5.6250%  | 0.0000% | $1000000.00        | $999190.00         | Corporate Debt Securities |
| ATI INC                                       | 2027-12-01      | 5.8750%  | 0.0000% | $2000000.00        | $2046391.94        | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC             | 2029-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $972907.78         | Corporate Debt Securities |
| ARDONAGH FINCO LTD                            | 2031-02-15      | 7.7500%  | 0.0000% | $893000.00         | $933331.60         | Corporate Debt Securities |
| ATLANTICUS HOLDINGS CORP                      | 2030-09-01      | 9.7500%  | 0.0000% | $1357000.00        | $1356686.76        | Corporate Debt Securities |
| B&G FOODS INC                                 | 2027-09-15      | 5.2500%  | 0.0000% | $3500000.00        | $3393328.75        | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC                   | 2033-07-15      | 10.0000% | 0.0000% | $2002692.00        | $2262649.77        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                      | 2029-07-15      | 7.0000%  | 0.0000% | $1052000.00        | $1109509.33        | Corporate Debt Securities |
| BRISTOW GROUP INC                             | 2033-02-01      | 6.7500%  | 0.0000% | $1000000.00        | $1035045.00        | Corporate Debt Securities |
| BUCKEYE PARTNERS                              | 2028-03-01      | 4.5000%  | 0.0000% | $95000.00          | $94834.23          | Corporate Debt Securities |
| CHURCHILL DOWNS INC                           | 2030-04-01      | 5.7500%  | 0.0000% | $699000.00         | $700741.87         | Corporate Debt Securities |
| CNX MIDSTREAM PARTNERS LP                     | 2030-04-15      | 4.7500%  | 0.0000% | $1000000.00        | $968959.17         | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2031-06-15      | 5.8750%  | 0.0000% | $9000.00           | $9297.55           | Corporate Debt Securities |
| CENTENE CORP                                  | 2030-10-15      | 3.0000%  | 0.0000% | $1400000.00        | $1257354.00        | Corporate Debt Securities |
| CENTENE CORP                                  | 2028-07-15      | 2.4500%  | 0.0000% | $1600000.00        | $1518585.33        | Corporate Debt Securities |
| CIPHER COMPUTE LLC                            | 2030-11-15      | 7.1250%  | 0.0000% | $859000.00         | $916254.14         | Corporate Debt Securities |
| SM ENERGY CO                                  | 2030-11-01      | 8.6250%  | 0.0000% | $448000.00         | $492815.87         | Corporate Debt Securities |
| CLARIOS US FINANCE COMPANY INC                | 2028-05-15      | 6.7500%  | 0.0000% | $839000.00         | $879068.54         | Corporate Debt Securities |
| CLARIOS GLOBAL LP                             | 2032-09-15      | 6.7500%  | 0.0000% | $684000.00         | $702623.61         | Corporate Debt Securities |
| CLEAN HARBORS INC                             | 2033-10-15      | 5.7500%  | 0.0000% | $1000000.00        | $1012515.83        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HOLDINGS INC           | 2029-04-15      | 6.6250%  | 0.0000% | $702000.00         | $691730.03         | Corporate Debt Securities |
| CREDIT ACCEP CORP                             | 2030-03-15      | 6.6250%  | 0.0000% | $1325000.00        | $1320933.91        | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                   | 2029-04-15      | 6.6250%  | 0.0000% | $1000000.00        | $951410.42         | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                   | 2029-08-01      | 9.5000%  | 0.0000% | $577000.00         | $608686.60         | Corporate Debt Securities |
| EFESTO BIDCO SPA                              | 2032-02-15      | 7.5000%  | 0.0000% | $952000.00         | $961002.75         | Corporate Debt Securities |
| ENERGIZER HOLDINGS INC                        | 2029-03-31      | 4.3750%  | 0.0000% | $1006000.00        | $969870.35         | Corporate Debt Securities |
| ENERSYS                                       | 2027-12-15      | 4.3750%  | 0.0000% | $6000.00           | $6041.38           | Corporate Debt Securities |
| ENERSYS                                       | 2032-01-15      | 6.6250%  | 0.0000% | $3143000.00        | $3289630.12        | Corporate Debt Securities |
| ESAB CORP                                     | 2031-04-01      | 5.6250%  | 0.0000% | $650000.00         | $657684.63         | Corporate Debt Securities |
| FAIR ISAAC CORP                               | 2033-05-15      | 6.0000%  | 0.0000% | $3161000.00        | $3195581.34        | Corporate Debt Securities |
| FAIR ISAAC CORP                               | 2034-09-15      | 6.2500%  | 0.0000% | $400000.00         | $396121.78         | Corporate Debt Securities |
| MACYS RETAIL HOLDINGS LLC                     | 2037-03-15      | 6.3750%  | 0.0000% | $2469000.00        | $2285426.76        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY LP               | 2030-10-01      | 8.0000%  | 0.0000% | $1000000.00        | $1031984.44        | Corporate Debt Securities |
| FOCUS FINANCIAL PARTNERS LLC                  | 2031-09-15      | 6.7500%  | 0.0000% | $197000.00         | $201599.46         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                 | 2028-03-20      | 5.6766%  | 0.0000% | $2400000.00        | $2435675.63        | Corporate Debt Securities |
| GEO GROUP INC                                 | 2029-04-15      | 8.6250%  | 0.0000% | $3000000.00        | $3131831.25        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2032-05-15      | 7.8750%  | 0.0000% | $3641000.00        | $3944126.90        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2033-05-15      | 8.0000%  | 0.0000% | $333000.00         | $362466.06         | Corporate Debt Securities |
| GENESIS ENERGY                                | 2034-03-15      | 6.7500%  | 0.0000% | $3583000.00        | $3647995.62        | Corporate Debt Securities |
| GOTO GROUP INC                                | 2028-05-01      | 5.5000%  | 0.0000% | $1.00              | $0.77              | Corporate Debt Securities |
| GRUBHUB HOLDINGS INC                          | 2030-07-31      | 6.0000%  | 0.0000% | $179861.00         | $148957.88         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                  | 2030-02-15      | 4.2500%  | 0.0000% | $1535000.00        | $1502663.95        | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2031-02-01      | 6.0000%  | 0.0000% | $20000.00          | $20078.47          | Corporate Debt Securities |
| HOWARD HUGHES CORP                            | 2034-03-01      | 6.1250%  | 0.0000% | $3650000.00        | $3617041.01        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC          | 2032-07-15      | 7.3750%  | 0.0000% | $111000.00         | $118148.45         | Corporate Debt Securities |
| HOWDEN UK REFINANCE 2 PLC                     | 2032-02-15      | 8.1250%  | 0.0000% | $1561000.00        | $1516569.39        | Corporate Debt Securities |
| HOWDEN UK REFINANCE PLC                       | 2031-02-15      | 7.2500%  | 0.0000% | $1400000.00        | $1429209.83        | Corporate Debt Securities |
| ILIAD HOLDING SAS                             | 2031-04-15      | 8.5000%  | 0.0000% | $729000.00         | $775022.99         | Corporate Debt Securities |
| ITT HOLDINGS LLC                              | 2029-08-01      | 6.5000%  | 0.0000% | $4790000.00        | $4794931.04        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                          | 2029-01-15      | 9.7500%  | 0.0000% | $4369000.00        | $4501762.99        | Corporate Debt Securities |
| ING GROEP NV                                  | 2079-12-31      | 3.8750%  | 0.0000% | $1750000.00        | $1736897.36        | Corporate Debt Securities |
| INGLES MKTS INC                               | 2031-06-15      | 4.0000%  | 0.0000% | $4286000.00        | $4116102.96        | Corporate Debt Securities |
| INVERSION ESCROW ISSUER LLC                   | 2032-08-01      | 6.7500%  | 0.0000% | $590000.00         | $574705.73         | Corporate Debt Securities |
| JANE STREET GROUP LLC                         | 2032-11-01      | 6.1250%  | 0.0000% | $680000.00         | $703313.71         | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC                   | 2033-10-01      | 8.3750%  | 0.0000% | $2552000.00        | $2575724.74        | Corporate Debt Securities |
| CATURUS ENERGY LLC                            | 2030-02-15      | 8.5000%  | 0.0000% | $623000.00         | $660777.68         | Corporate Debt Securities |
| KIOXIA HOLDINGS CORP                          | 2030-07-24      | 6.2500%  | 0.0000% | $1711000.00        | $1790470.25        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2032-04-15      | 7.8750%  | 0.0000% | $835000.00         | $868158.89         | Corporate Debt Securities |
| MERLIN ENTERTAINMENTS GROUP US HOLDINGS INC   | 2031-02-15      | 7.3750%  | 0.0000% | $400000.00         | $336205.83         | Corporate Debt Securities |
| METHANEX US OPERATIONS INC                    | 2032-03-15      | 6.2500%  | 0.0000% | $1457000.00        | $1510358.98        | Corporate Debt Securities |
| MILLROSE PROPERTIES INC                       | 2032-09-15      | 6.2500%  | 0.0000% | $3580000.00        | $3619066.75        | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2031-08-15      | 8.8750%  | 0.0000% | $850000.00         | $909729.15         | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC           | 2030-09-30      | 6.1250%  | 0.0000% | $446000.00         | $441385.76         | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                           | 2030-10-01      | 6.3750%  | 0.0000% | $2203000.00        | $2297608.75        | Corporate Debt Securities |
| OLYMPUS WATER US HOLDING CORP                 | 2031-06-15      | 7.2500%  | 0.0000% | $596000.00         | $602681.33         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2029-06-15      | 6.1250%  | 0.0000% | $1781000.00        | $1854196.87        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2032-09-15      | 7.1250%  | 0.0000% | $4351000.00        | $4464675.31        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2030-05-15      | 6.1250%  | 0.0000% | $1000000.00        | $1025792.92        | Corporate Debt Securities |
| ORGANON & CO                                  | 2034-05-15      | 7.8750%  | 0.0000% | $3000000.00        | $3322391.25        | Corporate Debt Securities |
| PATRICK IND                                   | 2029-05-01      | 4.7500%  | 0.0000% | $511000.00         | $513645.99         | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2030-04-15      | 4.6250%  | 0.0000% | $187000.00         | $181956.06         | Corporate Debt Securities |
| QNITY ELECTRONICS INC                         | 2032-08-15      | 5.7500%  | 0.0000% | $83000.00          | $84825.10          | Corporate Debt Securities |
| RAND PARENT LLC                               | 2030-02-15      | 8.5000%  | 0.0000% | $3200000.00        | $3376698.67        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2034-04-15      | 6.6250%  | 0.0000% | $581000.00         | $594127.94         | Corporate Debt Securities |
| MATIV HOLDINGS INC                            | 2029-10-01      | 8.0000%  | 0.0000% | $3190000.00        | $3113964.58        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD       | 2029-06-01      | 4.0910%  | 0.0000% | $2814000.00        | $2791972.56        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD       | 2031-07-15      | 8.5000%  | 0.0000% | $2010000.00        | $2154381.65        | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP                  | 2032-05-01      | 6.6250%  | 0.0000% | $2098000.00        | $2198664.08        | Corporate Debt Securities |
| SOLSTICE ADVANCED MATERIALS INC               | 2033-09-30      | 5.6250%  | 0.0000% | $413000.00         | $412970.06         | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC                     | 2032-03-15      | 7.2500%  | 0.0000% | $1545000.00        | $1628372.06        | Corporate Debt Securities |
| SUNOCO LP                                     | 2032-05-01      | 7.2500%  | 0.0000% | $1832000.00        | $1982203.14        | Corporate Debt Securities |
| SUNOCO LP                                     | 2031-03-15      | 5.6250%  | 0.0000% | $1000000.00        | $1009861.25        | Corporate Debt Securities |
| TRI POINTE HOMES INC (DELAWARE)               | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2849557.67        | Corporate Debt Securities |
| TOLL ROAD INVESTORS PARTNERSHIP II LP         | 2027-02-15      | 0.0000%  | 0.0000% | $3000000.00        | $2841960.00        | Corporate Debt Securities |
| TOLL ROAD INVESTORS PARTNERSHIP II LP         | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $1655580.00        | Corporate Debt Securities |
| TRANSDIGM INC                                 | 2028-08-15      | 6.7500%  | 0.0000% | $1637000.00        | $1682905.57        | Corporate Debt Securities |
| US FOODS INC                                  | 2029-02-15      | 4.7500%  | 0.0000% | $3334000.00        | $3323317.31        | Corporate Debt Securities |
| US FOODS INC                                  | 2033-04-15      | 5.7500%  | 0.0000% | $4771000.00        | $4798413.37        | Corporate Debt Securities |
| UNISYS CORP                                   | 2031-01-15      | 10.6250% | 0.0000% | $1000000.00        | $889029.58         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC            | 2033-05-01      | 7.5000%  | 0.0000% | $190000.00         | $217550.32         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC             | 2030-01-15      | 6.2500%  | 0.0000% | $2000.00           | $2091.70           | Corporate Debt Securities |
| VIAVI SOLUTIONS INC                           | 2029-10-01      | 3.7500%  | 0.0000% | $2383000.00        | $2265710.73        | Corporate Debt Securities |
| WASTE PRO USA INC                             | 2033-02-01      | 7.0000%  | 0.0000% | $941000.00         | $973168.61         | Corporate Debt Securities |
| WEATHERFORD INTERNATIONAL LTD                 | 2033-10-15      | 6.7500%  | 0.0000% | $501000.00         | $520069.31         | Corporate Debt Securities |
| WYNDHAM HOTELS & RESORTS INC                  | 2033-03-01      | 5.6250%  | 0.0000% | $800000.00         | $797475.00         | Corporate Debt Securities |
| YUM! BRANDS INC.                              | 2032-01-31      | 4.6250%  | 0.0000% | $587000.00         | $566540.52         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                  | 2028-04-14      | 6.8750%  | 0.0000% | $3000000.00        | $3075646.67        | Corporate Debt Securities |
| POINSETTIA FINANCE LIMITED SARL               | 2031-06-17      | 6.6250%  | 0.0000% | $900000.00         | $633178.10         | Corporate Debt Securities |
| API ESCROW CORP                               | 2029-10-15      | 4.7500%  | 0.0000% | $850000.00         | $835438.79         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC                        | 2030-08-01      | 7.0000%  | 0.0000% | $3000000.00        | $3135826.67        | Corporate Debt Securities |
| ATI INC                                       | 2031-10-01      | 5.1250%  | 0.0000% | $215000.00         | $214554.62         | Corporate Debt Securities |
| BREAD FINANCIAL HOLDINGS INC                  | 2031-05-15      | 6.7500%  | 0.0000% | $1000000.00        | $1053145.00        | Corporate Debt Securities |
| AMERICAN AIRLINES                             | 2028-02-15      | 7.2500%  | 0.0000% | $11000.00          | $11302.66          | Corporate Debt Securities |
| BRINKS CO                                     | 2032-06-15      | 6.7500%  | 0.0000% | $1143000.00        | $1200587.20        | Corporate Debt Securities |
| BUCKEYE PARTNERS                              | 2043-11-15      | 5.8500%  | 0.0000% | $3225000.00        | $3042795.56        | Corporate Debt Securities |
| CHOBANI LLC                                   | 2034-04-15      | 6.3750%  | 0.0000% | $1000000.00        | $1019130.83        | Corporate Debt Securities |
| COINBASE GLOBAL INC                           | 2031-10-01      | 3.6250%  | 0.0000% | $1500000.00        | $1316655.21        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                  | 2029-05-15      | 4.1250%  | 0.0000% | $2126000.00        | $2105348.57        | Corporate Debt Securities |
| ECHOSTAR CORP                                 | 2030-11-30      | 6.7500%  | 0.0000% | $51.00             | $53.03             | Corporate Debt Securities |
| GOEASY LTD                                    | 2029-07-01      | 7.6250%  | 0.0000% | $5000000.00        | $4597974.31        | Corporate Debt Securities |
| HERC HOLDINGS INC                             | 2031-03-15      | 5.7500%  | 0.0000% | $2135000.00        | $2156643.56        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                  | 2028-03-01      | 5.8750%  | 0.0000% | $360000.00         | $366821.45         | Corporate Debt Securities |
| ZIFF DAVIS INC                                | 2030-10-15      | 4.6250%  | 0.0000% | $1317000.00        | $1243573.41        | Corporate Debt Securities |
| KINGPIN INTERMEDIATE HOLDINGS LLC             | 2032-10-15      | 7.2500%  | 0.0000% | $2000000.00        | $1688321.67        | Corporate Debt Securities |
| LSF12 HELIX PARENT LLC                        | 2033-02-01      | 7.1250%  | 0.0000% | $2765000.00        | $2750630.06        | Corporate Debt Securities |
| MOTION FINCO SARL                             | 2032-02-15      | 8.3750%  | 0.0000% | $213000.00         | $175092.30         | Corporate Debt Securities |
| MEDLINE BORROWER LP                           | 2029-10-01      | 5.2500%  | 0.0000% | $4106000.00        | $4098359.42        | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2032-11-15      | 7.6250%  | 0.0000% | $1000000.00        | $1075646.94        | Corporate Debt Securities |
| NAVIENT CORP                                  | 2032-06-15      | 7.8750%  | 0.0000% | $1500000.00        | $1487641.88        | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO I              | 2028-07-15      | 5.2500%  | 0.0000% | $4500000.00        | $4525211.25        | Corporate Debt Securities |
| NEXSTAR MEDIA INC                             | 2033-09-15      | 6.5000%  | 0.0000% | $3000000.00        | $3041878.33        | Corporate Debt Securities |
| NORTHERN OIL AND GAS INC                      | 2033-10-15      | 7.8750%  | 0.0000% | $3000000.00        | $3118143.75        | Corporate Debt Securities |
| OAK EAGLE ACQUIRECO INC                       | 2033-07-01      | 7.2500%  | 0.0000% | $95000.00          | $97902.30          | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2028-09-15      | 3.8750%  | 0.0000% | $800000.00         | $775307.00         | Corporate Debt Securities |
| PENN ENTERTAINMENT INC                        | 2031-04-01      | 6.7500%  | 0.0000% | $2000000.00        | $1994220.00        | Corporate Debt Securities |
| PRAIRIE ACQUIROR LP                           | 2029-08-01      | 9.0000%  | 0.0000% | $241000.00         | $256930.10         | Corporate Debt Securities |
| PRECISION DRILLING CORP(CALGARY)              | 2029-01-15      | 6.8750%  | 0.0000% | $4232000.00        | $4349235.22        | Corporate Debt Securities |
| SBA COMMUNICATIONS CORP                       | 2029-02-01      | 3.1250%  | 0.0000% | $1500000.00        | $1453658.54        | Corporate Debt Securities |
| SABRE GLBL INC                                | 2030-03-15      | 10.7500% | 0.0000% | $5000000.00        | $4346037.50        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                      | 2032-06-15      | 8.8750%  | 0.0000% | $37000.00          | $39177.92          | Corporate Debt Securities |
| SOTHEBYS                                      | 2031-04-15      | 8.2500%  | 0.0000% | $2000000.00        | $1960570.00        | Corporate Debt Securities |
| SWORD PURCHASER LLC                           | 2033-04-15      | 8.2500%  | 0.0000% | $4500000.00        | $4608056.25        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC                       | 2033-05-01      | 6.3750%  | 0.0000% | $4001000.00        | $4002348.67        | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD                  | 2030-02-15      | 8.7500%  | 0.0000% | $5000000.00        | $3729807.08        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                           | 2029-12-01      | 4.5000%  | 0.0000% | $4336000.00        | $4276618.48        | Corporate Debt Securities |
| US ACUTE CARE SOLUTIONS LLC                   | 2029-05-15      | 9.7500%  | 0.0000% | $1500000.00        | $1480481.25        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC            | 2030-07-15      | 4.0000%  | 0.0000% | $5000000.00        | $4850383.33        | Corporate Debt Securities |
| UNITI SERVICES LLC                            | 2028-04-15      | 4.7500%  | 0.0000% | $3358000.00        | $3351146.88        | Corporate Debt Securities |
| VF CORPORATION                                | 2027-04-23      | 2.8000%  | 0.0000% | $10000.00          | $9772.34           | Corporate Debt Securities |
| VELOCITY COMMERCIAL CAPITAL LLC               | 2031-02-15      | 9.3750%  | 0.0000% | $2000000.00        | $2104035.00        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                        | 2032-02-01      | 9.8750%  | 0.0000% | $2638000.00        | $2893815.29        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                              | 2030-07-30      | 7.8750%  | 0.0000% | $4336000.00        | $4698088.52        | Corporate Debt Securities |
| VICTORIAS SECRET & CO                         | 2029-07-15      | 4.6250%  | 0.0000% | $3000000.00        | $2926498.75        | Corporate Debt Securities |
| VMED O2 UK FINANCING I PLC                    | 2031-01-31      | 4.2500%  | 0.0000% | $5000000.00        | $4382529.17        | Corporate Debt Securities |
| WHIRLPOOL CORP                                | 2032-05-14      | 4.7000%  | 0.0000% | $950000.00         | $855657.61         | Corporate Debt Securities |
| ZOOMINFO TECHNOLOGIES LLC                     | 2029-02-01      | 3.8750%  | 0.0000% | $1014000.00        | $826957.42         | Corporate Debt Securities |

### Security 304: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-14
- **C.13 - Final Legal Maturity Date:** 2026-06-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ILFC E-CAPITAL TRUST I                           | 2065-12-21      | 6.3800%  | 0.0000% | $200000.00         | $172596.89         | Corporate Debt Securities                         |
| ALLSTATE CORP                                    | 2067-05-15      | 6.5000%  | 0.0000% | $15674000.00       | $16560547.56       | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC                           | 2055-02-15      | 7.0000%  | 0.0000% | $240000.00         | $250791.20         | Corporate Debt Securities                         |
| HORIZON MUTUAL HOLDINGS INC                      | 2034-11-15      | 6.2000%  | 0.0000% | $63000.00          | $61361.16          | Corporate Debt Securities                         |
| NISOURCE INC.                                    | 2056-07-15      | 5.7500%  | 0.0000% | $2794000.00        | $2871790.39        | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2016-3 CLASS A                 | 2030-04-15      | 3.0000%  | 0.0000% | $862000.00         | $457667.47         | Corporate Debt Securities                         |
| AMERICAN ELECTRIC POWER COMPANY INC.             | 2056-03-15      | 5.8000%  | 0.0000% | $2562000.00        | $2566534.74        | Corporate Debt Securities                         |
| NISOURCE INC.                                    | 2055-03-31      | 6.3750%  | 0.0000% | $2961000.00        | $3059342.21        | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                | 2056-08-15      | 6.1000%  | 0.0000% | $4519000.00        | $4547173.45        | Corporate Debt Securities                         |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC CMS_23 | 2031-09-02      | 5.2100%  | 0.0000% | $44000.00          | $45029.28          | Asset-Backed Securities                           |
| EVERSOURCE ENERGY                                | 2056-08-15      | 6.3500%  | 0.0000% | $47000.00          | $47523.53          | Corporate Debt Securities                         |
| GSMPS_04-CW1                                     | 2034-04-01      | 6.5000%  | 0.0000% | $23934320.00       | $6738.96           | Private Label Collateralized Mortgage Obligations |
| ILFC E CAPITAL TRUST II                          | 2065-12-21      | 6.6300%  | 0.0000% | $135000.00         | $118286.06         | Corporate Debt Securities                         |
| 321 HENDERSON RECEIVABLES LLC HENDR_10-1A        | 2059-07-15      | 5.5600%  | 0.0000% | $9500000.00        | $461530.37         | Asset-Backed Securities                           |
| UNITED AIRLINES INC                              | 2038-08-15      | 5.4500%  | 0.0000% | $26354.00          | $25471.92          | Corporate Debt Securities                         |
| MP18_20                                          | 2034-04-24      | 9.0377%  | 0.0000% | $3000000.00        | $2947281.98        | Asset-Backed Securities                           |

