# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-25-309057
**Filing Date:** 2025-12
**Character Count:** 496648
**Document Hash:** 2b10848564b170d144d2d5ed397ca2ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309057.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309057

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251551798

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier Portfolio

**LEI of Series:** 54930008H3X1FEUL6Y34

**EDGAR Series Identifier:** S000000173

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 27 days

- **WAL:** 66 days

- **Total Value of Portfolio Securities:** $10140851713.25

- **Amortized Cost of Portfolio Securities:** $10139835002.45

- **Cash:** $2680082.62

- **Total Other Assets:** $39482362.28

- **Total Liabilities:** $38135086.24

- **Net Assets of Series:** $10143862361.11

- **Number of Shares Outstanding (Series):** 10143399643.7800

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $3706935202.26            | $5164158952.26             | 36.9200%                  | 51.4400%                   |
| 2025-11-04 | $3229059128.42            | $5175975872.01             | 32.1400%                  | 51.5200%                   |
| 2025-11-05 | $3485773625.48            | $5169576746.98             | 34.7100%                  | 51.4700%                   |
| 2025-11-06 | $3493787063.56            | $5230746689.37             | 34.4100%                  | 51.5200%                   |
| 2025-11-07 | $3886419264.48            | $5369209222.27             | 38.5400%                  | 53.2500%                   |
| 2025-11-10 | $3282408071.03            | $5275466083.23             | 32.3900%                  | 52.0500%                   |
| 2025-11-11 | $3282408071.03            | $5275466083.23             | 32.3900%                  | 52.0500%                   |
| 2025-11-12 | $3384313424.28            | $5264305539.40             | 33.2000%                  | 51.6400%                   |
| 2025-11-13 | $3483806507.86            | $5237005674.42             | 34.3300%                  | 51.6100%                   |
| 2025-11-14 | $4037998129.93            | $5205192129.93             | 39.9100%                  | 51.4500%                   |
| 2025-11-17 | $3422379088.58            | $5159539421.72             | 33.6500%                  | 50.7300%                   |
| 2025-11-18 | $3441914927.34            | $5240813110.30             | 33.5700%                  | 51.1200%                   |
| 2025-11-19 | $3515549287.13            | $5201316958.12             | 34.5200%                  | 51.0700%                   |
| 2025-11-20 | $3393951981.82            | $5192854140.83             | 33.2600%                  | 50.9000%                   |
| 2025-11-21 | $3955266031.10            | $5184219900.43             | 38.7500%                  | 50.8000%                   |
| 2025-11-24 | $3403388741.76            | $5240503741.18             | 33.3700%                  | 51.3900%                   |
| 2025-11-25 | $3538988736.35            | $5176137069.21             | 34.6600%                  | 50.7000%                   |
| 2025-11-26 | $3336630564.53            | $5210532314.05             | 32.7400%                  | 51.1300%                   |
| 2025-11-28 | $3947043665.76            | $5207309871.25             | 38.7700%                  | 51.1500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.3200%             |
| 2025-11-04 | 4.3000%             |
| 2025-11-05 | 4.2700%             |
| 2025-11-06 | 4.2400%             |
| 2025-11-07 | 4.2200%             |
| 2025-11-10 | 4.1700%             |
| 2025-11-11 | 4.1600%             |
| 2025-11-12 | 4.1600%             |
| 2025-11-13 | 4.1700%             |
| 2025-11-14 | 4.1700%             |
| 2025-11-17 | 4.1800%             |
| 2025-11-18 | 4.1800%             |
| 2025-11-19 | 4.1800%             |
| 2025-11-20 | 4.1800%             |
| 2025-11-21 | 4.1700%             |
| 2025-11-24 | 4.1600%             |
| 2025-11-25 | 4.1600%             |
| 2025-11-26 | 4.1700%             |
| 2025-11-28 | 4.1900%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0002                      |
|  |  |
| 2025-11-04 | 1.0002                      |
|  |  |
| 2025-11-05 | 1.0002                      |
|  |  |
| 2025-11-06 | 1.0002                      |
|  |  |
| 2025-11-07 | 1.0002                      |
|  |  |
| 2025-11-10 | 1.0002                      |
|  |  |
| 2025-11-11 | 1.0000                      |
|  |  |
| 2025-11-12 | 1.0002                      |
|  |  |
| 2025-11-13 | 1.0002                      |
|  |  |
| 2025-11-14 | 1.0002                      |
|  |  |
| 2025-11-17 | 1.0002                      |
|  |  |
| 2025-11-18 | 1.0002                      |
|  |  |
| 2025-11-19 | 1.0002                      |
|  |  |
| 2025-11-20 | 1.0002                      |
|  |  |
| 2025-11-21 | 1.0002                      |
|  |  |
| 2025-11-24 | 1.0002                      |
|  |  |
| 2025-11-25 | 1.0002                      |
|  |  |
| 2025-11-26 | 1.0002                      |
|  |  |
| 2025-11-28 | 1.0002                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $335854022.39