### Security 305: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.0000%  | 0.0000% | $839109408.00      | $837420000.13      | Agency Mortgage-Backed Securities |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPERATING LLC                               | 2038-04-15      | 7.5500%  | 0.0000% | $27034000.00       | $32260370.58       | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                                              | 2030-01-15      | 3.0000%  | 0.0000% | $1759000.00        | $1674972.57        | Corporate Debt Securities |
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO           | 2035-11-15      | 4.4180%  | 0.0000% | $300000.00         | $292787.75         | Corporate Debt Securities |
| AON CORP                                                        | 2029-05-02      | 3.7500%  | 0.0000% | $493000.00         | $491240.81         | Corporate Debt Securities |
| BPCE SA                                                         | 2028-09-12      | 4.6250%  | 0.0000% | $970000.00         | $974177.47         | Corporate Debt Securities |
| Enstar Group                                                    | 2029-06-01      | 4.9500%  | 0.0000% | $30000.00          | $30537.53          | Corporate Debt Securities |
| EQUITABLE HOLDINGS INC                                          | 2033-01-11      | 5.5940%  | 0.0000% | $474000.00         | $492660.14         | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                                     | 2063-11-15      | 5.9000%  | 0.0000% | $60000.00          | $62577.70          | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                                       | 2032-03-10      | 3.2000%  | 0.0000% | $622000.00         | $575464.72         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                      | 2030-05-15      | 3.2500%  | 0.0000% | $2391000.00        | $2311154.55        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                           | 2034-01-26      | 5.1220%  | 0.0000% | $7948000.00        | $8039434.68        | Corporate Debt Securities |
| VICI PROPERTIES LP                                              | 2029-02-15      | 3.8750%  | 0.0000% | $438000.00         | $429066.08         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                          | 2028-11-16      | 7.7670%  | 0.0000% | $200000.00         | $216198.60         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                   | 2027-05-25      | 3.6250%  | 0.0000% | $200000.00         | $201433.53         | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                                         | 2038-03-31      | 4.1250%  | 0.0000% | $110000.00         | $76084.02          | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                             | 2079-12-31      | 4.0000%  | 0.0000% | $1997000.00        | $1868963.45        | Corporate Debt Securities |
| BPCE SA                                                         | 2046-01-14      | 6.9150%  | 0.0000% | $10074000.00       | $10501750.43       | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                   | 2055-09-30      | 5.7500%  | 0.0000% | $12524000.00       | $11785605.83       | Corporate Debt Securities |
| EMPOWER FINANCE 2020 LP                                         | 2051-09-17      | 3.0750%  | 0.0000% | $54000.00          | $34562.32          | Corporate Debt Securities |
| FLEX LTD                                                        | 2030-05-12      | 4.8750%  | 0.0000% | $1576000.00        | $1609789.44        | Corporate Debt Securities |
| AGREE LP                                                        | 2032-10-01      | 4.8000%  | 0.0000% | $193000.00         | $191024.97         | Corporate Debt Securities |
| ALTRIA GROUP INC                                                | 2035-02-06      | 5.6250%  | 0.0000% | $1130000.00        | $1171465.35        | Corporate Debt Securities |
| ASCOT GROUP LTD                                                 | 2035-06-15      | 6.3490%  | 0.0000% | $125000.00         | $130091.09         | Corporate Debt Securities |
| CAPITAL SOUTHWEST CORP                                          | 2030-09-18      | 5.9500%  | 0.0000% | $4970000.00        | $4956291.08        | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2028-01-10      | 3.8870%  | 0.0000% | $164000.00         | $165296.74         | Corporate Debt Securities |
| GOODMAN US FINANCE FIVE LLC                                     | 2032-05-04      | 4.6250%  | 0.0000% | $2505000.00        | $2498990.78        | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                                | 2035-07-23      | 5.6000%  | 0.0000% | $46265000.00       | $47842122.44       | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                                   | 2030-04-01      | 4.3500%  | 0.0000% | $7428000.00        | $7381754.51        | Corporate Debt Securities |
| MORGAN STANLEY                                                  | 2027-04-23      | 3.9500%  | 0.0000% | $75000.00          | $74858.10          | Corporate Debt Securities |
| NXP BV                                                          | 2042-02-15      | 3.1250%  | 0.0000% | $40000.00          | $28771.22          | Corporate Debt Securities |
| NORDSON CORP                                                    | 2033-09-15      | 5.8000%  | 0.0000% | $37000.00          | $38632.44          | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                                          | 2041-05-15      | 5.2500%  | 0.0000% | $60000.00          | $59390.55          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | 2053-03-15      | 5.1250%  | 0.0000% | $15597000.00       | $14347621.81       | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                          | 2029-01-21      | 5.5450%  | 0.0000% | $1052000.00        | $1083137.89        | Corporate Debt Securities |
| STARBUCKS CORP                                                  | 2033-02-15      | 4.8000%  | 0.0000% | $113000.00         | $113914.17         | Corporate Debt Securities |
| VENTAS REALTY LP                                                | 2043-09-30      | 5.7000%  | 0.0000% | $293000.00         | $289571.90         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2046-06-14      | 4.4000%  | 0.0000% | $12000.00          | $9820.35           | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2029-04-23      | 3.6400%  | 0.0000% | $9000000.00        | $9112289.17        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                                          | 2044-06-24      | 5.7500%  | 0.0000% | $266000.00         | $265291.11         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                         | 2043-10-18      | 5.6250%  | 0.0000% | $200000.00         | $190669.00         | Corporate Debt Securities |
| BANCO INBURSA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO | 2027-04-11      | 4.3750%  | 0.0000% | $2500000.00        | $2502772.57        | Corporate Debt Securities |
| BANGKOK BANK PUBLIC CO LTD (HONG KONG BRANCH)                   | 2036-09-23      | 3.4660%  | 0.0000% | $545000.00         | $495068.34         | Corporate Debt Securities |
| UBS GROUP AG                                                    | 2029-09-22      | 6.2460%  | 0.0000% | $887000.00         | $924975.13         | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                                 | 2032-01-23      | 7.7000%  | 0.0000% | $30771000.00       | $34178802.77       | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                    | 2035-06-15      | 5.3750%  | 0.0000% | $2252000.00        | $2331149.36        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                                       | 2028-12-08      | 5.2000%  | 0.0000% | $569000.00         | $574098.87         | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                                     | 2031-01-30      | 4.7000%  | 0.0000% | $943000.00         | $942280.70         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC                                      | 2029-07-15      | 3.9000%  | 0.0000% | $649000.00         | $642487.29         | Corporate Debt Securities |
| BROADSTONE NET LEASE LLC                                        | 2031-09-15      | 2.6000%  | 0.0000% | $9164000.00        | $8093644.80        | Corporate Debt Securities |
| CNA FINANCIAL CORP                                              | 2034-02-15      | 5.1250%  | 0.0000% | $807000.00         | $808095.17         | Corporate Debt Securities |
| COTERRA ENERGY INC                                              | 2035-02-15      | 5.4000%  | 0.0000% | $878000.00         | $893716.20         | Corporate Debt Securities |
| CAIXABANK SA                                                    | 2027-09-13      | 6.6840%  | 0.0000% | $1754000.00        | $1783408.15        | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                                    | 2030-02-06      | 2.5000%  | 0.0000% | $3706000.00        | $3431842.47        | Corporate Debt Securities |
| COLONIAL PIPELINE CO                                            | 2032-04-15      | 7.6300%  | 0.0000% | $4943000.00        | $5608286.61        | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                | 2027-07-13      | 7.1460%  | 0.0000% | $159000.00         | $163146.64         | Corporate Debt Securities |
| FMR LLC                                                         | 2039-11-15      | 6.4500%  | 0.0000% | $520000.00         | $577300.10         | Corporate Debt Securities |
| ALLY FINANCIAL INC                                              | 2031-11-01      | 8.0000%  | 0.0000% | $72000.00          | $82785.44          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                            | 2027-03-27      | 4.0000%  | 0.0000% | $1312000.00        | $1313688.11        | Corporate Debt Securities |
| HUMANA INC                                                      | 2033-03-01      | 5.8750%  | 0.0000% | $7930000.00        | $8194453.38        | Corporate Debt Securities |
| KEYCORP                                                         | 2031-04-04      | 5.1210%  | 0.0000% | $230000.00         | $232872.36         | Corporate Debt Securities |
| NATIONAL GRID USA                                               | 2033-04-01      | 5.8750%  | 0.0000% | $489000.00         | $503314.32         | Corporate Debt Securities |
| KINDER MORGAN INC                                               | 2033-02-01      | 4.8000%  | 0.0000% | $334000.00         | $334750.39         | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                                    | 2028-03-01      | 3.8000%  | 0.0000% | $82000.00          | $82055.58          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2046-12-01      | 4.0000%  | 0.0000% | $4980000.00        | $3742945.87        | Corporate Debt Securities |
| PIEDMONT OPERATING PARTNERSHIP LP                               | 2028-07-20      | 9.2500%  | 0.0000% | $225000.00         | $250486.75         | Corporate Debt Securities |
| SOUTHWEST GAS CORP                                              | 2030-06-15      | 2.2000%  | 0.0000% | $182000.00         | $166701.08         | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY                             | 2028-09-15      | 4.1000%  | 0.0000% | $103000.00         | $102490.67         | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC                                      | 2040-09-01      | 5.2000%  | 0.0000% | $158000.00         | $149032.27         | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC                                     | 2031-02-15      | 5.7500%  | 0.0000% | $9147000.00        | $8953899.21        | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                           | 2036-10-23      | 4.9640%  | 0.0000% | $9896000.00        | $9559092.88        | Corporate Debt Securities |
| ZOETIS INC                                                      | 2027-09-12      | 3.0000%  | 0.0000% | $848000.00         | $836246.72         | Corporate Debt Securities |
| 7-ELEVEN INC                                                    | 2031-02-10      | 1.8000%  | 0.0000% | $92000.00          | $80313.24          | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                                  | 2030-07-28      | 7.0000%  | 0.0000% | $300000.00         | $333044.67         | Corporate Debt Securities |
| AHOLD FINANCE USA LLC                                           | 2029-05-01      | 6.8750%  | 0.0000% | $572000.00         | $608653.76         | Corporate Debt Securities |
| ALLSTATE CORP                                                   | 2035-05-09      | 5.5500%  | 0.0000% | $3100000.00        | $3283465.75        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                                         | 2042-07-16      | 4.3750%  | 0.0000% | $3040000.00        | $2673919.82        | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                             | 2050-05-15      | 3.1250%  | 0.0000% | $120000.00         | $79028.75          | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                                   | 2049-09-15      | 3.2000%  | 0.0000% | $797000.00         | $527892.95         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                | 2028-10-30      | 3.0000%  | 0.0000% | $103000.00         | $99605.12          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                | 2034-02-01      | 4.7060%  | 0.0000% | $1882000.00        | $1882384.45        | Corporate Debt Securities |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                           | 2036-01-15      | 5.1060%  | 0.0000% | $2365000.00        | $2347363.01        | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2034-01-15      | 4.9160%  | 0.0000% | $794000.00         | $787805.48         | Corporate Debt Securities |
| BOEING CO                                                       | 2033-02-15      | 6.1250%  | 0.0000% | $76000.00          | $81995.67          | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                                          | 2028-01-07      | 4.1000%  | 0.0000% | $468000.00         | $471308.50         | Corporate Debt Securities |
| CONOCO FUNDING                                                  | 2031-10-15      | 7.2500%  | 0.0000% | $6000.00           | $6736.14           | Corporate Debt Securities |
| CUBESMART LP                                                    | 2032-02-15      | 2.5000%  | 0.0000% | $73000.00          | $64315.80          | Corporate Debt Securities |
| Digital Rlty                                                    | 2027-08-15      | 3.7000%  | 0.0000% | $246000.00         | $245423.95         | Corporate Debt Securities |
| EVERGY MISSOURI WEST INC                                        | 2032-03-15      | 3.7500%  | 0.0000% | $30000.00          | $27400.73          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | 2029-11-01      | 5.8750%  | 0.0000% | $7603474.00        | $7867024.13        | Corporate Debt Securities |
| GENERAL ELECTRIC CO                                             | 2037-08-07      | 6.1500%  | 0.0000% | $23000.00          | $24933.36          | Corporate Debt Securities |
| HEALTHCARE REALTY HOLDINGS LP                                   | 2027-07-01      | 3.7500%  | 0.0000% | $143000.00         | $143409.81         | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                               | 2035-02-15      | 5.3750%  | 0.0000% | $2565000.00        | $2599186.11        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                              | 2032-12-01      | 4.9000%  | 0.0000% | $2406000.00        | $2460761.90        | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                                      | 2043-06-01      | 3.7000%  | 0.0000% | $101000.00         | $80542.84          | Corporate Debt Securities |
| LIBERTY UTILITIES CO                                            | 2029-01-31      | 5.5770%  | 0.0000% | $25000.00          | $25823.06          | Corporate Debt Securities |
| MPLX LP                                                         | 2031-02-15      | 4.8000%  | 0.0000% | $20000.00          | $20189.60          | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP                                      | 2036-03-26      | 5.7000%  | 0.0000% | $10687000.00       | $10740791.23       | Corporate Debt Securities |
| MEDTRONIC INC                                                   | 2042-03-15      | 4.5000%  | 0.0000% | $18000.00          | $15347.97          | Corporate Debt Securities |
| ORIX CORP                                                       | 2027-07-18      | 3.7000%  | 0.0000% | $13000.00          | $13020.45          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | 2052-02-01      | 3.4500%  | 0.0000% | $335000.00         | $220228.72         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                             | 2047-09-15      | 3.8000%  | 0.0000% | $117000.00         | $88082.28          | Corporate Debt Securities |
| WEA FINANCE LLC                                                 | 2029-06-15      | 3.5000%  | 0.0000% | $176000.00         | $171801.52         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                  | 2028-08-15      | 4.7500%  | 0.0000% | $2724000.00        | $2757739.01        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                        | 2035-10-13      | 4.7500%  | 0.0000% | $612000.00         | $593464.39         | Corporate Debt Securities |
| WEA FINANCE LLC                                                 | 2027-01-15      | 2.8750%  | 0.0000% | $50000.00          | $49869.27          | Corporate Debt Securities |
| PROSUS NV                                                       | 2031-07-13      | 3.0610%  | 0.0000% | $200000.00         | $184907.59         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                         | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $304822.47         | Corporate Debt Securities |
| AIA GROUP LTD                                                   | 2040-09-16      | 3.2000%  | 0.0000% | $200000.00         | $154276.22         | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD                                          | 2035-03-23      | 5.0000%  | 0.0000% | $95000.00          | $93542.59          | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                      | 2033-10-29      | 3.4000%  | 0.0000% | $2182000.00        | $1936272.86        | Corporate Debt Securities |
| AFRICAN DEV BK                                                  | 2079-12-31      | 5.7500%  | 0.0000% | $325000.00         | $331905.26         | Corporate Debt Securities |
| AMCOR FINANCE (USA) INC                                         | 2028-05-15      | 4.5000%  | 0.0000% | $180000.00         | $183703.50         | Corporate Debt Securities |
| AMEREN ILLINOIS COMPANY                                         | 2033-06-01      | 4.9500%  | 0.0000% | $97000.00          | $99337.46          | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.                            | 2050-03-01      | 3.2500%  | 0.0000% | $55000.00          | $36388.90          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT LP                                        | 2031-07-15      | 2.3750%  | 0.0000% | $6398000.00        | $5676095.00        | Corporate Debt Securities |
| AMERICAN INTERNATIONAL GROUP INC                                | 2028-04-01      | 4.2000%  | 0.0000% | $232000.00         | $231130.77         | Corporate Debt Securities |
| AMERICAN WATER CAPITAL CORP                                     | 2028-09-01      | 3.7500%  | 0.0000% | $199000.00         | $197544.48         | Corporate Debt Securities |
| AMGEN INC                                                       | 2040-02-21      | 3.1500%  | 0.0000% | $230000.00         | $179769.73         | Corporate Debt Securities |
| ANTARES HOLDINGS LP                                             | 2029-10-23      | 6.3500%  | 0.0000% | $5756000.00        | $5735881.18        | Corporate Debt Securities |
| APPALACHIAN POWER CO                                            | 2027-06-01      | 3.3000%  | 0.0000% | $337000.00         | $337451.02         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                                  | 2033-08-01      | 5.5500%  | 0.0000% | $3840000.00        | $3993104.00        | Corporate Debt Securities |
| AUGUSTA SPINCO CORP                                             | 2027-09-23      | 4.3210%  | 0.0000% | $11625000.00       | $11647680.70       | Corporate Debt Securities |
| AUTODESK INC                                                    | 2027-06-15      | 3.5000%  | 0.0000% | $733000.00         | $734594.28         | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2053-08-02      | 7.0810%  | 0.0000% | $2576000.00        | $2903149.71        | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2029-09-06      | 3.4620%  | 0.0000% | $1584000.00        | $1537371.79        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                              | 2029-03-03      | 3.6500%  | 0.0000% | $14400000.00       | $14505129.25       | Corporate Debt Securities |
| BANCO SANTANDER CHILE                                           | 2031-10-26      | 3.1770%  | 0.0000% | $1641000.00        | $1510643.88        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2028-02-04      | 3.6300%  | 0.0000% | $101000.00         | $102472.86         | Corporate Debt Securities |
| BARCLAYS PLC                                                    | 2027-11-24      | 2.2790%  | 0.0000% | $1000000.00        | $997015.67         | Corporate Debt Securities |
| BARINGS BDC INC                                                 | 2026-11-23      | 3.3000%  | 0.0000% | $23000.00          | $23076.40          | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                  | 2034-11-22      | 6.0000%  | 0.0000% | $10739000.00       | $10472923.38       | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2031-01-13      | 3.0520%  | 0.0000% | $477000.00         | $451614.64         | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2032-04-19      | 2.8710%  | 0.0000% | $995000.00         | $903566.71         | Corporate Debt Securities |
| BNP PARIBAS SA                                                  | 2030-05-20      | 5.4970%  | 0.0000% | $200000.00         | $209388.22         | Corporate Debt Securities |
| BOEING CO                                                       | 2059-03-01      | 3.8250%  | 0.0000% | $118000.00         | $80219.79          | Corporate Debt Securities |
| CRH AMERICA INC                                                 | 2045-05-18      | 5.1250%  | 0.0000% | $1382000.00        | $1296969.00        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                                         | 2056-02-09      | 5.6000%  | 0.0000% | $1387000.00        | $1347234.71        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                            | 2027-05-11      | 3.6500%  | 0.0000% | $83000.00          | $83883.51          | Corporate Debt Securities |
| CENTERPOINT ENERGY RESOURCES COR                                | 2033-03-01      | 5.4000%  | 0.0000% | $25000.00          | $25763.00          | Corporate Debt Securities |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                           | 2026-12-01      | 3.4000%  | 0.0000% | $95000.00          | $95948.31          | Corporate Debt Securities |
| THE CHILDRENS HOSP CORP                                         | 2047-01-01      | 4.1150%  | 0.0000% | $292000.00         | $242074.53         | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2034-12-11      | 5.8500%  | 0.0000% | $2647000.00        | $2817327.83        | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2048-04-24      | 4.2810%  | 0.0000% | $485000.00         | $394602.55         | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2027-06-09      | 5.3100%  | 0.0000% | $5000.00           | $5032.65           | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                                    | 2030-04-30      | 3.2500%  | 0.0000% | $19000.00          | $17968.68          | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                | 2052-02-15      | 6.2640%  | 0.0000% | $200000.00         | $183954.00         | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                                      | 2044-04-15      | 4.3000%  | 0.0000% | $183000.00         | $153491.56         | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                     | 2055-11-15      | 5.7500%  | 0.0000% | $7478000.00        | $7519392.81        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC                             | 2028-01-08      | 3.9000%  | 0.0000% | $951000.00         | $953884.70         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                          | 2030-10-01      | 1.8000%  | 0.0000% | $25000.00          | $21797.25          | Corporate Debt Securities |
| CREDIT AGRICOLE SA                                              | 2033-07-05      | 5.5140%  | 0.0000% | $1760000.00        | $1844557.73        | Corporate Debt Securities |
| CUMMINS INC                                                     | 2050-09-01      | 2.6000%  | 0.0000% | $1644000.00        | $986089.47         | Corporate Debt Securities |
| DCP MIDSTREAM OPERATING LP                                      | 2029-05-15      | 5.1250%  | 0.0000% | $5404000.00        | $5604215.95        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                                         | 2032-06-07      | 3.9000%  | 0.0000% | $401000.00         | $393361.62         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                          | 2031-02-15      | 4.5000%  | 0.0000% | $290000.00         | $289311.25         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                          | 2032-10-06      | 4.7500%  | 0.0000% | $6520000.00        | $6455495.47        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                          | 2026-10-01      | 4.9000%  | 0.0000% | $79000.00          | $79465.09          | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                | 2032-04-14      | 5.0600%  | 0.0000% | $21104000.00       | $21067466.63       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                            | 2027-02-09      | 4.1000%  | 0.0000% | $15000.00          | $15119.18          | Corporate Debt Securities |
| DOW CHEMICAL CO                                                 | 2039-05-15      | 9.4000%  | 0.0000% | $75000.00          | $99381.25          | Corporate Debt Securities |
| DOW CHEMICAL CO                                                 | 2030-11-15      | 2.1000%  | 0.0000% | $73000.00          | $65077.68          | Corporate Debt Securities |
| DUKE UNIVERSITY                                                 | 2046-10-01      | 3.2990%  | 0.0000% | $755000.00         | $536365.23         | Corporate Debt Securities |
| ERAC USA FINANCE LLC                                            | 2033-05-01      | 4.9000%  | 0.0000% | $1954000.00        | $1993009.44        | Corporate Debt Securities |
| ENBRIDGE INC                                                    | 2049-11-15      | 4.0000%  | 0.0000% | $205000.00         | $158223.78         | Corporate Debt Securities |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                      | 2030-11-15      | 4.6000%  | 0.0000% | $553000.00         | $560564.43         | Corporate Debt Securities |
| EQUINOR ASA                                                     | 2049-11-18      | 3.2500%  | 0.0000% | $310000.00         | $218337.65         | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                                         | 2030-04-15      | 2.7040%  | 0.0000% | $161000.00         | $149682.77         | Corporate Debt Securities |
| EVERGY KANSAS CENTRAL INC                                       | 2028-03-13      | 4.7000%  | 0.0000% | $24000.00          | $24219.51          | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC                                        | 2029-06-04      | 6.5000%  | 0.0000% | $489000.00         | $506677.89         | Corporate Debt Securities |
| FMR LLC                                                         | 2043-02-01      | 5.1500%  | 0.0000% | $336000.00         | $318458.09         | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                                  | 2035-05-20      | 5.7500%  | 0.0000% | $9406000.00        | $9862713.56        | Corporate Debt Securities |
| FEDERAL REALTY OP LP                                            | 2030-06-01      | 3.5000%  | 0.0000% | $235000.00         | $227996.09         | Corporate Debt Securities |
| FEDEX CORP                                                      | 2048-10-17      | 4.9500%  | 0.0000% | $750000.00         | $645343.13         | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION LLC                                    | 2030-01-15      | 4.5500%  | 0.0000% | $35000.00          | $35376.98          | Corporate Debt Securities |
| FISERV INC                                                      | 2027-06-01      | 2.2500%  | 0.0000% | $268000.00         | $263967.27         | Corporate Debt Securities |
| FISERV INC                                                      | 2034-03-15      | 5.4500%  | 0.0000% | $4483000.00        | $4488256.32        | Corporate Debt Securities |
| FLORIDA GAS TRANSMISSION COMPANY LLC                            | 2030-07-01      | 2.5500%  | 0.0000% | $85000.00          | $78961.53          | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | 2030-01-15      | 6.0000%  | 0.0000% | $4677000.00        | $4784571.00        | Corporate Debt Securities |
| HALEON US CAPITAL LLC                                           | 2029-03-24      | 3.3750%  | 0.0000% | $465000.00         | $453344.78         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                            | 2030-06-21      | 3.6000%  | 0.0000% | $1513000.00        | $1462707.88        | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                            | 2028-04-10      | 2.4000%  | 0.0000% | $20000.00          | $19235.67          | Corporate Debt Securities |
| GILEAD SCIENCES INC                                             | 2035-06-15      | 5.1000%  | 0.0000% | $20902000.00       | $21440958.07       | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                            | 2051-09-23      | 3.3750%  | 0.0000% | $19000.00          | $12615.79          | Corporate Debt Securities |
| GOLUB CAPITAL PRIVATE CREDIT FUND                               | 2031-04-15      | 5.6000%  | 0.0000% | $24086000.00       | $23557446.11       | Corporate Debt Securities |
| WW GRAINGER INC                                                 | 2046-05-15      | 3.7500%  | 0.0000% | $80000.00          | $63049.40          | Corporate Debt Securities |
| GRUMA SAB DE CV                                                 | 2034-12-09      | 5.3900%  | 0.0000% | $302000.00         | $313509.47         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                               | 2033-08-11      | 5.4020%  | 0.0000% | $795000.00         | $816619.54         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                               | 2036-11-06      | 5.1330%  | 0.0000% | $2905000.00        | $2917606.25        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                                      | 2028-09-11      | 4.9000%  | 0.0000% | $1260000.00        | $1240418.90        | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                                           | 2030-04-07      | 4.9500%  | 0.0000% | $95000.00          | $96257.09          | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                                        | 2034-07-01      | 5.7000%  | 0.0000% | $20000.00          | $20746.43          | Corporate Debt Securities |
| ICON INVESTMENTS SIX DAC                                        | 2029-05-08      | 5.8490%  | 0.0000% | $8790000.00        | $9194913.30        | Corporate Debt Securities |
| ING GROEP NV                                                    | 2028-03-28      | 4.0170%  | 0.0000% | $4782000.00        | $4777364.65        | Corporate Debt Securities |
| INGREDION INC                                                   | 2030-06-01      | 2.9000%  | 0.0000% | $2481000.00        | $2352813.62        | Corporate Debt Securities |
| INTL TRANS CO                                                   | 2043-08-15      | 4.6250%  | 0.0000% | $500000.00         | $435712.71         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                                   | 2030-06-01      | 2.3000%  | 0.0000% | $2523000.00        | $2327718.40        | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                                          | 2035-01-15      | 5.1000%  | 0.0000% | $10150000.00       | $10237746.75       | Corporate Debt Securities |
| KKR GROUP FINANCE CO VII LLC                                    | 2050-02-25      | 3.6250%  | 0.0000% | $775000.00         | $534242.48         | Corporate Debt Securities |
| KELLANOVA                                                       | 2033-03-01      | 5.2500%  | 0.0000% | $1355000.00        | $1394463.25        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                                | 2044-03-01      | 5.5000%  | 0.0000% | $1467000.00        | $1402457.71        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                            | 2027-05-15      | 3.8750%  | 0.0000% | $19000.00          | $19242.26          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                            | 2050-06-01      | 5.5000%  | 0.0000% | $2186000.00        | $2007062.54        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                               | 2050-05-01      | 4.2000%  | 0.0000% | $580000.00         | $428065.13         | Corporate Debt Securities |
| M&T BK CORP                                                     | 2028-08-16      | 4.5530%  | 0.0000% | $1725000.00        | $1739971.18        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                             | 2030-01-15      | 5.0330%  | 0.0000% | $85000.00          | $86945.61          | Corporate Debt Securities |
| MARS INC                                                        | 2050-07-16      | 2.4500%  | 0.0000% | $80000.00          | $46171.02          | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC                                  | 2044-11-15      | 5.3500%  | 0.0000% | $895000.00         | $872178.25         | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC                                      | 2026-09-15      | 5.4500%  | 0.0000% | $11000.00          | $11105.63          | Corporate Debt Securities |
| MIDAMERICAN FUNDING LLC                                         | 2029-03-01      | 6.9270%  | 0.0000% | $163000.00         | $174061.60         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                                      | 2031-09-13      | 2.5640%  | 0.0000% | $420000.00         | $371745.13         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC                                      | 2032-03-17      | 3.0000%  | 0.0000% | $337000.00         | $306290.31         | Corporate Debt Securities |
| MORGAN STANLEY                                                  | 2029-01-24      | 3.7720%  | 0.0000% | $5236000.00        | $5217562.30        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BANK NA                                  | 2030-02-08      | 4.2130%  | 0.0000% | $2819000.00        | $2813836.84        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC                                          | 2044-09-01      | 5.5000%  | 0.0000% | $76000.00          | $73203.50          | Corporate Debt Securities |
| MOUNT SINAI HOSPITAL                                            | 2035-07-01      | 3.8310%  | 0.0000% | $50000.00          | $43945.68          | Corporate Debt Securities |
| NBK SPC LTD                                                     | 2030-06-06      | 5.5000%  | 0.0000% | $235000.00         | $245034.50         | Corporate Debt Securities |
| NASDAQ INC                                                      | 2028-06-28      | 5.3500%  | 0.0000% | $1387000.00        | $1436807.94        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD                                     | 2031-05-21      | 2.9900%  | 0.0000% | $1423000.00        | $1314134.57        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP               | 2048-11-01      | 4.4000%  | 0.0000% | $1115000.00        | $943031.07         | Corporate Debt Securities |
| NEW YORK PUBLIC LIBRARY                                         | 2045-07-01      | 4.3050%  | 0.0000% | $80000.00          | $68127.23          | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                             | 2030-01-16      | 3.1030%  | 0.0000% | $386000.00         | $366863.75         | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                             | 2030-07-16      | 2.6790%  | 0.0000% | $2928000.00        | $2704972.29        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                                    | 2035-05-01      | 5.1000%  | 0.0000% | $183000.00         | $188802.62         | Corporate Debt Securities |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                           | 2047-09-30      | 3.8500%  | 0.0000% | $106000.00         | $80870.40          | Corporate Debt Securities |
| NVENT FINANCE SARL                                              | 2028-04-15      | 4.5500%  | 0.0000% | $81000.00          | $80588.99          | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                                          | 2033-01-15      | 5.4000%  | 0.0000% | $93000.00          | $97270.56          | Corporate Debt Securities |
| OMNICOM GROUP INC                                               | 2030-04-30      | 2.4500%  | 0.0000% | $42000.00          | $38550.96          | Corporate Debt Securities |
| ORACLE CORPORATION                                              | 2055-05-15      | 4.3750%  | 0.0000% | $68000.00          | $46144.26          | Corporate Debt Securities |
| ORACLE CORPORATION                                              | 2047-11-15      | 4.0000%  | 0.0000% | $333000.00         | $224955.93         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                                           | 2028-06-11      | 2.8750%  | 0.0000% | $215000.00         | $203854.55         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2027-12-01      | 3.3000%  | 0.0000% | $729000.00         | $724537.30         | Corporate Debt Securities |
| PACIFICORP                                                      | 2030-09-15      | 2.7000%  | 0.0000% | $190000.00         | $174947.25         | Corporate Debt Securities |
| PACIFICORP                                                      | 2029-03-15      | 4.2500%  | 0.0000% | $70000.00          | $69832.47          | Corporate Debt Securities |
| DOC DR LLC                                                      | 2027-03-15      | 4.3000%  | 0.0000% | $264000.00         | $265170.84         | Corporate Debt Securities |
| DOC DR LLC                                                      | 2028-01-15      | 3.9500%  | 0.0000% | $100000.00         | $100063.08         | Corporate Debt Securities |
| PRESIDENT AND FELLOWS OF HARVARD                                | 2046-07-15      | 3.1500%  | 0.0000% | $1413000.00        | $1021440.04        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                              | 2038-08-01      | 6.5000%  | 0.0000% | $2456000.00        | $2734926.56        | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO                              | 2048-06-15      | 4.1000%  | 0.0000% | $192000.00         | $152162.88         | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                         | 2053-01-15      | 5.1500%  | 0.0000% | $20000.00          | $18494.02          | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | 2047-12-01      | 3.6000%  | 0.0000% | $844000.00         | $630982.84         | Corporate Debt Securities |
| QUEENS HEALTH SYSTEMS                                           | 2052-07-01      | 4.8100%  | 0.0000% | $480000.00         | $427017.47         | Corporate Debt Securities |
| RYDER SYSTEM INC                                                | 2030-12-01      | 4.3000%  | 0.0000% | $10000.00          | $10064.93          | Corporate Debt Securities |
| SK HYNIX INC                                                    | 2028-01-17      | 6.3750%  | 0.0000% | $380000.00         | $399049.24         | Corporate Debt Securities |
| SIXTH STREET SPECIALTY LENDING INC                              | 2026-08-01      | 2.5000%  | 0.0000% | $3335000.00        | $3332500.60        | Corporate Debt Securities |
| SOCIETE GENERALE SA                                             | 2028-01-19      | 5.5190%  | 0.0000% | $200000.00         | $204320.77         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                              | 2048-03-01      | 4.1250%  | 0.0000% | $11198000.00       | $8434562.23        | Corporate Debt Securities |
| Southern Copper                                                 | 2045-04-23      | 5.8750%  | 0.0000% | $66000.00          | $66900.40          | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | 2047-05-30      | 4.4000%  | 0.0000% | $185000.00         | $153868.82         | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                        | 2028-09-15      | 4.0500%  | 0.0000% | $1293000.00        | $1288102.76        | Corporate Debt Securities |
| SOUTHWEST GAS CORP                                              | 2028-03-23      | 5.4500%  | 0.0000% | $10000.00          | $10227.01          | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP                                      | 2043-09-25      | 5.9500%  | 0.0000% | $237000.00         | $236522.38         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                                     | 2041-03-03      | 5.3340%  | 0.0000% | $8103000.00        | $7952571.86        | Corporate Debt Securities |
| SYSCO CORP                                                      | 2035-09-21      | 5.3750%  | 0.0000% | $1400000.00        | $1402090.08        | Corporate Debt Securities |
| TAMPA ELECTRIC COMPANY                                          | 2044-05-15      | 4.3500%  | 0.0000% | $360000.00         | $307064.70         | Corporate Debt Securities |
| TARGA RESOURCES PARTNERS LP                                     | 2028-01-15      | 5.0000%  | 0.0000% | $15000.00          | $15185.30          | Corporate Debt Securities |
| TOLL BROS FIN                                                   | 2028-02-15      | 4.3500%  | 0.0000% | $849000.00         | $853017.89         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                                            | 2028-06-01      | 4.4500%  | 0.0000% | $398000.00         | $401740.43         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                      | 2056-03-15      | 5.7500%  | 0.0000% | $19556000.00       | $19148599.63       | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                              | 2031-06-15      | 3.1500%  | 0.0000% | $260000.00         | $237718.65         | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                           | 2027-08-03      | 1.1250%  | 0.0000% | $95000.00          | $91542.83          | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                           | 2029-06-07      | 1.8870%  | 0.0000% | $474000.00         | $452302.93         | Corporate Debt Securities |
| UBS GROUP AG                                                    | 2033-08-05      | 4.9880%  | 0.0000% | $441000.00         | $443362.53         | Corporate Debt Securities |
| UDR INC                                                         | 2033-03-15      | 1.9000%  | 0.0000% | $381000.00         | $312947.69         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                          | 2037-06-15      | 6.5000%  | 0.0000% | $6000.00           | $6740.43           | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                          | 2040-05-15      | 2.7500%  | 0.0000% | $2665000.00        | $1982717.80        | Corporate Debt Securities |
| VENTAS REALTY LP                                                | 2032-07-15      | 5.1000%  | 0.0000% | $87000.00          | $89159.78          | Corporate Debt Securities |
| VERISIGN INC                                                    | 2031-06-15      | 2.7000%  | 0.0000% | $78000.00          | $70837.65          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2030-10-30      | 1.6800%  | 0.0000% | $60000.00          | $52944.00          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                                      | 2045-11-30      | 5.7500%  | 0.0000% | $4100000.00        | $4098059.33        | Corporate Debt Securities |
| VITALITY RE XIV LTD                                             | 2027-01-05      | 7.0352%  | 0.0000% | $2400000.00        | $2437361.34        | Corporate Debt Securities |
| WASTE CONNECTIONS INC                                           | 2030-02-01      | 2.6000%  | 0.0000% | $48769000.00       | $46139754.83       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2029-10-23      | 6.3030%  | 0.0000% | $41000.00          | $42663.19          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                  | 2031-03-01      | 4.8000%  | 0.0000% | $334000.00         | $333704.97         | Corporate Debt Securities |
| WILLIAM MARSH RICE UNIVERSITY                                   | 2045-05-15      | 3.5740%  | 0.0000% | $305000.00         | $241840.85         | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY                               | 2027-10-15      | 3.0500%  | 0.0000% | $256000.00         | $251814.61         | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION                            | 2044-11-01      | 4.7520%  | 0.0000% | $267000.00         | $240980.32         | Corporate Debt Securities |
| WOODSIDE FIN LTD                                                | 2030-05-19      | 5.4000%  | 0.0000% | $79000.00          | $82470.47          | Corporate Debt Securities |
| YALE UNIVERSITY                                                 | 2050-04-15      | 2.4020%  | 0.0000% | $92000.00          | $53714.28          | Corporate Debt Securities |
| YAMANA GOLD INC                                                 | 2031-08-15      | 2.6300%  | 0.0000% | $156000.00         | $139250.15         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                                      | 2039-11-30      | 5.7500%  | 0.0000% | $25000.00          | $25723.71          | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                       | 2029-02-09      | 4.4830%  | 0.0000% | $255000.00         | $255929.92         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2012 LTD                     | 2042-05-17      | 4.8750%  | 0.0000% | $746000.00         | $743353.88         | Corporate Debt Securities |
| BAYER US FINANCE II LLC                                         | 2028-12-15      | 4.3750%  | 0.0000% | $800000.00         | $805485.00         | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                         | 2028-11-13      | 4.7500%  | 0.0000% | $405000.00         | $413267.96         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                         | 2049-02-05      | 4.3750%  | 0.0000% | $492000.00         | $388133.81         | Corporate Debt Securities |
| ALCON FINANCE CORP                                              | 2029-09-23      | 3.0000%  | 0.0000% | $290000.00         | $276437.67         | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD                     | 2050-05-13      | 3.3500%  | 0.0000% | $800000.00         | $615680.22         | Corporate Debt Securities |
| YARA INTERNATIONAL ASA                                          | 2030-06-04      | 3.1480%  | 0.0000% | $133000.00         | $125640.70         | Corporate Debt Securities |
| CEMEX SAB DE CV                                                 | 2030-09-17      | 5.2000%  | 0.0000% | $921000.00         | $930054.45         | Corporate Debt Securities |
| GLOBAL NET LEASE INC                                            | 2027-12-15      | 3.7500%  | 0.0000% | $80000.00          | $79266.60          | Corporate Debt Securities |
| SK HYNIX INC                                                    | 2031-01-19      | 2.3750%  | 0.0000% | $200000.00         | $183124.64         | Corporate Debt Securities |
| AIRCASTLE LTD                                                   | 2028-01-26      | 2.8500%  | 0.0000% | $305000.00         | $297887.91         | Corporate Debt Securities |
| SBL HOLDINGS INC                                                | 2031-02-18      | 5.0000%  | 0.0000% | $214000.00         | $190241.72         | Corporate Debt Securities |
| NEWS CORP                                                       | 2029-05-15      | 3.8750%  | 0.0000% | $140000.00         | $137737.66         | Corporate Debt Securities |
| MSCI INC                                                        | 2031-11-01      | 3.6250%  | 0.0000% | $305000.00         | $288333.06         | Corporate Debt Securities |
| EQT CORP                                                        | 2026-05-15      | 3.1250%  | 0.0000% | $47000.00          | $47633.23          | Corporate Debt Securities |
| GLOBAL NET LEASE INC                                            | 2028-09-30      | 4.5000%  | 0.0000% | $65000.00          | $63724.70          | Corporate Debt Securities |
| NATIONWIDE BUILDING SOCIETY                                     | 2028-02-16      | 2.9720%  | 0.0000% | $200000.00         | $198835.82         | Corporate Debt Securities |
| PT FREEPORT INDONESIA                                           | 2052-04-14      | 6.2000%  | 0.0000% | $200000.00         | $196607.11         | Corporate Debt Securities |
| ENEL FINANCE AMERICA LLC                                        | 2041-07-12      | 2.8750%  | 0.0000% | $300000.00         | $211624.50         | Corporate Debt Securities |
| UBS GROUP AG                                                    | 2034-01-12      | 5.9590%  | 0.0000% | $6010000.00        | $6370762.27        | Corporate Debt Securities |
| CAIXABANK SA                                                    | 2029-01-18      | 6.2080%  | 0.0000% | $200000.00         | $208601.87         | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                        | 2053-05-23      | 6.9000%  | 0.0000% | $310000.00         | $339785.32         | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                      | 2030-06-15      | 6.2000%  | 0.0000% | $15000.00          | $16076.10          | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                          | 2034-07-06      | 6.2960%  | 0.0000% | $200000.00         | $215483.47         | Corporate Debt Securities |
| CAIXABANK SA                                                    | 2034-09-13      | 6.8400%  | 0.0000% | $250000.00         | $275405.00         | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                                     | 2032-03-15      | 6.2500%  | 0.0000% | $2588000.00        | $2660004.63        | Corporate Debt Securities |
| ANTOFAGASTA PLC                                                 | 2034-05-02      | 6.2500%  | 0.0000% | $265000.00         | $289510.59         | Corporate Debt Securities |
| SYENSQO FINANCE (AMERICA) LLC                                   | 2029-06-04      | 5.6500%  | 0.0000% | $310000.00         | $324692.11         | Corporate Debt Securities |
| NTT FINANCE CORP                                                | 2031-07-02      | 5.1360%  | 0.0000% | $200000.00         | $206176.93         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                          | 2034-09-01      | 5.4500%  | 0.0000% | $65000.00          | $63109.28          | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                                           | 2032-01-23      | 7.7000%  | 0.0000% | $592000.00         | $650695.16         | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                         | 2030-10-03      | 4.6470%  | 0.0000% | $56000.00          | $55986.29          | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                                | 2051-01-28      | 0.0000%  | 0.0000% | $738000.00         | $736938.10         | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                                | 2028-06-01      | 0.0000%  | 0.0000% | $1435000.00        | $1475679.58        | Corporate Debt Securities |

### Security 307: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.860000%
- **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):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BROADCOM INC                            | 2036-11-15      | 3.1870%  | 0.0000% | $16998000.00       | $14498054.56       | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC             | 2044-07-09      | 5.8360%  | 0.0000% | $15000000.00       | $15157115.00       | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC          | 2034-11-17      | 5.2270%  | 0.0000% | $26620000.00       | $27728901.21       | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP                  | 2040-01-15      | 7.3750%  | 0.0000% | $4000000.00        | $4773681.67        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2044-03-09      | 6.3320%  | 0.0000% | $44912000.00       | $47907196.25       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2033-07-25      | 4.9120%  | 0.0000% | $35000000.00       | $35473277.78       | Corporate Debt Securities |
| MGIC INVESTMENT CORPORATION             | 2028-08-15      | 5.2500%  | 0.0000% | $45831000.00       | $46322193.74       | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST           | 2031-01-15      | 0.0000%  | 0.0000% | $28314000.00       | $28391815.13       | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                  | 2040-04-15      | 6.3000%  | 0.0000% | $9300000.00        | $9835261.50        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW        | 2056-01-15      | 0.0000%  | 0.0000% | $25000000.00       | $24717665.63       | Corporate Debt Securities |
| ALPHABET INC                            | 2056-02-15      | 5.6500%  | 0.0000% | $94499000.00       | $93778418.88       | Corporate Debt Securities |
| BAYER US FINANCE II LLC                 | 2028-12-15      | 4.3750%  | 0.0000% | $10000000.00       | $10068562.50       | Corporate Debt Securities |
| MICROCHIP TECH INC                      | 2030-02-15      | 5.0500%  | 0.0000% | $1175000.00        | $1197654.98        | Corporate Debt Securities |
| PINE STREET TRUST III                   | 2054-05-15      | 6.2230%  | 0.0000% | $10000000.00       | $10231020.83       | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY      | 2034-06-01      | 5.2000%  | 0.0000% | $1000.00           | $1009.83           | Corporate Debt Securities |
| ALPHABET INC                            | 2029-02-15      | 3.7000%  | 0.0000% | $14000000.00       | $13929074.44       | Corporate Debt Securities |
| ELEVANCE HEALTH INC                     | 2048-03-01      | 4.5500%  | 0.0000% | $8762000.00        | $7329911.95        | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP      | 2033-01-15      | 5.2500%  | 0.0000% | $41000000.00       | $40630897.50       | Corporate Debt Securities |
| DANSKE BANK A/S                         | 2028-06-12      | 4.3750%  | 0.0000% | $6000000.00        | $6076325.00        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC       | 2046-05-15      | 4.9000%  | 0.0000% | $20758000.00       | $19018445.00       | Corporate Debt Securities |
| FOX CORP                                | 2049-01-25      | 5.5760%  | 0.0000% | $15000000.00       | $14060766.67       | Corporate Debt Securities |
| IBM INTERNATIONAL CAPITAL PTE LTD       | 2054-02-05      | 5.3000%  | 0.0000% | $5000000.00        | $4489569.44        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                      | 2026-05-15      | 2.6250%  | 0.0000% | $17830000.00       | $18031679.59       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC              | 2040-11-20      | 2.6500%  | 0.0000% | $85000000.00       | $60385511.11       | Corporate Debt Securities |
| UBS GROUP AG                            | 2079-12-31      | 7.0000%  | 0.0000% | $20000000.00       | $20709155.56       | Corporate Debt Securities |
| ABBVIE INC                              | 2036-05-14      | 4.3000%  | 0.0000% | $18427000.00       | $17747555.56       | Corporate Debt Securities |
| BOEING CO                               | 2054-05-01      | 6.8580%  | 0.0000% | $95707000.00       | $109530871.23      | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL INC               | 2027-06-22      | 3.7000%  | 0.0000% | $3000000.00        | $2984026.67        | Corporate Debt Securities |
| BROWN & BROWN INC                       | 2034-06-11      | 5.6500%  | 0.0000% | $17551000.00       | $18093594.04       | Corporate Debt Securities |
| CONOCOPHILLIPS CO                       | 2052-03-15      | 3.8000%  | 0.0000% | $40720000.00       | $29927571.20       | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC     | 2031-02-01      | 5.0000%  | 0.0000% | $29375000.00       | $29805670.14       | Corporate Debt Securities |
| EVERSOURCE ENERGY                       | 2034-07-15      | 5.9500%  | 0.0000% | $17990000.00       | $19103835.86       | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                | 2048-06-01      | 4.1250%  | 0.0000% | $36100000.00       | $29391642.29       | Corporate Debt Securities |
| NSTAR ELECTRIC CO                       | 2035-03-01      | 5.2000%  | 0.0000% | $18785000.00       | $19015533.69       | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2056-02-04      | 6.7000%  | 0.0000% | $118923000.00      | $111852499.10      | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2046-03-01      | 3.8000%  | 0.0000% | $1000.00           | $776.86            | Corporate Debt Securities |
| QTS FAYETTEVILLE I DC1-2 LLC            | 2036-04-15      | 5.7000%  | 0.0000% | $41448000.00       | $40364342.04       | Corporate Debt Securities |
| VALERO ENERGY CORP                      | 2030-02-15      | 5.1500%  | 0.0000% | $3500000.00        | $3607762.08        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                  | 2033-03-15      | 5.6500%  | 0.0000% | $17000000.00       | $17690922.50       | Corporate Debt Securities |

### Security 308: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMGEN INC                                         | 2048-06-15      | 4.5630%  | 0.0000% | $4000000.00        | $3403125.00        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                          | 2048-09-21      | 5.0000%  | 0.0000% | $5000000.00        | $4305283.33        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-04-13      | 3.3000%  | 0.0000% | $17000000.00       | $16910211.67       | Corporate Debt Securities |
| COCA-COLA CO                                      | 2027-03-25      | 3.3750%  | 0.0000% | $9149000.00        | $9136385.82        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2046-03-01      | 3.8000%  | 0.0000% | $2000.00           | $1553.72           | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)                 | 2034-02-14      | 5.0000%  | 0.0000% | $10000000.00       | $10066955.56       | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-11-15      | 3.6500%  | 0.0000% | $5250000.00        | $5312794.57        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2026-05-12      | 1.0000%  | 0.0000% | $20000000.00       | $20074933.33       | Corporate Debt Securities |
| ELEVANCE HEALTH INC                               | 2036-01-15      | 5.0000%  | 0.0000% | $2000000.00        | $1990506.67        | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2026-09-15      | 2.1250%  | 0.0000% | $5574000.00        | $5547837.04        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2029-06-15      | 5.1500%  | 0.0000% | $9809000.00        | $10210997.34       | Corporate Debt Securities |
| WEBSTER FINL CORP                                 | 2035-09-11      | 5.7840%  | 0.0000% | $680000.00         | $692153.41         | Corporate Debt Securities |
| COCA-COLA CO                                      | 2027-05-25      | 2.9000%  | 0.0000% | $2000000.00        | $2003052.22        | Corporate Debt Securities |
| PEPSICO INC                                       | 2027-10-15      | 3.0000%  | 0.0000% | $9800000.00        | $9670836.00        | Corporate Debt Securities |
| ABBVIE INC                                        | 2039-11-21      | 4.0500%  | 0.0000% | $1999000.00        | $1783442.83        | Corporate Debt Securities |
| REVVITY INC                                       | 2051-03-15      | 3.6250%  | 0.0000% | $3200000.00        | $2239492.00        | Corporate Debt Securities |
| UNION ELECTRIC CO                                 | 2027-06-15      | 2.9500%  | 0.0000% | $4250000.00        | $4239385.63        | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION              | 2049-09-01      | 3.3000%  | 0.0000% | $816000.00         | $558926.00         | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2026-08-13      | 4.6500%  | 0.0000% | $4621000.00        | $4674538.14        | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                        | 2027-03-15      | 3.2000%  | 0.0000% | $3500000.00        | $3485825.00        | Corporate Debt Securities |
| GENERAL DYNAMICS CORP                             | 2027-04-01      | 3.5000%  | 0.0000% | $2000000.00        | $1997418.89        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                     | 2028-03-23      | 4.5000%  | 0.0000% | $4000000.00        | $4015060.00        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-11-15      | 4.9000%  | 0.0000% | $5000000.00        | $5148841.67        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2028-03-10      | 4.1250%  | 0.0000% | $3600000.00        | $3599889.00        | Corporate Debt Securities |
| PEPSICO INC                                       | 2032-07-18      | 3.9000%  | 0.0000% | $4500000.00        | $4408605.00        | Corporate Debt Securities |
| UBS AG (LONDON BRANCH)                            | 2028-09-11      | 5.6500%  | 0.0000% | $1000000.00        | $1037320.28        | Corporate Debt Securities |

### Security 309: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| AVIS BUDGET CAR RENTAL LLC                     | 2027-07-15      | 5.7500%  | 0.0000% | $5938000.00        | $6024165.33        | Corporate Debt Securities          |
| MGM RESORTS INTERNATIONAL                      | 2032-04-15      | 6.5000%  | 0.0000% | $2480000.00        | $2519626.27        | Corporate Debt Securities          |
| DAVITA INC                                     | 2030-06-01      | 4.6250%  | 0.0000% | $2149000.00        | $2121562.34        | Corporate Debt Securities          |
| CCO HOLDINGS LLC                               | 2031-02-01      | 4.2500%  | 0.0000% | $500000.00         | $460258.47         | Corporate Debt Securities          |
| CAESARS ENTERTAINMENT INC                      | 2030-02-15      | 7.0000%  | 0.0000% | $900000.00         | $924033.00         | Corporate Debt Securities          |
| MATADOR RESOURCES CO                           | 2033-04-15      | 6.2500%  | 0.0000% | $2418000.00        | $2468788.08        | Corporate Debt Securities          |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD        | 2034-12-01      | 5.7500%  | 0.0000% | $854000.00         | $886502.05         | Corporate Debt Securities          |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2036-01-15      | 6.7500%  | 0.0000% | $1487000.00        | $1605807.58        | Corporate Debt Securities          |
| VENTURE GLOBAL CALCASIEU PASS LLC              | 2029-08-15      | 3.8750%  | 0.0000% | $805000.00         | $776336.30         | Corporate Debt Securities          |
| GENESIS ENERGY                                 | 2033-05-15      | 8.0000%  | 0.0000% | $634000.00         | $690100.55         | Corporate Debt Securities          |
| ANTERO MIDSTREAM PARTNERS LP                   | 2033-10-15      | 5.7500%  | 0.0000% | $983000.00         | $982573.21         | Corporate Debt Securities          |
| CROWN AMERICAS LLC                             | 2026-09-30      | 4.2500%  | 0.0000% | $2289000.00        | $2287653.31        | Corporate Debt Securities          |
| HILTON DOMESTIC OPERATING COMPANY INC          | 2027-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3003.26           | Corporate Debt Securities          |
| KINETIK HOLDINGS LP                            | 2030-06-15      | 5.8750%  | 0.0000% | $7333000.00        | $7516040.85        | Corporate Debt Securities          |
| LIBERTY COSTA RICA SENIOR SECURED FINANCE      | 2031-01-15      | 10.8750% | 0.0000% | $1794000.00        | $1931346.40        | Corporate Debt Securities          |
| LIVE NATION ENTERTAINMENT INC                  | 2027-05-15      | 6.5000%  | 0.0000% | $1899000.00        | $1956011.15        | Corporate Debt Securities          |
| MURPHY OIL CORP                                | 2034-02-15      | 6.5000%  | 0.0000% | $2000000.00        | $2047987.78        | Corporate Debt Securities          |
| OWENS-BROCKWAY GLASS CONTAINER INC             | 2031-05-15      | 7.2500%  | 0.0000% | $2600000.00        | $2568797.83        | Corporate Debt Securities          |
| PARK INTERMEDIATE HOLDINGS LLC                 | 2028-10-01      | 5.8750%  | 0.0000% | $625000.00         | $625445.40         | Corporate Debt Securities          |
| URUGUAY (ORIENTAL REPUBLIC OF)                 | 2034-10-28      | 5.7500%  | 0.0000% | $943.00            | $989.74            | Corporate Debt Securities          |
| SIRIUS XM RADIO LLC                            | 2027-08-01      | 5.0000%  | 0.0000% | $6824000.00        | $6880169.10        | Corporate Debt Securities          |
| UNITED RENTALS (NORTH AMERICA) INC             | 2032-01-15      | 3.7500%  | 0.0000% | $7000.00           | $6571.93           | Corporate Debt Securities          |
| WYNN MACAU LTD                                 | 2034-02-15      | 6.7500%  | 0.0000% | $2345000.00        | $2378867.66        | Corporate Debt Securities          |
| XPO INC                                        | 2028-06-01      | 6.2500%  | 0.0000% | $650000.00         | $675777.74         | Corporate Debt Securities          |
| AVIS BUDGET CAR RENTAL LLC                     | 2032-06-15      | 8.3750%  | 0.0000% | $2250000.00        | $2324061.56        | Corporate Debt Securities          |
| CCO HOLDINGS LLC                               | 2027-05-01      | 5.1250%  | 0.0000% | $4421000.00        | $4526894.62        | Corporate Debt Securities          |
| C&W SENIOR FINANCE LTD                         | 2033-01-15      | 9.0000%  | 0.0000% | $1003000.00        | $1053029.64        | Corporate Debt Securities          |
| CAESARS ENTERTAINMENT INC                      | 2032-02-15      | 6.5000%  | 0.0000% | $3322000.00        | $3263770.88        | Corporate Debt Securities          |
| CAESARS ENTERTAINMENT INC                      | 2032-10-15      | 6.0000%  | 0.0000% | $760000.00         | $681651.60         | Corporate Debt Securities          |
| SUNOCO LP                                      | 2029-10-01      | 4.5000%  | 0.0000% | $2321000.00        | $2269485.41        | Corporate Debt Securities          |
| VISTRA OPERATIONS COMPANY LLC                  | 2034-12-30      | 5.7000%  | 0.0000% | $4178000.00        | $4294106.62        | Corporate Debt Securities          |
| XPO INC                                        | 2032-02-01      | 7.1250%  | 0.0000% | $4272000.00        | $4531116.38        | Corporate Debt Securities          |
| INVERSIONES CMPC S.A.                          | 2057-12-09      | 6.7000%  | 0.0000% | $208000.00         | $212586.75         | Corporate Debt Securities          |
| KINETIK HOLDINGS LP                            | 2028-12-15      | 6.6250%  | 0.0000% | $1591000.00        | $1662855.53        | Corporate Debt Securities          |
| OPEN TEXT INC                                  | 2030-02-15      | 4.1250%  | 0.0000% | $900000.00         | $815016.38         | Corporate Debt Securities          |
| TALEN ENERGY SUPPLY LLC                        | 2036-02-01      | 6.5000%  | 0.0000% | $2218000.00        | $2296343.46        | Corporate Debt Securities          |
| UNITED STATES TREASURY                         | 2029-03-15      | 3.5000%  | 0.0000% | $300.00            | $297.65            | U.S. Treasuries (including strips) |
| VENTURE GLOBAL PLAQUEMINES LNG LLC             | 2034-06-15      | 6.5000%  | 0.0000% | $460000.00         | $492415.43         | Corporate Debt Securities          |
| WYNN RESORTS FINANCE LLC                       | 2031-02-15      | 7.1250%  | 0.0000% | $3464000.00        | $3714633.39        | Corporate Debt Securities          |
| ANTERO MIDSTREAM PARTNERS LP                   | 2034-07-01      | 5.7500%  | 0.0000% | $2830000.00        | $2880500.56        | Corporate Debt Securities          |
| BANK OF AMERICA CORP                           | 2037-04-23      | 5.4890%  | 0.0000% | $605000.00         | $600654.47         | Corporate Debt Securities          |
| BANK OF MONTREAL                               | 2085-11-26      | 6.8750%  | 0.0000% | $1000.00           | $1035.78           | Corporate Debt Securities          |
| BUCKEYE PARTNERS                               | 2030-02-01      | 6.7500%  | 0.0000% | $2500000.00        | $2623068.75        | Corporate Debt Securities          |
| LAS VEGAS SANDS                                | 2034-08-15      | 6.2000%  | 0.0000% | $5000000.00        | $5198483.33        | Corporate Debt Securities          |
| MILLICOM INTL CELLULAR SA                      | 2029-03-25      | 6.2500%  | 0.0000% | $350000.00         | $318174.06         | Corporate Debt Securities          |
| NRG ENERGY INC                                 | 2034-05-15      | 5.8750%  | 0.0000% | $1000000.00        | $993546.39         | Corporate Debt Securities          |
| OCCIDENTAL PETROLEUM CORPORATION               | 2034-10-01      | 5.5500%  | 0.0000% | $3550000.00        | $3624481.96        | Corporate Debt Securities          |
| OLEODUCTO CENTRAL SA                           | 2027-07-14      | 4.0000%  | 0.0000% | $200000.00         | $199863.56         | Corporate Debt Securities          |
| ORAZUL ENERGY PERU SA                          | 2032-09-17      | 6.2500%  | 0.0000% | $567000.00         | $577679.60         | Corporate Debt Securities          |
| OWENS-BROCKWAY GLASS CONTAINER INC             | 2032-06-01      | 7.3750%  | 0.0000% | $2000000.00        | $1946228.61        | Corporate Debt Securities          |
| CENTRAIS ELETRICAS BRASILEIRAS SA - ELETROBRAS | 2030-02-04      | 4.6250%  | 0.0000% | $325000.00         | $314797.80         | Corporate Debt Securities          |
| NEXA RESOURCES SA                              | 2028-01-18      | 6.5000%  | 0.0000% | $590000.00         | $611125.93         | Corporate Debt Securities          |
| HUNT OIL COMPANY OF PERU LLC (LIMA BRANCH)     | 2038-11-05      | 7.7500%  | 0.0000% | $350000.00         | $376320.00         | Corporate Debt Securities          |