- **Number of Shares Outstanding:** 335843391.0440

- **Expense Reimbursement/Waiver:** 18668.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1736919.83               | $796052.60              |
| 2025-11-04 | $8779342.75               | $1577034.79             |
| 2025-11-05 | $115582.24                | $11590919.48            |
| 2025-11-06 | $6384201.36               | $494677.45              |
| 2025-11-07 | $5673330.30               | $678618.18              |
| 2025-11-10 | $32505857.07              | $460348.33              |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $227175.09                | $18591939.76            |
| 2025-11-13 | $2768905.99               | $19282275.02            |
| 2025-11-14 | $31363014.34              | $903435.65              |
| 2025-11-17 | $521559.92                | $875219.82              |
| 2025-11-18 | $1636666.21               | $1629970.20             |
| 2025-11-19 | $424672.70                | $729422.19              |
| 2025-11-20 | $1125848.57               | $695376.87              |
| 2025-11-21 | $1259121.61               | $5609950.06             |
| 2025-11-24 | $2716500.97               | $513892.36              |
| 2025-11-25 | $320608.89                | $659600.72              |
| 2025-11-26 | $2801789.82               | $808684.46              |
| 2025-11-28 | $950062.03                | $282845.15              |

**Total Gross Subscriptions (Month):** $101311159.69

**Total Gross Redemptions (Month):** $66180263.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.1400%           |
| 2025-11-04 | 4.1200%           |
| 2025-11-05 | 4.0900%           |
| 2025-11-06 | 4.0600%           |
| 2025-11-07 | 4.0400%           |
| 2025-11-10 | 3.9900%           |
| 2025-11-11 | 3.9800%           |
| 2025-11-12 | 3.9800%           |
| 2025-11-13 | 3.9900%           |
| 2025-11-14 | 3.9900%           |
| 2025-11-17 | 4.0000%           |
| 2025-11-18 | 4.0000%           |
| 2025-11-19 | 4.0000%           |
| 2025-11-20 | 4.0000%           |
| 2025-11-21 | 3.9900%           |
| 2025-11-24 | 3.9800%           |
| 2025-11-25 | 3.9800%           |
| 2025-11-26 | 3.9900%           |
| 2025-11-28 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 85.5900%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $9807207587.23

- **Number of Shares Outstanding:** 9806755539.6360

- **Expense Reimbursement/Waiver:** 562446.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $77439611.03              | $52379721.00            |
| 2025-11-04 | $52785790.73              | $51272292.38            |
| 2025-11-05 | $58907784.44              | $55799902.11            |
| 2025-11-06 | $58971254.23              | $37355309.02            |
| 2025-11-07 | $52236487.14              | $39232471.63            |
| 2025-11-10 | $50636454.86              | $36752019.16            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $67812377.82              | $59050715.33            |
| 2025-11-13 | $42384659.49              | $54325333.55            |
| 2025-11-14 | $36858924.37              | $55970353.97            |
| 2025-11-17 | $91190037.87              | $36670009.60            |
| 2025-11-18 | $44919733.86              | $49757181.57            |
| 2025-11-19 | $55753306.37              | $35626147.07            |
| 2025-11-20 | $48503236.60              | $34236367.81            |
| 2025-11-21 | $50729418.81              | $49477932.34            |
| 2025-11-24 | $28545140.09              | $35542165.71            |
| 2025-11-25 | $50219105.95              | $51150625.59            |
| 2025-11-26 | $44220392.58              | $56024875.00            |
| 2025-11-28 | $35817653.98              | $40059730.56            |