### Security 310: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-08-08
- **C.13 - Final Legal Maturity Date:** 2026-08-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ARI FLEET LEASE TRUST ARIFL_24-A                         | 2032-11-15      | 5.3000%  | 0.0000% | $11476000.00       | $3173195.92        | Asset-Backed Securities                           |
| BLKMM_6R                                                 | 2037-04-20      | 5.2252%  | 0.0000% | $3000000.00        | $2997004.36        | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST DTAOT_22-1                           | 2027-12-15      | 3.4000%  | 0.0000% | $39995000.00       | $7859077.22        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-1            | 2031-05-15      | 5.4900%  | 0.0000% | $7624000.00        | $7725441.13        | Asset-Backed Securities                           |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_22-1A             | 2028-06-15      | 3.7900%  | 0.0000% | $4720000.00        | $4722049.26        | Asset-Backed Securities                           |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                 | 2030-04-15      | 4.6300%  | 0.0000% | $5275000.00        | $5318672.61        | Asset-Backed Securities                           |
| GCAR_25-3A                                               | 2028-07-17      | 4.5200%  | 0.0000% | $6520000.00        | $3939252.87        | Asset-Backed Securities                           |
| MDPK_19-36A                                              | 2035-04-15      | 5.2231%  | 0.0000% | $3500000.00        | $3504257.02        | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_25-22                      | 2038-01-15      | 5.6231%  | 0.0000% | $5500000.00        | $5522786.27        | Asset-Backed Securities                           |
| MVEW_24-1A                                               | 2037-10-16      | 7.3295%  | 0.0000% | $3000000.00        | $3020821.11        | Asset-Backed Securities                           |
| OCTR_8R-R2                                               | 2038-03-15      | 5.3647%  | 0.0000% | $1010020.00        | $1012371.28        | Asset-Backed Securities                           |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_26-1                 | 2033-07-20      | 4.7500%  | 0.0000% | $4570000.00        | $4549281.65        | Asset-Backed Securities                           |
| PART_24-2A                                               | 2029-02-15      | 4.5600%  | 0.0000% | $4935000.00        | $4942979.89        | Asset-Backed Securities                           |
| RAD_31                                                   | 2039-04-18      | 0.0000%  | 0.0000% | $6600000.00        | $6750758.99        | Asset-Backed Securities                           |
| SFAST_25-1A                                              | 2030-12-20      | 4.8300%  | 0.0000% | $6515000.00        | $6566433.76        | Asset-Backed Securities                           |
| SFAST_26-1                                               | 2032-06-21      | 4.2700%  | 0.0000% | $5630000.00        | $5551546.58        | Asset-Backed Securities                           |
| SYCAMORE TREE CLO 2021-1 LTD STCP_21-1AR                 | 2038-01-20      | 5.7252%  | 0.0000% | $2800000.00        | $2804676.96        | Asset-Backed Securities                           |
| TCW_19-2A                                                | 2038-01-20      | 6.6752%  | 0.0000% | $5000000.00        | $4853421.15        | Asset-Backed Securities                           |
| TESLA ELECTRIC VEHICLE TRUST TLEVS_25-A                  | 2029-06-20      | 4.7900%  | 0.0000% | $2665000.00        | $2669793.15        | Asset-Backed Securities                           |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_26-1                  | 2033-01-17      | 4.0400%  | 0.0000% | $3000000.00        | $2967043.00        | Asset-Backed Securities                           |
| WELLINGTON MANAGEMENT CLO 4 LTD WELLI_25-4A              | 2038-04-18      | 4.8252%  | 0.0000% | $6340000.00        | $6336451.77        | Asset-Backed Securities                           |
| WLAKE_23-P1                                              | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5572538.60        | Asset-Backed Securities                           |
| WDMNT_22-10A                                             | 2038-04-15      | 5.7731%  | 0.0000% | $5250000.00        | $5178576.16        | Asset-Backed Securities                           |
| ACM AUTO TRUST ACMAT_25-4                                | 2032-08-20      | 8.4200%  | 0.0000% | $3530000.00        | $3606685.33        | Asset-Backed Securities                           |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_25-X2            | 2030-10-15      | 4.4500%  | 0.0000% | $5389000.00        | $3066537.61        | Asset-Backed Securities                           |
| ALLO ISSUER LLC ALLO_24-1A                               | 2054-07-20      | 7.1500%  | 0.0000% | $2720000.00        | $2782084.30        | Asset-Backed Securities                           |
| ACAR_25-4                                                | 2029-05-14      | 4.4200%  | 0.0000% | $6734000.00        | $4177399.78        | Asset-Backed Securities                           |
| ACAR_25-3                                                | 2029-01-12      | 4.7300%  | 0.0000% | $9900000.00        | $4316572.84        | Asset-Backed Securities                           |
| AMERIQUEST MORTGAGE SECURITES INC AMSI_05-R9             | 2035-11-25      | 4.6388%  | 0.0000% | $3200000.00        | $3085199.27        | Asset-Backed Securities                           |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                | 2029-12-20      | 6.4000%  | 0.0000% | $3750000.00        | $3873212.92        | Asset-Backed Securities                           |
| BOFA AUTO TRUST BAAT_26-1                                | 2030-10-15      | 4.1800%  | 0.0000% | $4000000.00        | $4000906.67        | Asset-Backed Securities                           |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_26-1 | 2029-12-17      | 4.0400%  | 0.0000% | $3826000.00        | $3823242.73        | Asset-Backed Securities                           |
| BRIDGE STREET CLO I LTD BRDGS_24-1                       | 2037-04-20      | 5.2752%  | 0.0000% | $3500000.00        | $3510028.70        | Asset-Backed Securities                           |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_26-2 | 2032-02-17      | 4.5600%  | 0.0000% | $5130000.00        | $5122537.56        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_25-B                      | 2029-11-15      | 4.7900%  | 0.0000% | $7605000.00        | $7650294.11        | Asset-Backed Securities                           |
| CPS_22-B                                                 | 2028-08-15      | 5.1900%  | 0.0000% | $12789000.00       | $1598280.81        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_22-C                      | 2030-04-15      | 6.4500%  | 0.0000% | $10400000.00       | $6834714.41        | Asset-Backed Securities                           |
| CPS_26-B                                                 | 2032-07-15      | 4.9300%  | 0.0000% | $7500000.00        | $7493809.17        | Asset-Backed Securities                           |
| CPS_26-B                                                 | 2032-07-15      | 5.2000%  | 0.0000% | $5000000.00        | $4984617.78        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P4               | 2032-12-10      | 5.6000%  | 0.0000% | $4542000.00        | $4546106.48        | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_22-2                       | 2028-10-16      | 4.7500%  | 0.0000% | $3150000.00        | $3157661.33        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N2               | 2030-09-10      | 6.4400%  | 0.0000% | $3000000.00        | $3081149.33        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1               | 2028-02-10      | 3.5200%  | 0.0000% | $11200000.00       | $4000957.99        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_25-P4               | 2029-03-12      | 4.1900%  | 0.0000% | $3619000.00        | $3352778.40        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_26-A                      | 2032-05-17      | 4.6300%  | 0.0000% | $5000000.00        | $4975820.84        | Asset-Backed Securities                           |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-1             | 2033-05-16      | 7.0200%  | 0.0000% | $9650000.00        | $3504233.81        | Asset-Backed Securities                           |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_24-2                  | 2029-07-16      | 4.5200%  | 0.0000% | $3065000.00        | $3076169.89        | Asset-Backed Securities                           |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_24-2                  | 2032-05-17      | 4.9400%  | 0.0000% | $5510000.00        | $5551106.43        | Asset-Backed Securities                           |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_24-1                  | 2029-01-16      | 5.3100%  | 0.0000% | $5750000.00        | $3144558.04        | Asset-Backed Securities                           |
| DRIVEN BRANDS FUNDING LLC HONK_21-1A                     | 2051-10-20      | 2.7910%  | 0.0000% | $3150000.00        | $2569101.48        | Asset-Backed Securities                           |
| DRYDEN CLO LTD DRSLF_20-98                               | 2035-04-20      | 6.7752%  | 0.0000% | $6900000.00        | $6634018.86        | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST DTAOT_21-4A                          | 2027-09-15      | 1.9900%  | 0.0000% | $20448000.00       | $5879700.11        | Asset-Backed Securities                           |
| EATON_20-1RR                                             | 2037-10-15      | 8.1731%  | 0.0000% | $4450000.00        | $4455506.69        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                  | 2029-07-20      | 4.2900%  | 0.0000% | $3898000.00        | $3089028.43        | Asset-Backed Securities                           |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                  | 2029-10-22      | 5.6500%  | 0.0000% | $7794000.00        | $7830643.06        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-5            | 2031-02-18      | 5.0600%  | 0.0000% | $4800000.00        | $4828196.80        | Asset-Backed Securities                           |
| FIAOT_26-1                                               | 2032-07-15      | 0.0000%  | 0.0000% | $3500000.00        | $3519672.92        | Asset-Backed Securities                           |
| FIAOT_26-1                                               | 2032-07-15      | 0.0000%  | 0.0000% | $4750000.00        | $4785503.08        | Asset-Backed Securities                           |
| FIAOT_26-1                                               | 2034-04-17      | 0.0000%  | 0.0000% | $7430000.00        | $7502088.33        | Asset-Backed Securities                           |
| 522 FUNDING CLO LTD MORGN_20-6A                          | 2034-10-23      | 7.0777%  | 0.0000% | $7000000.00        | $6679793.50        | Asset-Backed Securities                           |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-B                  | 2029-08-15      | 4.5200%  | 0.0000% | $4800000.00        | $4816124.80        | Asset-Backed Securities                           |
| FCBSL_19-R                                               | 2036-07-24      | 6.0671%  | 0.0000% | $5600000.00        | $5607454.62        | Asset-Backed Securities                           |
| FCBSL_25-1A                                              | 2038-04-20      | 4.9452%  | 0.0000% | $3200000.00        | $3205067.76        | Asset-Backed Securities                           |
| GCAT_21-NQM1                                             | 2066-01-25      | 1.1510%  | 0.0000% | $16165000.00       | $3071989.67        | Private Label Collateralized Mortgage Obligations |
| GLS AUTO RECEIVABLES TRUST GCAR_25-4                     | 2028-10-16      | 4.3700%  | 0.0000% | $5918000.00        | $5490797.93        | Asset-Backed Securities                           |
| GCAR_26-1                                                | 2030-08-15      | 4.2200%  | 0.0000% | $4109000.00        | $4084219.99        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_26-1              | 2031-12-15      | 5.0200%  | 0.0000% | $4597000.00        | $4572262.01        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES TRUST GCAR_24-3                     | 2031-02-18      | 5.5300%  | 0.0000% | $5005000.00        | $5062192.97        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_25-2              | 2028-03-15      | 4.7500%  | 0.0000% | $14010000.00       | $4655798.64        | Asset-Backed Securities                           |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_26-1              | 2032-02-17      | 4.0500%  | 0.0000% | $5000000.00        | $4988072.50        | Asset-Backed Securities                           |
| GASRT_26-1                                               | 2032-02-17      | 4.4600%  | 0.0000% | $7471000.00        | $7414708.51        | Asset-Backed Securities                           |
| GASRT_26-2                                               | 2032-06-15      | 0.0000%  | 0.0000% | $5175000.00        | $5188036.40        | Asset-Backed Securities                           |
| GASRT_26-2                                               | 2032-06-15      | 0.0000%  | 0.0000% | $3000000.00        | $3014440.33        | Asset-Backed Securities                           |
| GASRT_26-2                                               | 2033-07-15      | 0.0000%  | 0.0000% | $4351000.00        | $4387559.52        | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES TRUST GCAR_22-3A                    | 2028-06-15      | 6.4200%  | 0.0000% | $4800000.00        | $3154062.25        | Asset-Backed Securities                           |
| GLM_15-RR                                                | 2038-10-20      | 5.1052%  | 0.0000% | $6000000.00        | $5988948.71        | Asset-Backed Securities                           |
| GSHOR_22-1R                                              | 2033-07-25      | 8.2666%  | 0.0000% | $5000000.00        | $4994244.41        | Asset-Backed Securities                           |
| GOCAP_67                                                 | 2036-05-09      | 6.1599%  | 0.0000% | $5000000.00        | $5074143.22        | Asset-Backed Securities                           |
| GOCAP_85-M                                               | 2040-02-09      | 0.0000%  | 0.0000% | $3120000.00        | $3134878.51        | Asset-Backed Securities                           |
| GALC_23-1                                                | 2030-03-15      | 5.0600%  | 0.0000% | $5304000.00        | $5363804.37        | Asset-Backed Securities                           |
| GRPCLO_1R                                                | 2037-07-20      | 8.1752%  | 0.0000% | $3000000.00        | $2927582.69        | Asset-Backed Securities                           |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2A                  | 2027-12-25      | 2.5200%  | 0.0000% | $2890000.00        | $2858620.38        | Asset-Backed Securities                           |
| HGVT_26-1                                                | 2043-02-25      | 0.0000%  | 0.0000% | $3000000.00        | $2992615.33        | Asset-Backed Securities                           |
| HPSPR_23-1R                                              | 2037-10-15      | 6.9731%  | 0.0000% | $4000000.00        | $3822261.83        | Asset-Backed Securities                           |
| JPMMT_25-HE2                                             | 2055-11-20      | 5.1401%  | 0.0000% | $4287000.00        | $4301060.57        | Private Label Collateralized Mortgage Obligations |
| KKR_37A                                                  | 2038-04-20      | 7.9252%  | 0.0000% | $3250000.00        | $3131542.22        | Asset-Backed Securities                           |
| LCM LTD LCM_20-32                                        | 2034-07-20      | 7.3368%  | 0.0000% | $4000000.00        | $3749632.04        | Asset-Backed Securities                           |
| LCM_38-RR                                                | 2038-11-04      | 4.9431%  | 0.0000% | $6550000.00        | $6561656.54        | Asset-Backed Securities                           |
| LADAR_26-1                                               | 2029-05-15      | 0.0000%  | 0.0000% | $7367000.00        | $7350612.11        | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_18-27AR                    | 2038-04-20      | 6.5252%  | 0.0000% | $5000000.00        | $4862812.82        | Asset-Backed Securities                           |
| MARINER FINANCE ISSUANCE TRUST MFIT_21-AA                | 2036-03-20      | 1.8600%  | 0.0000% | $5065000.00        | $4263237.33        | Asset-Backed Securities                           |
| METRONET INFRASTRUCTURE ISSUER LLC MNET_26-1             | 2056-04-20      | 5.2730%  | 0.0000% | $4650000.00        | $4684302.53        | Asset-Backed Securities                           |
| NPRL_21-1A                                               | 2051-03-19      | 2.2300%  | 0.0000% | $5250000.00        | $4547390.54        | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1         | 2059-11-25      | 3.0000%  | 0.0000% | $3567000.00        | $3253926.79        | Private Label Collateralized Mortgage Obligations |
| NRZT_20-RPL1                                             | 2059-11-25      | 3.2500%  | 0.0000% | $3447600.00        | $3067640.20        | Private Label Collateralized Mortgage Obligations |
| NEXTGEAR FLOORPLAN MASTER OWNER                          | 2031-02-15      | 4.0700%  | 0.0000% | $4000000.00        | $3972067.34        | Asset-Backed Securities                           |
| NALT_26-A                                                | 2030-02-15      | 3.9400%  | 0.0000% | $5500000.00        | $5456812.17        | Asset-Backed Securities                           |
| NALT_26-A                                                | 2030-06-17      | 4.2900%  | 0.0000% | $6000000.00        | $5937279.00        | Asset-Backed Securities                           |
| OCTANE RECEIVABLES TRUST OCTL_24-RVM1                    | 2046-01-22      | 6.3000%  | 0.0000% | $5000000.00        | $5100145.00        | Asset-Backed Securities                           |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_22-S1             | 2035-05-14      | 4.1300%  | 0.0000% | $12200000.00       | $3091511.45        | Asset-Backed Securities                           |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-1A             | 2038-06-14      | 5.9400%  | 0.0000% | $4611000.00        | $4737576.56        | Asset-Backed Securities                           |
| ODART_25-2                                               | 2034-01-16      | 0.0000%  | 0.0000% | $3000000.00        | $2983355.67        | Asset-Backed Securities                           |
| PRPM_24-RPL3                                             | 2054-11-25      | 4.0000%  | 0.0000% | $2694000.00        | $2604681.93        | Private Label Collateralized Mortgage Obligations |
| PPMC_25-8A                                               | 2038-04-20      | 4.9452%  | 0.0000% | $3050000.00        | $3054799.71        | Asset-Backed Securities                           |
| PRETIUM MORTGAGE CREDIT PARTNERS PRET_25-RPL3            | 2065-04-27      | 4.1500%  | 0.0000% | $5000000.00        | $4466670.12        | Private Label Collateralized Mortgage Obligations |
| PRET_25-RPL1                                             | 2069-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $4784886.12        | Private Label Collateralized Mortgage Obligations |
| PRET_25-RPL5                                             | 2070-01-25      | 4.1500%  | 0.0000% | $3418000.00        | $3211988.37        | Private Label Collateralized Mortgage Obligations |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_26-1                 | 2033-07-20      | 4.8900%  | 0.0000% | $3770000.00        | $3750152.21        | Asset-Backed Securities                           |
| PROG_26-SFR1                                             | 2043-02-17      | 4.0000%  | 0.0000% | $5100000.00        | $4746897.53        | Private Label Collateralized Mortgage Obligations |
| RR 38 LTD RRAM_25-38A                                    | 2040-04-15      | 5.1731%  | 0.0000% | $5000000.00        | $5011127.29        | Asset-Backed Securities                           |
| REGATTA XXVIII FUNDING LTD REG28_24-1A                   | 2037-04-25      | 5.2166%  | 0.0000% | $3000000.00        | $3001724.15        | Asset-Backed Securities                           |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-3     | 2031-11-20      | 4.4400%  | 0.0000% | $3030000.00        | $3008194.10        | Asset-Backed Securities                           |
| SCFET_23-1A                                              | 2032-05-20      | 6.1700%  | 0.0000% | $17500000.00       | $4019131.57        | Asset-Backed Securities                           |
| SEB FUNDING LLC SEB4P_24-1A                              | 2054-04-30      | 7.3860%  | 0.0000% | $5000000.00        | $5071425.00        | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_26-1        | 2032-04-15      | 4.2600%  | 0.0000% | $3000000.00        | $2959515.00        | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-4        | 2029-01-15      | 4.2800%  | 0.0000% | $9000000.00        | $7518614.65        | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-4        | 2032-01-15      | 4.9500%  | 0.0000% | $4255000.00        | $4237931.07        | Asset-Backed Securities                           |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_26-1     | 2031-07-21      | 3.9600%  | 0.0000% | $5750000.00        | $5697330.00        | Asset-Backed Securities                           |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_26-1     | 2033-11-21      | 4.4600%  | 0.0000% | $3000000.00        | $2952401.67        | Asset-Backed Securities                           |
| SPCLO_10                                                 | 2038-07-15      | 7.9231%  | 0.0000% | $3000000.00        | $2920833.87        | Asset-Backed Securities                           |
| BRTPT_24-5A                                              | 2037-10-20      | 5.1752%  | 0.0000% | $3250000.00        | $3229419.58        | Asset-Backed Securities                           |
| TCW_22-1R                                                | 2038-01-20      | 6.6752%  | 0.0000% | $6000000.00        | $5907865.38        | Asset-Backed Securities                           |
| TCW_24-3                                                 | 2037-10-20      | 6.7752%  | 0.0000% | $3500000.00        | $3462487.03        | Asset-Backed Securities                           |
| TESLA AUTO LEASE TRUST TESLA_25-A                        | 2028-06-20      | 4.1400%  | 0.0000% | $3200000.00        | $2611584.16        | Asset-Backed Securities                           |
| TESLA AUTO LEASE TRUST TESLA_24-A                        | 2028-05-22      | 5.5500%  | 0.0000% | $4700000.00        | $4727723.73        | Asset-Backed Securities                           |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_26-B            | 2030-12-16      | 4.1300%  | 0.0000% | $7750000.00        | $7737534.13        | Asset-Backed Securities                           |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1ARR                 | 2037-01-20      | 6.3752%  | 0.0000% | $2985000.00        | $2904974.83        | Asset-Backed Securities                           |
| VENTR_13-15A                                             | 2032-07-15      | 7.8547%  | 0.0000% | $3000000.00        | $2734748.39        | Asset-Backed Securities                           |
| VERDANT RECEIVABLES LLC VERD_23-1                        | 2031-01-13      | 6.2400%  | 0.0000% | $11010000.00       | $3968466.76        | Asset-Backed Securities                           |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_24-1                  | 2028-10-16      | 4.2900%  | 0.0000% | $4250000.00        | $4262276.13        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-2         | 2027-09-15      | 5.4800%  | 0.0000% | $21080000.00       | $5980306.18        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_25-3         | 2028-04-17      | 4.3100%  | 0.0000% | $3603000.00        | $3008909.42        | Asset-Backed Securities                           |
| WINDHILL CLO LTD WNDHL_25-1                              | 2037-10-22      | 0.0000%  | 0.0000% | $4400000.00        | $4394645.34        | Asset-Backed Securities                           |

### Security 311: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BPCE SA                 | 2034-10-19      | 7.0030%  | 0.0000% | $25461000.00       | $27796277.97       | Corporate Debt Securities |
| COREWEAVE INC           | 2031-10-01      | 9.7500%  | 0.0000% | $44380000.00       | $44288281.33       | Corporate Debt Securities |
| MACQUARIE GROUP LTD     | 2033-01-14      | 2.8710%  | 0.0000% | $24028000.00       | $21679587.38       | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC | 2033-05-01      | 6.3750%  | 0.0000% | $424000.00         | $424142.92         | Corporate Debt Securities |

### Security 312: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AIMCO AIMCO_18-AA                             | 2031-04-17      | 0.0000%  | 0.0000% | $3690000.00        | $1512900.00        | Asset-Backed Securities                           |
| BATLN_15                                      | 2033-01-17      | 0.0000%  | 0.0000% | $2250000.00        | $827133.75         | Asset-Backed Securities                           |
| CPS_24-A                                      | 2031-08-15      | 8.4200%  | 0.0000% | $1033000.00        | $1073931.94        | Asset-Backed Securities                           |
| ELMW7_20-4A                                   | 2034-01-17      | 0.0000%  | 0.0000% | $4100000.00        | $1107000.00        | Asset-Backed Securities                           |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2       | 2026-12-17      | 3.7990%  | 0.0000% | $2000000.00        | $1896220.75        | Private Label Collateralized Mortgage Obligations |
| KKR_29                                        | 2037-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $750000.00         | Asset-Backed Securities                           |
| KKR_52                                        | 2038-07-16      | 0.0000%  | 0.0000% | $3000000.00        | $1560000.00        | Asset-Backed Securities                           |
| OAKCL_19-3A                                   | 2031-07-21      | 0.0000%  | 0.0000% | $1750000.00        | $824806.50         | Asset-Backed Securities                           |
| OCT32_17-1A                                   | 2029-07-15      | 0.0000%  | 0.0000% | $7378640.00        | $1132126.87        | Asset-Backed Securities                           |
| PAID_24-10                                    | 2032-06-15      | 10.4120% | 0.0000% | $2000000.00        | $1251887.61        | Asset-Backed Securities                           |
| PAIDGT_25-5                                   | 2033-03-15      | 9.6980%  | 0.0000% | $2028334.00        | $2041864.88        | Asset-Backed Securities                           |
| PAIDGT_25-2                                   | 2032-10-15      | 10.8950% | 0.0000% | $2316667.00        | $752685.69         | Asset-Backed Securities                           |
| PAIDGT_25-7                                   | 2033-05-15      | 8.8900%  | 0.0000% | $1500000.00        | $1494272.25        | Asset-Backed Securities                           |
| PLMRS_21-4A                                   | 2034-10-15      | 0.0000%  | 0.0000% | $4300000.00        | $1548000.00        | Asset-Backed Securities                           |
| SNVA_18-1                                     | 2048-07-20      | 7.7100%  | 0.0000% | $1327000.00        | $637505.85         | Asset-Backed Securities                           |
| SUNRUN CALLISTO ISSUER LLC SUNRN_24-2A        | 2059-07-30      | 6.2500%  | 0.0000% | $1000000.00        | $964153.65         | Asset-Backed Securities                           |
| THRUST ENGINE LEASING DAC THRST_21-1A         | 2040-07-15      | 6.1210%  | 0.0000% | $1175000.00        | $965548.28         | Asset-Backed Securities                           |
| UNLOK_25-2                                    | 2041-11-25      | 7.2500%  | 0.0000% | $1660000.00        | $1623077.08        | Private Label Collateralized Mortgage Obligations |
| UNLOK_25-2                                    | 2041-11-25      | 6.0000%  | 0.0000% | $1985000.00        | $1538252.60        | Private Label Collateralized Mortgage Obligations |
| BCC_25-1                                      | 2038-04-23      | 7.4161%  | 0.0000% | $1000000.00        | $992133.01         | Asset-Backed Securities                           |
| AUTHB_21-1                                    | 2051-07-30      | 3.7340%  | 0.0000% | $200000.00         | $179766.92         | Asset-Backed Securities                           |
| ACHV ABS TRUST ACHV_24-2PL                    | 2031-10-27      | 5.4300%  | 0.0000% | $116000.00         | $26963.91          | Asset-Backed Securities                           |
| ABT_24-A                                      | 2031-08-18      | 11.2500% | 0.0000% | $383000.00         | $397574.68         | Asset-Backed Securities                           |
| APLPT_23-1                                    | 2053-09-15      | 21.0991% | 0.0000% | $19107759.00       | $230436.21         | Asset-Backed Securities                           |
| AJAXM_23-C                                    | 2063-05-25      | 3.5000%  | 0.0000% | $625000.00         | $413829.23         | Private Label Collateralized Mortgage Obligations |
| APID_22-42A                                   | 2036-01-20      | 0.0000%  | 0.0000% | $1070000.00        | $731557.93         | Asset-Backed Securities                           |
| ARCMT_25-RTL1                                 | 2040-10-25      | 6.8090%  | 0.0000% | $371000.00         | $370517.96         | Private Label Collateralized Mortgage Obligations |
| BALLY_22-19A                                  | 2035-04-20      | 0.0000%  | 0.0000% | $1500000.00        | $480000.00         | Asset-Backed Securities                           |
| CIFC_15-4A                                    | 2027-10-20      | 0.0000%  | 0.0000% | $5684000.00        | $1136800.00        | Asset-Backed Securities                           |
| COLT MORTGAGE LOAN TRUST COLT_25-11           | 2070-11-25      | 5.0530%  | 0.0000% | $30296671.00       | $28681422.57       | Private Label Collateralized Mortgage Obligations |
| CAJUN_25-2                                    | 2055-11-20      | 6.3061%  | 0.0000% | $500000.00         | $500356.78         | Asset-Backed Securities                           |
| CANYC_16-1                                    | 2031-07-15      | 0.0000%  | 0.0000% | $2111500.00        | $763782.34         | Asset-Backed Securities                           |
| COMMONBOND STUDENT LOAN TRUST CB              | 2040-10-25      | 2.7300%  | 0.0000% | $450000.00         | $4800.69           | Asset-Backed Securities                           |
| COMMONBOND STUDENT LOAN TRUST CB              | 2040-10-25      | 5.2188%  | 0.0000% | $1500000.00        | $33357.04          | Asset-Backed Securities                           |
| WAX_22-1A                                     | 2052-03-15      | 5.5000%  | 0.0000% | $500000.00         | $482102.29         | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_18-2A                  | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $200.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                  | 2119-04-15      | 0.0000%  | 0.0000% | $5000000.00        | $500.00            | Asset-Backed Securities                           |
| ELLINGTON CLO LTD ECLO_19-4A                  | 2119-04-17      | 0.0000%  | 0.0000% | $3750000.00        | $775.54            | Asset-Backed Securities                           |
| ELMW3_19-3A                                   | 2032-10-15      | 0.0000%  | 0.0000% | $6250000.00        | $2187500.00        | Asset-Backed Securities                           |
| GDRD_22-1                                     | 2052-10-30      | 6.8640%  | 0.0000% | $678000.00         | $662697.93         | Asset-Backed Securities                           |
| GODDAR_24-1                                   | 2054-10-30      | 6.8340%  | 0.0000% | $341000.00         | $340408.95         | Asset-Backed Securities                           |
| GWOLF_5                                       | 2027-04-26      | 0.0000%  | 0.0000% | $1318000.00        | $441433.79         | Asset-Backed Securities                           |
| LOANPAL SOLAR LOAN LTD LPSLT_20-2GF           | 2047-07-20      | 2.7500%  | 0.0000% | $4557621.00        | $1861796.60        | Asset-Backed Securities                           |
| LOANPAL SOLAR LOAN LTD LPSLT_21-2GS           | 2048-03-20      | 2.2200%  | 0.0000% | $1385000.00        | $606116.51         | Asset-Backed Securities                           |
| MADPF_18A                                     | 2026-10-21      | 0.0000%  | 0.0000% | $1317000.00        | $361208.32         | Asset-Backed Securities                           |
| MDPK_16-20A                                   | 2037-10-27      | 0.0000%  | 0.0000% | $3420000.00        | $205200.00         | Asset-Backed Securities                           |
| NEIGHBORLY ISSUER LLC NBLY_22-1A              | 2052-01-30      | 3.6950%  | 0.0000% | $1500000.00        | $1362978.72        | Asset-Backed Securities                           |
| OPORTUN FUNDING LLC OPTN_21-B                 | 2031-05-08      | 3.6500%  | 0.0000% | $1050000.00        | $127626.98         | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_22-1A      | 2030-02-15      | 3.6020%  | 0.0000% | $1000000.00        | $419472.27         | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_23-1       | 2031-02-15      | 7.8790%  | 0.0000% | $960000.00         | $727261.96         | Asset-Backed Securities                           |
| PPWR_26-A                                     | 2030-08-15      | 5.4000%  | 0.0000% | $2000000.00        | $1983388.00        | Asset-Backed Securities                           |
| REGT4_10                                      | 2031-01-17      | 0.0000%  | 0.0000% | $1000000.00        | $276028.00         | Asset-Backed Securities                           |
| SPLITR_25-1                                   | 2055-12-27      | 7.0000%  | 0.0000% | $1000000.00        | $898636.89         | Private Label Collateralized Mortgage Obligations |
| SUNRUN CALLISTO ISSUER LLC SUNRN_23-1A        | 2059-01-30      | 5.7500%  | 0.0000% | $300000.00         | $270255.05         | Asset-Backed Securities                           |
| SUNRUN NEPTUNE ISSUER LLC SUNRN_24-1          | 2055-01-30      | 6.2700%  | 0.0000% | $900000.00         | $754601.74         | Asset-Backed Securities                           |
| TELOS CLO LTD TELOS_13-3A                     | 2026-07-17      | 10.6920% | 0.0000% | $6995000.00        | $17180.39          | Asset-Backed Securities                           |
| TRNTS_11                                      | 2032-07-15      | 0.0000%  | 0.0000% | $2000000.00        | $542824.00         | Asset-Backed Securities                           |
| VENTR_34                                      | 2031-10-15      | 0.0000%  | 0.0000% | $12711750.00       | $589736.22         | Asset-Backed Securities                           |
| VISTA POINT SECURITIZATION TRUST VSTA_24-CES2 | 2054-10-25      | 7.4980%  | 0.0000% | $450000.00         | $456860.27         | Private Label Collateralized Mortgage Obligations |
| VOYA_16-3A                                    | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $94182.64          | Asset-Backed Securities                           |
| WELF_21-3                                     | 2035-01-16      | 0.0000%  | 0.0000% | $3000000.00        | $240000.00         | Asset-Backed Securities                           |
| WINGSTOP FUNDING WSTOP_20-1                   | 2050-12-05      | 2.8410%  | 0.0000% | $2238227.00        | $2145269.97        | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC WSTOP_22-1               | 2052-03-05      | 3.7340%  | 0.0000% | $1800000.00        | $1720797.40        | Asset-Backed Securities                           |
| WINGSTOP FUNDING LLC WSTOP_24-1               | 2054-12-05      | 5.8580%  | 0.0000% | $1650000.00        | $1686415.04        | Asset-Backed Securities                           |
| ALLEG_7                                       | 2031-06-13      | 9.6847%  | 0.0000% | $500000.00         | $12699.66          | Asset-Backed Securities                           |
| OCTAG_51-R                                    | 2034-07-20      | 9.3252%  | 0.0000% | $250000.00         | $254449.65         | Asset-Backed Securities                           |

### Security 313: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $168500000.00
- **C.18.a - Value (excl. sponsor support):** $168500000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                                              | 2046-05-14      | 4.4500%  | 0.0000% | $163000.00         | $142098.42         | Corporate Debt Securities                         |
| HERSHEY COMPANY THE                                     | 2049-11-15      | 3.1250%  | 0.0000% | $2000.00           | $1365.95           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO                            | 2036-04-01      | 6.1250%  | 0.0000% | $1505000.00        | $1616571.71        | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                          | 2028-11-06      | 4.2340%  | 0.0000% | $3000.00           | $3055.93           | Corporate Debt Securities                         |
| CNO FINANCIAL GROUP INC                                 | 2034-06-15      | 6.4500%  | 0.0000% | $290000.00         | $307512.38         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2028-03-15      | 3.6150%  | 0.0000% | $57000.00          | $56816.96          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2038-10-31      | 4.0170%  | 0.0000% | $409000.00         | $356598.92         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2033-01-25      | 2.9630%  | 0.0000% | $2214000.00        | $2021180.59        | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2031-01-22      | 2.6990%  | 0.0000% | $272000.00         | $254572.22         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2035-04-19      | 5.8310%  | 0.0000% | $275000.00         | $286115.97         | Corporate Debt Securities                         |
| NEVADA PWR CO                                           | 2037-07-01      | 6.7500%  | 0.0000% | $234000.00         | $264834.77         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                      | 2047-04-01      | 4.0000%  | 0.0000% | $40000.00          | $29592.49          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                  | 2032-01-15      | 4.9500%  | 0.0000% | $150000.00         | $153818.63         | Corporate Debt Securities                         |
| ABBVIE INC                                              | 2039-11-21      | 4.0500%  | 0.0000% | $103000.00         | $91893.25          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                        | 2055-03-15      | 5.5000%  | 0.0000% | $78000.00          | $75698.61          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2035-04-25      | 5.8510%  | 0.0000% | $4000.00           | $4148.97           | Corporate Debt Securities                         |
| GOLDMAN SACHS BANK USA                                  | 2027-05-21      | 5.4140%  | 0.0000% | $1000.00           | $1024.23           | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                   | 2034-02-09      | 4.7000%  | 0.0000% | $106000.00         | $106492.37         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                    | 2029-11-01      | 5.8750%  | 0.0000% | $163.00            | $168.65            | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-04-22      | 5.5810%  | 0.0000% | $2463000.00        | $2533442.35        | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                                | 2034-05-01      | 5.0430%  | 0.0000% | $7000.00           | $7197.50           | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2036-04-17      | 5.6640%  | 0.0000% | $84000.00          | $86301.21          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                    | 2029-11-01      | 5.8750%  | 0.0000% | $154.00            | $159.34            | Corporate Debt Securities                         |
| HOME DEPOT INC                                          | 2026-06-25      | 5.1500%  | 0.0000% | $25000.00          | $25489.05          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                      | 2053-03-01      | 5.7000%  | 0.0000% | $7000.00           | $6475.78           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2036-10-22      | 4.8100%  | 0.0000% | $2275000.00        | $2207134.22        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2031-05-13      | 2.9560%  | 0.0000% | $40000.00          | $37826.10          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2028-04-26      | 4.3230%  | 0.0000% | $400000.00         | $399792.13         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2029-01-24      | 3.7720%  | 0.0000% | $94000.00          | $93668.99          | Corporate Debt Securities                         |
| ABBVIE INC                                              | 2048-11-14      | 4.8750%  | 0.0000% | $334000.00         | $304727.96         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | 2042-07-15      | 3.7500%  | 0.0000% | $1000.00           | $813.78            | Corporate Debt Securities                         |
| APPLOVIN CORP                                           | 2034-12-01      | 5.5000%  | 0.0000% | $70000.00          | $71383.47          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                          | 2034-04-10      | 4.9890%  | 0.0000% | $14000.00          | $14115.94          | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                     | 2043-04-15      | 4.7500%  | 0.0000% | $321000.00         | $294619.95         | Corporate Debt Securities                         |
| BOFA FINANCE LLC                                        | 2027-05-25      | 0.6000%  | 0.0000% | $167000.00         | $189308.42         | Corporate Debt Securities                         |
| CUMMINS INC                                             | 2035-05-09      | 5.3000%  | 0.0000% | $190000.00         | $198290.65         | Corporate Debt Securities                         |
| GEORGETOWN UNIVERSITY                                   | 2049-04-01      | 4.3150%  | 0.0000% | $1000.00           | $823.09            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2029-10-21      | 4.1530%  | 0.0000% | $1903000.00        | $1882463.30        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2047-01-21      | 5.5410%  | 0.0000% | $1000.00           | $971.47            | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2047-01-21      | 5.5410%  | 0.0000% | $872000.00         | $847119.88         | Corporate Debt Securities                         |
| HERSHEY COMPANY THE                                     | 2032-02-24      | 4.9500%  | 0.0000% | $346000.00         | $356219.11         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                 | 2051-03-12      | 3.0500%  | 0.0000% | $2167000.00        | $1394435.61        | Corporate Debt Securities                         |
| MARS INC                                                | 2055-05-01      | 5.7000%  | 0.0000% | $2460000.00        | $2461947.50        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY                              | 2027-05-01      | 3.1000%  | 0.0000% | $2000.00           | $2011.91           | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2031-04-17      | 5.1920%  | 0.0000% | $828000.00         | $841227.21         | Corporate Debt Securities                         |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM3        | 2065-05-25      | 5.5300%  | 0.0000% | $5000000.00        | $3843059.10        | Private Label Collateralized Mortgage Obligations |
| NORINCHUKIN BANK THE                                    | 2035-09-09      | 5.3590%  | 0.0000% | $53000.00          | $53090.73          | Corporate Debt Securities                         |
| PFIZER INC                                              | 2035-11-15      | 4.8750%  | 0.0000% | $4000.00           | $4036.21           | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                     | 2027-06-15      | 4.6770%  | 0.0000% | $500000.00         | $511184.38         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                      | 2053-03-01      | 5.7000%  | 0.0000% | $3000.00           | $2775.34           | Corporate Debt Securities                         |
| TAMPA ELECTRIC COMPANY                                  | 2037-05-15      | 6.1500%  | 0.0000% | $1990000.00        | $2156458.53        | Corporate Debt Securities                         |
| TOYOTA MTR CORP                                         | 2035-06-30      | 5.0530%  | 0.0000% | $818000.00         | $840849.47         | Corporate Debt Securities                         |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS              | 2030-04-07      | 3.1000%  | 0.0000% | $1000.00           | $555.68            | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                               | 2035-05-14      | 5.2500%  | 0.0000% | $5000.00           | $5236.19           | Corporate Debt Securities                         |
| AGTT_24-NLP                                             | 2041-08-15      | 8.3090%  | 0.0000% | $2230000.00        | $1513229.80        | Private Label Collateralized Mortgage Obligations |
| BANK OF NEW YORK MELLON CORP/THE                        | 2032-01-26      | 2.5000%  | 0.0000% | $18000.00          | $16368.80          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                          | 2027-04-06      | 3.5430%  | 0.0000% | $620000.00         | $618259.04         | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                     | 2027-10-15      | 4.4000%  | 0.0000% | $4000.00           | $4023.49           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                 | 2035-08-15      | 4.9500%  | 0.0000% | $55000.00          | $54906.64          | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP INC                            | 2026-07-27      | 2.8500%  | 0.0000% | $325000.00         | $326395.06         | Corporate Debt Securities                         |
| COCA-COLA CO                                            | 2032-01-05      | 2.2500%  | 0.0000% | $20000.00          | $18039.35          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                     | 2032-11-15      | 5.5000%  | 0.0000% | $147000.00         | $156015.26         | Corporate Debt Securities                         |
| CONOCOPHILLIPS CO                                       | 2033-09-15      | 5.0500%  | 0.0000% | $25000.00          | $25592.81          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2028-08-23      | 4.4820%  | 0.0000% | $65000.00          | $65506.45          | Corporate Debt Securities                         |
| HOME DEPOT INC                                          | 2026-06-25      | 5.1500%  | 0.0000% | $2000.00           | $2039.12           | Corporate Debt Securities                         |
| MARS INC                                                | 2035-03-01      | 5.2000%  | 0.0000% | $24000.00          | $24373.25          | Corporate Debt Securities                         |
| MERCK & CO INC                                          | 2039-06-30      | 5.8500%  | 0.0000% | $5000.00           | $5331.90           | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2037-01-30      | 5.0730%  | 0.0000% | $730000.00         | $721174.79         | Corporate Debt Securities                         |
| PENN MUTUAL LIFE INSURANCE                              | 2061-04-29      | 3.8000%  | 0.0000% | $5000.00           | $3357.50           | Corporate Debt Securities                         |
| PEPSICO INC                                             | 2028-02-18      | 3.6000%  | 0.0000% | $4000.00           | $3991.64           | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                   | 2028-05-19      | 4.4500%  | 0.0000% | $473000.00         | $483988.45         | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                   | 2043-05-19      | 5.1100%  | 0.0000% | $1305000.00        | $1259576.94        | Corporate Debt Securities                         |
| QUANTA SERV INC.                                        | 2030-10-01      | 2.9000%  | 0.0000% | $665000.00         | $619857.21         | Corporate Debt Securities                         |
| MERCK & CO INC                                          | 2033-12-01      | 6.5000%  | 0.0000% | $39000.00          | $44223.38          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                     | 2031-11-14      | 4.3430%  | 0.0000% | $447000.00         | $449724.94         | Corporate Debt Securities                         |
| SRPT_14-STAR                                            | 2027-11-15      | 5.8675%  | 0.0000% | $1579622.00        | $728386.93         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MOTOR CREDIT CORP                                | 2033-01-12      | 4.7000%  | 0.0000% | $15000.00          | $15175.95          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                  | 2033-04-15      | 4.5000%  | 0.0000% | $1276000.00        | $1251456.14        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                   | 2028-03-24      | 3.5260%  | 0.0000% | $1364000.00        | $1357474.62        | Corporate Debt Securities                         |
| BAKER HUGHES HOLDINGS LLC                               | 2036-06-15      | 5.0000%  | 0.0000% | $20000.00          | $19768.91          | Corporate Debt Securities                         |
| CSX CORP                                                | 2049-03-15      | 4.5000%  | 0.0000% | $25000.00          | $21003.38          | Corporate Debt Securities                         |
| CITIGROUP INC                                           | 2026-10-21      | 3.2000%  | 0.0000% | $152000.00         | $151426.96         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC             | 2049-05-15      | 4.1250%  | 0.0000% | $1213000.00        | $973731.20         | Corporate Debt Securities                         |
| UBS GROUP AG                                            | 2031-09-23      | 4.3980%  | 0.0000% | $400000.00         | $394252.07         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                       | 2035-11-18      | 5.8740%  | 0.0000% | $2000000.00        | $2083366.00        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2027-09-22      | 1.4700%  | 0.0000% | $2000.00           | $1980.12           | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2047-03-13      | 5.9000%  | 0.0000% | $1587000.00        | $1598161.02        | Corporate Debt Securities                         |
| RIO TINTO FINANCE (USA) PLC                             | 2027-03-12      | 4.3750%  | 0.0000% | $291000.00         | $293323.15         | Corporate Debt Securities                         |
| SALESFORCE INC                                          | 2066-03-15      | 6.7000%  | 0.0000% | $2416000.00        | $2445830.89        | Corporate Debt Securities                         |
| UBS GROUP AG                                            | 2034-09-22      | 6.3010%  | 0.0000% | $2260000.00        | $2416936.79        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                     | 2036-03-15      | 4.6500%  | 0.0000% | $340000.00         | $332451.15         | Corporate Debt Securities                         |
| ABBVIE INC                                              | 2035-05-14      | 4.5000%  | 0.0000% | $40000.00          | $39390.80          | Corporate Debt Securities                         |
| ABBVIE INC                                              | 2035-03-15      | 4.5500%  | 0.0000% | $6000.00           | $5844.89           | Corporate Debt Securities                         |
| AMAZON.COM INC                                          | 2029-04-13      | 3.4500%  | 0.0000% | $1977000.00        | $1937932.83        | Corporate Debt Securities                         |
| AMAZON.COM INC                                          | 2033-03-13      | 4.5500%  | 0.0000% | $1208000.00        | $1197998.10        | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                                | 2027-07-28      | 5.3890%  | 0.0000% | $12000.00          | $12191.30          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                      | 2031-01-08      | 4.4500%  | 0.0000% | $100000.00         | $99538.44          | Corporate Debt Securities                         |
| AMGEN INC                                               | 2036-02-19      | 4.8500%  | 0.0000% | $177000.00         | $174423.81         | Corporate Debt Securities                         |
| AMPHENOL CORP                                           | 2028-06-12      | 4.3750%  | 0.0000% | $1550000.00        | $1578707.29        | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                     | 2055-09-15      | 5.7000%  | 0.0000% | $350000.00         | $337734.25         | Corporate Debt Securities                         |
| AON NORTH AMERICA INC                                   | 2027-03-01      | 5.1250%  | 0.0000% | $10000.00          | $10146.59          | Corporate Debt Securities                         |
| APOLLO GLOBAL MANAGEMENT INC                            | 2054-12-15      | 6.0000%  | 0.0000% | $90000.00          | $90373.50          | Corporate Debt Securities                         |
| APPLE INC                                               | 2050-08-20      | 2.4000%  | 0.0000% | $156000.00         | $91056.68          | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD             | 2032-12-08      | 6.7420%  | 0.0000% | $1219000.00        | $1355142.12        | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                               | 2029-06-01      | 3.3000%  | 0.0000% | $1000.00           | $981.06            | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                      | 2031-04-15      | 4.8670%  | 0.0000% | $1200000.00        | $1194945.50        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                    | 2028-04-24      | 3.7050%  | 0.0000% | $1060000.00        | $1053117.95        | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                    | 2029-01-24      | 4.9790%  | 0.0000% | $90000.00          | $91848.36          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                        | 2030-07-26      | 4.5960%  | 0.0000% | $167000.00         | $169480.06         | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                        | 2031-02-11      | 4.9420%  | 0.0000% | $900000.00         | $920605.45         | Corporate Debt Securities                         |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                   | 2026-10-04      | 1.6040%  | 0.0000% | $285000.00         | $282300.61         | Corporate Debt Securities                         |
| BEAR STEARNS FUNDING TRUST BSMF_06-AR5                  | 2037-01-25      | 4.2530%  | 0.0000% | $957373.00         | $69046.99          | Private Label Collateralized Mortgage Obligations |
| BOSTON SCIENTIFIC CORP                                  | 2040-01-15      | 7.3750%  | 0.0000% | $470000.00         | $560907.60         | Corporate Debt Securities                         |
| BOSTON SCIENTIFIC CORP                                  | 2030-06-01      | 2.6500%  | 0.0000% | $168000.00         | $158146.47         | Corporate Debt Securities                         |
| BROADCOM INC                                            | 2029-07-12      | 5.0500%  | 0.0000% | $216000.00         | $223169.04         | Corporate Debt Securities                         |
| BROADCOM INC                                            | 2033-01-15      | 4.6000%  | 0.0000% | $43000.00          | $43046.54          | Corporate Debt Securities                         |
| CSX CORP                                                | 2068-03-01      | 4.6500%  | 0.0000% | $137000.00         | $111471.53         | Corporate Debt Securities                         |
| CVS HEALTH CORP                                         | 2044-06-01      | 6.0000%  | 0.0000% | $353000.00         | $356944.19         | Corporate Debt Securities                         |
| CANADIAN PACIFIC RAILWAY COMPANY                        | 2035-03-30      | 5.2000%  | 0.0000% | $50000.00          | $50946.67          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                                     | 2054-11-15      | 5.7500%  | 0.0000% | $50000.00          | $50017.71          | Corporate Debt Securities                         |
| CRVNA_24-P1                                             | 2029-04-10      | 5.0500%  | 0.0000% | $2000.00           | $1233.69           | Asset-Backed Securities                           |
| CATERPILLAR FINANCIAL SERVICES CORP                     | 2029-11-15      | 4.7000%  | 0.0000% | $900000.00         | $931321.50         | Corporate Debt Securities                         |
| CISCO SYSTEMS INC                                       | 2040-01-15      | 5.5000%  | 0.0000% | $50000.00          | $51706.08          | Corporate Debt Securities                         |
| CITIGROUP INC                                           | 2028-10-27      | 3.5200%  | 0.0000% | $624000.00         | $615209.92         | Corporate Debt Securities                         |
| CITIBANK NA                                             | 2030-05-29      | 4.9140%  | 0.0000% | $326000.00         | $337596.31         | Corporate Debt Securities                         |
| CITIGROUP INC                                           | 2036-03-27      | 5.3330%  | 0.0000% | $439000.00         | $442195.30         | Corporate Debt Securities                         |
| COLT_24-1                                               | 2069-02-25      | 6.1390%  | 0.0000% | $1680000.00        | $868718.23         | Private Label Collateralized Mortgage Obligations |
| TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK | 2035-10-01      | 4.3550%  | 0.0000% | $1000.00           | $967.51            | Corporate Debt Securities                         |
| COMCAST CORPORATION                                     | 2033-03-15      | 7.0500%  | 0.0000% | $1000.00           | $1128.64           | Corporate Debt Securities                         |
| COMCAST CORPORATION                                     | 2035-11-15      | 6.5000%  | 0.0000% | $85000.00          | $95369.29          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                     | 2048-03-01      | 4.0000%  | 0.0000% | $100000.00         | $74110.56          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                             | 2046-06-15      | 3.6500%  | 0.0000% | $5000.00           | $3800.29           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                 | 2031-09-08      | 4.4000%  | 0.0000% | $1000.00           | $1002.45           | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC                               | 2032-10-15      | 6.4500%  | 0.0000% | $93000.00          | $101080.54         | Corporate Debt Securities                         |
| DUKE ENERGY INDIANA LLC                                 | 2050-04-01      | 2.7500%  | 0.0000% | $200000.00         | $121533.06         | Corporate Debt Securities                         |
| ENI SPA                                                 | 2035-05-19      | 5.7500%  | 0.0000% | $4223000.00        | $4473657.34        | Corporate Debt Securities                         |
| EATON CORPORATION                                       | 2036-03-06      | 4.8000%  | 0.0000% | $200000.00         | $197860.00         | Corporate Debt Securities                         |
| ABU DHABI (EMIRATE OF)                                  | 2050-04-16      | 3.8750%  | 0.0000% | $1619000.00        | $1234773.97        | Corporate Debt Securities                         |
| ENBRIDGE ENERGY PARTNERS LP                             | 2040-09-15      | 5.5000%  | 0.0000% | $50000.00          | $49058.25          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                      | 2045-12-15      | 6.1250%  | 0.0000% | $75000.00          | $75185.91          | Corporate Debt Securities                         |
| EQUITABLE AMERICA GLOBAL FUNDING                        | 2028-06-09      | 4.6500%  | 0.0000% | $60000.00          | $61072.35          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP                                     | 2032-01-29      | 5.6310%  | 0.0000% | $5000.00           | $5224.42           | Corporate Debt Securities                         |
| FIFTH THIRD BANK NA                                     | 2028-01-28      | 4.9670%  | 0.0000% | $739000.00         | $750346.20         | Corporate Debt Securities                         |
| GEORGIA POWER COMPANY                                   | 2050-01-30      | 3.7000%  | 0.0000% | $316000.00         | $233811.56         | Corporate Debt Securities                         |
| GEORGIA POWER COMPANY                                   | 2034-03-15      | 5.2500%  | 0.0000% | $12000.00          | $12297.99          | Corporate Debt Securities                         |
| GILEAD SCIENCES INC                                     | 2047-03-01      | 4.1500%  | 0.0000% | $200000.00         | $162612.28         | Corporate Debt Securities                         |
| GILEAD SCIENCES INC                                     | 2040-10-01      | 2.6000%  | 0.0000% | $517000.00         | $372940.25         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2035-04-25      | 5.8510%  | 0.0000% | $2000.00           | $2074.49           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2056-01-28      | 5.7340%  | 0.0000% | $289000.00         | $286457.83         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                             | 2028-02-24      | 2.6400%  | 0.0000% | $1000.00           | $989.66            | Corporate Debt Securities                         |
| HCA INC                                                 | 2031-05-15      | 4.7000%  | 0.0000% | $1192000.00        | $1184561.92        | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                       | 2034-03-09      | 6.2540%  | 0.0000% | $702000.00         | $750283.44         | Corporate Debt Securities                         |
| HP INC                                                  | 2041-09-15      | 6.0000%  | 0.0000% | $92000.00          | $92801.32          | Corporate Debt Securities                         |
| AMRIZE FINANCE US LLC                                   | 2036-07-15      | 7.1250%  | 0.0000% | $60000.00          | $69152.48          | Corporate Debt Securities                         |
| HOME DEPOT INC                                          | 2032-04-15      | 3.2500%  | 0.0000% | $77000.00          | $71900.61          | Corporate Debt Securities                         |
| HOME DEPOT INC                                          | 2029-04-15      | 4.9000%  | 0.0000% | $2000.00           | $2038.12           | Corporate Debt Securities                         |
| HOME DEPOT INC                                          | 2031-06-25      | 4.8500%  | 0.0000% | $180000.00         | $186528.65         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                 | 2029-03-19      | 5.3500%  | 0.0000% | $410000.00         | $419234.45         | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                 | 2029-03-10      | 4.4000%  | 0.0000% | $2200000.00        | $2219230.44        | Corporate Debt Securities                         |
| INTEL CORP                                              | 2031-06-01      | 4.6500%  | 0.0000% | $282000.00         | $280423.62         | Corporate Debt Securities                         |
| INTEL CORP                                              | 2033-08-15      | 5.0000%  | 0.0000% | $1030000.00        | $1024129.00        | Corporate Debt Securities                         |
| INTEL CORP                                              | 2033-08-15      | 5.0000%  | 0.0000% | $1501000.00        | $1492444.30        | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                    | 2049-05-15      | 4.2500%  | 0.0000% | $2752000.00        | $2165574.03        | Corporate Debt Securities                         |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                  | 2030-11-01      | 2.3000%  | 0.0000% | $96000.00          | $86789.39          | Corporate Debt Securities                         |
| ISRAEL (STATE OF)                                       | 2050-01-15      | 3.3750%  | 0.0000% | $3800000.00        | $2540580.25        | Corporate Debt Securities                         |
| JPMMT_22-LTV1                                           | 2052-07-25      | 0.2244%  | 0.0000% | $187199.00         | $887.18            | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO                                     | 2041-07-15      | 5.6000%  | 0.0000% | $564000.00         | $578096.24         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2044-02-01      | 4.8500%  | 0.0000% | $200000.00         | $184302.06         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2026-12-15      | 4.1250%  | 0.0000% | $2000.00           | $2031.66           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2048-07-24      | 4.0320%  | 0.0000% | $2179000.00        | $1740044.81        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-05-06      | 3.7020%  | 0.0000% | $20000.00          | $19862.06          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2031-05-13      | 2.9560%  | 0.0000% | $2000.00           | $1891.31           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2028-02-24      | 2.9470%  | 0.0000% | $2000.00           | $1986.53           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2028-02-24      | 3.6400%  | 0.0000% | $2000.00           | $2027.72           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2028-04-26      | 4.3230%  | 0.0000% | $355000.00         | $354815.52         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2033-04-26      | 4.5860%  | 0.0000% | $3000.00           | $2956.50           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-06-14      | 4.5650%  | 0.0000% | $2000.00           | $2033.19           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-04-22      | 5.5810%  | 0.0000% | $2000.00           | $2057.20           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-04-22      | 5.5810%  | 0.0000% | $294000.00         | $302408.47         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2045-11-29      | 5.5340%  | 0.0000% | $10000.00          | $10074.82          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2029-01-24      | 4.9150%  | 0.0000% | $3020000.00        | $3080993.93        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2036-04-22      | 5.5720%  | 0.0000% | $2000.00           | $2057.14           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2036-10-22      | 4.8100%  | 0.0000% | $2000.00           | $1940.34           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2037-02-05      | 5.1930%  | 0.0000% | $2000.00           | $1988.38           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-04-23      | 4.4080%  | 0.0000% | $2000.00           | $1990.83           | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                                     | 2030-04-23      | 4.4080%  | 0.0000% | $484000.00         | $481781.88         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TRUST JPMMT_24-VIS2                  | 2064-11-25      | 5.8530%  | 0.0000% | $40635.00          | $31984.08          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_26-NQM1                  | 2066-06-25      | 4.7450%  | 0.0000% | $1000000.00        | $960306.39         | Private Label Collateralized Mortgage Obligations |
| KLA CORP                                                | 2034-11-01      | 5.6500%  | 0.0000% | $173000.00         | $184845.84         | Corporate Debt Securities                         |
| KLA CORP                                                | 2034-11-01      | 5.6500%  | 0.0000% | $243000.00         | $259638.95         | Corporate Debt Securities                         |
| KENVUE INC                                              | 2033-03-22      | 4.9000%  | 0.0000% | $2098000.00        | $2119152.50        | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPORATION                              | 2043-06-01      | 3.7000%  | 0.0000% | $515000.00         | $410688.75         | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                   | 2027-02-09      | 4.5000%  | 0.0000% | $553000.00         | $560661.82         | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                   | 2034-02-09      | 4.7000%  | 0.0000% | $2000.00           | $2009.29           | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                                   | 2030-02-12      | 4.7500%  | 0.0000% | $600000.00         | $615301.00         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                             | 2033-01-15      | 5.2500%  | 0.0000% | $273000.00         | $287376.86         | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                             | 2030-08-15      | 4.4000%  | 0.0000% | $875000.00         | $881279.58         | Corporate Debt Securities                         |
| LOWES COMPANIES INC                                     | 2029-03-15      | 6.5000%  | 0.0000% | $4118000.00        | $4382025.57        | Corporate Debt Securities                         |
| MOFT_20-ABC                                             | 2042-02-06      | 3.4767%  | 0.0000% | $117605.00         | $73229.81          | Private Label Collateralized Mortgage Obligations |
| MACQUARIE GROUP LTD                                     | 2034-06-15      | 5.8870%  | 0.0000% | $195000.00         | $208029.17         | Corporate Debt Securities                         |
| MARS INC                                                | 2045-05-01      | 5.6500%  | 0.0000% | $654000.00         | $661437.98         | Corporate Debt Securities                         |
| MASTERCARD INC                                          | 2048-02-26      | 3.9500%  | 0.0000% | $95000.00          | $75888.11          | Corporate Debt Securities                         |
| MATTEL INC                                              | 2030-11-17      | 5.0000%  | 0.0000% | $70000.00          | $71570.72          | Corporate Debt Securities                         |
| MCDONALDS CORP                                          | 2030-07-01      | 3.6000%  | 0.0000% | $669000.00         | $657473.13         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                 | 2034-08-01      | 5.1250%  | 0.0000% | $188000.00         | $188819.71         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                 | 2028-03-31      | 4.7500%  | 0.0000% | $220000.00         | $221979.63         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                          | 2029-07-18      | 3.1950%  | 0.0000% | $575000.00         | $556371.44         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                          | 2034-04-19      | 5.4060%  | 0.0000% | $290000.00         | $296832.93         | Corporate Debt Securities                         |
| MIZUHO BANK LTD                                         | 2031-04-16      | 4.6950%  | 0.0000% | $906000.00         | $913670.04         | Corporate Debt Securities                         |
| MONDELEZ INTERNATIONAL INC                              | 2034-08-28      | 4.7500%  | 0.0000% | $455000.00         | $448543.80         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2032-04-01      | 7.2500%  | 0.0000% | $649000.00         | $737958.61         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2047-01-22      | 4.3750%  | 0.0000% | $764000.00         | $641415.99         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2033-01-21      | 2.9430%  | 0.0000% | $800000.00         | $726402.60         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2055-11-19      | 5.5160%  | 0.0000% | $460000.00         | $449543.64         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2036-04-17      | 5.6640%  | 0.0000% | $2833000.00        | $2910610.98        | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2032-03-12      | 4.7080%  | 0.0000% | $1104000.00        | $1100673.16        | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2032-03-12      | 4.7080%  | 0.0000% | $3361000.00        | $3350871.81        | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2030-04-10      | 4.6258%  | 0.0000% | $1499000.00        | $1502779.43        | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2030-04-10      | 4.5500%  | 0.0000% | $12000.00          | $11966.94          | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2030-04-10      | 4.5500%  | 0.0000% | $769000.00         | $766881.30         | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2037-04-10      | 5.2960%  | 0.0000% | $1000.00           | $994.79            | Corporate Debt Securities                         |
| MORGAN STANLEY                                          | 2027-05-04      | 1.5930%  | 0.0000% | $3000.00           | $3022.37           | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP       | 2032-04-15      | 2.7500%  | 0.0000% | $2482000.00        | $2239200.42        | Corporate Debt Securities                         |
| NETFLIX INC                                             | 2030-06-15      | 4.8750%  | 0.0000% | $96000.00          | $98887.80          | Corporate Debt Securities                         |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_26-NQM1        | 2065-11-25      | 4.8240%  | 0.0000% | $4745443.00        | $4498950.60        | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM3                                             | 2063-12-26      | 7.6973%  | 0.0000% | $5008741.00        | $5002484.64        | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQ15                                             | 2064-10-27      | 0.1706%  | 0.0000% | $209706000.00      | $253927.85         | Private Label Collateralized Mortgage Obligations |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                     | 2027-03-20      | 4.5000%  | 0.0000% | $100000.00         | $100782.00         | Corporate Debt Securities                         |
| ORACLE CORPORATION                                      | 2036-07-15      | 3.8500%  | 0.0000% | $1000000.00        | $833569.17         | Corporate Debt Securities                         |
| PPL ELECTRIC UTILITIES CORPORATION                      | 2053-05-15      | 5.2500%  | 0.0000% | $200000.00         | $190426.50         | Corporate Debt Securities                         |
| PCMT_25-P11                                             | 2042-08-10      | 7.3760%  | 0.0000% | $5000000.00        | $5236949.19        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS AND ELECTRIC COMPANY                        | 2027-08-01      | 2.1000%  | 0.0000% | $2965000.00        | $2891176.44        | Corporate Debt Securities                         |
| PAYPAL HOLDINGS INC                                     | 2032-06-01      | 4.4000%  | 0.0000% | $44000.00          | $43948.57          | Corporate Debt Securities                         |
| PAYPAL HOLDINGS INC                                     | 2034-06-01      | 5.1500%  | 0.0000% | $47000.00          | $47813.35          | Corporate Debt Securities                         |
| PEPSICO INC                                             | 2052-07-18      | 4.2000%  | 0.0000% | $87000.00          | $70949.37          | Corporate Debt Securities                         |
| PEPSICO INC                                             | 2032-07-23      | 4.6500%  | 0.0000% | $502000.00         | $510438.20         | Corporate Debt Securities                         |
| PFIZER INC                                              | 2036-12-15      | 4.0000%  | 0.0000% | $82000.00          | $76611.78          | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                         | 2043-03-04      | 4.1250%  | 0.0000% | $81000.00          | $67729.50          | Corporate Debt Securities                         |
| PUBLIC SERVICE COMPANY OF COLORADO                      | 2034-05-15      | 5.3500%  | 0.0000% | $814000.00         | $846243.22         | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                 | 2034-03-01      | 5.2000%  | 0.0000% | $112000.00         | $114642.33         | Corporate Debt Securities                         |
| PUBLIC STORAGE OPERATING CO                             | 2033-08-01      | 5.1000%  | 0.0000% | $8000.00           | $8242.39           | Corporate Debt Securities                         |
| QUALCOMM INC                                            | 2028-05-20      | 1.3000%  | 0.0000% | $30000.00          | $28453.43          | Corporate Debt Securities                         |
| QUALCOMM INC                                            | 2033-05-20      | 5.4000%  | 0.0000% | $4000.00           | $4259.76           | Corporate Debt Securities                         |
| REINSURANCE GROUP OF AMERICA INC                        | 2034-09-15      | 5.7500%  | 0.0000% | $97000.00          | $99715.76          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING                                      | 2032-08-25      | 5.0000%  | 0.0000% | $1965000.00        | $1965585.13        | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                    | 2028-08-01      | 5.2000%  | 0.0000% | $2564000.00        | $2641549.60        | Corporate Debt Securities                         |
| SBL HOLDINGS INC                                        | 2034-10-30      | 7.2000%  | 0.0000% | $300000.00         | $277317.00         | Corporate Debt Securities                         |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                | 2038-05-15      | 4.9195%  | 0.0000% | $7021000.00        | $7031003.41        | Private Label Collateralized Mortgage Obligations |
| SAN DIEGO GAS & ELECTRIC CO                             | 2026-05-15      | 2.5000%  | 0.0000% | $1000.00           | $1010.80           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELECTRIC CO                             | 2056-03-15      | 5.9500%  | 0.0000% | $320000.00         | $320707.56         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                     | 2031-11-14      | 4.3430%  | 0.0000% | $1279000.00        | $1286796.86        | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FINANCE BV                          | 2043-08-12      | 4.5500%  | 0.0000% | $11000.00          | $9562.50           | Corporate Debt Securities                         |
| SHELL FINANCE US INC                                    | 2049-11-07      | 3.1250%  | 0.0000% | $694000.00         | $469919.45         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                      | 2052-06-01      | 5.4500%  | 0.0000% | $398000.00         | $360594.74         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                  | 2030-10-15      | 5.0050%  | 0.0000% | $658000.00         | $663484.70         | Corporate Debt Securities                         |
| STATE STREET CORP                                       | 2027-03-18      | 4.9930%  | 0.0000% | $10000.00          | $10130.25          | Corporate Debt Securities                         |
| STATE STREET CORP                                       | 2037-04-24      | 5.0940%  | 0.0000% | $476000.00         | $471648.88         | Corporate Debt Securities                         |
| SYSCO CORP                                              | 2035-03-23      | 5.4000%  | 0.0000% | $4931000.00        | $4965171.83        | Corporate Debt Securities                         |
| TARGET CORPORATION                                      | 2027-01-15      | 1.9500%  | 0.0000% | $18000.00          | $17854.52          | Corporate Debt Securities                         |
| TENCENT HOLDINGS LTD                                    | 2038-01-19      | 3.9250%  | 0.0000% | $373000.00         | $341456.06         | Corporate Debt Securities                         |
| TEXAS INSTRUMENTS INC                                   | 2051-09-15      | 2.7000%  | 0.0000% | $2000.00           | $1215.23           | Corporate Debt Securities                         |
| TEXAS INSTRUMENTS INC                                   | 2034-02-08      | 4.8500%  | 0.0000% | $153000.00         | $156247.76         | Corporate Debt Securities                         |
| THERMO FISHER                                           | 2033-08-10      | 5.0860%  | 0.0000% | $92000.00          | $94450.16          | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                               | 2035-10-15      | 4.9280%  | 0.0000% | $195000.00         | $191235.20         | Corporate Debt Securities                         |
| TOTALENERGIES CAPITAL SA                                | 2034-04-05      | 5.1500%  | 0.0000% | $74000.00          | $75799.41          | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                | 2031-10-10      | 4.6000%  | 0.0000% | $3000.00           | $3007.94           | Corporate Debt Securities                         |
| UBS GROUP AG                                            | 2027-08-05      | 4.7030%  | 0.0000% | $320000.00         | $323578.98         | Corporate Debt Securities                         |
| UBS AG (LONDON BRANCH)                                  | 2026-06-01      | 1.2500%  | 0.0000% | $300000.00         | $300823.08         | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                               | 2047-04-15      | 4.0000%  | 0.0000% | $120000.00         | $94437.20          | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                               | 2032-02-14      | 2.8000%  | 0.0000% | $750000.00         | $687180.83         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                  | 2036-03-15      | 5.8000%  | 0.0000% | $544000.00         | $573963.52         | Corporate Debt Securities                         |
| WASTE MANAGEMENT INC                                    | 2028-03-15      | 4.5000%  | 0.0000% | $22000.00          | $22251.13          | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                     | 2034-12-15      | 5.9500%  | 0.0000% | $1290000.00        | $1378252.13        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                   | 2041-04-30      | 3.0680%  | 0.0000% | $1341000.00        | $1009317.06        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                   | 2031-01-24      | 5.2440%  | 0.0000% | $170000.00         | $175428.78         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                   | 2031-04-23      | 5.1500%  | 0.0000% | $86000.00          | $87418.26          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                   | 2047-01-23      | 5.4330%  | 0.0000% | $2790000.00        | $2687882.98        | Corporate Debt Securities                         |
| EON INTERNATIONAL FINANCE BV                            | 2038-04-30      | 6.6500%  | 0.0000% | $611000.00         | $665556.19         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD                                    | 2050-04-21      | 4.5500%  | 0.0000% | $1388000.00        | $1203670.13        | Corporate Debt Securities                         |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                 | 2050-08-18      | 3.0680%  | 0.0000% | $498000.00         | $318996.89         | Corporate Debt Securities                         |
| GUARA NORTE SARL                                        | 2034-06-15      | 5.1980%  | 0.0000% | $402000.00         | $297152.74         | Corporate Debt Securities                         |
| PETRONAS CAPITAL LTD                                    | 2061-04-28      | 3.4040%  | 0.0000% | $1650000.00        | $1106521.53        | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                                      | 2026-08-12      | 1.2500%  | 0.0000% | $35000.00          | $34806.74          | Corporate Debt Securities                         |
| MITSUBISHI HC FINANCE AMERICA LLC                       | 2033-02-28      | 5.6580%  | 0.0000% | $200000.00         | $207684.87         | Corporate Debt Securities                         |
| AEGON FUNDING COMPANY LLC                               | 2027-04-16      | 5.5000%  | 0.0000% | $2000000.00        | $2020297.78        | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD             | 2035-09-30      | 5.2040%  | 0.0000% | $280000.00         | $277369.87         | Corporate Debt Securities                         |
| MEIJI YASUDA LIFE INSURANCE CO                          | 2055-06-11      | 6.1000%  | 0.0000% | $200000.00         | $208912.56         | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                                      | 2028-03-21      | 4.7500%  | 0.0000% | $343000.00         | $346747.56         | Corporate Debt Securities                         |
| LG ENERGY SOLUTION LTD                                  | 2035-04-02      | 5.8750%  | 0.0000% | $600000.00         | $608609.67         | Corporate Debt Securities                         |
| DBGS_24-SBL                                             | 2034-08-15      | 6.3949%  | 0.0000% | $150000.00         | $150446.63         | Private Label Collateralized Mortgage Obligations |
| MCRT_24-HF1                                             | 2041-12-16      | 6.4957%  | 0.0000% | $600000.00         | $544430.52         | Private Label Collateralized Mortgage Obligations |

### Security 314: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MILL CITY MORTGAGE TRUST MCMLT_18-1                      | 2062-05-25      | 3.2500%  | 0.0000% | $5293000.00        | $4722340.12        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-L1                 | 2051-10-17      | 3.0000%  | 0.0000% | $403000.00         | $334173.51         | Private Label Collateralized Mortgage Obligations |
| FS RIALTO ISSUER LTD FSRIA_21-FL2                        | 2038-05-16      | 4.9989%  | 0.0000% | $3400000.00        | $668859.04         | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV1                                              | 2051-12-26      | 3.2540%  | 0.0000% | $3961000.00        | $2959548.60        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                              | 2051-10-25      | 0.0000%  | 0.0000% | $6353000.00        | $4800292.52        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                             | 2043-11-25      | 7.1130%  | 0.0000% | $14827000.00       | $6216213.17        | Private Label Collateralized Mortgage Obligations |
| BAMLL_25-HYT                                             | 2042-12-15      | 6.6547%  | 0.0000% | $6151700.00        | $6110833.74        | Private Label Collateralized Mortgage Obligations |
| BMARK_25-B41                                             | 2068-07-15      | 6.1364%  | 0.0000% | $663000.00         | $663349.57         | Private Label Collateralized Mortgage Obligations |
| CCMS_17-CD6                                              | 2050-11-15      | 4.2669%  | 0.0000% | $1578300.00        | $1484449.82        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                     | 2050-11-15      | 4.3836%  | 0.0000% | $1344000.00        | $1191438.54        | Private Label Collateralized Mortgage Obligations |
| GCAT_20-NQM2                                             | 2065-04-27      | 4.8500%  | 0.0000% | $7601000.00        | $5228689.47        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                             | 2055-12-27      | 0.5000%  | 0.0000% | $16145000.00       | $219337.80         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                              | 2055-05-25      | 6.5980%  | 0.0000% | $18031000.00       | $18298148.30       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM1                     | 2063-11-25      | 6.4550%  | 0.0000% | $1531000.00        | $805454.32         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                         | 2032-02-10      | 4.0163%  | 0.0000% | $3000000.00        | $2844706.06        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                               | 2055-11-25      | 0.5000%  | 0.0000% | $34901000.00       | $426816.53         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                               | 2055-06-25      | 6.0000%  | 0.0000% | $5031000.00        | $3303802.93        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                             | 2054-09-25      | 7.0412%  | 0.0000% | $712400.00         | $690777.11         | Private Label Collateralized Mortgage Obligations |
| BAMLL_24-BHP                                             | 2039-08-15      | 8.1550%  | 0.0000% | $29253000.00       | $29118111.99       | Private Label Collateralized Mortgage Obligations |
| BRSP_24-FL2                                              | 2037-08-19      | 7.2041%  | 0.0000% | $4000000.00        | $3996524.99        | Private Label Collateralized Mortgage Obligations |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-110W                | 2040-12-13      | 6.6286%  | 0.0000% | $1104000.00        | $1086661.36        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                             | 2055-02-25      | 6.5000%  | 0.0000% | $1746000.00        | $1496554.72        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ11                                            | 2056-05-25      | 5.0000%  | 0.0000% | $8000000.00        | $7087960.29        | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST HOMES_26-NQM1                                | 2070-09-25      | 4.8000%  | 0.0000% | $1000000.00        | $926561.39         | Private Label Collateralized Mortgage Obligations |
| NRTH PARK MORTGAGE TRUST NRTH_25-PARK                    | 2040-10-15      | 5.0480%  | 0.0000% | $13776000.00       | $13796365.41       | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                              | 2052-02-26      | 3.1726%  | 0.0000% | $3639000.00        | $2724380.29        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                         | 2032-02-10      | 3.6139%  | 0.0000% | $735000.00         | $520993.49         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-2                                               | 2051-05-25      | 2.3466%  | 0.0000% | $683000.00         | $277771.97         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-HY2                                              | 2058-05-25      | 6.0188%  | 0.0000% | $350000.00         | $353001.87         | Asset-Backed Securities                           |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-3      | 2060-09-15      | 3.0000%  | 0.0000% | $6175000.00        | $4508223.42        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46        | 2053-02-18      | 3.5540%  | 0.0000% | $3200000.00        | $2698316.62        | Private Label Collateralized Mortgage Obligations |
| DIAMOND ISSUER LLC SHINE_21-1                            | 2051-11-20      | 2.3050%  | 0.0000% | $325000.00         | $315967.69         | Asset-Backed Securities                           |
| EFMT_24-INV1                                             | 2069-03-25      | 7.0010%  | 0.0000% | $2029000.00        | $1380198.99        | Private Label Collateralized Mortgage Obligations |
| ELMCL COMMERCIAL MORTGAGE TRUST 2024-GTWY                | 2041-09-15      | 8.6730%  | 0.0000% | $6000000.00        | $5375965.49        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                             | 2052-04-25      | 3.3884%  | 0.0000% | $6382000.00        | $4367583.02        | Private Label Collateralized Mortgage Obligations |
| MSC_21-L7                                                | 2054-10-16      | 2.5000%  | 0.0000% | $1185000.00        | $847315.16         | Private Label Collateralized Mortgage Obligations |
| NOHT_19-HNLA                                             | 2032-04-15      | 4.9904%  | 0.0000% | $6425000.00        | $6403890.42        | Private Label Collateralized Mortgage Obligations |
| OBX_23-NQM7                                              | 2063-04-25      | 7.2990%  | 0.0000% | $1583000.00        | $754193.21         | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM5                                             | 2070-10-25      | 5.4300%  | 0.0000% | $1086000.00        | $1026534.73        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                             | 2054-09-25      | 7.0412%  | 0.0000% | $306650.00         | $296271.84         | Private Label Collateralized Mortgage Obligations |
| ROCK TRUST ROCKT_24-CNTR                                 | 2041-11-13      | 7.1091%  | 0.0000% | $7666000.00        | $8045649.50        | Private Label Collateralized Mortgage Obligations |
| AGL_20-3A                                                | 2038-04-15      | 6.4731%  | 0.0000% | $5486500.00        | $5199101.36        | Asset-Backed Securities                           |
| ALESCO PREFERRED FUNDING LTD                             | 2037-07-15      | 4.2547%  | 0.0000% | $41190000.00       | $4088939.52        | Asset-Backed Securities                           |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_21-JACX | 2038-09-15      | 4.8192%  | 0.0000% | $1100000.00        | $1063709.17        | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_26-VLT9                                      | 2045-03-15      | 5.8047%  | 0.0000% | $15000000.00       | $15008154.44       | Private Label Collateralized Mortgage Obligations |
| BAIN CAPITAL CREDIT CLO LIMITED BCC_21-3A                | 2034-07-24      | 7.0287%  | 0.0000% | $9000000.00        | $8618953.05        | Asset-Backed Securities                           |
| BABSN_23-4R                                              | 2039-01-20      | 7.3452%  | 0.0000% | $2500000.00        | $2490830.85        | Asset-Backed Securities                           |
| BRAVO_20-RPL1                                            | 2059-05-26      | 4.4588%  | 0.0000% | $813850.00         | $800118.25         | Private Label Collateralized Mortgage Obligations |
| CIFC FUNDING LTD CIFC_24-2                               | 2037-04-22      | 6.0636%  | 0.0000% | $5000000.00        | $5008137.38        | Asset-Backed Securities                           |
| DRSLF_21-95A                                             | 2034-08-20      | 6.7056%  | 0.0000% | $2000000.00        | $1965724.68        | Asset-Backed Securities                           |
| EFMT_26-AE2                                              | 2026-05-01      | 0.0000%  | 0.0000% | $68000000.00       | $1382084.89        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM4          | 2070-09-25      | 4.9720%  | 0.0000% | $12218000.00       | $10535603.07       | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV1                                             | 2051-12-26      | 3.2972%  | 0.0000% | $3715000.00        | $2770155.44        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV1                                             | 2051-12-26      | 3.2972%  | 0.0000% | $2089000.00        | $1527121.54        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                             | 2055-05-25      | 7.0028%  | 0.0000% | $282000.00         | $280021.56         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                             | 2055-12-27      | 5.5000%  | 0.0000% | $1429000.00        | $1298354.38        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                             | 2055-12-27      | 0.5990%  | 0.0000% | $16145000.00       | $222360.90         | Private Label Collateralized Mortgage Obligations |
| GSMBS_21-MM1                                             | 2052-04-25      | 0.2239%  | 0.0000% | $160999970.00      | $1689120.51        | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV4                                        | 2054-12-25      | 6.0000%  | 0.0000% | $15287000.00       | $10981039.23       | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-INV1                                  | 2053-08-25      | 6.0000%  | 0.0000% | $13529000.00       | $9059386.22        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV1                                             | 2054-01-26      | 0.5000%  | 0.0000% | $224889000.00      | $953279.08         | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV1                                        | 2054-01-26      | 7.1535%  | 0.0000% | $358999.00         | $386018.46         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                             | 2055-08-25      | 6.0000%  | 0.0000% | $1527000.00        | $1324629.72        | Private Label Collateralized Mortgage Obligations |
| HOMES_25-NQM5                                            | 2070-09-25      | 5.2300%  | 0.0000% | $1682000.00        | $1504727.97        | Private Label Collateralized Mortgage Obligations |
| JPMBB COMMERCIAL MORTGAGE SECURI                         | 2049-03-15      | 4.7635%  | 0.0000% | $1310000.00        | $1153304.53        | Private Label Collateralized Mortgage Obligations |
| JPMMT_25-1                                               | 2055-06-25      | 6.0000%  | 0.0000% | $484841.00         | $298378.06         | Private Label Collateralized Mortgage Obligations |
| KKR FINANCIAL CLO LTD KKR_26-63                          | 2039-04-20      | 5.3800%  | 0.0000% | $4542000.00        | $4563714.35        | Asset-Backed Securities                           |
| MFRA_21-AEI1                                             | 2051-08-25      | 0.1177%  | 0.0000% | $278153000.00      | $1142288.45        | Private Label Collateralized Mortgage Obligations |
| MDPK_72                                                  | 2038-07-23      | 5.3661%  | 0.0000% | $1000000.00        | $1002543.40        | Asset-Backed Securities                           |
| MFA TRUST MFRA_26-NMR1                                   | 2067-11-25      | 5.5020%  | 0.0000% | $20588000.00       | $20463921.92       | Private Label Collateralized Mortgage Obligations |
| OBX_21-J1                                                | 2051-05-25      | 2.6256%  | 0.0000% | $1238000.00        | $557808.56         | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV1                                              | 2051-09-25      | 3.0502%  | 0.0000% | $4643000.00        | $3492973.52        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J2                                                | 2055-09-25      | 6.5544%  | 0.0000% | $3348000.00        | $3282364.04        | Private Label Collateralized Mortgage Obligations |
| OBX_26-INV1                                              | 2056-02-25      | 6.5080%  | 0.0000% | $3809000.00        | $3691887.31        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                                | 2055-10-25      | 6.5932%  | 0.0000% | $3415000.00        | $3218504.38        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                            | 2051-07-25      | 3.0881%  | 0.0000% | $2488000.00        | $1383414.24        | Private Label Collateralized Mortgage Obligations |
| PRPM_23-RCF2                                             | 2053-11-25      | 4.0000%  | 0.0000% | $1828000.00        | $1781408.95        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J2                                              | 2056-08-25      | 5.5000%  | 0.0000% | $33046000.00       | $22587636.03       | Private Label Collateralized Mortgage Obligations |
| PRKCM_25-AFC1                                            | 2060-10-25      | 5.1010%  | 0.0000% | $15500000.00       | $14688342.24       | Private Label Collateralized Mortgage Obligations |
| PRETSL_23                                                | 2036-12-22      | 5.0856%  | 0.0000% | $125000.00         | $99292.28          | Asset-Backed Securities                           |
| PROVIDENT FUNDING MORTGAGE TRUST PFMT_21-2               | 2051-04-25      | 2.0000%  | 0.0000% | $6000000.00        | $3779430.67        | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CE11                                             | 2055-11-26      | 5.3750%  | 0.0000% | $1180000.00        | $1171788.22        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                             | 2054-09-25      | 1.0412%  | 0.0000% | $16287000.00       | $273313.07         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                             | 2054-09-25      | 0.5000%  | 0.0000% | $186614000.00      | $1586215.76        | Private Label Collateralized Mortgage Obligations |
| RLNT_26-1A                                               | 2056-03-20      | 5.3300%  | 0.0000% | $5000000.00        | $4885774.45        | Asset-Backed Securities                           |
| SFO_21-555                                               | 2038-05-17      | 5.5695%  | 0.0000% | $1630000.00        | $1625632.61        | Private Label Collateralized Mortgage Obligations |
| SOUND POINT CLO LTD SNDPT_15-2A                          | 2032-07-20      | 5.1468%  | 0.0000% | $82300000.00       | $34273221.06       | Asset-Backed Securities                           |
| SPGN MORTGAGE TRUST SPGNMT_26-TFLM                       | 2041-02-15      | 4.9547%  | 0.0000% | $11000000.00       | $10995210.41       | Private Label Collateralized Mortgage Obligations |
| TWPT_17-4                                                | 2057-06-25      | 3.6235%  | 0.0000% | $3900000.00        | $3423821.58        | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                          | 2050-09-15      | 4.0250%  | 0.0000% | $1870000.00        | $1806009.28        | Private Label Collateralized Mortgage Obligations |