**Total Gross Subscriptions (Month):** $947931370.22

**Total Gross Redemptions (Month):** $830683153.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.1400%           |
| 2025-11-04 | 4.1200%           |
| 2025-11-05 | 4.0900%           |
| 2025-11-06 | 4.0600%           |
| 2025-11-07 | 4.0400%           |
| 2025-11-10 | 3.9900%           |
| 2025-11-11 | 3.9800%           |
| 2025-11-12 | 3.9800%           |
| 2025-11-13 | 3.9900%           |
| 2025-11-14 | 3.9900%           |
| 2025-11-17 | 4.0000%           |
| 2025-11-18 | 4.0000%           |
| 2025-11-19 | 4.0000%           |
| 2025-11-20 | 3.9900%           |
| 2025-11-21 | 3.9900%           |
| 2025-11-24 | 3.9800%           |
| 2025-11-25 | 3.9800%           |
| 2025-11-26 | 3.9900%           |
| 2025-11-28 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 51.6000%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $32623.53

- **Number of Shares Outstanding:** 32622.3900

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0001          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $100.78                   | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $100.78

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6000%           |
| 2025-11-04 | 3.5800%           |
| 2025-11-05 | 3.5500%           |
| 2025-11-06 | 3.5200%           |
| 2025-11-07 | 3.5000%           |
| 2025-11-10 | 3.4500%           |
| 2025-11-11 | 3.4400%           |
| 2025-11-12 | 3.4400%           |
| 2025-11-13 | 3.4400%           |
| 2025-11-14 | 3.4500%           |
| 2025-11-17 | 3.4600%           |
| 2025-11-18 | 3.4600%           |
| 2025-11-19 | 3.4600%           |
| 2025-11-20 | 3.4500%           |
| 2025-11-21 | 3.4500%           |
| 2025-11-24 | 3.4400%           |
| 2025-11-25 | 3.4400%           |
| 2025-11-26 | 3.4500%           |
| 2025-11-28 | 3.4700%           |

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

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $27876.36

- **Number of Shares Outstanding:** 27875.0100

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $91.78                    | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $91.78

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8500%           |
| 2025-11-04 | 3.8300%           |
| 2025-11-05 | 3.7900%           |
| 2025-11-06 | 3.7700%           |
| 2025-11-07 | 3.7500%           |
| 2025-11-10 | 3.7000%           |
| 2025-11-11 | 3.6900%           |
| 2025-11-12 | 3.6900%           |
| 2025-11-13 | 3.6900%           |
| 2025-11-14 | 3.6900%           |
| 2025-11-17 | 3.7100%           |
| 2025-11-18 | 3.7100%           |
| 2025-11-19 | 3.7100%           |
| 2025-11-20 | 3.7000%           |
| 2025-11-21 | 3.7000%           |
| 2025-11-24 | 3.6800%           |
| 2025-11-25 | 3.6900%           |
| 2025-11-26 | 3.6900%           |
| 2025-11-28 | 3.7100%           |

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

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $11658.46

- **Number of Shares Outstanding:** 11657.8900

- **Expense Reimbursement/Waiver:** 1.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $32.87                    | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $32.87

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.2900%           |
| 2025-11-04 | 3.2600%           |
| 2025-11-05 | 3.2300%           |
| 2025-11-06 | 3.2100%           |
| 2025-11-07 | 3.1900%           |
| 2025-11-10 | 3.1400%           |
| 2025-11-11 | 3.1300%           |
| 2025-11-12 | 3.1200%           |
| 2025-11-13 | 3.1300%           |
| 2025-11-14 | 3.1300%           |
| 2025-11-17 | 3.1400%           |
| 2025-11-18 | 3.1500%           |
| 2025-11-19 | 3.1400%           |
| 2025-11-20 | 3.1400%           |
| 2025-11-21 | 3.1300%           |
| 2025-11-24 | 3.1200%           |
| 2025-11-25 | 3.1200%           |
| 2025-11-26 | 3.1300%           |
| 2025-11-28 | 3.1500%           |