### Security 315: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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           | 2047-10-20      | 3.5000%  | 0.0000% | $1000.00           | $113.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.5000%  | 0.0000% | $1024.00           | $801.76            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-01-20      | 3.0000%  | 0.0000% | $4966.00           | $839.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $8296320.00        | $8212670.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 4.5000%  | 0.0000% | $496960.00         | $458719.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-09-15      | 3.0200%  | 0.0000% | $2898988.00        | $1817544.39        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2037-10-15      | 6.5000%  | 0.0000% | $645411.00         | $9197.28           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 4.0000%  | 0.0000% | $1000.00           | $167.13            | Agency Mortgage-Backed Securities         |
| GNMA_25-89H                                          | 2055-05-20      | 2.8099%  | 0.0000% | $18500000.00       | $1132431.94        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                           | 2056-01-20      | 2.0399%  | 0.0000% | $222241687.00      | $13130520.42       | Agency Collateralized Mortgage Obligation |
| FREMF_17-KWO3                                        | 2027-08-25      | 0.0000%  | 0.0000% | $832121.00         | $747143.97         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                          | 2054-12-25      | 0.5548%  | 0.0000% | $50000000.00       | $388951.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                          | 2049-08-25      | 4.0000%  | 0.0000% | $100002.00         | $7770.10           | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 1.1048%  | 0.0000% | $49999998.00       | $1154224.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 4.0000%  | 0.0000% | $2000.00           | $146.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 4.5000%  | 0.0000% | $211253.00         | $15325.64          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2052-03-15      | 4.0000%  | 0.0000% | $399114.00         | $291031.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.0000%  | 0.0000% | $1008.00           | $1050.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-12-15      | 4.0000%  | 0.0000% | $618735.00         | $89287.47          | Agency Mortgage-Backed Securities         |
| GNMA_24-97F                                          | 2054-06-20      | 3.6599%  | 0.0000% | $42979700.00       | $3492202.40        | Agency Collateralized Mortgage Obligation |
| FNMA_16-60                                           | 2046-09-25      | 3.0000%  | 0.0000% | $8824999.00        | $185970.06         | Agency Collateralized Mortgage Obligation |
| FNMA_19-77F                                          | 2050-01-25      | 3.5000%  | 0.0000% | $14319568.00       | $196154.18         | Agency Collateralized Mortgage Obligation |
| FNMA_21-59C                                          | 2051-09-25      | 4.0000%  | 0.0000% | $53157659.00       | $6679197.89        | Agency Collateralized Mortgage Obligation |
| FNMA_26-21E                                          | 2055-07-25      | 1.3548%  | 0.0000% | $39000100.00       | $975156.45         | Agency Collateralized Mortgage Obligation |
| FHLMC_5072G                                          | 2051-01-25      | 3.0000%  | 0.0000% | $11998799.00       | $1138332.59        | Agency Collateralized Mortgage Obligation |
| FHMS_K737                                            | 2048-01-25      | 1.8437%  | 0.0000% | $5198000.00        | $58909.91          | Agency Collateralized Mortgage Obligation |
| FHLMC_4993L                                          | 2050-07-25      | 2.2904%  | 0.0000% | $22589995.00       | $1664035.22        | Agency Collateralized Mortgage Obligation |
| FHLMC_5402D                                          | 2051-06-25      | 4.0000%  | 0.0000% | $2319687.00        | $392183.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-10-25      | 2.5048%  | 0.0000% | $113239731.00      | $9332466.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5522A                                          | 2055-03-25      | 2.3048%  | 0.0000% | $202044975.00      | $6405931.88        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-06-15      | 4.5000%  | 0.0000% | $569403.00         | $7577.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-06-20      | 4.5000%  | 0.0000% | $5001.00           | $339.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-10-20      | 5.0000%  | 0.0000% | $7000.00           | $513.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-06-20      | 4.0000%  | 0.0000% | $585000.00         | $49406.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 4.5000%  | 0.0000% | $5000.00           | $1099.03           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2049-11-15      | 3.5000%  | 0.0000% | $2622506.00        | $341841.33         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2065-11-20      | 7.0000%  | 0.0000% | $905520.00         | $943363.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.5000%  | 0.0000% | $2129700.00        | $2241257.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.0000%  | 0.0000% | $6906054.00        | $7108913.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2066-03-20      | 6.5000%  | 0.0000% | $318085.00         | $335121.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.0000%  | 0.0000% | $8124961.00        | $7897814.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 6.0000%  | 0.0000% | $1625072.00        | $1662035.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-03-20      | 5.5000%  | 0.0000% | $1210.00           | $881.47            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | 0.0000% | $11201.00          | $11145.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.5000%  | 0.0000% | $2107175.00        | $2137161.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.5000%  | 0.0000% | $3000.00           | $3095.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 5.0000%  | 0.0000% | $296396.00         | $296927.08         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-04-20      | 6.0000%  | 0.0000% | $98632.00          | $100928.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2046-11-15      | 2.5000%  | 0.0000% | $184400.00         | $94836.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2035-08-15      | 6.0000%  | 0.0000% | $33458.00          | $412.79            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-03-20      | 6.0000%  | 0.0000% | $3632.00           | $111.59            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 5.0000%  | 0.0000% | $1027.00           | $33.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-10-20      | 6.0000%  | 0.0000% | $2530.00           | $45.44             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-12-15      | 4.0000%  | 0.0000% | $497000.00         | $53133.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-04-15      | 6.0000%  | 0.0000% | $169924.00         | $8176.39           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 5.5000%  | 0.0000% | $1008.00           | $284.37            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | 0.0000% | $1381.00           | $998.05            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2036-10-15      | 6.5000%  | 0.0000% | $1029923.00        | $6845.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-02-15      | 6.0000%  | 0.0000% | $9152.00           | $1014.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-04-15      | 4.5000%  | 0.0000% | $3610824.00        | $860638.45         | Agency Mortgage-Backed Securities         |
| GNMA_20-40                                           | 2062-01-16      | 0.8751%  | 0.0000% | $55000000.00       | $1464037.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120L                                         | 2050-01-20      | 4.5000%  | 0.0000% | $61879911.00       | $12668262.02       | Agency Collateralized Mortgage Obligation |
| GNMA_25-149B                                         | 2055-09-20      | 2.3099%  | 0.0000% | $216570873.00      | $10767009.56       | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-149 | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2521632.12        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                         | 2050-10-20      | 0.0000%  | 0.0000% | $71572096.00       | $292628.98         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-159 | 2051-09-20      | 3.0000%  | 0.0000% | $9429710.00        | $1164953.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-161                                          | 2051-09-20      | 3.0000%  | 0.0000% | $54458131.00       | $6369318.05        | Agency Collateralized Mortgage Obligation |
| GNMA_21-160S                                         | 2051-09-20      | 2.5245%  | 0.0000% | $23282734.00       | $2238512.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Q                                         | 2050-01-20      | 2.2745%  | 0.0000% | $110075800.00      | $11020335.46       | Agency Collateralized Mortgage Obligation |
| GNMA_21-223E                                         | 2051-12-20      | 3.0000%  | 0.0000% | $179514978.00      | $9157035.56        | Agency Collateralized Mortgage Obligation |
| GNMA_22-158                                          | 2064-08-16      | 0.8877%  | 0.0000% | $10085920.00       | $664032.43         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168G                                         | 2052-02-20      | 3.5000%  | 0.0000% | $79204044.00       | $12272160.35       | Agency Collateralized Mortgage Obligation |
| GNMA_24-109A                                         | 2054-07-20      | 2.8099%  | 0.0000% | $87183000.00       | $3487253.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-4A                                           | 2055-01-20      | 2.2849%  | 0.0000% | $200000000.00      | $11026100.37       | Agency Collateralized Mortgage Obligation |
| GNMA_25-1P                                           | 2055-01-20      | 2.2599%  | 0.0000% | $14782079.00       | $966709.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-25F                                          | 2055-02-20      | 2.3099%  | 0.0000% | $37707440.00       | $761387.21         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 1.3999%  | 0.0000% | $632538.00         | $28294.04          | Agency Collateralized Mortgage Obligation |
| GNMA_26-30B                                          | 2056-02-20      | 2.0099%  | 0.0000% | $124759844.00      | $11448950.33       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                          | 2056-02-20      | 2.0599%  | 0.0000% | $150000000.00      | $10386498.95       | Agency Collateralized Mortgage Obligation |
| GNMA_26-30N                                          | 2056-02-20      | 1.4599%  | 0.0000% | $200000000.00      | $9431903.88        | Agency Collateralized Mortgage Obligation |
| GNMA_26-47J                                          | 2056-03-20      | 0.6099%  | 0.0000% | $987000000.00      | $10561490.70       | Agency Collateralized Mortgage Obligation |
| GNMA_26-47M                                          | 2056-03-20      | 0.1099%  | 0.0000% | $40000000.00       | $220128.28         | Agency Collateralized Mortgage Obligation |
| GNMA_26-47B                                          | 2056-03-20      | 1.4099%  | 0.0000% | $140040.00         | $5676.33           | Agency Collateralized Mortgage Obligation |

### Security 316: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $531405000.00
- **C.18.a - Value (excl. sponsor support):** $531405000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BLOOM ENERGY CORPORATION     | 2030-11-15      | 0.0000%  | 0.0000% | $178395000.00      | $313852107.45      | Corporate Debt Securities |
| TERAWULF INC                 | 2030-02-01      | 2.7500%  | 0.0000% | $9230000.00        | $23610281.03       | Corporate Debt Securities |
| LIFE360 INC                  | 2030-06-01      | 0.0000%  | 0.0000% | $7876000.00        | $7406196.60        | Corporate Debt Securities |
| LUCID GROUP INC              | 2031-11-01      | 7.0000%  | 0.0000% | $111581000.00      | $66245019.81       | Corporate Debt Securities |
| HERBALIFE LTD                | 2028-06-15      | 4.2500%  | 0.0000% | $595000.00         | $750793.31         | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD | 2029-09-30      | 4.6250%  | 0.0000% | $12100000.00       | $25676855.42       | Corporate Debt Securities |
| CRISPR THERAPEUTICS AG       | 2031-03-01      | 1.7308%  | 0.0000% | $15615000.00       | $16103678.02       | Corporate Debt Securities |
| GREEN PLAINS INC             | 2030-11-01      | 5.2500%  | 0.0000% | $2591000.00        | $3822210.81        | Corporate Debt Securities |
| GUARDANT HEALTH INC          | 2031-02-15      | 1.2500%  | 0.0000% | $81159000.00       | $127624488.84      | Corporate Debt Securities |
| IRONWOOD PHARMACEUTICALS INC | 2026-06-15      | 1.5000%  | 0.0000% | $1475000.00        | $1439784.38        | Corporate Debt Securities |
| ULTRA CLEAN HLD              | 2031-03-15      | 0.0000%  | 0.0000% | $501000.00         | $591480.60         | Corporate Debt Securities |
| XEROX HOLDINGS CORP          | 2030-03-15      | 3.7500%  | 0.0000% | $30405000.00       | $8050863.94        | Corporate Debt Securities |

### Security 317: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.810000%
- **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):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NVIDIA CORPORATION             COM         | 2500-12-31      | 0.0000%  | 0.0000% | $177904.00         | $37226412.00       | Equities                  |
| CATERPILLAR INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $24393.00          | $19759549.65       | Equities                  |
| WELLS FARGO & CO               COM         | 2500-12-31      | 0.0000%  | 0.0000% | $753845.00         | $61445905.95       | Equities                  |
| EMCOR GROUP INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $9876.00           | $8230362.12        | Equities                  |
| FIRST SOLAR INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $212928.00         | $40586206.08       | Equities                  |
| LAM RESEARCH CORP              COM NEW     | 2500-12-31      | 0.0000%  | 0.0000% | $10225.00          | $2543468.75        | Equities                  |
| REALTY INCOME CORP             COM         | 2500-12-31      | 0.0000%  | 0.0000% | $184838.00         | $11698397.02       | Equities                  |
| SLB LIMITED                    COM STK     | 2500-12-31      | 0.0000%  | 0.0000% | $316332.00         | $17619692.40       | Equities                  |
| ACCENTURE PLC IRELAND          SHS CLASS A | 2500-12-31      | 0.0000%  | 0.0000% | $327452.00         | $59026497.52       | Equities                  |
| CIENA CORP                     COM NEW     | 2500-12-31      | 0.0000%  | 0.0000% | $7864.00           | $3738466.96        | Equities                  |
| WW GRAINGER INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $30309.00          | $34698046.29       | Equities                  |
| HILTON WORLDWIDE HLDGS INC     COM         | 2500-12-31      | 0.0000%  | 0.0000% | $115081.00         | $36192974.50       | Equities                  |
| HUMANA INC                     COM         | 2500-12-31      | 0.0000%  | 0.0000% | $125830.00         | $30591789.60       | Equities                  |
| MSCI INC                       COM         | 2500-12-31      | 0.0000%  | 0.0000% | $12410.00          | $7422793.30        | Equities                  |
| MONOLITHIC PWR SYS INC         COM         | 2500-12-31      | 0.0000%  | 0.0000% | $14086.00          | $21507068.24       | Equities                  |
| OCCIDENTAL PETE CORP           COM         | 2500-12-31      | 0.0000%  | 0.0000% | $71355.00          | $4335529.80        | Equities                  |
| REGENCY CTRS CORP              COM         | 2500-12-31      | 0.0000%  | 0.0000% | $677983.00         | $53818290.54       | Equities                  |
| STANLEY BLACK & DECKER INC     COM         | 2500-12-31      | 0.0000%  | 0.0000% | $196156.00         | $14886278.84       | Equities                  |
| SYSCO CORP                     COM         | 2500-12-31      | 0.0000%  | 0.0000% | $120071.00         | $8881651.87        | Equities                  |
| WILLIAMS SONOMA INC            COM         | 2500-12-31      | 0.0000%  | 0.0000% | $42021.00          | $7613364.78        | Equities                  |
| JOHNSON CONTROLS INTERNATION   SHS         | 2500-12-31      | 0.0000%  | 0.0000% | $27908.00          | $3944795.80        | Corporate Debt Securities |
| SMURFIT WESTROCK PLC           SHS         | 2500-12-31      | 0.0000%  | 0.0000% | $65402.00          | $2595151.36        | Corporate Debt Securities |
| NXP SEMICONDUCTORS N V         COM         | 2500-12-31      | 0.0000%  | 0.0000% | $3932.00           | $1137331.00        | Corporate Debt Securities |

### Security 318: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-15      | 0.0000%  | 0.0000% | $5000.00           | $4088.56           | Agency Debentures and Agency Strips |
| GUARDANT HEALTH INC                    | 2031-02-15      | 1.2500%  | 0.0000% | $12000.00          | $18870.29          | Corporate Debt Securities           |
| UNITED STATES TREASURY                 | 2028-11-15      | 3.5000%  | 0.0000% | $27792200.00       | $27960668.64       | U.S. Treasuries (including strips)  |
| ANI PHARMACEUTICALS INC                | 2029-09-01      | 2.2500%  | 0.0000% | $180000.00         | $231063.75         | Corporate Debt Securities           |
| AKAMAI TECH INC                        | 2033-05-15      | 0.2500%  | 0.0000% | $229000.00         | $294664.80         | Corporate Debt Securities           |
| BLACKLINE INC                          | 2029-06-01      | 1.0000%  | 0.0000% | $1000.00           | $916.75            | Corporate Debt Securities           |
| BOX INC                                | 2029-09-15      | 1.5000%  | 0.0000% | $955000.00         | $900923.13         | Corporate Debt Securities           |
| COINBASE GLOBAL INC                    | 2026-06-01      | 0.5000%  | 0.0000% | $4836000.00        | $4826663.83        | Corporate Debt Securities           |
| IONIS PHARMACEUTICALS INC              | 2028-06-15      | 1.7500%  | 0.0000% | $404000.00         | $603536.61         | Corporate Debt Securities           |
| MERITAGE HOMES CORP                    | 2028-05-15      | 1.7500%  | 0.0000% | $3000.00           | $2970.06           | Corporate Debt Securities           |
| STRATEGY INC                           | 2030-03-15      | 0.6250%  | 0.0000% | $1631000.00        | $2165219.78        | Corporate Debt Securities           |
| STRATEGY INC                           | 2031-03-15      | 0.8750%  | 0.0000% | $19000.00          | $20601.01          | Corporate Debt Securities           |
| MICROCHIP TECH INC                     | 2030-06-01      | 0.7500%  | 0.0000% | $4000.00           | $4314.42           | Corporate Debt Securities           |
| SNOWFLAKE INC                          | 2027-10-01      | 0.0000%  | 0.0000% | $686000.00         | $793359.00         | Corporate Debt Securities           |
| WEC ENERGY GROUP INC                   | 2029-06-01      | 4.3750%  | 0.0000% | $30000.00          | $37278.23          | Corporate Debt Securities           |
| WINNEBAGO IND INC                      | 2030-01-15      | 3.2500%  | 0.0000% | $35000.00          | $32654.27          | Corporate Debt Securities           |
| ZSCALER INC                            | 2028-07-15      | 0.0000%  | 0.0000% | $1585000.00        | $1439180.00        | Corporate Debt Securities           |
| BILL HOLDINGS INC                      | 2030-04-01      | 0.0000%  | 0.0000% | $3999000.00        | $3531916.80        | Corporate Debt Securities           |
| TELADOC HEALTH INC                     | 2027-06-01      | 1.2500%  | 0.0000% | $5000.00           | $4825.87           | Corporate Debt Securities           |
| VENTAS REALTY LP                       | 2026-06-01      | 3.7500%  | 0.0000% | $3518000.00        | $5672848.29        | Corporate Debt Securities           |
| AKAMAI TECH INC                        | 2029-02-15      | 1.1250%  | 0.0000% | $670000.00         | $734925.51         | Corporate Debt Securities           |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-03-15      | 6.7500%  | 0.0000% | $6000.00           | $6754.84           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-08-06      | 6.2100%  | 0.0000% | $592000.00         | $685878.18         | Agency Debentures and Agency Strips |
| ON SEMICONDUCTOR CORP                  | 2029-03-01      | 0.5000%  | 0.0000% | $1294000.00        | $1563940.62        | Corporate Debt Securities           |
| PTC THERAPEUTICS INC                   | 2026-09-15      | 1.5000%  | 0.0000% | $6000.00           | $7575.09           | Corporate Debt Securities           |
| TERAWULF INC                           | 2032-05-01      | 0.0000%  | 0.0000% | $32000.00          | $41406.40          | Corporate Debt Securities           |
| ADVANCED ENERGY INDUSTRIES INC         | 2028-09-15      | 2.5000%  | 0.0000% | $139000.00         | $373795.33         | Corporate Debt Securities           |
| BENTLEY SYSTEMS INCORPORATED           | 2027-07-01      | 0.3750%  | 0.0000% | $1003000.00        | $957102.30         | Corporate Debt Securities           |
| CSG SYST INTL INC.                     | 2028-09-15      | 3.8750%  | 0.0000% | $240000.00         | $293292.90         | Corporate Debt Securities           |
| COGENT BIOSCIENCES INC                 | 2031-11-15      | 1.6250%  | 0.0000% | $18000.00          | $21295.13          | Corporate Debt Securities           |
| COMPASS INC                            | 2031-04-15      | 0.2500%  | 0.0000% | $22000.00          | $19387.96          | Corporate Debt Securities           |
| DIGITALOCEAN HOLDINGS INC              | 2030-08-15      | 0.0000%  | 0.0000% | $100000.00         | $258850.00         | Corporate Debt Securities           |
| FEDERAL HOME LOAN BANKS                | 2042-08-15      | 5.1100%  | 0.0000% | $2000000.00        | $1955243.67        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-01-01      | 4.2120%  | 0.0000% | $1837141.00        | $1841891.85        | Agency Mortgage-Backed Securities   |
| GUARDANT HEALTH INC                    | 2027-11-15      | 0.0000%  | 0.0000% | $3000.00           | $3022.95           | Corporate Debt Securities           |
| LANTHEUS HOLDINGS INC                  | 2027-12-15      | 2.6250%  | 0.0000% | $200000.00         | $251244.75         | Corporate Debt Securities           |
| LIVE NATION ENTERTAINMENT INC          | 2029-01-15      | 3.1250%  | 0.0000% | $17000.00          | $26147.95          | Corporate Debt Securities           |
| SPHERE ENTERTAINMENT CO                | 2028-12-01      | 3.5000%  | 0.0000% | $3000.00           | $11905.46          | Corporate Debt Securities           |
| ORMAT TECHNOLOGIES INC                 | 2027-07-15      | 2.5000%  | 0.0000% | $336000.00         | $437637.20         | Corporate Debt Securities           |
| SOLARIS ENERGY INFRASTRUCTURE INC      | 2031-10-01      | 0.2500%  | 0.0000% | $557000.00         | $829000.58         | Corporate Debt Securities           |
| SUPER MICRO COMPUTER INC               | 2028-07-15      | 2.2500%  | 0.0000% | $433000.00         | $401348.78         | Corporate Debt Securities           |
| UNITED STATES TREASURY                 | 2026-06-02      | 0.0000%  | 0.0000% | $27619000.00       | $27530867.77       | U.S. Treasuries (including strips)  |

### Security 319: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                             | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $69.22             | U.S. Treasuries (including strips)                |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 2043-01-05      | 3.6590%  | 0.0000% | $9141488.00        | $8018506.72        | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                     | 2042-02-15      | 5.0976%  | 0.0000% | $1580000.00        | $1568543.43        | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                         | 2055-12-25      | 0.5000%  | 0.0000% | $648847.00         | $14891.54          | Private Label Collateralized Mortgage Obligations |
| BWAY MORTGAGE TRUST BWAY_13-1515                   | 2033-03-10      | 3.4543%  | 0.0000% | $5754139.00        | $4421897.75        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                       | 2034-05-10      | 2.8555%  | 0.0000% | $5000000.00        | $3789520.78        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP              | 2036-01-15      | 4.7192%  | 0.0000% | $7440000.00        | $6838977.36        | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C10                                       | 2054-07-15      | 2.0000%  | 0.0000% | $4160000.00        | $2958534.22        | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                       | 2042-10-20      | 6.6058%  | 0.0000% | $8144398.00        | $8103064.72        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TRUST COLT_23-4                 | 2068-10-25      | 8.2183%  | 0.0000% | $239738.00         | $244003.00         | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                       | 2055-12-15      | 4.0000%  | 0.0000% | $10100000.00       | $7685566.94        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM BBCMS_18-CBM                  | 2037-07-15      | 4.7020%  | 0.0000% | $2857000.00        | $2787061.60        | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                       | 2043-08-19      | 6.5072%  | 0.0000% | $235334.00         | $235513.64         | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL4    | 2064-12-25      | 3.3750%  | 0.0000% | $65319.00          | $51723.22          | Private Label Collateralized Mortgage Obligations |
| HAVN_25-MOB                                        | 2035-10-15      | 7.4730%  | 0.0000% | $6563755.00        | $6330323.25        | Private Label Collateralized Mortgage Obligations |
| HYT COMMERCIAL MORTGAGE TRUST HYT_24-RGCY          | 2041-08-15      | 7.0939%  | 0.0000% | $1426000.00        | $1430213.51        | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                       | 2067-04-25      | 4.4467%  | 0.0000% | $12817979.00       | $12437960.10       | Asset-Backed Securities                           |
| PGA_24-RSR2                                        | 2039-06-15      | 7.2047%  | 0.0000% | $899492.00         | $901607.05         | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 2043-01-08      | 3.8720%  | 0.0000% | $2495571.00        | $2179407.38        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE | 2043-01-05      | 4.1440%  | 0.0000% | $343896.00         | $301475.82         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BNK29                                 | 2053-11-15      | 2.5000%  | 0.0000% | $10073.00          | $7418.07           | Private Label Collateralized Mortgage Obligations |
| BMARK_24-V6                                        | 2057-03-15      | 1.3347%  | 0.0000% | $2723.00           | $93.14             | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                        | 2065-07-27      | 5.6180%  | 0.0000% | $2682000.00        | $2093450.89        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST PRKCM_22-AFC2                          | 2057-08-25      | 6.1400%  | 0.0000% | $100032.00         | $61088.00          | Asset-Backed Securities                           |
| SBAL_20-RR1                                        | 2053-02-13      | 2.8250%  | 0.0000% | $9655088.00        | $6531562.94        | Private Label Collateralized Mortgage Obligations |
| SLMA_03-A                                          | 2032-06-15      | 5.5356%  | 0.0000% | $243000.00         | $65150.32          | Asset-Backed Securities                           |
| VISIO_19-2                                         | 2054-11-25      | 7.3647%  | 0.0000% | $123930.00         | $126905.67         | Private Label Collateralized Mortgage Obligations |

### Security 320: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES                    | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $91.33             | Equities   |
| ADVANCED MICRO DEVICES INC             | 2026-05-01      | 0.0000%  | 0.0000% | $31279.00          | $10544463.69       | Equities   |
| AGILENT TECH INC                       | 2026-05-01      | 0.0000%  | 0.0000% | $72202.00          | $8036082.60        | Equities   |
| AIRBNB INC                             | 2026-05-01      | 0.0000%  | 0.0000% | $3503.00           | $491400.84         | Equities   |
| OPTIMUM COMMUNICATIONS INC             | 2026-05-01      | 0.0000%  | 0.0000% | $89.00             | $137.06            | Equities   |
| ANTERO RESOURCES CORP                  | 2026-05-01      | 0.0000%  | 0.0000% | $3.00              | $117.03            | Equities   |
| APPLE INC                              | 2026-05-01      | 0.0000%  | 0.0000% | $390606.00         | $105530023.02      | Equities   |
| APPLIED MAT INC                        | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $382.59            | Equities   |
| BANK OF NEW YORK MELLON CORP/THE       | 2026-05-01      | 0.0000%  | 0.0000% | $120630.00         | $15955730.10       | Equities   |
| BROADCOM INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $204505.00         | $82916552.25       | Equities   |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC | 2026-05-01      | 0.0000%  | 0.0000% | $9.00              | $43.38             | Equities   |
| CIGNA GROUP                            | 2026-05-01      | 0.0000%  | 0.0000% | $817.00            | $238825.44         | Equities   |
| CANTALOUPE INC                         | 2026-05-01      | 0.0000%  | 0.0000% | $147625.00         | $1604683.75        | Equities   |
| COSTCO WHSLE CORP                      | 2026-05-01      | 0.0000%  | 0.0000% | $10380.00          | $10366194.60       | Equities   |
| DEXCOM                                 | 2026-05-01      | 0.0000%  | 0.0000% | $263126.00         | $15145532.56       | Equities   |
| EQUINIX INC                            | 2026-05-01      | 0.0000%  | 0.0000% | $12754.00          | $13889998.78       | Equities   |
| FORTINET INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $3400.00           | $292774.00         | Equities   |
| GE VERNOVA INC                         | 2026-05-01      | 0.0000%  | 0.0000% | $6068.00           | $6450951.48        | Equities   |
| GREENBRIER CO INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $264097.00         | $12623836.60       | Equities   |
| INTEL CORP                             | 2026-05-01      | 0.0000%  | 0.0000% | $191349.00         | $18130317.75       | Equities   |
| JPMORGAN CHASE & CO                    | 2026-05-01      | 0.0000%  | 0.0000% | $20152.00          | $6232006.00        | Equities   |
| KEYCORP                                | 2026-05-01      | 0.0000%  | 0.0000% | $22600.00          | $489742.00         | Equities   |
| LOCKHEED MARTIN CORPORATION            | 2026-05-01      | 0.0000%  | 0.0000% | $2902.00           | $1479468.62        | Equities   |
| MICROSOFT CORP                         | 2026-05-01      | 0.0000%  | 0.0000% | $39489.00          | $16761500.94       | Equities   |
| MICRON TECHNOLOGY INC                  | 2026-05-01      | 0.0000%  | 0.0000% | $156626.00         | $81204315.96       | Equities   |
| NVIDIA CORP                            | 2026-05-01      | 0.0000%  | 0.0000% | $31589.00          | $6609998.25        | Equities   |
| ORACLE CORPORATION                     | 2026-05-01      | 0.0000%  | 0.0000% | $56738.00          | $9295386.54        | Equities   |
| PTC THERAPEUTICS INC                   | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $129.10            | Equities   |
| PEBBLEBROOK HOTEL TRUST                | 2026-05-01      | 0.0000%  | 0.0000% | $144773.00         | $2073149.36        | Equities   |
| PROASSURANCE CORPORATION               | 2026-05-01      | 0.0000%  | 0.0000% | $9667.00           | $239161.58         | Equities   |
| QUALCOMM INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $15646.00          | $2440776.00        | Equities   |
| RAYONIER INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $57374.00          | $1217476.28        | Equities   |
| ROBLOX CORP                            | 2026-05-01      | 0.0000%  | 0.0000% | $2774.00           | $156120.72         | Equities   |
| SANDISK CORP                           | 2026-05-01      | 0.0000%  | 0.0000% | $25139.00          | $26753175.19       | Equities   |
| STOKE THERAPEUTICS INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $602.00            | $19516.84          | Equities   |
| SYNOPSYS INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $66.00             | $31760.52          | Equities   |
| TERADYNE INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $15500.00          | $4748115.00        | Equities   |
| TESLA INC                              | 2026-05-01      | 0.0000%  | 0.0000% | $83042.00          | $30958057.60       | Equities   |
| UNITEDHEALTH GROUP INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $143708.00         | $53278303.92       | Equities   |
| UNITY SOFTWARE INC                     | 2026-05-01      | 0.0000%  | 0.0000% | $10486.00          | $273789.46         | Equities   |
| VERISIGN INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $6000.00           | $1635570.00        | Equities   |
| VIATRIS INC                            | 2026-05-01      | 0.0000%  | 0.0000% | $291588.00         | $4365072.36        | Equities   |
| VICI PROPERTIES INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $316998.00         | $9066142.80        | Equities   |
| WELLTOWER INC                          | 2026-05-01      | 0.0000%  | 0.0000% | $39550.00          | $8388159.50        | Equities   |
| UROGEN PHARMA LTD                      | 2026-05-01      | 0.0000%  | 0.0000% | $16414.00          | $383102.76         | Equities   |
| ALPHABET INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $133486.00         | $46712090.84       | Equities   |
| BERKSHIRE HATHAWAY INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $10461.00          | $4972950.18        | Equities   |
| CONNECTONE BANCORP INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $1300.00           | $37752.00          | Equities   |
| EBAY INC                               | 2026-05-01      | 0.0000%  | 0.0000% | $3519.00           | $365237.01         | Equities   |
| FORD MOTOR COMPANY                     | 2026-05-01      | 0.0000%  | 0.0000% | $122434.00         | $1498592.16        | Equities   |
| GILEAD SCIENCES INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $9071.00           | $1168707.64        | Equities   |
| HILTON WORLDWIDE HOLDINGS INC          | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $314.50            | Equities   |
| HOME DEPOT INC                         | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $322.81            | Equities   |
| ISHARES CORE S&P 500 ETF               | 2026-05-01      | 0.0000%  | 0.0000% | $544.00            | $388900.16         | Equities   |
| LATTICE SEMICONDUCTOR CORP             | 2026-05-01      | 0.0000%  | 0.0000% | $1400.00           | $161938.00         | Equities   |
| PALO ALTO NETWORKS INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $15200.00          | $2759408.00        | Equities   |
| RIOT PLATFORMS INC                     | 2026-05-01      | 0.0000%  | 0.0000% | $3000.00           | $47940.00          | Equities   |
| DOCGO INC                              | 2026-05-01      | 0.0000%  | 0.0000% | $654355.00         | $462694.42         | Equities   |
| VISTANCE NETWORKS INC                  | 2026-05-01      | 0.0000%  | 0.0000% | $21.00             | $219.87            | Equities   |
| DOW INC                                | 2026-05-01      | 0.0000%  | 0.0000% | $7913.00           | $312959.15         | Equities   |
| IDEX CORP                              | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $217.34            | Equities   |
| MONDELEZ INTERNATIONAL INC             | 2026-05-01      | 0.0000%  | 0.0000% | $1700.00           | $103768.00         | Equities   |
| PAYCOM SOFTWARE INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $255.86            | Equities   |
| PERMIAN RESOURCES CORP                 | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $21.65             | Equities   |
| TJX COMPANIES INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $156.07            | Equities   |
| T-MOBILE US INC                        | 2026-05-01      | 0.0000%  | 0.0000% | $57468.00          | $11388433.56       | Equities   |
| AIR PRODUCTS AND CHEMICALS INC         | 2026-05-01      | 0.0000%  | 0.0000% | $3097.00           | $936842.50         | Equities   |
| APOGEE THERAPEUTICS INC                | 2026-05-01      | 0.0000%  | 0.0000% | $1791.00           | $146915.73         | Equities   |
| APPLIED OPTOELECTRONICS INC            | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $152.83            | Equities   |
| BOSTON SCIENTIFIC CORP                 | 2026-05-01      | 0.0000%  | 0.0000% | $94768.00          | $5415991.20        | Equities   |
| BUMBLE INC                             | 2026-05-01      | 0.0000%  | 0.0000% | $91.00             | $383.11            | Equities   |
| CAESARS ENTERTAINMENT INC              | 2026-05-01      | 0.0000%  | 0.0000% | $10799.00          | $295676.62         | Equities   |
| CHURCHILL DOWNS INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $8400.00           | $849660.00         | Equities   |
| COMSTOCK RES INC                       | 2026-05-01      | 0.0000%  | 0.0000% | $1300.00           | $22711.00          | Equities   |
| CUMMINS INC                            | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $638.95            | Equities   |
| DOLBY LABS                             | 2026-05-01      | 0.0000%  | 0.0000% | $200.00            | $12652.00          | Equities   |
| ENCOMPASS HEALTH CORP                  | 2026-05-01      | 0.0000%  | 0.0000% | $667.00            | $68440.87          | Equities   |
| EQUITABLE HOLDINGS INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $39092.00          | $1621145.24        | Equities   |
| HP INC                                 | 2026-05-01      | 0.0000%  | 0.0000% | $2500.00           | $50350.00          | Equities   |
| HACKETT GROUP INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $13.07             | Equities   |
| HALLIBURTON COMPANY                    | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $83.62             | Equities   |
| HEICO CORP                             | 2026-05-01      | 0.0000%  | 0.0000% | $300.00            | $60384.00          | Equities   |
| PERSPECTIVE THERAPEUTICS INC           | 2026-05-01      | 0.0000%  | 0.0000% | $138466.00         | $544171.38         | Equities   |
| JABIL INC                              | 2026-05-01      | 0.0000%  | 0.0000% | $101.00            | $33719.86          | Equities   |
| KKR & CO INC                           | 2026-05-01      | 0.0000%  | 0.0000% | $19400.00          | $1926808.00        | Equities   |
| LAZARD INC                             | 2026-05-01      | 0.0000%  | 0.0000% | $11901.00          | $565059.48         | Equities   |
| MOTOROLA SOLUTIONS INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $9800.00           | $4206454.00        | Equities   |
| NEOGEN CORP                            | 2026-05-01      | 0.0000%  | 0.0000% | $18.00             | $162.18            | Equities   |
| NORTHWESTERN ENERGY GROUP INC          | 2026-05-01      | 0.0000%  | 0.0000% | $9515.00           | $678800.10         | Equities   |
| OREILLY AUTOMOTIVE INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $99.00             | $9077.31           | Equities   |
| OLIN CORP                              | 2026-05-01      | 0.0000%  | 0.0000% | $1306.00           | $35758.28          | Equities   |
| ONEMAIN HOLDINGS INC                   | 2026-05-01      | 0.0000%  | 0.0000% | $500.00            | $28955.00          | Equities   |
| PTC INC                                | 2026-05-01      | 0.0000%  | 0.0000% | $3400.00           | $467500.00         | Equities   |
| PROCORE TECHNOLOGIES INC               | 2026-05-01      | 0.0000%  | 0.0000% | $8899.00           | $498166.02         | Equities   |
| SAMSARA INC                            | 2026-05-01      | 0.0000%  | 0.0000% | $2497.00           | $73336.89          | Equities   |
| STATE STREET CORP                      | 2026-05-01      | 0.0000%  | 0.0000% | $3.00              | $452.10            | Equities   |
| TIPTREE INC                            | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $34.20             | Equities   |
| TOLL BROTHERS INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $5150.00           | $718785.50         | Equities   |
| TRADEWEB MARKETS INC                   | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $236.24            | Equities   |
| TRUIST FINANCIAL CORP                  | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $50.65             | Equities   |
| TUTOR PERINI CORP                      | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $172.08            | Equities   |
| VONTIER CORP                           | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $34.72             | Equities   |
| WATERS CORP                            | 2026-05-01      | 0.0000%  | 0.0000% | $100.00            | $29213.00          | Equities   |

### Security 321: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AIRBNB INC                        | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $140.28            | Equities   |
| NVIDIA CORP                       | 2026-05-01      | 0.0000%  | 0.0000% | $588826.00         | $123211840.50      | Equities   |
| ADVANCED MICRO DEVICES INC        | 2026-05-01      | 0.0000%  | 0.0000% | $265881.00         | $89631143.91       | Equities   |
| ALPHABET INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $231804.00         | $81117491.76       | Equities   |
| APPLE INC                         | 2026-05-01      | 0.0000%  | 0.0000% | $79687.00          | $21529036.79       | Equities   |
| BERKSHIRE HATHAWAY INC            | 2026-05-01      | 0.0000%  | 0.0000% | $1968.00           | $935547.84         | Equities   |
| CANTALOUPE INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $141717.00         | $1540463.79        | Equities   |
| COSTCO WHSLE CORP                 | 2026-05-01      | 0.0000%  | 0.0000% | $11736.00          | $11720391.12       | Equities   |
| GREENBRIER CO INC                 | 2026-05-01      | 0.0000%  | 0.0000% | $372.00            | $17781.60          | Equities   |
| INTEL CORP                        | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $189.50            | Equities   |
| ISHARES CORE S&P 500 ETF          | 2026-05-01      | 0.0000%  | 0.0000% | $40.00             | $28595.60          | Equities   |
| MICROSOFT CORP                    | 2026-05-01      | 0.0000%  | 0.0000% | $306411.00         | $130059213.06      | Equities   |
| MICRON TECHNOLOGY INC             | 2026-05-01      | 0.0000%  | 0.0000% | $304543.00         | $157893363.78      | Equities   |
| ORACLE CORPORATION                | 2026-05-01      | 0.0000%  | 0.0000% | $2811.00           | $460526.13         | Equities   |
| PTC THERAPEUTICS INC              | 2026-05-01      | 0.0000%  | 0.0000% | $364377.00         | $23520535.35       | Equities   |
| STOKE THERAPEUTICS INC            | 2026-05-01      | 0.0000%  | 0.0000% | $67148.00          | $2176938.16        | Equities   |
| BROADCOM INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $71668.00          | $29057790.60       | Equities   |
| EQUINIX INC                       | 2026-05-01      | 0.0000%  | 0.0000% | $438.00            | $477012.66         | Equities   |
| AMAZON.COM INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $162527.00         | $42751102.08       | Equities   |
| BLACKBAUD INC                     | 2026-05-01      | 0.0000%  | 0.0000% | $153.00            | $5973.12           | Equities   |
| CANNAE HOLDINGS INC               | 2026-05-01      | 0.0000%  | 0.0000% | $3751.00           | $50300.91          | Equities   |
| CHIPOTLE MEXICAN GRILL INC        | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $32.99             | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC | 2026-05-01      | 0.0000%  | 0.0000% | $5.00              | $120.65            | Equities   |
| EQUITY RESIDENTIAL                | 2026-05-01      | 0.0000%  | 0.0000% | $16431.00          | $1075080.33        | Equities   |
| META PLATFORMS INC                | 2026-05-01      | 0.0000%  | 0.0000% | $34964.00          | $23395111.68       | Equities   |
| FIRSTCASH HOLDINGS INC            | 2026-05-01      | 0.0000%  | 0.0000% | $799.00            | $172320.33         | Equities   |
| JPMORGAN CHASE & CO               | 2026-05-01      | 0.0000%  | 0.0000% | $8786.00           | $2717070.50        | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC | 2026-05-01      | 0.0000%  | 0.0000% | $17837.00          | $271479.14         | Equities   |
| MICROCHIP TECH INC                | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $90.17             | Equities   |
| MONSTER BEVERAGE CORP             | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $76.89             | Equities   |
| NETFLIX INC                       | 2026-05-01      | 0.0000%  | 0.0000% | $110269.00         | $10157980.28       | Equities   |
| PG&E CORP                         | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $16.37             | Equities   |
| PACKAGING CORP OF AMERICA         | 2026-05-01      | 0.0000%  | 0.0000% | $54611.00          | $11798706.55       | Equities   |
| TARSUS PHARMACEUTICALS INC        | 2026-05-01      | 0.0000%  | 0.0000% | $396.00            | $24025.32          | Equities   |
| ALPHABET INC                      | 2026-05-01      | 0.0000%  | 0.0000% | $70295.00          | $24414156.45       | Equities   |
| CENTENE CORP                      | 2026-05-01      | 0.0000%  | 0.0000% | $65521.00          | $3536823.58        | Equities   |
| EBAY INC                          | 2026-05-01      | 0.0000%  | 0.0000% | $128340.00         | $13320408.60       | Equities   |
| FREEPORT-MCMORAN INC              | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $56.93             | Equities   |
| GENERAL DYNAMICS CORP             | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $338.73            | Equities   |
| HUBSPOT INC                       | 2026-05-01      | 0.0000%  | 0.0000% | $14830.00          | $3370117.50        | Equities   |
| LATTICE SEMICONDUCTOR CORP        | 2026-05-01      | 0.0000%  | 0.0000% | $4508.00           | $521440.36         | Equities   |
| ABBVIE INC                        | 2026-05-01      | 0.0000%  | 0.0000% | $1098.00           | $223871.22         | Equities   |
| ADOBE INC                         | 2026-05-01      | 0.0000%  | 0.0000% | $53999.00          | $13152536.43       | Equities   |
| AKAMAI TECH INC                   | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $99.80             | Equities   |
| APTARGROUP INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $245.80            | Equities   |
| NEWMONT CORPORATION               | 2026-05-01      | 0.0000%  | 0.0000% | $6075.00           | $653730.75         | Equities   |
| AMERICAN INTERNATIONAL GROUP INC  | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $73.79             | Equities   |
| ANAPTYSBIO INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $12.00             | $748.08            | Equities   |
| APOGEE THERAPEUTICS INC           | 2026-05-01      | 0.0000%  | 0.0000% | $2.00              | $164.06            | Equities   |
| COMPASS INC (DELWARE)             | 2026-05-01      | 0.0000%  | 0.0000% | $740.00            | $5638.80           | Equities   |
| HEWLETT PACKARD ENTERPRISE CO     | 2026-05-01      | 0.0000%  | 0.0000% | $3.00              | $84.90             | Equities   |
| HOME DEPOT INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $322.81            | Equities   |
| IDEX CORP                         | 2026-05-01      | 0.0000%  | 0.0000% | $7.00              | $1521.38           | Equities   |
| NRG ENERGY INC                    | 2026-05-01      | 0.0000%  | 0.0000% | $1.00              | $149.01            | Equities   |

### Security 322: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYDUP3CP3
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                     | 2028-05-15      | 2.8750%  | 0.0000% | $6535500.00        | $6490089.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-07-15      | 0.7500%  | 0.0000% | $3356800.00        | $4377312.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2040-08-15      | 3.8750%  | 0.0000% | $4559000.00        | $4183745.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2054-02-15      | 4.2500%  | 0.0000% | $10512000.00       | $9403791.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2044-02-15      | 4.5000%  | 0.0000% | $400000.00         | $383129.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-10-31      | 0.5000%  | 0.0000% | $8650000.00        | $8228874.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-02-15      | 1.1250%  | 0.0000% | $62500.00          | $54827.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-07-15      | 0.1250%  | 0.0000% | $727000.00         | $834140.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-05-31      | 1.2500%  | 0.0000% | $1618300.00        | $1541557.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-12-31      | 3.7500%  | 0.0000% | $500000.00         | $504096.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-02-28      | 4.2500%  | 0.0000% | $9230400.00        | $9381998.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-03-31      | 4.1250%  | 0.0000% | $13751700.00       | $13873968.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-08-15      | 0.6250%  | 0.0000% | $3343000.00        | $2905339.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-08-31      | 1.1250%  | 0.0000% | $700000.00         | $658141.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2042-05-15      | 3.0000%  | 0.0000% | $5000000.00        | $4025294.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2033-02-15      | 3.5000%  | 0.0000% | $42411500.00       | $40967714.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-02-28      | 4.0000%  | 0.0000% | $10135300.00       | $10211025.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-11-30      | 1.2500%  | 0.0000% | $4000.00           | $3963.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-06-30      | 3.7500%  | 0.0000% | $12887100.00       | $13037633.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-05-31      | 3.8750%  | 0.0000% | $19478300.00       | $19804636.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-06-30      | 4.0000%  | 0.0000% | $9321000.00        | $9369801.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2052-08-15      | 3.0000%  | 0.0000% | $2211500.00        | $1568018.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-05-15      | 0.6250%  | 0.0000% | $39737000.00       | $34897193.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2032-05-31      | 4.1250%  | 0.0000% | $33763000.00       | $34309452.49       | U.S. Treasuries (including strips) |
| CCO HOLDINGS LLC                           | 2027-05-01      | 5.1250%  | 0.0000% | $1067000.00        | $1092557.47        | Corporate Debt Securities          |
| UNITED STATES TREASURY                     | 2030-08-31      | 3.6250%  | 0.0000% | $8347000.00        | $8269571.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2030-10-15      | 1.1250%  | 0.0000% | $291200.00         | $293285.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-03-15      | 3.8750%  | 0.0000% | $189000.00         | $189847.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-11-15      | 3.5000%  | 0.0000% | $4675000.00        | $4703338.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-08-15      | 4.8750%  | 0.0000% | $13000000.00       | $12983340.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2045-11-15      | 4.6250%  | 0.0000% | $288800.00         | $282375.23         | U.S. Treasuries (including strips) |
| PARAMOUNT GLOBAL                           | 2033-05-15      | 5.5000%  | 0.0000% | $847000.00         | $787606.95         | Corporate Debt Securities          |
| AMYNTA AGENCY BORROWER INC                 | 2033-07-15      | 7.5000%  | 0.0000% | $337000.00         | $336118.74         | Corporate Debt Securities          |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-03-01      | 6.0000%  | 0.0000% | $10438.00          | $1.58              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-12-20      | 7.0000%  | 0.0000% | $25000.00          | $11.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2028-03-15      | 6.5000%  | 0.0000% | $25030.00          | $25.97             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2031-08-15      | 7.0000%  | 0.0000% | $25000.00          | $35.78             | Agency Mortgage-Backed Securities  |
| UBER TECHNOLOGIES INC                      | 2030-01-15      | 4.3000%  | 0.0000% | $125000.00         | $125355.21         | Corporate Debt Securities          |
| UNITED STATES TREASURY                     | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $240584.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-09-30      | 0.0000%  | 0.0000% | $88000.00          | $86684.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-12-31      | 0.0000%  | 0.0000% | $192999.99         | $173906.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-10-31      | 0.0000%  | 0.0000% | $282645.57         | $277446.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-12-31      | 0.0000%  | 0.0000% | $192000.00         | $179978.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-06-30      | 0.0000%  | 0.0000% | $193000.00         | $177366.61         | U.S. Treasuries (including strips) |
| GRAY MEDIA INC                             | 2033-08-15      | 7.2500%  | 0.0000% | $49000.00          | $50596.13          | Corporate Debt Securities          |
| MYLAN INC                                  | 2043-11-29      | 5.4000%  | 0.0000% | $125000.00         | $109735.00         | Corporate Debt Securities          |
| UNITED STATES TREASURY                     | 2033-01-31      | 4.0000%  | 0.0000% | $880000.00         | $878563.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2036-02-15      | 4.1250%  | 0.0000% | $1224300.00        | $1208608.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-09-30      | 0.0000%  | 0.0000% | $293747.25         | $267301.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-09-30      | 0.0000%  | 0.0000% | $291000.00         | $254129.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-09-30      | 0.0000%  | 0.0000% | $185000.00         | $182166.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-03-31      | 0.0000%  | 0.0000% | $185000.00         | $178824.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-09-30      | 0.0000%  | 0.0000% | $79000.00          | $74862.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-03-31      | 0.0000%  | 0.0000% | $79000.00          | $73313.82          | U.S. Treasuries (including strips) |
| BAYER US FINANCE II LLC                    | 2043-11-15      | 4.6500%  | 0.0000% | $20000.00          | $16438.85          | Corporate Debt Securities          |
| UNITED STATES TREASURY                     | 2046-02-15      | 4.6250%  | 0.0000% | $900000.00         | $868700.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-02-28      | 3.5000%  | 0.0000% | $175000.00         | $172073.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-03-31      | 3.8750%  | 0.0000% | $1027800.00        | $1024069.32        | U.S. Treasuries (including strips) |
| AIR PRODUCTS AND CHEMICALS INC             | 2027-05-15      | 1.8500%  | 0.0000% | $96000.00          | $94689.52          | Corporate Debt Securities          |
| AIR PRODUCTS AND CHEMICALS INC             | 2030-05-15      | 2.0500%  | 0.0000% | $2000.00           | $1840.75           | Corporate Debt Securities          |
| AIR PRODUCTS AND CHEMICALS INC             | 2032-10-11      | 4.9000%  | 0.0000% | $3216000.00        | $3260754.21        | Corporate Debt Securities          |
| APPLE INC                                  | 2027-06-20      | 3.0000%  | 0.0000% | $100000.00         | $99949.33          | Corporate Debt Securities          |
| CELANESE US HOLDINGS LLC                   | 2028-11-15      | 6.8500%  | 0.0000% | $466000.00         | $501339.50         | Corporate Debt Securities          |
| HUB INTERNATIONAL LTD                      | 2030-06-15      | 7.2500%  | 0.0000% | $953000.00         | $1011483.23        | Corporate Debt Securities          |
| LAS VEGAS SANDS                            | 2026-08-18      | 3.5000%  | 0.0000% | $24000.00          | $24096.96          | Corporate Debt Securities          |
| TRANSDIGM INC                              | 2034-07-31      | 6.1250%  | 0.0000% | $48000.00          | $48629.31          | Corporate Debt Securities          |
| USB AUTO OWNER TRUST 2025-1                | 2028-06-15      | 4.5100%  | 0.0000% | $2215000.00        | $1124485.86        | Asset-Backed Securities            |
| UNDER ARMOUR INC                           | 2026-06-15      | 3.2500%  | 0.0000% | $7000.00           | $7070.33           | Corporate Debt Securities          |
| UNITED STATES TREASURY                     | 2026-08-18      | 0.0000%  | 0.0000% | $82531500.00       | $81630173.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2055-08-15      | 4.7500%  | 0.0000% | $15000100.00       | $14596641.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2026-10-15      | 0.1250%  | 0.0000% | $3242200.00        | $3916955.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-04-30      | 3.8750%  | 0.0000% | $14440500.00       | $14339849.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2028-04-30      | 3.7500%  | 0.0000% | $17240600.00       | $17194050.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2033-04-30      | 4.1250%  | 0.0000% | $2070000.00        | $2059122.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-04-15      | 1.2500%  | 0.0000% | $11083400.00       | $11051015.69       | U.S. Treasuries (including strips) |
| VF CORPORATION                             | 2027-04-23      | 2.8000%  | 0.0000% | $185000.00         | $180788.37         | Corporate Debt Securities          |
| VISTAJET MALTA FINANCE PLC                 | 2027-05-01      | 7.8750%  | 0.0000% | $175000.00         | $181773.59         | Corporate Debt Securities          |
| WHITE CAP SUPPLY HOLDINGS LLC              | 2030-11-15      | 7.3750%  | 0.0000% | $953000.00         | $994527.77         | Corporate Debt Securities          |

### Security 323: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SUMISHO AIR LEASE CORP                  | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19006161.11       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2033-01-25      | 2.9630%  | 0.0000% | $139321000.00      | $127187398.66      | Corporate Debt Securities |
| BARINGS BDC INC                         | 2029-02-15      | 7.0000%  | 0.0000% | $6882000.00        | $7097773.64        | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP           | 2030-03-25      | 5.0370%  | 0.0000% | $40000000.00       | $40567083.33       | Corporate Debt Securities |
| KINDER MORGAN INC                       | 2033-06-01      | 5.2000%  | 0.0000% | $17070000.00       | $17706919.63       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                   | 2030-11-05      | 4.1000%  | 0.0000% | $1870000.00        | $1880304.74        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                   | 2028-11-05      | 4.1865%  | 0.0000% | $5175000.00        | $5238024.22        | Corporate Debt Securities |
| SODEXO INC                              | 2030-08-15      | 5.1500%  | 0.0000% | $30000000.00       | $30609575.00       | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP                  | 2026-08-15      | 1.8750%  | 0.0000% | $10000000.00       | $9958462.50        | Corporate Debt Securities |
| CHEVRON CORP                            | 2027-05-11      | 1.9950%  | 0.0000% | $17500000.00       | $17316869.79       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE             | 2030-10-23      | 4.6920%  | 0.0000% | $7000000.00        | $7000156.33        | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                   | 2028-04-07      | 4.7000%  | 0.0000% | $10000000.00       | $10061327.78       | Corporate Debt Securities |
| MORGAN STANLEY                          | 2030-01-09      | 3.6300%  | 0.0000% | $2000000.00        | $1995302.44        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC              | 2028-06-06      | 5.7500%  | 0.0000% | $9998000.00        | $10456108.36       | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC              | 2034-01-19      | 5.3000%  | 0.0000% | $61225000.00       | $62014768.49       | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                  | 2036-02-15      | 5.1000%  | 0.0000% | $11600000.00       | $11512130.00       | Corporate Debt Securities |
| META PLATFORMS INC                      | 2027-08-15      | 3.5000%  | 0.0000% | $18044000.00       | $18038255.99       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2029-03-09      | 6.1610%  | 0.0000% | $2500000.00        | $2590195.21        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC             | 2035-07-01      | 5.6250%  | 0.0000% | $12000000.00       | $12314085.00       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2042-01-06      | 5.4000%  | 0.0000% | $1250000.00        | $1253362.50        | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                   | 2026-07-28      | 2.0000%  | 0.0000% | $7493000.00        | $7496530.04        | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP      | 2030-11-15      | 4.9500%  | 0.0000% | $10000000.00       | $10055025.00       | Corporate Debt Securities |
| BANK OF AMERICA CORP                    | 2037-04-23      | 5.4890%  | 0.0000% | $9600000.00        | $9531046.13        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                       | 2035-03-04      | 5.7190%  | 0.0000% | $16595000.00       | $17187876.66       | Corporate Debt Securities |
| SIXTH STREET LENDING PARTNERS           | 2030-01-15      | 5.7500%  | 0.0000% | $8230000.00        | $8315928.06        | Corporate Debt Securities |
| TELUS CORPORATION                       | 2032-05-13      | 3.4000%  | 0.0000% | $2800000.00        | $2585890.22        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE | 2027-08-01      | 3.6250%  | 0.0000% | $3578000.00        | $3572281.66        | Corporate Debt Securities |

### Security 324: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVYH065
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| SIMON PROPERTY GROUP INC | 2026-05-01      | 0.0000%  | 0.0000% | $153676.00         | $30749030.84       | Equities   |
| CDW CORP                 | 2026-05-01      | 0.0000%  | 0.0000% | $23012.00          | $3119506.72        | Equities   |
| CORTEVA INC              | 2026-05-01      | 0.0000%  | 0.0000% | $93508.00          | $7421729.96        | Equities   |
| NUCOR CORP               | 2026-05-01      | 0.0000%  | 0.0000% | $52436.00          | $11661242.04       | Equities   |
| NVIDIA CORP              | 2026-05-01      | 0.0000%  | 0.0000% | $9790.00           | $2048557.50        | Equities   |

### Security 325: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDXGTTD9
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ATKORE INC                                           | 2031-06-01      | 4.2500%  | 0.0000% | $396000.00         | $384195.35         | Corporate Debt Securities                         |
| GRIFFON CORP                                         | 2028-03-01      | 5.7500%  | 0.0000% | $197000.00         | $198228.02         | Corporate Debt Securities                         |
| EDISON INTL                                          | 2053-06-15      | 8.1250%  | 0.0000% | $2247000.00        | $2377188.37        | Corporate Debt Securities                         |
| HOME DEPOT INC                                       | 2029-04-15      | 4.9000%  | 0.0000% | $516000.00         | $525835.82         | Corporate Debt Securities                         |
| ONEMAIN FINANCE CORP                                 | 2030-03-15      | 7.8750%  | 0.0000% | $4449000.00        | $4676182.62        | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                                 | 2079-12-31      | 3.9500%  | 0.0000% | $4468000.00        | $4459303.53        | Corporate Debt Securities                         |
| EDISON INTL                                          | 2032-03-15      | 5.2500%  | 0.0000% | $999000.00         | $990520.99         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP                         | 2028-03-01      | 5.8750%  | 0.0000% | $9919000.00        | $10106949.90       | Corporate Debt Securities                         |
| LAS VEGAS SANDS                                      | 2034-08-15      | 6.2000%  | 0.0000% | $875000.00         | $909734.58         | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC                        | 2027-05-15      | 6.5000%  | 0.0000% | $3203000.00        | $3299159.40        | Corporate Debt Securities                         |
| PHINIA INC                                           | 2032-10-15      | 6.6250%  | 0.0000% | $3520000.00        | $3609796.67        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP                         | 2033-10-15      | 5.7500%  | 0.0000% | $3500000.00        | $3498480.42        | Corporate Debt Securities                         |
| PHH CORP                                             | 2029-11-01      | 9.8750%  | 0.0000% | $7000.00           | $7358.12           | Corporate Debt Securities                         |
| AGTT_24-NLP                                          | 2041-08-15      | 8.3090%  | 0.0000% | $189000.00         | $128251.32         | Private Label Collateralized Mortgage Obligations |
| ANTERO MIDSTREAM PARTNERS LP                         | 2032-02-01      | 6.6250%  | 0.0000% | $34000.00          | $35391.23          | Corporate Debt Securities                         |
| BANC OF CALIFORNIA                                   | 2031-05-01      | 3.2500%  | 0.0000% | $313000.00         | $317338.09         | Corporate Debt Securities                         |
| AES CORP                                             | 2055-01-15      | 7.6000%  | 0.0000% | $4343000.00        | $4533730.08        | Corporate Debt Securities                         |
| ECOPETROL SA                                         | 2032-02-01      | 7.7500%  | 0.0000% | $5496000.00        | $5738262.15        | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC                                | 2031-02-15      | 6.5000%  | 0.0000% | $15000.00          | $15663.88          | Corporate Debt Securities                         |
| NRG ENERGY INC                                       | 2034-01-15      | 5.7500%  | 0.0000% | $351000.00         | $359751.80         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2030-05-13      | 6.8000%  | 0.0000% | $200000.00         | $207648.89         | Corporate Debt Securities                         |
| ROCKET COMPANIES INC                                 | 2030-08-01      | 6.1250%  | 0.0000% | $3699000.00        | $3809719.80        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                                     | 2050-05-19      | 4.9500%  | 0.0000% | $583000.00         | $378557.93         | Corporate Debt Securities                         |
| BLACK PEARL COMPUTE LLC                              | 2031-02-15      | 6.1250%  | 0.0000% | $2764000.00        | $2836419.49        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                              | 2030-04-15      | 7.8750%  | 0.0000% | $1800000.00        | $1826156.25        | Corporate Debt Securities                         |
| AES ANDES SA                                         | 2055-06-10      | 8.1500%  | 0.0000% | $3975000.00        | $4309752.42        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC                             | 2031-01-30      | 3.7500%  | 0.0000% | $680000.00         | $645534.20         | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC                             | 2031-01-30      | 3.7500%  | 0.0000% | $3240000.00        | $3075780.60        | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC                             | 2033-12-01      | 5.8750%  | 0.0000% | $94000.00          | $97324.58          | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC                             | 2033-12-01      | 5.8750%  | 0.0000% | $405000.00         | $419324.01         | Corporate Debt Securities                         |
| ALLY FINANCIAL INC                                   | 2079-12-31      | 4.7000%  | 0.0000% | $4054000.00        | $4085546.88        | Corporate Debt Securities                         |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC            | 2029-06-15      | 4.6250%  | 0.0000% | $438000.00         | $445513.34         | Corporate Debt Securities                         |
| BW REAL ESTATE INC                                   | 2079-12-31      | 9.5000%  | 0.0000% | $1750000.00        | $1796299.17        | Corporate Debt Securities                         |
| TURK HAVA YOLLARI                                    | 2028-09-15      | 4.2000%  | 0.0000% | $4000.00           | $567.81            | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FINANCE LLC                   | 2028-04-15      | 6.2500%  | 0.0000% | $4995000.00        | $4877238.71        | Corporate Debt Securities                         |
| BURFORD CAPITAL GLOBAL FINANCE LLC                   | 2030-04-15      | 6.8750%  | 0.0000% | $513000.00         | $477277.03         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                                     | 2045-01-15      | 4.6000%  | 0.0000% | $2414000.00        | $1535971.87        | Corporate Debt Securities                         |
| CBAM_20-13R                                          | 2039-04-20      | 0.0000%  | 0.0000% | $680366.00         | $680366.38         | Asset-Backed Securities                           |
| CP ATLAS BUYER INC                                   | 2030-07-15      | 9.7500%  | 0.0000% | $2426000.00        | $2325606.06        | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                                 | 2079-12-31      | 3.9500%  | 0.0000% | $1575000.00        | $1571934.44        | Corporate Debt Securities                         |
| CATURUS ENERGY LLC                                   | 2031-05-15      | 7.1250%  | 0.0000% | $3299000.00        | $3307424.82        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPERATING                     | 2034-06-01      | 6.5500%  | 0.0000% | $2298000.00        | $2432455.34        | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC                         | 2040-06-01      | 6.3500%  | 0.0000% | $325000.00         | $248456.63         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC                         | 2040-06-01      | 6.3500%  | 0.0000% | $5000000.00        | $4062559.72        | Corporate Debt Securities                         |
| ECOPETROL SA                                         | 2033-01-13      | 8.8750%  | 0.0000% | $4807000.00        | $5276540.42        | Corporate Debt Securities                         |
| EDISON INTL                                          | 2053-06-15      | 8.1250%  | 0.0000% | $173000.00         | $183023.40         | Corporate Debt Securities                         |
| EDISON INTL                                          | 2054-06-15      | 7.8750%  | 0.0000% | $2871000.00        | $3040909.37        | Corporate Debt Securities                         |
| ENBRIDGE INC                                         | 2084-01-15      | 8.5000%  | 0.0000% | $682000.00         | $793446.76         | Corporate Debt Securities                         |
| ENTEGRIS INC                                         | 2029-04-15      | 4.7500%  | 0.0000% | $2215000.00        | $2202882.10        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                          | 2047-01-21      | 5.5410%  | 0.0000% | $1000.00           | $971.47            | Corporate Debt Securities                         |
| HUMANA INC                                           | 2056-09-15      | 6.6250%  | 0.0000% | $3677000.00        | $3657200.89        | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                              | 2030-04-15      | 7.8750%  | 0.0000% | $900000.00         | $913078.13         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                              | 2031-01-07      | 7.6250%  | 0.0000% | $3740000.00        | $3857563.26        | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC                                | 2027-11-01      | 8.7500%  | 0.0000% | $1704000.00        | $1667869.99        | Corporate Debt Securities                         |
| LEVEL 3 FINANCING INC                                | 2033-06-30      | 6.8750%  | 0.0000% | $533.00            | $561.52            | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC                                 | 2032-02-15      | 8.3750%  | 0.0000% | $2000.00           | $2129.02           | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2044-09-17      | 5.8750%  | 0.0000% | $200000.00         | $157753.47         | Corporate Debt Securities                         |
| MINERAL RESOURCES LTD                                | 2034-05-01      | 6.2500%  | 0.0000% | $1492000.00        | $1472027.51        | Corporate Debt Securities                         |
| MORGAN STANLEY                                       | 2034-04-21      | 5.2500%  | 0.0000% | $1000.00           | $1008.21           | Corporate Debt Securities                         |
| NRG ENERGY INC                                       | 2036-05-15      | 6.1250%  | 0.0000% | $2444000.00        | $2426452.76        | Corporate Debt Securities                         |
| NEWELL BRANDS INC                                    | 2027-09-15      | 6.3750%  | 0.0000% | $76000.00          | $76928.63          | Corporate Debt Securities                         |
| NEXSTAR MEDIA INC                                    | 2033-09-15      | 6.5000%  | 0.0000% | $2846000.00        | $2885728.58        | Corporate Debt Securities                         |
| NEXSTAR MEDIA INC                                    | 2033-09-15      | 6.5000%  | 0.0000% | $5000000.00        | $5069797.22        | Corporate Debt Securities                         |
| NISSAN MTR CO LTD                                    | 2030-07-17      | 7.5000%  | 0.0000% | $2798000.00        | $2951017.96        | Corporate Debt Securities                         |
| NORDSTROM INC                                        | 2027-03-15      | 4.0000%  | 0.0000% | $100000.00         | $98451.00          | Corporate Debt Securities                         |
| OCCIDENTAL PETROLEUM CORPORATION                     | 2031-05-01      | 7.5000%  | 0.0000% | $594000.00         | $681627.87         | Corporate Debt Securities                         |
| ONEMAIN FINANCE CORP                                 | 2029-05-15      | 6.6250%  | 0.0000% | $999000.00         | $1046297.24        | Corporate Debt Securities                         |
| ONEMAIN FINANCE CORP                                 | 2033-03-15      | 6.5000%  | 0.0000% | $3569000.00        | $3515804.06        | Corporate Debt Securities                         |
| ORGANON & CO                                         | 2034-05-15      | 6.7500%  | 0.0000% | $1174000.00        | $1272941.79        | Corporate Debt Securities                         |
| ORGANON & CO                                         | 2028-04-30      | 4.1250%  | 0.0000% | $820000.00         | $809864.80         | Corporate Debt Securities                         |
| PANOCHE ENERGY CENTER LLC                            | 2029-07-31      | 6.8850%  | 0.0000% | $18800000.00       | $4654998.89        | Corporate Debt Securities                         |
| SS&C TECH INC                                        | 2027-09-30      | 5.5000%  | 0.0000% | $300000.00         | $301051.00         | Corporate Debt Securities                         |
| SABRE GLBL INC                                       | 2030-07-15      | 11.1250% | 0.0000% | $3805000.00        | $3393405.22        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                  | 2079-12-31      | 5.3750%  | 0.0000% | $4699000.00        | $4618588.36        | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC                              | 2033-05-01      | 6.3750%  | 0.0000% | $1000.00           | $1000.34           | Corporate Debt Securities                         |
| TELUS CORPORATION                                    | 2056-06-09      | 6.6250%  | 0.0000% | $3639000.00        | $3710535.16        | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV       | 2031-09-15      | 8.1250%  | 0.0000% | $516000.00         | $586958.39         | Corporate Debt Securities                         |
| TRANSOCEAN INTERNATIONAL LTD                         | 2031-04-15      | 7.5000%  | 0.0000% | $3000.00           | $3092.42           | Corporate Debt Securities                         |
| TRIDENT TPI HOLDINGS INC                             | 2028-12-31      | 12.7500% | 0.0000% | $110000.00         | $114880.70         | Corporate Debt Securities                         |
| VERICAST CORP                                        | 2030-12-15      | 13.0000% | 0.0000% | $5406302.00        | $6720634.09        | Corporate Debt Securities                         |
| VORNADO REALTY LP                                    | 2031-06-01      | 3.4000%  | 0.0000% | $620000.00         | $569793.78         | Corporate Debt Securities                         |
| ZF NORTH AMERICA CAPITAL INC                         | 2030-04-14      | 7.1250%  | 0.0000% | $5775000.00        | $5788898.50        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2042-09-19      | 6.7500%  | 0.0000% | $1419000.00        | $1239932.84        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2044-09-17      | 5.8750%  | 0.0000% | $3000000.00        | $2366302.08        | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2048-01-15      | 5.5000%  | 0.0000% | $1400000.00        | $1050982.33        | Corporate Debt Securities                         |
| PRUMO PARTICIPACOES E INVESTIMENTOS SA               | 2031-12-31      | 7.5000%  | 0.0000% | $3500000.00        | $2380336.53        | Corporate Debt Securities                         |
| GRUPO AVAL LTD                                       | 2030-02-04      | 4.3750%  | 0.0000% | $388000.00         | $369438.62         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2031-05-11      | 2.8750%  | 0.0000% | $1761000.00        | $1488038.89        | Corporate Debt Securities                         |
| RUMO LUXEMBOURG SARL                                 | 2032-01-18      | 4.2000%  | 0.0000% | $700000.00         | $628425.00         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH) | 2079-12-31      | 5.8750%  | 0.0000% | $200000.00         | $199703.83         | Corporate Debt Securities                         |
| FORTESCUE TREASURY PTY LTD                           | 2032-04-15      | 6.1250%  | 0.0000% | $312000.00         | $322914.41         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG SA                                | 2033-09-13      | 8.8750%  | 0.0000% | $68032000.00       | $73294057.88       | Corporate Debt Securities                         |
| XP INC                                               | 2029-07-02      | 6.7500%  | 0.0000% | $200000.00         | $206359.00         | Corporate Debt Securities                         |
| XP INC                                               | 2029-07-02      | 6.7500%  | 0.0000% | $900000.00         | $928615.50         | Corporate Debt Securities                         |
| ORBIA ADVANCE CORPORATION SAB DE CV                  | 2030-05-13      | 6.8000%  | 0.0000% | $700000.00         | $726771.11         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                              | 2031-01-07      | 7.6250%  | 0.0000% | $570000.00         | $587917.40         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                              | 2031-01-07      | 7.6250%  | 0.0000% | $2180000.00        | $2248526.18        | Corporate Debt Securities                         |

### Security 326: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDYPVUJ7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| SIRIUS XM RADIO LLC           | 2027-08-01      | 5.0000%  | 0.0000% | $628000.00         | $633169.14         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP   | 2033-10-01      | 6.2500%  | 0.0000% | $14199000.00       | $14397711.06       | Corporate Debt Securities |
| NOVA CHEMICALS CORP           | 2027-06-01      | 5.2500%  | 0.0000% | $13678000.00       | $13974117.30       | Corporate Debt Securities |
| POST HOLDINGS INC             | 2036-03-15      | 6.5000%  | 0.0000% | $6018000.00        | $6000698.25        | Corporate Debt Securities |
| RRD INTERMEDIATE HOLDINGS INC | 2030-12-01      | 11.0000% | 0.0000% | $14000000.00       | $15087348.89       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC | 2031-01-31      | 4.7000%  | 0.0000% | $14500000.00       | $14442644.44       | Corporate Debt Securities |
| IRON MOUNTAIN INC             | 2032-07-15      | 5.6250%  | 0.0000% | $14000000.00       | $14046847.50       | Corporate Debt Securities |
| SABRE FINANCIAL BORROWER LLC  | 2029-06-15      | 11.1250% | 0.0000% | $13000000.00       | $13894777.36       | Corporate Debt Securities |
| TIME WARNER CABLE LLC         | 2041-09-01      | 5.5000%  | 0.0000% | $16300000.00       | $14223932.39       | Corporate Debt Securities |
| VALARIS LTD                   | 2030-04-30      | 8.3750%  | 0.0000% | $13627000.00       | $14203558.37       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC | 2027-07-31      | 5.0000%  | 0.0000% | $15000000.00       | $15180750.00       | Corporate Debt Securities |
| BOMBARDIER INC                | 2034-05-01      | 7.4500%  | 0.0000% | $13732000.00       | $15590530.84       | Corporate Debt Securities |
| GLP CAPITAL LP                | 2036-03-01      | 5.6250%  | 0.0000% | $16248000.00       | $16089094.56       | Corporate Debt Securities |