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

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $728593.14

- **Number of Shares Outstanding:** 728557.8100

- **Expense Reimbursement/Waiver:** 42.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 0.9913          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $2484.80                  | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $2484.80

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9800%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9000%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8300%           |
| 2025-11-11 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8300%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8400%           |
| 2025-11-18 | 3.8400%           |
| 2025-11-19 | 3.8400%           |
| 2025-11-20 | 3.8400%           |
| 2025-11-21 | 3.8300%           |
| 2025-11-24 | 3.8200%           |
| 2025-11-25 | 3.8200%           |
| 2025-11-26 | 3.8300%           |
| 2025-11-28 | 3.8500%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** ANZ New Zealand Int'l Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0018A3C28, C.4 - ISIN: US0018A3C280, C.3 - LEI: 213800VD256NU2D97H12
- **C.18 - Value (incl. sponsor support):** $49506325.00
- **C.18.a - Value (excl. sponsor support):** $49506325.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.360000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABY5, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $100041460.00
- **C.18.a - Value (excl. sponsor support):** $100041460.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 4.330000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NABZ2, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $100036740.00
- **C.18.a - Value (excl. sponsor support):** $100036740.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Altoona-Blair County Development Corp.; Series 2015, VRD Bonds (LOC-PNC Bank, N.A.) 4.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 021752AA8, C.4 - ISIN: US021752AA87, C.3 - LEI: 549300UTMGMP6XD0ZY27
- **C.18 - Value (incl. sponsor support):** $17850000.00
- **C.18.a - Value (excl. sponsor support):** $17850000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2035-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M2Z33, C.4 - ISIN: US0347M2Z331, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $99945000.00
- **C.18.a - Value (excl. sponsor support):** $99945000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's) 4.560000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03482WLX6, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $80000365.60
- **C.18.a - Value (excl. sponsor support):** $80000365.60
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Aquitaine Funding Co. LLC

- **C.1 - Title:** Aquitaine Funding Co. LLC (CEP-Societe Generale S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843LZ19, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $199933480.00
- **C.18.a - Value (excl. sponsor support):** $199933480.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 8: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC (CEP-Credit Agricole Corporate & Investment Bank S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UAM4, C.4 - ISIN: US04821UAM45, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $39762000.00
- **C.18.a - Value (excl. sponsor support):** $39762000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Australia & New Zealand Banking Group, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253CBP0, C.4 - ISIN: US05253CBP05, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $64392900.00
- **C.18.a - Value (excl. sponsor support):** $64392900.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Banco Santander, S.A. 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHC9, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100015240.00
- **C.18.a - Value (excl. sponsor support):** $100015240.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Banco Santander

- **C.1 - Title:** Banco Santander, S.A. 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHN5, C.4 - ISIN: US05973RHN52, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $50012765.00
- **C.18.a - Value (excl. sponsor support):** $50012765.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Banco Santander

- **C.1 - Title:** Banco Santander, S.A. 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RHV7, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $50011885.00
- **C.18.a - Value (excl. sponsor support):** $50011885.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.370000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25003373.25
- **C.18.a - Value (excl. sponsor support):** $25003373.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSH8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $75038715.00
- **C.18.a - Value (excl. sponsor support):** $75038715.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.440000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKT1, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $25025007.50
- **C.18.a - Value (excl. sponsor support):** $25025007.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.380000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMX0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $9996791.00
- **C.18.a - Value (excl. sponsor support):** $9996791.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PE69, C.4 - ISIN: US06054PE696, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $49138000.00
- **C.18.a - Value (excl. sponsor support):** $49138000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PEM4, C.4 - ISIN: US06054PEM41, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $9811800.00
- **C.18.a - Value (excl. sponsor support):** $9811800.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.350000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $80034956.00
- **C.18.a - Value (excl. sponsor support):** $80034956.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Bank of America, N.A.

- **C.1 - Title:** Bank of America NA 4.240000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RD25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $25005573.00
- **C.18.a - Value (excl. sponsor support):** $25005573.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EBL3, C.4 - ISIN: US06741EBL39, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $29723100.00
- **C.18.a - Value (excl. sponsor support):** $29723100.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741ECC2, C.4 - ISIN: US06741ECC21, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49429500.00
- **C.18.a - Value (excl. sponsor support):** $49429500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EEJ5, C.4 - ISIN: US06741EEJ55, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $73590510.00
- **C.18.a - Value (excl. sponsor support):** $73590510.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-18
- **C.12 - Maturity Date (WAL):** 2026-05-18
- **C.13 - Final Legal Maturity Date:** 2026-05-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.280000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQS5, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $99999700.00
- **C.18.a - Value (excl. sponsor support):** $99999700.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEQ0, C.4 - ISIN: US06745GEQ01, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49995565.00
- **C.18.a - Value (excl. sponsor support):** $49995565.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Bennington Stark Capital Co., LLC

- **C.1 - Title:** Bennington Stark Capital Co. (CEP-Societe Generale S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LZ33, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $43076139.84
- **C.18.a - Value (excl. sponsor support):** $43076139.84
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TA80, C.4 - ISIN: US12509TA808, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $49775000.00
- **C.18.a - Value (excl. sponsor support):** $49775000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509TB30, C.4 - ISIN: US12509TB301, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $64522250.00
- **C.18.a - Value (excl. sponsor support):** $64522250.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: California (State of) Public Finance Authority

- **C.1 - Title:** California (State of) Public Finance Authority (Adventist Health System West): Series 2024C, VRD RB (LOC-PNC Bank, N.A.) 4.000000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMZ2, C.4 - ISIN: US13606DMZ23, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $80014537.60
- **C.18.a - Value (excl. sponsor support):** $80014537.60
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBU0, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $75036982.50
- **C.18.a - Value (excl. sponsor support):** $75036982.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.230000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBW6, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $55001265.00
- **C.18.a - Value (excl. sponsor support):** $55001265.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327BEE1, C.4 - ISIN: US17327BEE11, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $24552000.00
- **C.18.a - Value (excl. sponsor support):** $24552000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Collateralized Commercial Paper V Co., LLC (CEP-JPMorgan Securities LLC) 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RMQ9, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $50009288.50
- **C.18.a - Value (excl. sponsor support):** $50009288.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Collateralized Commercial Paper V Co., LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co., LLC (CEP-JPMorgan Securities LLC) 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RQ69, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $50001547.00
- **C.18.a - Value (excl. sponsor support):** $50001547.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series B (CEP-Goldman Sachs International)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632LBR7, C.4 - ISIN: US20632LBR78, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $14852400.00
- **C.18.a - Value (excl. sponsor support):** $14852400.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series B (CEP-Goldman Sachs International) 4.390000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEB8, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $35001050.00
- **C.18.a - Value (excl. sponsor support):** $35001050.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series A (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C0ZH8, C.4 - ISIN: US2063C0ZH82, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50948782.40
- **C.18.a - Value (excl. sponsor support):** $50948782.40
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series A (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C1BR0, C.4 - ISIN: US2063C1BR04, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $61078941.91
- **C.18.a - Value (excl. sponsor support):** $61078941.91
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JT62, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50020905.00
- **C.18.a - Value (excl. sponsor support):** $50020905.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JXF7, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $50078595.00
- **C.18.a - Value (excl. sponsor support):** $50078595.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1DL1, C.4 - ISIN: US2332K1DL18, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $49239000.00
- **C.18.a - Value (excl. sponsor support):** $49239000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G79, C.4 - ISIN: US2332K1G791, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $39068800.00
- **C.18.a - Value (excl. sponsor support):** $39068800.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Dexia S.A.

- **C.1 - Title:** Dexia S.A.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 25213DBD2, C.3 - LEI: F4G136OIPBYND1F41110
- **C.18 - Value (incl. sponsor support):** $49584000.00
- **C.18.a - Value (excl. sponsor support):** $49584000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 45: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia) 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRC2, C.3 - LEI: 549300F0VEQZBI4UA309
- **C.18 - Value (incl. sponsor support):** $59999917.80
- **C.18.a - Value (excl. sponsor support):** $59999917.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia) 4.160000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GRM0, C.3 - LEI: 549300F0VEQZBI4UA309
- **C.18 - Value (incl. sponsor support):** $95003038.10
- **C.18.a - Value (excl. sponsor support):** $95003038.10
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **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 47: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 0.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJN6, C.4 - ISIN: US40054PJN69, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $150010845.00
- **C.18.a - Value (excl. sponsor support):** $150010845.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJU0, C.4 - ISIN: US40054PJU03, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $50003940.00
- **C.18.a - Value (excl. sponsor support):** $50003940.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Halkin Finance LLC

- **C.1 - Title:** Halkin Finance LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40588LZ10, C.4 - ISIN: US40588LZ109, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $17994058.20
- **C.18.a - Value (excl. sponsor support):** $17994058.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **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 50: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC 4.340000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GG36, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25003250.00
- **C.18.a - Value (excl. sponsor support):** $25003250.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC 4.270000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGB8, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $25006505.00
- **C.18.a - Value (excl. sponsor support):** $25006505.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: ING (US) Funding LLC

- **C.1 - Title:** ING (US) Funding LLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685RE11, C.4 - ISIN: US45685RE118, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $39340000.00
- **C.18.a - Value (excl. sponsor support):** $39340000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Jets Stadium Development, LLC

- **C.1 - Title:** Jets Stadium Development, LLC; Series 2014 A-4B, VRD Bonds (LOC-Sumitomo Mitsui Banking Corp.) 4.500000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AK7, C.4 - ISIN: US477181AK72, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $12600000.00
- **C.18.a - Value (excl. sponsor support):** $12600000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 54: Jets Stadium Development, LLC

- **C.1 - Title:** Jets Stadium Development, LLC; Series 2014 A-4C, VRD Bonds (LOC-Sumitomo Mitsui Banking Corp.) 4.500000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 477181AL5, C.4 - ISIN: US477181AL55, C.3 - LEI: 98450040WC73705F8755
- **C.18 - Value (incl. sponsor support):** $27300000.00
- **C.18.a - Value (excl. sponsor support):** $27300000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2047-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 55: Kreditanstalt fur Wiederaufbau

- **C.1 - Title:** Kreditanstalt fur Wiederaufbau
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 48246UCC8, C.4 - ISIN: US48246UCC80, C.3 - LEI: 549300GDPG70E3MBBU98
- **C.18 - Value (incl. sponsor support):** $49450000.00
- **C.18.a - Value (excl. sponsor support):** $49450000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: KEB Hana Bank

- **C.1 - Title:** KEB Hana Bank 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48723KDL1, C.3 - LEI: 6RPK2YDJN6L35AS0M510
- **C.18 - Value (incl. sponsor support):** $100017700.00
- **C.18.a - Value (excl. sponsor support):** $100017700.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: KEB Hana Bank

- **C.1 - Title:** KEB Hana Bank 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 48723KDQ0, C.4 - ISIN: US48723KDQ04, C.3 - LEI: 6RPK2YDJN6L35AS0M510
- **C.18 - Value (incl. sponsor support):** $50001805.00
- **C.18.a - Value (excl. sponsor support):** $50001805.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Keep Memory Alive

- **C.1 - Title:** Keep Memory Alive; Series 2013, VRD Bonds (LOC-PNC Bank, N.A.) 4.050000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13160000.00
- **C.18.a - Value (excl. sponsor support):** $13160000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 59: Korea Development Bank

- **C.1 - Title:** Korea Development Bank 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BR37, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $50032000.00
- **C.18.a - Value (excl. sponsor support):** $50032000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Korea Development Bank

- **C.1 - Title:** Korea Development Bank
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5006E3AT7, C.4 - ISIN: US5006E3AT78, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49673500.00
- **C.18.a - Value (excl. sponsor support):** $49673500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Liberty Street Funding LLC

- **C.1 - Title:** Liberty Street Funding LLC (CEP-Bank of Nova Scotia)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127UB33, C.4 - ISIN: US53127UB334, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $24817000.00
- **C.18.a - Value (excl. sponsor support):** $24817000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Lion Bay Funding  LLC