### Security 327: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ2N2670
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| TPMT_19-2                                                   | 2058-12-25      | 3.7500%  | 0.0000% | $800000.00         | $672213.47         | Asset-Backed Securities                           |
| ASBURY AUTOMOTIVE GROUP INC.                                | 2032-02-15      | 5.0000%  | 0.0000% | $13000.00          | $12739.18          | Corporate Debt Securities                         |
| BNP PARIBAS SA                                              | 2032-04-19      | 2.8710%  | 0.0000% | $9753000.00        | $8856770.01        | Corporate Debt Securities                         |
| LBMLT_03-2                                                  | 2033-06-25      | 4.9988%  | 0.0000% | $2294480.00        | $113592.97         | Asset-Backed Securities                           |
| UTAH ACQUISITION SUB INC                                    | 2026-06-15      | 3.9500%  | 0.0000% | $3000.00           | $3042.28           | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FINANCE BV                              | 2035-05-11      | 4.1250%  | 0.0000% | $1497000.00        | $1498249.37        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC                                       | 2039-09-30      | 5.7500%  | 0.0000% | $565.00            | $565.61            | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP                                | 2032-02-01      | 6.6250%  | 0.0000% | $129000.00         | $134278.48         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                                      | 2028-10-15      | 2.3750%  | 0.0000% | $1159200.00        | $1283525.58        | U.S. Treasuries (including strips)                |
| SWCHCM_25-DATA                                              | 2042-02-15      | 5.0976%  | 0.0000% | $127000.00         | $126079.13         | Private Label Collateralized Mortgage Obligations |
| BOEING CO                                                   | 2054-05-01      | 6.8580%  | 0.0000% | $6209000.00        | $7105824.86        | Corporate Debt Securities                         |
| LEVEL 3 FINANCING INC                                       | 2033-06-30      | 6.8750%  | 0.0000% | $627.00            | $660.56            | Corporate Debt Securities                         |
| MAREX GROUP PLC                                             | 2029-11-04      | 6.4040%  | 0.0000% | $33000.00          | $34983.58          | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                       | 2028-05-19      | 4.4500%  | 0.0000% | $3083000.00        | $3154622.37        | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2040-01-11      | 6.0500%  | 0.0000% | $1498000.00        | $1493832.65        | Corporate Debt Securities                         |
| ECOPETROL SA                                                | 2032-02-01      | 7.7500%  | 0.0000% | $689000.00         | $719370.93         | Corporate Debt Securities                         |
| EQUINOR ASA                                                 | 2030-04-06      | 3.1250%  | 0.0000% | $880000.00         | $842180.53         | Corporate Debt Securities                         |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1                    | 2046-08-15      | 2.4820%  | 0.0000% | $36000.00          | $35717.62          | Asset-Backed Securities                           |
| APIDOS CLO XXXII APID 19_32AR                               | 2033-01-20      | 4.7752%  | 0.0000% | $425465.00         | $253961.69         | Asset-Backed Securities                           |
| BSPRT_23-FL10-B                                             | 2035-09-15      | 6.9197%  | 0.0000% | $3894500.00        | $3911453.59        | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                       | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $91442.87          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                                 | 2062-12-15      | 3.3515%  | 0.0000% | $3433190.00        | $3137299.90        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                  | 2032-01-22      | 6.1250%  | 0.0000% | $13047000.00       | $13655950.60       | Corporate Debt Securities                         |
| CSWF TRUST CSWF_21-SOP2                                     | 2034-06-15      | 4.8361%  | 0.0000% | $10300000.00       | $664027.68         | Private Label Collateralized Mortgage Obligations |
| CANYC_25-2                                                  | 2037-10-15      | 5.0031%  | 0.0000% | $6012083.00        | $6033213.22        | Asset-Backed Securities                           |
| COLT_21-HX1                                                 | 2066-10-25      | 1.1100%  | 0.0000% | $100023.00         | $47082.26          | Private Label Collateralized Mortgage Obligations |
| COMPASS DATACENTER ISSUER II LLC CMDC_25-2                  | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1063332.57        | Asset-Backed Securities                           |
| CONE_24-DFW1                                                | 2041-08-15      | 6.3627%  | 0.0000% | $3197900.00        | $3179293.74        | Private Label Collateralized Mortgage Obligations |
| GWTCMT_24-WLF2                                              | 2041-05-15      | 5.7953%  | 0.0000% | $2116000.00        | $2126399.52        | Private Label Collateralized Mortgage Obligations |
| JPMCC_23-CCDC                                               | 2040-10-05      | 7.2355%  | 0.0000% | $557000.00         | $580134.76         | Private Label Collateralized Mortgage Obligations |
| 321 HENDERSON RECEIVABLES LLC HENDR_18-1                    | 2072-10-17      | 3.7400%  | 0.0000% | $4558000.00        | $2613714.21        | Asset-Backed Securities                           |
| KREF LTD KREF_22-FL3                                        | 2039-02-17      | 5.1072%  | 0.0000% | $182500.00         | $74048.12          | Private Label Collateralized Mortgage Obligations |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                       | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $75247.66          | Asset-Backed Securities                           |
| MF_22-B1                                                    | 2037-11-20      | 5.6747%  | 0.0000% | $10857000.00       | $10878756.77       | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                    | 2037-11-17      | 6.3547%  | 0.0000% | $9099500.00        | $9117077.66        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                                 | 2039-11-18      | 5.8145%  | 0.0000% | $1720080.00        | $1677869.64        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL14                                                 | 2039-03-19      | 5.8947%  | 0.0000% | $4063401.00        | $4074823.88        | Asset-Backed Securities                           |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                   | 2042-12-31      | 4.4013%  | 0.0000% | $33900000.00       | $7084419.92        | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                              | 2037-01-14      | 5.0570%  | 0.0000% | $411000.00         | $408349.07         | Corporate Debt Securities                         |
| NELNET STUDENT LOAN TRUST NSLT_21-A                         | 2062-04-20      | 2.8500%  | 0.0000% | $988917.00         | $892919.53         | Asset-Backed Securities                           |
| OBX TRUST OBX_21-NQM4                                       | 2061-10-25      | 1.9570%  | 0.0000% | $135000.00         | $71053.46          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM2                        | 2064-11-25      | 5.9520%  | 0.0000% | $658580.00         | $451117.57         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                           | 2039-09-15      | 5.4930%  | 0.0000% | $883500.00         | $385662.25         | Private Label Collateralized Mortgage Obligations |
| PK ALIFT LOAN FUNDING 6 LP PKAIR_25-1                       | 2042-11-17      | 5.8110%  | 0.0000% | $4978000.00        | $4313805.60        | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2                       | 2039-10-15      | 5.4320%  | 0.0000% | $358000.00         | $230456.33         | Asset-Backed Securities                           |
| POLAND  (REPUBLIC OF)                                       | 2034-09-18      | 5.1250%  | 0.0000% | $3933000.00        | $3991755.74        | Corporate Debt Securities                         |
| RCKT_23-CES3                                                | 2043-11-25      | 7.9670%  | 0.0000% | $5296000.00        | $5389399.08        | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC                                      | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2909131.67        | Corporate Debt Securities                         |
| STORE MASTER FUNDING LLC STR_18-1A                          | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $179845.69         | Asset-Backed Securities                           |
| TOPAZ SOLAR FARMS LLC                                       | 2039-09-30      | 4.8750%  | 0.0000% | $121.00            | $107.58            | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TRUST TPMT_1                            | 2056-10-25      | 3.7500%  | 0.0000% | $6404864.00        | $6205184.89        | Asset-Backed Securities                           |
| TPMT_17-6                                                   | 2057-10-25      | 3.2664%  | 0.0000% | $4241238.00        | $3609067.40        | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                         | 2058-03-25      | 3.5000%  | 0.0000% | $6827622.00        | $6226009.12        | Asset-Backed Securities                           |
| TPMT_19-1                                                   | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $116354.03         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-4                                                   | 2059-10-25      | 3.7500%  | 0.0000% | $588079.00         | $498210.43         | Private Label Collateralized Mortgage Obligations |
| WF-RBS COMMERCIAL MORTGAGE TRUST                            | 2057-09-15      | 4.0690%  | 0.0000% | $19641.00          | $15955.31          | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA                                          | 2079-12-31      | 4.7500%  | 0.0000% | $600000.00         | $603193.00         | Corporate Debt Securities                         |
| BARCLAYS PLC                                                | 2079-12-31      | 4.3750%  | 0.0000% | $2298000.00        | $2230344.01        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_21-B29                       | 2054-09-15      | 2.7517%  | 0.0000% | $1000000.00        | $816246.65         | Private Label Collateralized Mortgage Obligations |
| OPEN TEXT CORP                                              | 2029-12-01      | 3.8750%  | 0.0000% | $9000.00           | $8233.63           | Corporate Debt Securities                         |
| PROLOGIS LP                                                 | 2048-09-15      | 4.3750%  | 0.0000% | $140000.00         | $115240.83         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                            | 2032-03-15      | 2.7000%  | 0.0000% | $7449000.00        | $6640895.24        | Corporate Debt Securities                         |
| UBS GROUP AG                                                | 2079-12-31      | 4.8750%  | 0.0000% | $4296000.00        | $4339915.86        | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                         | 2028-07-26      | 4.4824%  | 0.0000% | $980000.00         | $987995.49         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP                                  | 2031-01-15      | 3.8750%  | 0.0000% | $4544000.00        | $4484119.55        | Corporate Debt Securities                         |
| MISSION LANE CREDIT CARD MASTER TRUST                       | 2029-08-15      | 5.3200%  | 0.0000% | $1485000.00        | $1488844.79        | Asset-Backed Securities                           |
| MLANE_25-C                                                  | 2030-12-15      | 4.7800%  | 0.0000% | $11101000.00       | $11101740.08       | Asset-Backed Securities                           |
| ASCENT_24-A                                                 | 2050-10-25      | 6.9000%  | 0.0000% | $100000.00         | $101836.43         | Asset-Backed Securities                           |
| BX TRUST BX_25-VOLT                                         | 2044-12-15      | 6.6547%  | 0.0000% | $561000.00         | $560218.32         | Private Label Collateralized Mortgage Obligations |
| ENBRIDGE INC                                                | 2033-03-08      | 5.7000%  | 0.0000% | $11947000.00       | $12475216.69       | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY LLC                               | 2027-01-09      | 4.2710%  | 0.0000% | $445000.00         | $448977.82         | Corporate Debt Securities                         |
| GCAT TRUST GCAT_22-NQM5                                     | 2067-08-25      | 5.7100%  | 0.0000% | $399679.00         | $278860.94         | Private Label Collateralized Mortgage Obligations |
| PG&E RECOVERY FUNDING LLC                                   | 2049-07-15      | 5.5360%  | 0.0000% | $411000.00         | $417110.20         | Asset-Backed Securities                           |
| SG RESIDENTIAL MORTGAGE TRUST SGR_26-2                      | 2066-04-25      | 5.2510%  | 0.0000% | $50000.00          | $50068.15          | Private Label Collateralized Mortgage Obligations |
| AREIT_25-CR10                                               | 2038-07-19      | 6.4415%  | 0.0000% | $40.00             | $39.84             | Private Label Collateralized Mortgage Obligations |
| ABBVIE INC                                                  | 2049-11-21      | 4.2500%  | 0.0000% | $130000.00         | $107342.41         | Corporate Debt Securities                         |
| ACUSHNET CO                                                 | 2033-12-01      | 5.6250%  | 0.0000% | $30000.00          | $30871.05          | Corporate Debt Securities                         |
| ALBERTA (PROVINCE OF)                                       | 2035-11-02      | 4.3000%  | 0.0000% | $7250000.00        | $7213254.58        | Corporate Debt Securities                         |
| ALIMENTATION COUCHE-TARD INC                                | 2026-07-15      | 0.0000%  | 0.0000% | $9724817.00        | $9639092.74        | Money Market                                      |
| AOMT_25-HB1                                                 | 2055-02-25      | 6.0452%  | 0.0000% | $2497829.00        | $2526950.20        | Private Label Collateralized Mortgage Obligations |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                        | 2029-01-18      | 4.1250%  | 0.0000% | $391000.00         | $397313.67         | Corporate Debt Securities                         |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                        | 2031-04-22      | 3.8750%  | 0.0000% | $2000.00           | $1984.38           | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                 | 2027-07-16      | 3.6400%  | 0.0000% | $2617000.00        | $2631645.75        | Corporate Debt Securities                         |
| BBCMS_19-BWAY                                               | 2034-11-15      | 4.7430%  | 0.0000% | $23000.00          | $15676.89          | Private Label Collateralized Mortgage Obligations |
| BPCE SA                                                     | 2027-10-19      | 2.0450%  | 0.0000% | $1869000.00        | $1848394.02        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                  | 2036-05-22      | 6.2500%  | 0.0000% | $5500000.00        | $5521045.14        | Corporate Debt Securities                         |
| BRINKS CO                                                   | 2029-06-15      | 6.5000%  | 0.0000% | $673000.00         | $704324.79         | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC (ALBERTA)             | 2030-02-15      | 4.8750%  | 0.0000% | $286000.00         | $271118.35         | Corporate Debt Securities                         |
| CITIGROUP INC                                               | 2036-03-27      | 5.3330%  | 0.0000% | $4018000.00        | $4047245.35        | Corporate Debt Securities                         |
| COLLEGE AVE STUDENT LOANS LLC CASL_21-A                     | 2051-07-25      | 2.9200%  | 0.0000% | $382266.00         | $147047.95         | Asset-Backed Securities                           |
| ENERGY TRANSFER LP                                          | 2028-12-01      | 6.1000%  | 0.0000% | $39000.00          | $41391.37          | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                  | 2055-08-20      | 6.5000%  | 0.0000% | $6203728.00        | $5887828.73        | Agency Mortgage-Backed Securities                 |
| GLAXOSMITHKLINE CAPITAL PLC                                 | 2029-06-01      | 3.3750%  | 0.0000% | $39000.00          | $38492.56          | Corporate Debt Securities                         |
| GLOBAL ATLANTIC (FIN) CO                                    | 2054-10-15      | 7.9500%  | 0.0000% | $1020000.00        | $1022572.95        | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                           | 2079-12-31      | 6.5000%  | 0.0000% | $374000.00         | $380059.01         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                           | 2036-03-03      | 5.4500%  | 0.0000% | $2653000.00        | $2694835.60        | Corporate Debt Securities                         |
| HILTON DOMESTIC OPERATING COMPANY INC                       | 2029-05-01      | 3.7500%  | 0.0000% | $224000.00         | $220609.95         | Corporate Debt Securities                         |
| INDIAN RAILWAY FINANCE CORP LTD                             | 2030-02-13      | 3.2490%  | 0.0000% | $8000000.00        | $7647034.00        | Corporate Debt Securities                         |
| IQVIA INC                                                   | 2027-05-15      | 5.0000%  | 0.0000% | $736000.00         | $751954.03         | Corporate Debt Securities                         |
| KOREA GAS CORP                                              | 2027-07-13      | 3.8750%  | 0.0000% | $302000.00         | $303989.38         | Corporate Debt Securities                         |
| KFW                                                         | 2030-09-30      | 0.7500%  | 0.0000% | $45000.00          | $39079.13          | Corporate Debt Securities                         |
| KFW                                                         | 2030-03-18      | 4.6250%  | 0.0000% | $687000.00         | $705601.10         | Corporate Debt Securities                         |
| KFW                                                         | 2031-03-14      | 3.7500%  | 0.0000% | $56000.00          | $55520.73          | Corporate Debt Securities                         |
| MACQUARIE BANK LTD                                          | 2026-06-15      | 3.6400%  | 0.0000% | $181000.00         | $182366.25         | Corporate Debt Securities                         |
| FFMER_07-5                                                  | 2037-10-25      | 5.7688%  | 0.0000% | $25000.00          | $3951.35           | Asset-Backed Securities                           |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_25-NQM5 | 2070-07-25      | 5.4390%  | 0.0000% | $175266.00         | $146505.77         | Private Label Collateralized Mortgage Obligations |
| NVR INC                                                     | 2030-05-15      | 3.0000%  | 0.0000% | $4389000.00        | $4184692.05        | Corporate Debt Securities                         |
| NRZT_24-RTL2                                                | 2039-09-25      | 5.4430%  | 0.0000% | $13672342.00       | $13704813.43       | Private Label Collateralized Mortgage Obligations |
| ON SEMICONDUCTOR CORP                                       | 2028-09-01      | 3.8750%  | 0.0000% | $50000.00          | $48987.03          | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP                                  | 2026-10-14      | 0.0000%  | 0.0000% | $7441165.00        | $7290526.06        | Money Market                                      |
| QUEBEC (PROVINCE OF)                                        | 2035-08-28      | 4.6250%  | 0.0000% | $4988000.00        | $5006980.73        | Corporate Debt Securities                         |
| SLM CORP                                                    | 2026-11-02      | 3.1250%  | 0.0000% | $10000.00          | $10040.81          | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                         | 2035-01-19      | 6.0660%  | 0.0000% | $15000000.00       | $15778927.50       | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                         | 2030-04-12      | 4.4500%  | 0.0000% | $3915000.00        | $3881115.68        | Corporate Debt Securities                         |
| SURF_06-B4                                                  | 2037-09-25      | 4.0488%  | 0.0000% | $25056.00          | $1732.49           | Asset-Backed Securities                           |
| TBRNA 2005-2A A1A                                           | 2035-11-05      | 4.3548%  | 0.0000% | $34600000.00       | $3304699.77        | Asset-Backed Securities                           |
| TEMASEK FINANCIAL I LTD                                     | 2061-08-02      | 2.7500%  | 0.0000% | $1250000.00        | $771052.78         | Corporate Debt Securities                         |
| TURKEY (REPUBLIC OF)                                        | 2027-03-25      | 6.0000%  | 0.0000% | $1073000.00        | $1089302.45        | Corporate Debt Securities                         |
| TURKEY (REPUBLIC OF)                                        | 2032-07-17      | 7.1250%  | 0.0000% | $1065000.00        | $1101609.82        | Corporate Debt Securities                         |
| TURKEY (REPUBLIC OF)                                        | 2035-01-03      | 6.5000%  | 0.0000% | $21469000.00       | $21193445.39       | Corporate Debt Securities                         |
| VERUS SECURITIZATION TRUST VERUS_21-R1                      | 2063-10-25      | 0.8200%  | 0.0000% | $4948655.00        | $276189.20         | Private Label Collateralized Mortgage Obligations |
| ZOETIS INC                                                  | 2032-11-16      | 5.6000%  | 0.0000% | $593000.00         | $633840.57         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                     | 2028-02-22      | 3.7500%  | 0.0000% | $1096000.00        | $1091236.05        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                         | 2079-12-31      | 6.7500%  | 0.0000% | $700000.00         | $708484.00         | Corporate Debt Securities                         |
| IQVIA INC                                                   | 2027-05-15      | 5.0000%  | 0.0000% | $200000.00         | $204335.33         | Corporate Debt Securities                         |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                      | 2031-03-11      | 2.1500%  | 0.0000% | $2817000.00        | $2549825.55        | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD                              | 2079-12-31      | 2.8750%  | 0.0000% | $5314000.00        | $5381842.07        | Corporate Debt Securities                         |
| Newcastle Coal                                              | 2031-05-12      | 4.7000%  | 0.0000% | $487000.00         | $466835.58         | Corporate Debt Securities                         |
| FONDO MIVIVIENDA SA                                         | 2027-04-12      | 4.6250%  | 0.0000% | $446000.00         | $449711.84         | Corporate Debt Securities                         |
| HONG KONG SPECIAL ADMINISTRATIVE                            | 2028-01-11      | 4.5000%  | 0.0000% | $800000.00         | $818100.00         | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                        | 2028-04-28      | 4.5524%  | 0.0000% | $3525000.00        | $3553282.30        | Corporate Debt Securities                         |
| CORPORACION NACIONAL DEL COBRE DE CHILE                     | 2036-01-26      | 6.4400%  | 0.0000% | $4718000.00        | $5119339.29        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTERNATIONAL LLC                         | 2032-07-15      | 6.3750%  | 0.0000% | $194000.00         | $197372.45         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                                     | 2030-04-15      | 7.8750%  | 0.0000% | $637000.00         | $646256.41         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP                                  | 2030-01-21      | 4.3200%  | 0.0000% | $7738000.00        | $7817231.16        | Corporate Debt Securities                         |
| HANWHA ENERGY USA HOLDINGS CORP                             | 2028-07-02      | 4.3750%  | 0.0000% | $742000.00         | $752232.39         | Corporate Debt Securities                         |
| NORINCHUKIN BANK THE                                        | 2035-09-09      | 5.3590%  | 0.0000% | $4650000.00        | $4657960.41        | Corporate Debt Securities                         |
| WELLS FARGO COMMERCIAL MORTGAGE                             | 2049-10-15      | 3.6210%  | 0.0000% | $98155.00          | $96354.73          | Private Label Collateralized Mortgage Obligations |

### Security 328: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ375EW5
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ3987K1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 330: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ398H53
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 331: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ3B4644
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 332: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.980000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3B5JW5
- **C.18 - Value (incl. sponsor support):** $297500000.00
- **C.18.a - Value (excl. sponsor support):** $297500000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL | 2037-03-15      | 4.5737%  | 0.0000% | $12760000.00       | $12087214.17       | Private Label Collateralized Mortgage Obligations |
| NYT MORTGAGE TRUST NYT_19-NYT                              | 2035-12-15      | 5.1520%  | 0.0000% | $23840000.00       | $23503776.54       | Private Label Collateralized Mortgage Obligations |
| SFO COMMERICAL MORTGAGE TRUST SFO_21-555                   | 2038-05-15      | 4.9195%  | 0.0000% | $32800000.00       | $32846732.88       | Private Label Collateralized Mortgage Obligations |
| KRE_25-AIP4                                                | 2042-03-15      | 4.9547%  | 0.0000% | $14000000.00       | $13096024.77       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                       | 2064-01-25      | 6.0670%  | 0.0000% | $10547145.00       | $5452582.08        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL | 2037-03-15      | 5.3002%  | 0.0000% | $418000.00         | $373239.11         | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_25-LUNR                    | 2040-06-15      | 5.1547%  | 0.0000% | $63000000.00       | $49227622.02       | Private Label Collateralized Mortgage Obligations |
| BARINGS ISSUER LLC BAR_26-FL1                              | 2043-08-20      | 5.2610%  | 0.0000% | $17000000.00       | $17024660.97       | Private Label Collateralized Mortgage Obligations |
| BARIL_26-FL1                                               | 2043-08-20      | 0.0000%  | 0.0000% | $12000000.00       | $12019074.41       | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST HOMES_26-AFC1                                  | 2061-02-25      | 4.8460%  | 0.0000% | $20000000.00       | $19565683.46       | Private Label Collateralized Mortgage Obligations |
| MFRA TRUST MFRA_26-NQM1                                    | 2071-02-25      | 5.0510%  | 0.0000% | $28000000.00       | $27738346.89       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST MFRA_26-NMR1                                     | 2067-11-25      | 5.5020%  | 0.0000% | $23375000.00       | $23234125.44       | Private Label Collateralized Mortgage Obligations |
| WILLOBROOK MALL WBRK_25-WBRK                               | 2035-03-05      | 6.0752%  | 0.0000% | $12300000.00       | $12178107.41       | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE         | 2043-01-05      | 3.6590%  | 0.0000% | $14000000.00       | $12280177.38       | Private Label Collateralized Mortgage Obligations |
| STAR_22-3                                                  | 2067-03-25      | 4.1641%  | 0.0000% | $13644000.00       | $11541712.76       | Private Label Collateralized Mortgage Obligations |
| WCORE COMMERCIAL MORTGAGE TRUST WCORE_24-CORE              | 2041-11-15      | 5.1470%  | 0.0000% | $46000000.00       | $46155920.04       | Private Label Collateralized Mortgage Obligations |

### Security 333: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3B9E02
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 334: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ3DAW23
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 335: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3DCNR4
- **C.18 - Value (incl. sponsor support):** $723000000.00
- **C.18.a - Value (excl. sponsor support):** $723000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 336: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ3FZXG4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 337: ANZ BANK NEW ZEALAND LTD

- **C.1 - Title:** ANZ BANK NEW ZEALAND LTD 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: HZSN7FQBPO5IEWYIGC72, C.5 - Other ID: BYJ3G3N42
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 338: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3N67
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 1.5000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 339: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 3.660000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3N75
- **C.18 - Value (incl. sponsor support):** $670000000.00
- **C.18.a - Value (excl. sponsor support):** $670000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 340: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3NA8
- **C.18 - Value (incl. sponsor support):** $730000000.00
- **C.18.a - Value (excl. sponsor support):** $730000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 341: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3NB6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 342: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYJ3G3ND2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 343: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ3G3NG5
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 344: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3NH3
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 345: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3G3NK6
- **C.18 - Value (incl. sponsor support):** $1030000000.00
- **C.18.a - Value (excl. sponsor support):** $1030000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 346: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ3G7C60
- **C.18 - Value (incl. sponsor support):** $292000000.00
- **C.18.a - Value (excl. sponsor support):** $292000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            | 2026-08-15      | 0.0000%  | 0.0000% | $1755753.42        | $1736580.59        | U.S. Treasuries (including strips)                |
| GILEAD SCIENCES INC                               | 2030-10-01      | 1.6500%  | 0.0000% | $671000.00         | $597068.66         | Corporate Debt Securities                         |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2030-06-01      | 2.2500%  | 0.0000% | $200000.00         | $184036.50         | Corporate Debt Securities                         |
| REGENCY CENTERS LP                                | 2034-01-15      | 5.2500%  | 0.0000% | $44000.00          | $45127.83          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                               | 2027-09-22      | 1.4700%  | 0.0000% | $426000.00         | $421766.27         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                  | 2032-03-15      | 2.7000%  | 0.0000% | $502000.00         | $447540.53         | Corporate Debt Securities                         |
| UBS AG (LONDON BRANCH)                            | 2028-09-11      | 5.6500%  | 0.0000% | $200000.00         | $207464.06         | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2028-05-19      | 4.4500%  | 0.0000% | $9183000.00        | $9396333.84        | Corporate Debt Securities                         |
| BROADCOM INC                                      | 2029-07-12      | 5.0500%  | 0.0000% | $5000.00           | $5165.95           | Corporate Debt Securities                         |
| BHP BILLITON FINANCE (USA) LTD                    | 2035-02-21      | 5.3000%  | 0.0000% | $10000.00          | $10289.38          | Corporate Debt Securities                         |
| ECHOSTAR CORP                                     | 2030-11-30      | 6.7500%  | 0.0000% | $13.00             | $13.52             | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAPITAL PLC                       | 2029-06-01      | 3.3750%  | 0.0000% | $4389000.00        | $4331893.62        | Corporate Debt Securities                         |
| M&T BK CORP                                       | 2032-03-13      | 6.0820%  | 0.0000% | $184000.00         | $194059.35         | Corporate Debt Securities                         |
| MF_22-B1                                          | 2037-11-20      | 5.6747%  | 0.0000% | $51011000.00       | $51113222.93       | Private Label Collateralized Mortgage Obligations |
| RELX CAPITAL INC                                  | 2035-03-27      | 5.2500%  | 0.0000% | $3052000.00        | $3089638.79        | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                        | 2040-11-20      | 2.6500%  | 0.0000% | $3251000.00        | $2309568.20        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                       | 2045-11-19      | 5.5610%  | 0.0000% | $54000.00          | $53270.46          | Corporate Debt Securities                         |
| KFW                                               | 2030-03-18      | 4.6250%  | 0.0000% | $28156000.00       | $28918347.16       | Corporate Debt Securities                         |
| AT&T INC                                          | 2055-09-15      | 3.5500%  | 0.0000% | $678000.00         | $439986.40         | Corporate Debt Securities                         |
| CUMMINS INC                                       | 2035-05-09      | 5.3000%  | 0.0000% | $20000.00          | $20872.70          | Corporate Debt Securities                         |
| MICROCHIP TECH INC                                | 2030-02-15      | 5.0500%  | 0.0000% | $405000.00         | $412808.74         | Corporate Debt Securities                         |
| PEPSICO INC                                       | 2032-07-23      | 4.6500%  | 0.0000% | $151000.00         | $153538.18         | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                   | 2034-11-01      | 4.9000%  | 0.0000% | $283000.00         | $287500.80         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2029-01-23      | 4.7500%  | 0.0000% | $280000.00         | $286056.01         | Corporate Debt Securities                         |
| APOLLO MANAGEMENT HOLDINGS LP                     | 2026-05-27      | 4.4000%  | 0.0000% | $434000.00         | $442059.38         | Corporate Debt Securities                         |
| BAE SYSTEMS PLC                                   | 2030-04-15      | 3.4000%  | 0.0000% | $324000.00         | $311152.32         | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                            | 2034-01-05      | 6.3500%  | 0.0000% | $100000.00         | $108114.47         | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                               | 2031-01-31      | 2.4500%  | 0.0000% | $2541000.00        | $2332955.63        | Corporate Debt Securities                         |
| PERMIAN RESOURCES OPERATING LLC                   | 2029-07-01      | 5.8750%  | 0.0000% | $528000.00         | $538581.19         | Corporate Debt Securities                         |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC           | 2028-12-14      | 2.3750%  | 0.0000% | $185000.00         | $176612.51         | Corporate Debt Securities                         |
| DEERE FUNDING CANADA CORP                         | 2030-10-09      | 4.1500%  | 0.0000% | $130000.00         | $128428.41         | Corporate Debt Securities                         |
| JP MORGAN MORTGAGE TRUST JPMMT_25-VIS2            | 2063-01-25      | 5.3850%  | 0.0000% | $26869.00          | $25534.51          | Private Label Collateralized Mortgage Obligations |
| OHIO POWER CO                                     | 2051-10-01      | 2.9000%  | 0.0000% | $650000.00         | $390991.97         | Corporate Debt Securities                         |
| QUALCOMM INC                                      | 2027-05-20      | 3.2500%  | 0.0000% | $35000.00          | $35241.31          | Corporate Debt Securities                         |
| RELX CAPITAL INC                                  | 2029-03-18      | 4.0000%  | 0.0000% | $500000.00         | $495583.33         | Corporate Debt Securities                         |
| UNITED STATES TREASURY                            | 2026-11-15      | 0.0000%  | 0.0000% | $40000.00          | $39201.92          | U.S. Treasuries (including strips)                |
| EMPRESA NACIONAL DE TELECOMUNICACIONES SA         | 2032-09-14      | 3.0500%  | 0.0000% | $1284000.00        | $1151603.19        | Corporate Debt Securities                         |
| BALTIMORE GAS AND ELECTRIC CO                     | 2034-06-01      | 5.3000%  | 0.0000% | $197000.00         | $204296.11         | Corporate Debt Securities                         |
| BANK OF MONTREAL                                  | 2026-06-05      | 4.9841%  | 0.0000% | $6000.00           | $6052.88           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                 | 2031-04-15      | 5.8500%  | 0.0000% | $274000.00         | $285967.64         | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF KOREA                       | 2031-01-13      | 3.8750%  | 0.0000% | $6245000.00        | $6219816.17        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAPITAL PLC                       | 2027-03-12      | 4.1504%  | 0.0000% | $43000.00          | $43324.61          | Corporate Debt Securities                         |
| RIO TINTO FINANCE (USA) PLC                       | 2032-03-14      | 5.0000%  | 0.0000% | $222000.00         | $227012.51         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2030-09-11      | 4.6310%  | 0.0000% | $8000.00           | $8049.15           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                          | 2033-08-11      | 4.9760%  | 0.0000% | $505000.00         | $509044.83         | Corporate Debt Securities                         |
| PARKER HANNIFIN CORPORATION                       | 2029-06-14      | 3.2500%  | 0.0000% | $6193000.00        | $6056802.17        | Corporate Debt Securities                         |
| SIMON PROPERTY GROUP LP                           | 2029-09-13      | 2.4500%  | 0.0000% | $322000.00         | $302544.31         | Corporate Debt Securities                         |
| ASB BANK LTD                                      | 2030-10-29      | 3.6400%  | 0.0000% | $550000.00         | $553215.67         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                               | 2033-03-15      | 4.3000%  | 0.0000% | $125000.00         | $122537.71         | Corporate Debt Securities                         |
| AERCAP IRELAND CAPITAL DAC                        | 2030-09-30      | 6.1500%  | 0.0000% | $175000.00         | $184314.38         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP INC                     | 2030-06-15      | 3.3000%  | 0.0000% | $30000.00          | $28552.95          | Corporate Debt Securities                         |
| AMAZON.COM INC                                    | 2051-05-12      | 3.1000%  | 0.0000% | $967000.00         | $642017.09         | Corporate Debt Securities                         |
| ANALOG DEVICES INC                                | 2030-06-15      | 4.5000%  | 0.0000% | $67000.00          | $68261.28          | Corporate Debt Securities                         |
| APPLE INC                                         | 2027-11-13      | 3.0000%  | 0.0000% | $139000.00         | $138905.02         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                                   | 2030-08-06      | 1.3750%  | 0.0000% | $97000.00          | $86066.00          | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                         | 2030-12-01      | 4.3500%  | 0.0000% | $20000.00          | $20163.88          | Corporate Debt Securities                         |
| BMW US CAPITAL LLC                                | 2029-04-02      | 4.9000%  | 0.0000% | $91000.00          | $92185.83          | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                | 2027-09-14      | 1.7220%  | 0.0000% | $200000.00         | $198262.07         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                | 2028-08-08      | 5.5880%  | 0.0000% | $200000.00         | $206871.64         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                | 2030-05-28      | 3.4900%  | 0.0000% | $400000.00         | $386446.22         | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                | 2036-04-15      | 5.4370%  | 0.0000% | $7000000.00        | $6958527.92        | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                  | 2026-08-17      | 2.4500%  | 0.0000% | $85000.00          | $85050.83          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                  | 2033-10-25      | 5.8340%  | 0.0000% | $25000.00          | $26415.26          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                  | 2028-07-21      | 4.4790%  | 0.0000% | $14000.00          | $14034.16          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                  | 2035-11-20      | 5.2250%  | 0.0000% | $71000.00          | $73414.16          | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                               | 2030-02-02      | 4.2470%  | 0.0000% | $68000.00          | $68063.35          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                           | 2029-07-26      | 3.4000%  | 0.0000% | $8000.00           | $7843.90           | Corporate Debt Securities                         |
| BRITISH COLUMBIA PROVINCE OF                      | 2031-04-23      | 4.0500%  | 0.0000% | $385000.00         | $381175.99         | Corporate Debt Securities                         |
| BROADCOM INC                                      | 2032-07-15      | 4.9000%  | 0.0000% | $38000.00          | $38821.24          | Corporate Debt Securities                         |
| BROOKFIELD ASSET MANAGEMENT LTD                   | 2031-04-15      | 4.8320%  | 0.0000% | $32000.00          | $31730.72          | Corporate Debt Securities                         |
| CBRE SERVICES INC                                 | 2026-05-26      | 0.0000%  | 0.0000% | $7800000.00        | $7776295.80        | Money Market                                      |
| CWL_04-7                                          | 2034-12-25      | 5.4188%  | 0.0000% | $29000.00          | $452.04            | Asset-Backed Securities                           |
| CADENCE DESIGN SYST INC                           | 2029-09-10      | 4.3000%  | 0.0000% | $246000.00         | $246463.03         | Corporate Debt Securities                         |
| CAIXABANK SA                                      | 2037-04-22      | 5.4020%  | 0.0000% | $500000.00         | $493270.22         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2030-01-29      | 4.2830%  | 0.0000% | $301000.00         | $301754.45         | Corporate Debt Securities                         |
| CHEVRON USA INC.                                  | 2044-11-15      | 5.0500%  | 0.0000% | $8000.00           | $7805.57           | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                               | 2028-02-06      | 3.2400%  | 0.0000% | $4575000.00        | $4519002.00        | Corporate Debt Securities                         |
| COCA-COLA CO                                      | 2028-03-15      | 1.0000%  | 0.0000% | $40000.00          | $37882.80          | Corporate Debt Securities                         |
| COMCAST CORPORATION                               | 2032-05-15      | 4.9500%  | 0.0000% | $159000.00         | $163488.17         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-01-06      | 3.4500%  | 0.0000% | $201000.00         | $202277.36         | Corporate Debt Securities                         |
| DBS GROUP HOLDINGS LTD                            | 2028-03-21      | 3.6500%  | 0.0000% | $349000.00         | $351742.11         | Corporate Debt Securities                         |
| DIAGEO CAPITAL PLC                                | 2036-09-30      | 5.8750%  | 0.0000% | $9000.00           | $9543.29           | Corporate Debt Securities                         |
| ENI SPA                                           | 2034-05-15      | 5.5000%  | 0.0000% | $370000.00         | $387374.58         | Corporate Debt Securities                         |
| EAST OHIO GAS CO                                  | 2030-06-15      | 2.0000%  | 0.0000% | $32000.00          | $28970.24          | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                | 2031-01-15      | 4.5500%  | 0.0000% | $390000.00         | $390493.03         | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF KOREA                       | 2030-09-22      | 3.7500%  | 0.0000% | $9022000.00        | $8887466.94        | Corporate Debt Securities                         |
| F&G GLOBAL FUNDING                                | 2027-04-11      | 2.3000%  | 0.0000% | $430000.00         | $420769.57         | Corporate Debt Securities                         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-11-20      | 6.0000%  | 0.0000% | $3625390.00        | $3595360.79        | Agency Mortgage-Backed Securities                 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2        | 2055-08-20      | 6.5000%  | 0.0000% | $7971414.00        | $7565502.61        | Agency Mortgage-Backed Securities                 |
| HALEON US CAPITAL LLC                             | 2027-03-24      | 3.3750%  | 0.0000% | $250000.00         | $248793.75         | Corporate Debt Securities                         |
| GENERAL MOTORS CO                                 | 2028-04-15      | 5.3500%  | 0.0000% | $250000.00         | $253762.29         | Corporate Debt Securities                         |
| GENUINE PARTS CO                                  | 2028-11-01      | 6.5000%  | 0.0000% | $3749000.00        | $4002880.20        | Corporate Debt Securities                         |
| GEORGIA-PACIFIC LLC                               | 2030-04-30      | 2.3000%  | 0.0000% | $19000.00          | $17449.98          | Corporate Debt Securities                         |
| GEORGIA-PACIFIC LLC                               | 2032-06-30      | 4.9500%  | 0.0000% | $69000.00          | $70949.25          | Corporate Debt Securities                         |
| GEORGIA POWER COMPANY                             | 2032-05-15      | 4.7000%  | 0.0000% | $250000.00         | $255722.92         | Corporate Debt Securities                         |
| GEORGIA POWER COMPANY                             | 2030-03-15      | 4.5500%  | 0.0000% | $42000.00          | $42269.12          | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                 | 2032-11-22      | 2.8710%  | 0.0000% | $250000.00         | $226877.63         | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                 | 2036-11-06      | 5.1330%  | 0.0000% | $579000.00         | $581512.57         | Corporate Debt Securities                         |
| HSBC USA INC                                      | 2027-04-21      | 0.0000%  | 0.0000% | $11865799.00       | $11395320.07       | Money Market                                      |
| HERSHEY COMPANY THE                               | 2030-02-24      | 4.7500%  | 0.0000% | $90000.00          | $91951.95          | Corporate Debt Securities                         |
| HOME DEPOT INC                                    | 2035-09-15      | 4.6500%  | 0.0000% | $282000.00         | $275926.43         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                               | 2026-06-15      | 3.2000%  | 0.0000% | $50000.00          | $50567.50          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                               | 2031-04-22      | 2.5220%  | 0.0000% | $75000.00          | $69255.03          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO                               | 2028-06-01      | 2.1820%  | 0.0000% | $32000.00          | $31530.27          | Corporate Debt Securities                         |
| JAPAN BANK FOR INTL COOP                          | 2027-07-21      | 2.8750%  | 0.0000% | $29470000.00       | $29274798.09       | Corporate Debt Securities                         |
| KBC GROEP NV                                      | 2030-10-16      | 4.9320%  | 0.0000% | $963000.00         | $969999.08         | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC                         | 2027-04-06      | 4.6000%  | 0.0000% | $395000.00         | $396874.93         | Corporate Debt Securities                         |
| KIMBERLY-CLARK CORPORATION                        | 2029-04-25      | 3.2000%  | 0.0000% | $53000.00          | $51397.52          | Corporate Debt Securities                         |
| KFW                                               | 2029-09-14      | 1.7500%  | 0.0000% | $9000.00           | $8393.54           | Corporate Debt Securities                         |
| LSEG FINANCE PLC                                  | 2041-04-06      | 3.2000%  | 0.0000% | $2000000.00        | $1512586.67        | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                             | 2033-02-27      | 4.7000%  | 0.0000% | $240000.00         | $243452.40         | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                             | 2034-08-14      | 4.6000%  | 0.0000% | $274000.00         | $272545.36         | Corporate Debt Securities                         |
| ELI LILLY AND COMPANY                             | 2032-02-12      | 4.9000%  | 0.0000% | $16000.00          | $16470.99          | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                          | 2027-08-07      | 5.2272%  | 0.0000% | $200000.00         | $202980.67         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                          | 2035-01-05      | 5.6790%  | 0.0000% | $488000.00         | $510756.05         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC                          | 2031-11-04      | 4.7689%  | 0.0000% | $530000.00         | $536045.70         | Corporate Debt Securities                         |
| LOWES COMPANIES INC                               | 2046-04-15      | 3.7000%  | 0.0000% | $100000.00         | $74124.17          | Corporate Debt Securities                         |
| MFA 2025-NQM4 TRUST MFA_25-NQM4                   | 2070-08-25      | 5.2290%  | 0.0000% | $7699112.00        | $7002567.77        | Private Label Collateralized Mortgage Obligations |
| MARRIOTT INTERNATIONAL INC                        | 2037-04-15      | 5.5000%  | 0.0000% | $160000.00         | $160486.67         | Corporate Debt Securities                         |
| MERCK & CO INC                                    | 2032-09-15      | 4.5500%  | 0.0000% | $72000.00          | $72364.14          | Corporate Debt Securities                         |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO              | 2028-04-01      | 5.2000%  | 0.0000% | $257000.00         | $261157.97         | Corporate Debt Securities                         |
| MFA TRUST MFRA_25-NQM5                            | 2070-11-25      | 5.1860%  | 0.0000% | $3699733.00        | $3437218.77        | Private Label Collateralized Mortgage Obligations |
| MICROSOFT CORP                                    | 2046-08-08      | 3.7000%  | 0.0000% | $448000.00         | $355563.16         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2032-10-13      | 2.4940%  | 0.0000% | $200000.00         | $177089.54         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2032-04-21      | 4.8740%  | 0.0000% | $289000.00         | $288442.74         | Corporate Debt Securities                         |
| MORGAN STANLEY                                    | 2032-04-28      | 1.9280%  | 0.0000% | $146000.00         | $126797.66         | Corporate Debt Securities                         |
| NTT FINANCE CORP                                  | 2028-07-16      | 4.6200%  | 0.0000% | $232000.00         | $235690.35         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2027-04-25      | 3.0500%  | 0.0000% | $15000.00          | $14863.85          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2027-09-16      | 4.1200%  | 0.0000% | $25000.00          | $25076.39          | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                       | 2027-07-27      | 4.8500%  | 0.0000% | $301000.00         | $306685.64         | Corporate Debt Securities                         |
| NATWEST MARKETS PLC                               | 2029-05-17      | 5.4100%  | 0.0000% | $1840000.00        | $1927372.91        | Corporate Debt Securities                         |
| NESTLE HLDGS INC.                                 | 2030-09-12      | 5.0000%  | 0.0000% | $650000.00         | $674626.33         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FUNDING                      | 2026-07-14      | 2.3500%  | 0.0000% | $300000.00         | $301013.83         | Corporate Debt Securities                         |
| NORINCHUKIN BANK THE                              | 2030-09-09      | 4.6740%  | 0.0000% | $323000.00         | $322380.32         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                             | 2031-09-18      | 4.0000%  | 0.0000% | $319000.00         | $314702.01         | Corporate Debt Securities                         |
| OMERS FINANCE TRUST                               | 2033-11-15      | 5.5000%  | 0.0000% | $564000.00         | $610185.02         | Corporate Debt Securities                         |
| ONE GAS INC                                       | 2029-04-01      | 5.1000%  | 0.0000% | $142000.00         | $145203.28         | Corporate Debt Securities                         |
| ONTARIO (PROVINCE OF)                             | 2031-04-16      | 4.0500%  | 0.0000% | $2255000.00        | $2243465.68        | Corporate Debt Securities                         |
| ONTARIO (PROVINCE OF)                             | 2031-04-16      | 4.0500%  | 0.0000% | $8000000.00        | $7959080.00        | Corporate Debt Securities                         |
| BLUE OWL CREDIT INCOME CORP                       | 2028-06-13      | 7.9500%  | 0.0000% | $365000.00         | $386029.17         | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2031-02-01      | 2.5000%  | 0.0000% | $278000.00         | $251114.77         | Corporate Debt Securities                         |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO              | 2029-06-01      | 3.6000%  | 0.0000% | $2716000.00        | $2677921.68        | Corporate Debt Securities                         |
| PROLOGIS LP                                       | 2036-06-15      | 4.9000%  | 0.0000% | $500000.00         | $487786.39         | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                          | 2040-11-15      | 6.2000%  | 0.0000% | $7000.00           | $7470.59           | Corporate Debt Securities                         |
| REPUBLIC SERVICES INC                             | 2030-07-15      | 4.7500%  | 0.0000% | $5000.00           | $5119.72           | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                              | 2031-02-04      | 5.1530%  | 0.0000% | $3490000.00        | $3585381.51        | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                              | 2030-04-17      | 4.4000%  | 0.0000% | $9978000.00        | $9941768.77        | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                              | 2028-10-18      | 4.5108%  | 0.0000% | $5000.00           | $5013.52           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELECTRIC CO                       | 2028-08-15      | 4.9500%  | 0.0000% | $78000.00          | $79764.56          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                               | 2026-05-13      | 1.1500%  | 0.0000% | $45000.00          | $45193.26          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                               | 2031-05-13      | 2.3000%  | 0.0000% | $58000.00          | $52778.81          | Corporate Debt Securities                         |
| SHELL FINANCE US INC                              | 2029-11-07      | 2.3750%  | 0.0000% | $434000.00         | $411502.83         | Corporate Debt Securities                         |
| SHERWIN-WILLIAMS COMPANY (THE)                    | 2028-03-01      | 4.5500%  | 0.0000% | $478000.00         | $482635.14         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN AB                  | 2027-04-14      | 0.0000%  | 0.0000% | $21495000.00       | $21491947.71       | Money Market                                      |
| STANDARD CHARTERED PLC                            | 2032-06-29      | 2.6780%  | 0.0000% | $566000.00         | $510843.90         | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC                       | 2029-07-09      | 3.6500%  | 0.0000% | $250000.00         | $253179.40         | Corporate Debt Securities                         |
| SUTTER HEALTH                                     | 2030-08-15      | 2.2940%  | 0.0000% | $15000.00          | $13739.99          | Corporate Debt Securities                         |
| SWEDISH EXPORT CREDIT CORP                        | 2026-08-03      | 4.6692%  | 0.0000% | $6300000.00        | $6383608.50        | Corporate Debt Securities                         |
| TEXAS INSTRUMENTS INC                             | 2029-02-08      | 4.6000%  | 0.0000% | $99000.00          | $101156.00         | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                                   | 2038-11-15      | 5.7500%  | 0.0000% | $238000.00         | $242837.15         | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                         | 2028-07-17      | 5.5230%  | 0.0000% | $15000.00          | $15583.08          | Corporate Debt Securities                         |
| TOTALENERGIES CAPITAL INTERNATIONAL SA            | 2041-06-29      | 2.9860%  | 0.0000% | $272000.00         | $205943.79         | Corporate Debt Securities                         |
| GLOBAL PAYMENTS INC.                              | 2028-06-01      | 4.4500%  | 0.0000% | $391000.00         | $394674.64         | Corporate Debt Securities                         |
| US BANK NATIONAL ASSOCIATION                      | 2028-05-15      | 4.7300%  | 0.0000% | $270000.00         | $276641.78         | Corporate Debt Securities                         |
| UNILEVER CAPITAL CORP                             | 2029-09-06      | 2.1250%  | 0.0000% | $134000.00         | $125942.25         | Corporate Debt Securities                         |
| RTX CORP                                          | 2028-11-16      | 4.1250%  | 0.0000% | $391000.00         | $396267.42         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                            | 2029-01-15      | 4.2500%  | 0.0000% | $6000.00           | $6061.83           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                        | 2028-03-22      | 2.1000%  | 0.0000% | $102000.00         | $98091.02          | Corporate Debt Securities                         |
| WALMART INC                                       | 2028-04-15      | 3.9000%  | 0.0000% | $234000.00         | $233825.67         | Corporate Debt Securities                         |
| WILLIAM MARSH RICE UNIVERSITY                     | 2045-05-15      | 3.5740%  | 0.0000% | $170000.00         | $134796.54         | Corporate Debt Securities                         |
| WISCONSIN ELECTRIC POWER COMPANY                  | 2036-12-01      | 5.7000%  | 0.0000% | $371000.00         | $400309.62         | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP                        | 2028-03-12      | 4.1250%  | 0.0000% | $5800000.00        | $5828594.00        | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP                        | 2031-01-15      | 3.8750%  | 0.0000% | $2303000.00        | $2272651.26        | Corporate Debt Securities                         |

### Security 347: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.640000%
- **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: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ3GBCF1
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | 0.0000% | $2043900.00        | $2040017.72        | U.S. Treasuries (including strips) |

### Security 348: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3GBCM6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_5251B   | 2052-08-25      | 1.5548%  | 0.0000% | $21274095.00       | $816128.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_5539A   | 2055-05-25      | 3.4548%  | 0.0000% | $60810093.00       | $3265777.69        | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C  | 2048-11-20      | 2.3745%  | 0.0000% | $54122998.00       | $1168094.07        | Agency Collateralized Mortgage Obligation |

### Security 349: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.640000%
- **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: BYJ3GBCS3
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $1333500.00        | $1020006.88        | U.S. Treasuries (including strips) |

### Security 350: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYJ3GBCT1
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $784.13            | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $1001.00           | $924.95            | Agency Mortgage-Backed Securities |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $1026639.00        | $1008440.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2853 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $886.19            | Agency Mortgage-Backed Securities |
| GNMI SF CX5745 X     | 2053-10-15      | 7.0000%  | 0.0000% | $1948.00           | $2007.02           | Agency Mortgage-Backed Securities |
| GNII SF DP1322 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.86           | Agency Mortgage-Backed Securities |
| GNII SF DP3312 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1058.64           | Agency Mortgage-Backed Securities |
| GNII SF DQ2961 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.30           | Agency Mortgage-Backed Securities |
| GNII SF DQ2962 C     | 2056-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1067.25           | Agency Mortgage-Backed Securities |
| GNII SF DQ6962 C     | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1059.27           | Agency Mortgage-Backed Securities |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | 0.0000% | $1680.00           | $1646.41           | Agency Mortgage-Backed Securities |

### Security 351: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.640000%
- **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: BYJ3GBCV6
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | 0.0000% | $500.00            | $475.90            | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $200.00            | $206.76            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.69             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $397.90            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $189.41            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $825600.00         | $836668.10         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AL 29 | 2029-03-15      | 3.5000%  | 0.0000% | $183400.00         | $181966.73         | U.S. Treasuries (including strips) |