- **C.1 - Title:** Lion Bay Funding LLC (Multi-CEP's) 4.230000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53620AAV8, C.4 - ISIN: US53620AAV89, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $35000877.10
- **C.18.a - Value (excl. sponsor support):** $35000877.10
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HDQ1, C.4 - ISIN: US53943HDQ11, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49209500.00
- **C.18.a - Value (excl. sponsor support):** $49209500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943RZ85, C.4 - ISIN: US53943RZ859, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $26935608.15
- **C.18.a - Value (excl. sponsor support):** $26935608.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SB97, C.4 - ISIN: US53943SB973, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $51037555.60
- **C.18.a - Value (excl. sponsor support):** $51037555.60
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SBB2, C.4 - ISIN: US53943SBB25, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49197248.00
- **C.18.a - Value (excl. sponsor support):** $49197248.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SC96, C.4 - ISIN: US53943SC963, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49456500.00
- **C.18.a - Value (excl. sponsor support):** $49456500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D5D7, C.4 - ISIN: US60683D5D70, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $100000700.00
- **C.18.a - Value (excl. sponsor support):** $100000700.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FAC8, C.4 - ISIN: US60683FAC86, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $100019710.00
- **C.18.a - Value (excl. sponsor support):** $100019710.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Mont Blanc Capital Corp.

- **C.1 - Title:** Mont Blanc Capital Corp. (CEP-ING Bank N.V.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P4ZF0, C.4 - ISIN: US6117P4ZF09, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $29943600.00
- **C.18.a - Value (excl. sponsor support):** $29943600.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Mont Blanc Capital Corp.

- **C.1 - Title:** Mont Blanc Capital Corp. (CEP-ING Bank N.V.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6117P5BJ5, C.4 - ISIN: US6117P5BJ51, C.3 - LEI: 549300NC8BUDZTUFIQ67
- **C.18 - Value (incl. sponsor support):** $20231294.70
- **C.18.a - Value (excl. sponsor support):** $20231294.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Mountcliff Funding LLC

- **C.1 - Title:** Mountcliff Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62455GAC8, C.4 - ISIN: US62455GAC87, C.3 - LEI: 549300QQWCVSS127SC64
- **C.18 - Value (incl. sponsor support):** $99505000.00
- **C.18.a - Value (excl. sponsor support):** $99505000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VLY4, C.4 - ISIN: US67984VLY47, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $35013842.50
- **C.18.a - Value (excl. sponsor support):** $35013842.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.360000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VMA5, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50017600.00
- **C.18.a - Value (excl. sponsor support):** $50017600.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VMT4, C.4 - ISIN: US67984VMT43, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50003500.00
- **C.18.a - Value (excl. sponsor support):** $50003500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984XKY1, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $38857560.00
- **C.18.a - Value (excl. sponsor support):** $38857560.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985EHM2, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $48725350.00
- **C.18.a - Value (excl. sponsor support):** $48725350.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RCW1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $24998000.00
- **C.18.a - Value (excl. sponsor support):** $24998000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.410000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RDR1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25001199.25
- **C.18.a - Value (excl. sponsor support):** $25001199.25
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.460000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018REK5, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust (CEP-Bank of Montreal) 4.350000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEE6, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50016575.00
- **C.18.a - Value (excl. sponsor support):** $50016575.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888XA63, C.4 - ISIN: US75888XA638, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $49784000.00
- **C.18.a - Value (excl. sponsor support):** $49784000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Regatta Funding Co. LLC

- **C.1 - Title:** Regatta Funding Co. LLC (CEP-MEP)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75888XA97, C.4 - ISIN: US75888XA976, C.3 - LEI: 549300WUYTMY4HKCQ621
- **C.18 - Value (incl. sponsor support):** $56734380.00
- **C.18.a - Value (excl. sponsor support):** $56734380.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC (CEP-BNP Paribas S.A.) 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EPB5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $10000650.00
- **C.18.a - Value (excl. sponsor support):** $10000650.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.320000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTC4, C.4 - ISIN: US85325VTC45, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $90002813.40
- **C.18.a - Value (excl. sponsor support):** $90002813.40
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSL5, C.4 - ISIN: US86565GSL58, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $50009715.00
- **C.18.a - Value (excl. sponsor support):** $50009715.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.270000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTA8, C.4 - ISIN: US86565GTA84, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $50009920.00
- **C.18.a - Value (excl. sponsor support):** $50009920.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTV2, C.4 - ISIN: US86565GTV22, C.3 - LEI: 5U0XI89JRFVHWIBS4F54
- **C.18 - Value (incl. sponsor support):** $30003033.00
- **C.18.a - Value (excl. sponsor support):** $30003033.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: Swedbank AB

- **C.1 - Title:** Swedbank AB 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WP25, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $25034730.00
- **C.18.a - Value (excl. sponsor support):** $25034730.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-24
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC ( CEP - Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603HFV5, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $48588150.00
- **C.18.a - Value (excl. sponsor support):** $48588150.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.310000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D5D4, C.4 - ISIN: US89115D5D47, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50007645.50
- **C.18.a - Value (excl. sponsor support):** $50007645.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DKY1, C.4 - ISIN: US89115DKY12, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $100152485.00
- **C.18.a - Value (excl. sponsor support):** $100152485.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Toyota Motor Credit Corp.

- **C.1 - Title:** Toyota Motor Credit Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233GZ41, C.4 - ISIN: US89233GZ419, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $49967500.00
- **C.18.a - Value (excl. sponsor support):** $49967500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: UBS AG

- **C.1 - Title:** UBS AG 4.564000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JXQ4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $100000007.00
- **C.18.a - Value (excl. sponsor support):** $100000007.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: UBS AG

- **C.1 - Title:** UBS AG 4.663000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYK6, C.4 - ISIN: US90276JYK68, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $25016292.75
- **C.18.a - Value (excl. sponsor support):** $25016292.75
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: UBS AG

- **C.1 - Title:** UBS AG 4.562000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYP5, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $35010815.00
- **C.18.a - Value (excl. sponsor support):** $35010815.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: UBS AG

- **C.1 - Title:** UBS AG 4.466000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYU4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50007500.00
- **C.18.a - Value (excl. sponsor support):** $50007500.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: UBS AG

- **C.1 - Title:** UBS AG 4.370000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYY6, C.4 - ISIN: US90276JYY62, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50008019.50
- **C.18.a - Value (excl. sponsor support):** $50008019.50
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: UBS AG

- **C.1 - Title:** UBS AG 4.488000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZB5, C.4 - ISIN: US90276JZB50, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $30004791.60
- **C.18.a - Value (excl. sponsor support):** $30004791.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: University of Texas System Board of Regents

- **C.1 - Title:** University of Texas System Board of Regents; Subseries 2016 G-2, VRD RB 3.980000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 91514AEY7, C.4 - ISIN: US91514AEY73, C.3 - LEI: TEHUYFNKZR6XVWLGEU86
- **C.18 - Value (incl. sponsor support):** $27550000.00
- **C.18.a - Value (excl. sponsor support):** $27550000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2045-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: Ziegler Realty LLC

- **C.1 - Title:** Ziegler Realty LLC; Series 2007, VRD (LOC-Wells Fargo Bank, N.A.) 4.110000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98952NAA9, C.4 - ISIN: US98952NAA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3800000.00
- **C.18.a - Value (excl. sponsor support):** $3800000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2033-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SS488, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7SS488
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICA MOVIL SAB DE CV        SR GLBL NT 49    | 2049-04-22      | 4.3750%  | 0.0000% | $2093000.00        | $1801748.58        | Corporate Debt Securities |
| BOKF NATL ASSN TULSA OK        SR SB NT6.108%40 | 2040-11-06      | 6.1080%  | 0.0000% | $3110000.00        | $3185519.09        | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             LW TIER II GLBL  | 2031-07-08      | 5.8820%  | 0.0000% | $200000.00         | $212524.89         | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT5.5%45 | 2045-11-15      | 5.5000%  | 0.0000% | $2000.00           | $2011.86           | Corporate Debt Securities |
| META PLATFORMS INC             SR GLBL NT4.6%32 | 2032-11-15      | 4.6000%  | 0.0000% | $5254000.00        | $5355162.85        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-07-23      | 5.3300%  | 0.0000% | $4615000.00        | $4880440.70        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.9%52 | 2052-08-05      | 