### Security 352: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ3GBCW4
- **C.18 - Value (incl. sponsor support):** $94000000.00
- **C.18.a - Value (excl. sponsor support):** $94000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1723318.00        | $3706385.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $16.00             | $14.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $31.00             | $28.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $16.00             | $14.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | 0.0000% | $9.00              | $6.42              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | 0.0000% | $182.00            | $162.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $56210936.00       | $56167706.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $6266165.00        | $5885964.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $11663771.00       | $12692542.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | 0.0000% | $4.00              | $2.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $31.00             | $31.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $16071008.00       | $9977198.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $16.00             | $15.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $108069.00         | $111150.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | 0.0000% | $2992.00           | $2625.42           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $209620.00         | $212384.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $6535256.00        | $6538525.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $31.00             | $31.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $15620.00          | $15586.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $145639.00         | $84841.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | 0.0000% | $29.00             | $12.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $16.00             | $15.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $125.00            | $125.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $16.00             | $14.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 0.0000%  | 0.0000% | $24424.00          | $6763.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | 0.0000% | $387249.00         | $96816.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $141.00            | $136.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $16.00             | $15.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $286637.00         | $278717.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $16.00             | $15.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $84522.00          | $102135.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $16.00             | $15.55             | U.S. Treasuries (including strips) |

### Security 353: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ3GBD52
- **C.18 - Value (incl. sponsor support):** $101000000.00
- **C.18.a - Value (excl. sponsor support):** $101000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 BOND 48        | 2048-11-15      | 3.3750%  | 0.0000% | $876000.00         | $692632.63         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | 0.0000% | $200.00            | $190.33            | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27      | 2027-04-15      | 0.1250%  | 0.0000% | $300.00            | $346.02            | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42        | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $83.56             | U.S. Treasuries (including strips) |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $47485760.00       | $31027131.07       | Agency Mortgage-Backed Securities  |
| 4 3/8 BOND 43        | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $94.41             | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53        | 2053-02-15      | 1.5000%  | 0.0000% | $800.00            | $675.18            | U.S. Treasuries (including strips) |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $1001.00           | $660.51            | Agency Mortgage-Backed Securities  |
| BILL 07/23/26        | 2026-07-23      | 0.0000%  | 0.0000% | $950600.00         | $942605.45         | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $742.45            | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1945740.00        | $895470.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5421 | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $732.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $669.79            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342 | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $764.05            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3765 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $421.09            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2069 | 2050-11-01      | 2.5000%  | 0.0000% | $2040.00           | $1353.88           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI8360 | 2054-06-01      | 6.5000%  | 0.0000% | $1072.00           | $800.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAL6036 | 2034-09-01      | 4.0000%  | 0.0000% | $736280.00         | $91350.90          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS0205 | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $178.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDE4524 | 2055-08-01      | 7.5000%  | 0.0000% | $1000.00           | $983.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0467 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $730.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0201 | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $630.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9482 | 2054-11-01      | 5.5000%  | 0.0000% | $1009.00           | $903.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDG2960 | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3752 | 2050-03-01      | 3.5000%  | 0.0000% | $1024.00           | $222.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5928 | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $539.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC2335 | 2056-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2414 | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $89.18             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2995 | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $93.47             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ7240 | 2055-10-01      | 7.0000%  | 0.0000% | $1000.00           | $1070.92           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ9904 | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.87           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL1564 | 2052-06-01      | 3.0000%  | 0.0000% | $1024.00           | $855.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL3801 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $974.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4138 | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1002.68           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL4247 | 2056-03-01      | 5.0000%  | 0.0000% | $1000.00           | $979.51            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.81            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5839 | 2056-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.28           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ6091 | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0015 | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $678.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA1975 | 2055-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLTA5691 | 2056-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1059.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA4778 M     | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $116.48            | Agency Mortgage-Backed Securities  |
| GNII SF MA5528 M     | 2048-10-20      | 4.0000%  | 0.0000% | $1024.00           | $89.12             | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $12382.00          | $6668.30           | Agency Mortgage-Backed Securities  |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $1662566.00        | $543194.33         | Agency Mortgage-Backed Securities  |
| GNII RG CG8613 C     | 2046-09-20      | 4.0000%  | 0.0000% | $2924.00           | $1439.37           | Agency Mortgage-Backed Securities  |
| GNII SF CX0787 C     | 2053-09-20      | 7.0000%  | 0.0000% | $7009.00           | $6174.89           | Agency Mortgage-Backed Securities  |
| GNII SF CX5467 C     | 2053-10-20      | 6.5000%  | 0.0000% | $9018.00           | $8595.98           | Agency Mortgage-Backed Securities  |
| GNII ET DJ1248 C     | 2065-05-20      | 7.0000%  | 0.0000% | $1170.00           | $1014.76           | Agency Mortgage-Backed Securities  |
| GNII SF DN9452 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1750238.00        | $1886553.14        | Agency Mortgage-Backed Securities  |
| GNII SF DP0259 C     | 2056-01-20      | 6.5000%  | 0.0000% | $2007292.00        | $2165230.15        | Agency Mortgage-Backed Securities  |
| GNII SF DQ0337 C     | 2056-03-20      | 5.5000%  | 0.0000% | $4474632.00        | $4642746.52        | Agency Mortgage-Backed Securities  |
| GNII SF MB0148 M     | 2055-01-20      | 6.0000%  | 0.0000% | $11770100.00       | $6664382.62        | Agency Mortgage-Backed Securities  |
| GNII SF MB0481 M     | 2055-07-20      | 3.5000%  | 0.0000% | $59992000.00       | $53310781.20       | Agency Mortgage-Backed Securities  |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $983.09            | Agency Mortgage-Backed Securities  |
| GNII SF MB0935 M     | 2056-02-20      | 4.5000%  | 0.0000% | $6732.00           | $6483.74           | Agency Mortgage-Backed Securities  |
| GNII ET DI7465 C     | 2065-03-20      | 7.0000%  | 0.0000% | $1023.00           | $537.24            | Agency Mortgage-Backed Securities  |
| GNII SP 788431 C     | 2055-08-20      | 6.5000%  | 0.0000% | $106760.00         | $101323.69         | Agency Mortgage-Backed Securities  |

### Security 354: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ3GBD86
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY      | 2029-02-15      | 2.6250%  | 0.0000% | $10574200.00       | $10261267.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY      | 2027-11-30      | 3.8750%  | 0.0000% | $26805400.00       | $27209836.19       | U.S. Treasuries (including strips)        |
| FHSTR_365A                  | 2048-11-15      | 3.5000%  | 0.0000% | $4000000.00        | $40912.11          | Agency Collateralized Mortgage Obligation |
| FHSTR_386                   | 2052-02-15      | 2.0000%  | 0.0000% | $423513.00         | $48069.75          | Agency Collateralized Mortgage Obligation |
| FHSTR_386                   | 2052-03-15      | 2.0000%  | 0.0000% | $170000.00         | $16509.51          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC STRIP FHSTR_389 | 2052-06-15      | 2.0000%  | 0.0000% | $155000.00         | $15225.99          | Agency Collateralized Mortgage Obligation |
| FNSTR_409                   | 2041-11-25      | 4.0000%  | 0.0000% | $500000.00         | $4503.04           | Agency Collateralized Mortgage Obligation |
| FNSTR_413                   | 2039-11-25      | 4.0000%  | 0.0000% | $1798427.00        | $13098.65          | Agency Collateralized Mortgage Obligation |
| FNSTR_413                   | 2039-11-25      | 4.5000%  | 0.0000% | $3972520.00        | $18736.06          | Agency Collateralized Mortgage Obligation |
| FNSTR_434                   | 2052-10-25      | 2.0000%  | 0.0000% | $195000.00         | $20285.43          | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2052-02-25      | 2.0000%  | 0.0000% | $47061.00          | $4490.05           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-03-25      | 2.0000%  | 0.0000% | $18165.00          | $1698.08           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-08-25      | 2.0000%  | 0.0000% | $89370.00          | $8546.70           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-12-25      | 2.0000%  | 0.0000% | $141274.00         | $9732.09           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-01-25      | 2.0000%  | 0.0000% | $71898.00          | $4891.48           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-02-25      | 2.0000%  | 0.0000% | $53471.00          | $3675.14           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2046-02-25      | 2.0000%  | 0.0000% | $40389.00          | $3214.14           | Agency Collateralized Mortgage Obligation |
| FNSTR_429                   | 2051-03-25      | 2.5000%  | 0.0000% | $100000.00         | $13048.58          | Agency Collateralized Mortgage Obligation |
| FNSTR_441                   | 2053-05-25      | 3.5000%  | 0.0000% | $424143.00         | $66066.38          | Agency Collateralized Mortgage Obligation |

### Security 355: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000%
- **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: BYJ3GBD94
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | 0.0000% | $3389200.00        | $2941139.71        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $1100.00           | $1107.60           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | 0.0000% | $57500.00          | $57695.32          | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | 0.0000% | $151611800.00      | $149999989.41      | U.S. Treasuries (including strips) |

### Security 356: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.640000%
- **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: BYJ3GBDB9
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2030-07-31      | 3.8750%  | 0.0000% | $30757882.00       | $30862364.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $45879136.00       | $45637638.66       | U.S. Treasuries (including strips) |

### Security 357: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ3GBDE3
- **C.18 - Value (incl. sponsor support):** $247000000.00
- **C.18.a - Value (excl. sponsor support):** $247000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE Z 30   | 2030-05-31      | 4.0000%  | 0.0000% | $126145300.00      | $128119903.67      | U.S. Treasuries (including strips) |
| 4 NOTE M 32   | 2032-06-30      | 4.0000%  | 0.0000% | $123389600.00      | $123820188.80      | U.S. Treasuries (including strips) |

### Security 358: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ3GBDG8
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2031-05-31      | 4.6250%  | 0.0000% | $6842000.00        | $7140079.44        | U.S. Treasuries (including strips) |

### Security 359: FIXED INCOME CLEARING CORPORATION - CITI

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - CITI 3.650000%
- **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: BYJ3GBDU7
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $94.96             | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | 0.0000% | $6900.00           | $6913.11           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.90             | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | 0.0000% | $3400.00           | $3197.40           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $6000.00           | $5960.12           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $379.82            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $266.56            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AH 30 | 2030-12-31      | 3.6250%  | 0.0000% | $1600.00           | $1592.68           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $1007600.00        | $991961.81         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE W 31  | 2031-03-31      | 3.8750%  | 0.0000% | $6400.00           | $6376.77           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 31  | 2031-04-30      | 3.8750%  | 0.0000% | $3200.00           | $3177.70           | U.S. Treasuries (including strips) |

### Security 360: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 3.640000%
- **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: BYJ3GBDV5
- **C.18 - Value (incl. sponsor support):** $4060000000.00
- **C.18.a - Value (excl. sponsor support):** $4060000000.00
- **C.19 - Percentage of Net Assets:** 4.6800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $5680000.00        | $5649896.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $93935900.00       | $90555471.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $94489500.00       | $91320958.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $6753800.00        | $6854286.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $8319500.00        | $8408471.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $22338900.00       | $22918840.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $18221100.00       | $18528899.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $7883200.00        | $7760706.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $39150000.00       | $37174829.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $544007200.00      | $511590661.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $23155500.00       | $21938806.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $90678900.00       | $87992084.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $33743700.00       | $34275934.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $10651400.00       | $11023368.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $45250000.00       | $46297555.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $142271800.00      | $139147549.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $543912800.00      | $548369044.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $188.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $16249700.00       | $16516795.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $31854400.00       | $32496775.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $24710300.00       | $25194819.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $7753400.00        | $7956447.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $349080800.00      | $347715486.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $7201000.00        | $7351732.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $30119500.00       | $30323955.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $15502600.00       | $15429475.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $540040000.00      | $555319223.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $197511200.00      | $190787463.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $35318400.00       | $36164212.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $124193400.00      | $124442404.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $7066500.00        | $6966413.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $54152800.00       | $54365332.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $132310000.00      | $126696060.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $84138900.00       | $84951791.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $21769500.00       | $22139568.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $5853300.00        | $5554968.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $114449400.00      | $114257287.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $86796600.00       | $87881583.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $126055200.00      | $126233091.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $5625100.00        | $5676076.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $47596700.00       | $47591314.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $43049400.00       | $42698867.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $2500000.00        | $2460620.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $99560100.00       | $98432436.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $202683200.00      | $201571685.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-15      | 3.5000%  | 0.0000% | $34450500.00       | $34216305.50       | U.S. Treasuries (including strips) |

### Security 361: FIXED INCOME CLEARING CORPORATION - SSB

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - SSB 3.640000%
- **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: BYJ3GBDZ6
- **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:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | 0.0000% | $1300.00           | $1088.06           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | 0.0000% | $109100.00         | $101775.33         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | 0.0000% | $205500.00         | $203911.48         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | 0.0000% | $500.00            | $474.77            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $500.00            | $435.92            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.15             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | 0.0000% | $142300.00         | $102049.83         | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $100.00            | $98.44             | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | 0.0000% | $874500.00         | $415757.45         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | 0.0000% | $400.00            | $411.73            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $102700.00         | $101899.94         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | 0.0000% | $93300.00          | $91830.34          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 32  | 2032-09-30      | 3.8750%  | 0.0000% | $200.00            | $197.29            | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | 0.0000% | $103300.00         | $102129.98         | U.S. Treasuries (including strips) |

### Security 362: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.640000%
- **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: BYJ3GBE10
- **C.18 - Value (incl. sponsor support):** $2470000000.00
- **C.18.a - Value (excl. sponsor support):** $2470000000.00
- **C.19 - Percentage of Net Assets:** 2.8500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 49     | 2049-02-15      | 3.0000%  | 0.0000% | $334571900.00      | $243975047.69      | U.S. Treasuries (including strips) |
| 2 BOND 41     | 2041-11-15      | 2.0000%  | 0.0000% | $405272800.00      | $282096321.25      | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52 | 2052-02-15      | 2.2500%  | 0.0000% | $289850500.00      | $174074485.10      | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49 | 2049-05-15      | 2.8750%  | 0.0000% | $369000000.00      | $264626763.91      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53 | 2053-02-15      | 3.6250%  | 0.0000% | $351900000.00      | $281875848.67      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48 | 2048-11-15      | 3.3750%  | 0.0000% | $332957000.00      | $263531642.93      | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44 | 2044-08-15      | 3.1250%  | 0.0000% | $306900000.00      | $240589995.70      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  | 0.0000% | $13734200.00       | $7597167.12        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50 | 2050-08-15      | 1.3750%  | 0.0000% | $551071200.00      | $268156080.73      | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | 0.0000% | $389885000.00      | $275630583.66      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 45 | 2045-11-15      | 4.6250%  | 0.0000% | $222189000.00      | $217246086.53      | U.S. Treasuries (including strips) |

### Security 363: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ3GBE44
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $39079614.00       | $34520605.16       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $52779190.00       | $52261222.71       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 6.0000%  | 0.0000% | $47874617.00       | $35359001.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $251971584.00      | $34547634.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 4.0000%  | 0.0000% | $119853621.00      | $34553132.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-01-01      | 4.0000%  | 0.0000% | $158785996.00      | $34855788.80       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $94354877.00       | $34851860.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | 0.0000% | $58242838.00       | $34801055.10       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | 0.0000% | $50012319.00       | $7080023.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | 0.0000% | $300039678.00      | $35000936.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $489129671.00      | $34592137.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | 0.0000% | $42980749.00       | $34874935.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.5000%  | 0.0000% | $49997000.00       | $35177553.32       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.0000%  | 0.0000% | $42572809.00       | $35143253.90       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.0000%  | 0.0000% | $35668326.00       | $34865720.06       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $53927105.00       | $35195960.81       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $46548490.00       | $35003581.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $48226200.00       | $34929535.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | 0.0000% | $38319146.00       | $32710581.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | 0.0000% | $39369935.00       | $35043195.97       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.0000%  | 0.0000% | $37612014.00       | $35239643.24       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-05-01      | 5.0000%  | 0.0000% | $395514.00         | $392641.29         | Agency Mortgage-Backed Securities |

### Security 364: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 3.640000%
- **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: BYJ3GBE69
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $414566400.00      | $416426041.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $295600.00         | $309776.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $2700.00           | $2651.39           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $93690000.00       | $93261609.46       | U.S. Treasuries (including strips) |

### Security 365: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ3GBE85
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MB0937 M | 2056-01-20      | 5.5000%  | 0.0000% | $2591394.00        | $2610982.64        | Agency Mortgage-Backed Securities |
| GNII SF DR8468 C | 2056-04-20      | 5.5000%  | 0.0000% | $5450615.00        | $5549017.98        | Agency Mortgage-Backed Securities |

### Security 366: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ3GBEG7
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 3.0000%  | 0.0000% | $6413757.00        | $1785463.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2060-12-15      | 5.4000%  | 0.0000% | $233630.00         | $240678.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2029-01-20      | 3.5000%  | 0.0000% | $1007839.00        | $13858.02          | Agency Mortgage-Backed Securities |

### Security 367: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.640000%
- **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: BYJ3GBEJ1
- **C.18 - Value (incl. sponsor support):** $208000000.00
- **C.18.a - Value (excl. sponsor support):** $208000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $211861100.00      | $212160082.83      | U.S. Treasuries (including strips) |

### Security 368: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERN 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ3GBEW2
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.0000%  | 0.0000% | $1251500.00        | $972344.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-04-15      | 3.0000%  | 0.0000% | $65100.00          | $48681.71          | Agency Mortgage-Backed Securities |

### Security 369: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYJ3GBF50
- **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:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $1014700.00        | $1020014.63        | U.S. Treasuries (including strips) |

### Security 370: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3GBF76
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2030-06-30      | 3.8750%  | 0.0000% | $101300500.00      | $102000010.73      | U.S. Treasuries (including strips) |

### Security 371: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ3GBF84
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 5.5000%  | 0.0000% | $11634425.00       | $10200000.53       | Agency Mortgage-Backed Securities |

### Security 372: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ3GCWQ3
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 373: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.830000%
- **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: BYJ3HQ9N4
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| LIBERTY MUTUAL GROUP INC          | 2037-03-15      | 7.8000%  | 0.0000% | $25052000.00       | $28237361.80       | Corporate Debt Securities                         |
| VIATRIS INC                       | 2040-06-22      | 3.8500%  | 0.0000% | $260000.00         | $202214.71         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC     | 2032-04-15      | 6.8750%  | 0.0000% | $3000.00           | $3139.90           | Corporate Debt Securities                         |
| KINETIK HOLDINGS LP               | 2030-06-15      | 5.8750%  | 0.0000% | $200000.00         | $204992.25         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2050-05-19      | 4.9500%  | 0.0000% | $4000000.00        | $2597310.00        | Corporate Debt Securities                         |
| VIATRIS INC                       | 2040-06-22      | 3.8500%  | 0.0000% | $460000.00         | $357764.49         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC     | 2032-04-15      | 6.8750%  | 0.0000% | $1122000.00        | $1174324.00        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2050-05-19      | 4.9500%  | 0.0000% | $7929000.00        | $5148517.75        | Corporate Debt Securities                         |
| LAS VEGAS SANDS                   | 2034-08-15      | 6.2000%  | 0.0000% | $33000.00          | $34309.99          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2033-05-15      | 5.5000%  | 0.0000% | $97000.00          | $90198.20          | Corporate Debt Securities                         |
| VALLEY NTL BANCORP                | 2031-06-15      | 3.0000%  | 0.0000% | $2096000.00        | $2049594.56        | Corporate Debt Securities                         |
| KINETIK HOLDINGS LP               | 2028-12-15      | 6.6250%  | 0.0000% | $1824000.00        | $1906378.68        | Corporate Debt Securities                         |
| NUSTAR LOGISTICS LP               | 2030-10-01      | 6.3750%  | 0.0000% | $25000.00          | $26073.64          | Corporate Debt Securities                         |
| TWILIO INC                        | 2029-03-15      | 3.6250%  | 0.0000% | $269000.00         | $259076.93         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2030-07-30      | 7.8750%  | 0.0000% | $250000.00         | $270876.88         | Corporate Debt Securities                         |
| XPO INC                           | 2028-06-01      | 6.2500%  | 0.0000% | $3000.00           | $3118.97           | Corporate Debt Securities                         |
| ING GROEP NV                      | 2079-12-31      | 7.0000%  | 0.0000% | $2966000.00        | $3157748.60        | Corporate Debt Securities                         |
| SUNOCO LP                         | 2031-03-15      | 5.6250%  | 0.0000% | $98000.00          | $98966.40          | Corporate Debt Securities                         |
| VALLEY NTL BANCORP                | 2031-06-15      | 3.0000%  | 0.0000% | $67000.00          | $65516.62          | Corporate Debt Securities                         |
| GUITAR CENTER INC                 | 2029-01-15      | 8.5000%  | 0.0000% | $69.00             | $58.96             | Corporate Debt Securities                         |
| NOKIA OYJ                         | 2039-05-15      | 6.6250%  | 0.0000% | $302000.00         | $327831.44         | Corporate Debt Securities                         |
| VORNADO REALTY LP                 | 2031-06-01      | 3.4000%  | 0.0000% | $31000.00          | $28489.69          | Corporate Debt Securities                         |
| BANC OF CALIFORNIA                | 2031-05-01      | 3.2500%  | 0.0000% | $38739000.00       | $39275911.78       | Corporate Debt Securities                         |
| SUNOCO LP                         | 2029-10-01      | 4.5000%  | 0.0000% | $248000.00         | $242495.64         | Corporate Debt Securities                         |
| MEDLINE BORROWER LP               | 2029-04-01      | 3.8750%  | 0.0000% | $5903000.00        | $5747760.12        | Corporate Debt Securities                         |
| BLOCK INC                         | 2030-08-15      | 5.6250%  | 0.0000% | $154000.00         | $155792.37         | Corporate Debt Securities                         |
| BLOCK INC                         | 2033-08-15      | 6.0000%  | 0.0000% | $2975000.00        | $3008230.75        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2036-04-30      | 6.8750%  | 0.0000% | $726000.00         | $673669.92         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC     | 2031-10-15      | 7.7500%  | 0.0000% | $3000.00           | $3153.87           | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC     | 2036-01-31      | 5.3500%  | 0.0000% | $43000.00          | $42520.29          | Corporate Debt Securities                         |
| MYLAN INC                         | 2048-04-15      | 5.2000%  | 0.0000% | $19000.00          | $15178.09          | Corporate Debt Securities                         |
| UTAH ACQUISITION SUB INC          | 2046-06-15      | 5.2500%  | 0.0000% | $512000.00         | $426284.80         | Corporate Debt Securities                         |
| PROSPECT CAPITAL CORP             | 2028-10-15      | 3.4370%  | 0.0000% | $344000.00         | $304237.76         | Corporate Debt Securities                         |
| CGCMT_16-P3                       | 2049-04-15      | 0.0000%  | 0.0000% | $74876.00          | $2103.80           | Private Label Collateralized Mortgage Obligations |
| GSAA HOME EQUITY TRUST GSAA_06-16 | 2036-10-25      | 3.8888%  | 0.0000% | $50339.00          | $780.00            | Asset-Backed Securities                           |
| ING GROEP NV                      | 2079-12-31      | 7.0000%  | 0.0000% | $2500000.00        | $2661622.22        | Corporate Debt Securities                         |
| LAS VEGAS SANDS                   | 2030-06-14      | 6.0000%  | 0.0000% | $154000.00         | $162045.99         | Corporate Debt Securities                         |
| NOKIA OYJ                         | 2039-05-15      | 6.6250%  | 0.0000% | $200000.00         | $217106.92         | Corporate Debt Securities                         |
| NOKIA OYJ                         | 2039-05-15      | 6.6250%  | 0.0000% | $3842000.00        | $4170623.87        | Corporate Debt Securities                         |
| OCCIDENTAL PETROLEUM CORPORATION  | 2054-10-01      | 6.0500%  | 0.0000% | $82000.00          | $80330.78          | Corporate Debt Securities                         |
| REGAL REXNORD CORP                | 2028-04-15      | 6.0500%  | 0.0000% | $2000.00           | $2053.38           | Corporate Debt Securities                         |
| RESORTS WORLD LAS VEGAS LLC       | 2029-04-16      | 4.6250%  | 0.0000% | $400000.00         | $359571.44         | Corporate Debt Securities                         |
| SLM CORP                          | 2030-01-31      | 6.5000%  | 0.0000% | $1000000.00        | $1023450.00        | Corporate Debt Securities                         |
| SASOL FINANCING USA LLC           | 2033-04-10      | 8.7500%  | 0.0000% | $200000.00         | $211904.22         | Corporate Debt Securities                         |
| BLOCK INC                         | 2030-08-15      | 5.6250%  | 0.0000% | $3359000.00        | $3398094.56        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC            | 2079-12-31      | 7.0140%  | 0.0000% | $23700000.00       | $24652384.50       | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC            | 2079-12-31      | 7.7500%  | 0.0000% | $11007000.00       | $11501938.93       | Corporate Debt Securities                         |
| SUNOCO LP                         | 2027-07-15      | 5.8750%  | 0.0000% | $766000.00         | $779508.73         | Corporate Debt Securities                         |
| SUNOCO LP                         | 2029-10-01      | 4.5000%  | 0.0000% | $743000.00         | $726509.12         | Corporate Debt Securities                         |
| SUNOCO LP                         | 2032-08-15      | 6.6250%  | 0.0000% | $3998000.00        | $4137418.59        | Corporate Debt Securities                         |
| SUNOCO LP                         | 2030-04-30      | 4.5000%  | 0.0000% | $25000.00          | $24301.00          | Corporate Debt Securities                         |
| TIME WARNER CABLE ENTERPRISES LLC | 2033-07-15      | 8.3750%  | 0.0000% | $35000.00          | $40407.05          | Corporate Debt Securities                         |
| TIME WARNER CABLE LLC             | 2040-11-15      | 5.8750%  | 0.0000% | $17000.00          | $15795.67          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL                  | 2033-05-15      | 5.5000%  | 0.0000% | $9144000.00        | $8502807.48        | Corporate Debt Securities                         |
| VIATRIS INC                       | 2050-06-22      | 4.0000%  | 0.0000% | $764000.00         | $517191.50         | Corporate Debt Securities                         |
| WMG Acquisition                   | 2030-07-15      | 3.8750%  | 0.0000% | $100000.00         | $95360.21          | Corporate Debt Securities                         |
| JAGUAR LAND ROVER AUTOMOTIVE PLC  | 2027-10-01      | 4.5000%  | 0.0000% | $250000.00         | $247198.75         | Corporate Debt Securities                         |
| RESORTS WORLD LAS VEGAS LLC       | 2029-04-16      | 4.6250%  | 0.0000% | $1500000.00        | $1348392.92        | Corporate Debt Securities                         |
| RESORTS WORLD LAS VEGAS LLC       | 2029-04-16      | 4.6250%  | 0.0000% | $2100000.00        | $1887750.08        | Corporate Debt Securities                         |
| FORTESCUE TREASURY PTY LTD        | 2032-04-15      | 6.1250%  | 0.0000% | $3000.00           | $3104.95           | Corporate Debt Securities                         |
| YINSON BORONIA PRODUCTION BV      | 2042-07-31      | 8.9470%  | 0.0000% | $670000.00         | $734625.07         | Corporate Debt Securities                         |
| VISTRA OPERATIONS COMPANY LLC     | 2026-12-30      | 5.3920%  | 0.0000% | $86000.00          | $87670.41          | Corporate Debt Securities                         |
| GRUPO NUTRESA SA                  | 2030-05-12      | 8.0000%  | 0.0000% | $580000.00         | $633263.33         | Corporate Debt Securities                         |
| SASOL FINANCING USA LLC           | 2033-04-10      | 8.7500%  | 0.0000% | $600000.00         | $635712.67         | Corporate Debt Securities                         |

### Security 374: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3HR4W7
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BFLD TRUST BFLD_25-660F                    | 2042-11-15      | 6.4047%  | 0.0000% | $8950000.00        | $8979477.98        | Private Label Collateralized Mortgage Obligations |
| CWLN_06-12                                 | 2037-07-25      | 7.2500%  | 0.0000% | $1499136.00        | $386.71            | Asset-Backed Securities                           |
| KODIAK_1                                   | 2037-05-31      | 5.1215%  | 0.0000% | $8500000.00        | $2036279.00        | Asset-Backed Securities                           |
| LOANCORE 2024-CRE8 ISSUER LTD LNCR_25-CRE9 | 2042-08-18      | 5.1110%  | 0.0000% | $19999999.00       | $20039472.40       | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES 2016-3 CLASS A           | 2030-04-15      | 3.2500%  | 0.0000% | $430000.00         | $225979.42         | Corporate Debt Securities                         |
| AUTONATION INC                             | 2026-05-01      | 0.0000%  | 0.0000% | $1250000.00        | $1243750.00        | Money Market                                      |
| BANK BANK_18-BN11                          | 2061-03-17      | 4.3647%  | 0.0000% | $419000.00         | $394730.88         | Private Label Collateralized Mortgage Obligations |
| BNK_20-B28                                 | 2030-10-15      | 1.5000%  | 0.0000% | $5645000.00        | $421841.44         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM3                              | 2062-04-25      | 0.0000%  | 0.0000% | $301912338.00      | $412362.93         | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                 | 2044-10-25      | 3.9869%  | 0.0000% | $11500000.00       | $4256606.61        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_22-INV2                    | 2052-04-25      | 3.0000%  | 0.0000% | $3400000.00        | $2267580.85        | Private Label Collateralized Mortgage Obligations |
| GSR_06-1F                                  | 2036-02-25      | 3.3312%  | 0.0000% | $40393991.00       | $310642.91         | Private Label Collateralized Mortgage Obligations |
| GCAT GCAT_24-INV1                          | 2054-01-26      | 5.5000%  | 0.0000% | $450805.00         | $330170.68         | Private Label Collateralized Mortgage Obligations |
| KDIAK_06-1                                 | 2037-08-07      | 4.8215%  | 0.0000% | $16000000.00       | $17890596.94       | Asset-Backed Securities                           |
| LCM_34                                     | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $117206.75         | Asset-Backed Securities                           |
| NOVASTAR HOME EQUITY LOAN NHEL_0           | 2034-12-25      | 6.5438%  | 0.0000% | $3000000.00        | $125795.76         | Asset-Backed Securities                           |
| OBX_26-INV2                                | 2026-05-01      | 0.0000%  | 0.0000% | $2303364.00        | $1593908.02        | Private Label Collateralized Mortgage Obligations |
| OBX_24-NQM1                                | 2063-11-26      | 0.1048%  | 0.0000% | $181972990.00      | $100775.46         | Private Label Collateralized Mortgage Obligations |
| PKBLU_23-3                                 | 2038-04-20      | 0.0000%  | 0.0000% | $2519400.00        | $1337534.34        | Asset-Backed Securities                           |
| RCKT_24-CES6                               | 2044-09-26      | 9.3316%  | 0.0000% | $1520000.00        | $1347168.46        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST RCKT_25-CES1           | 2045-01-25      | 5.6530%  | 0.0000% | $22707000.00       | $15380501.63       | Private Label Collateralized Mortgage Obligations |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_22-B  | 2055-02-16      | 5.0898%  | 0.0000% | $1600000.00        | $726244.76         | Asset-Backed Securities                           |
| STELLANTIS FINANCIAL SERVICES US CORP      | 2026-05-04      | 0.0000%  | 0.0000% | $5000000.00        | $4997120.00        | Money Market                                      |
| SWTCH _26-1                                | 2056-03-27      | 5.6090%  | 0.0000% | $81000000.00       | $81432947.19       | Asset-Backed Securities                           |
| TABER_2                                    | 2035-11-05      | 4.5748%  | 0.0000% | $4500000.00        | $3265535.51        | Asset-Backed Securities                           |
| WAMU_03-S13                                | 2034-01-25      | 3.6312%  | 0.0000% | $25165824.00       | $2792.33           | Private Label Collateralized Mortgage Obligations |
| VOYA_25-1                                  | 2038-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $3335455.00        | Asset-Backed Securities                           |

### Security 375: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ3HR597
- **C.18 - Value (incl. sponsor support):** $184000000.00
- **C.18.a - Value (excl. sponsor support):** $184000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF               | 2035-04-16      | 5.2270%  | 0.0000% | $2000000.00        | $1994355.83        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD BXMT_21-FL4                                    | 2038-05-15      | 4.8324%  | 0.0000% | $10705000.00       | $4448273.15        | Private Label Collateralized Mortgage Obligations |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF2      | 2053-11-25      | 4.0000%  | 0.0000% | $499994.00         | $304123.84         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM6         | 2070-12-25      | 5.0010%  | 0.0000% | $100000.00         | $96093.02          | Private Label Collateralized Mortgage Obligations |
| BANK_18-BK15                                            | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $336470.02         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                           | 2063-05-25      | 5.0237%  | 0.0000% | $1035000.00        | $834477.14         | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J1                                             | 2056-06-25      | 0.0000%  | 0.0000% | $9999910.00        | $61652.27          | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                            | 2044-10-25      | 5.3710%  | 0.0000% | $1229000.00        | $1231559.56        | Private Label Collateralized Mortgage Obligations |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P2              | 2030-08-12      | 5.3800%  | 0.0000% | $100000.00         | $101875.39         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8          | 2038-09-17      | 2.0820%  | 0.0000% | $1150000.00        | $1137130.54        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                            | 2044-11-25      | 5.6590%  | 0.0000% | $1122000.00        | $1129959.10        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                            | 2054-09-25      | 5.5000%  | 0.0000% | $9331000.00        | $6557510.30        | Private Label Collateralized Mortgage Obligations |
| ARES_61-R                                               | 2037-04-20      | 5.2052%  | 0.0000% | $9800000.00        | $9793276.19        | Asset-Backed Securities                           |
| ALLO ISSUER LLC ALLO_24-1                               | 2054-07-20      | 5.9400%  | 0.0000% | $405000.00         | $409961.66         | Asset-Backed Securities                           |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014 1      | 2028-04-01      | 3.7000%  | 0.0000% | $26608000.00       | $11125061.03       | Corporate Debt Securities                         |
| BLUE STREAM ISSUER LLC BSTRM_24-1                       | 2054-11-20      | 6.0430%  | 0.0000% | $2350000.00        | $2382212.89        | Asset-Backed Securities                           |
| BRAVO_24-RPL1                                           | 2063-10-25      | 3.5775%  | 0.0000% | $13363000.00       | $8554750.72        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                           | 2063-05-25      | 5.0237%  | 0.0000% | $1422000.00        | $1227547.34        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                           | 2063-05-25      | 5.0237%  | 0.0000% | $699000.00         | $536771.26         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_25-CES3           | 2055-12-25      | 5.7910%  | 0.0000% | $2185000.00        | $2179323.31        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                           | 2062-05-25      | 4.6744%  | 0.0000% | $4293000.00        | $3770114.08        | Private Label Collateralized Mortgage Obligations |
| CIFC_22-2A                                              | 2035-04-19      | 5.0752%  | 0.0000% | $25000000.00       | $24943244.65       | Asset-Backed Securities                           |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_19-1A    | 2039-04-15      | 3.9670%  | 0.0000% | $17397000.00       | $2139154.79        | Asset-Backed Securities                           |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST CLAST_18-1         | 2043-06-15      | 4.1250%  | 0.0000% | $1498000.00        | $135402.09         | Asset-Backed Securities                           |
| CMLTI_21-J2                                             | 2051-07-25      | 0.7500%  | 0.0000% | $23484864.00       | $15045105.12       | Private Label Collateralized Mortgage Obligations |
| COMMONBOND STUDENT LOAN TRUST CBSLT_21-AGS              | 2052-03-25      | 1.4000%  | 0.0000% | $1110000.00        | $134855.56         | Asset-Backed Securities                           |
| EFMT_25-NQM4                                            | 2070-09-25      | 4.8452%  | 0.0000% | $2503000.00        | $2160636.37        | Private Label Collateralized Mortgage Obligations |
| FIGRE_26-FL1                                            | 2056-03-25      | 5.7920%  | 0.0000% | $7813008.00        | $7677942.80        | Asset-Backed Securities                           |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-2        | 2028-05-22      | 5.5600%  | 0.0000% | $2630000.00        | $2651790.72        | Asset-Backed Securities                           |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_25-FL4 | 2043-01-15      | 5.1358%  | 0.0000% | $900000.00         | $902537.91         | Private Label Collateralized Mortgage Obligations |
| HOMES_26-NQM2                                           | 2071-01-25      | 5.4880%  | 0.0000% | $4006700.00        | $3967758.61        | Private Label Collateralized Mortgage Obligations |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_25-C      | 2029-11-15      | 4.5700%  | 0.0000% | $2175000.00        | $2183630.76        | Asset-Backed Securities                           |
| JPMMT_17-1                                              | 2047-01-25      | 3.4438%  | 0.0000% | $1468370.00        | $868443.98         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TRUST JPMMT_25-NQM4                  | 2066-03-25      | 4.9540%  | 0.0000% | $7044970.00        | $6398913.32        | Private Label Collateralized Mortgage Obligations |
| MVWLLC_26-1                                             | 2043-03-20      | 5.3600%  | 0.0000% | $1633000.00        | $1630893.25        | Asset-Backed Securities                           |
| METRONET INFRASTRUCTURE ISSUER LLC MNET_26-1            | 2056-04-20      | 5.2730%  | 0.0000% | $4750000.00        | $4785040.22        | Asset-Backed Securities                           |
| MOSAIC SOLAR LOAN TRUST MSAIC_22-1                      | 2053-01-20      | 2.6400%  | 0.0000% | $1345000.00        | $714243.03         | Asset-Backed Securities                           |
| NAVSL_18-4A                                             | 2067-06-25      | 4.4564%  | 0.0000% | $560000.00         | $247662.93         | Asset-Backed Securities                           |
| WOODS_18-12BA-BR                                        | 2031-06-15      | 5.3740%  | 0.0000% | $1916500.00        | $1929949.06        | Asset-Backed Securities                           |
| NYMT_25-CP1                                             | 2069-11-25      | 3.7500%  | 0.0000% | $1666000.00        | $1546415.91        | Private Label Collateralized Mortgage Obligations |
| NYMT_25-CP1                                             | 2069-11-25      | 3.7500%  | 0.0000% | $2044000.00        | $1866786.90        | Private Label Collateralized Mortgage Obligations |
| OAKTREE CLO LTD OAKCL_25-32A                            | 2038-07-15      | 5.3731%  | 0.0000% | $2368592.00        | $2381924.31        | Asset-Backed Securities                           |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQ17                    | 2064-11-25      | 5.8630%  | 0.0000% | $1704000.00        | $1114949.80        | Private Label Collateralized Mortgage Obligations |
| PRKCM_23-AFC2                                           | 2058-06-25      | 7.0870%  | 0.0000% | $1456070.00        | $591692.19         | Private Label Collateralized Mortgage Obligations |
| PREFERRED TERM SECURITIES XIX LTD                       | 2035-12-22      | 4.3791%  | 0.0000% | $5100000.00        | $4125393.38        | Asset-Backed Securities                           |
| PROG_25-SFR4                                            | 2042-07-18      | 4.3000%  | 0.0000% | $2000000.00        | $1951005.78        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES4                                            | 2044-06-27      | 6.3210%  | 0.0000% | $913000.00         | $923876.49         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES4                                            | 2044-06-27      | 6.6690%  | 0.0000% | $856999.00         | $869473.69         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES8                                            | 2055-08-25      | 5.4997%  | 0.0000% | $1396000.00        | $1405177.79        | Private Label Collateralized Mortgage Obligations |
| RCKT_26-CES3                                            | 2056-03-27      | 5.5630%  | 0.0000% | $1130000.00        | $1128860.17        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES7                                            | 2044-10-25      | 5.7700%  | 0.0000% | $1228000.00        | $1234790.91        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                            | 2044-11-25      | 5.9084%  | 0.0000% | $1026000.00        | $1034507.12        | Private Label Collateralized Mortgage Obligations |
| RCKT MORTGAGE TRUST RCKT_24-CES8                        | 2044-11-25      | 6.1077%  | 0.0000% | $889000.00         | $896845.54         | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES1                                            | 2045-01-25      | 6.1630%  | 0.0000% | $1018000.00        | $1031283.51        | Private Label Collateralized Mortgage Obligations |
| RCKT_25-CES7                                            | 2055-07-25      | 5.8750%  | 0.0000% | $1230000.00        | $1239142.15        | Private Label Collateralized Mortgage Obligations |
| RMCT_24-J1                                              | 2054-11-25      | 0.0000%  | 0.0000% | $34973700.00       | $13336346.53       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_21-9                        | 2052-01-25      | 2.5000%  | 0.0000% | $125000.00         | $77198.42          | Private Label Collateralized Mortgage Obligations |
| TPMT_24-CES6                                            | 2064-11-25      | 6.0020%  | 0.0000% | $1500000.00        | $1517089.42        | Private Label Collateralized Mortgage Obligations |
| TPMT_25-CES3                                            | 2065-08-25      | 5.6170%  | 0.0000% | $2800000.00        | $2818283.45        | Private Label Collateralized Mortgage Obligations |
| PARK AVENUE TRUST PRKAV_17-245P                         | 2037-06-05      | 3.7793%  | 0.0000% | $5180000.00        | $5084534.92        | Private Label Collateralized Mortgage Obligations |
| UNITED AIRLINES INC                                     | 2038-08-15      | 5.4500%  | 0.0000% | $131000.00         | $126615.33         | Corporate Debt Securities                         |
| WENDYS FUNDING LLC WEN_22-1A                            | 2052-03-15      | 4.5350%  | 0.0000% | $1835000.00        | $1678515.18        | Asset-Backed Securities                           |
| WFLF_24-1                                               | 2039-02-18      | 5.4900%  | 0.0000% | $6745000.00        | $3365368.06        | Asset-Backed Securities                           |
| OCT_40-RR                                               | 2035-01-22      | 5.2252%  | 0.0000% | $8800000.00        | $8804219.19        | Asset-Backed Securities                           |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2026-05-06

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer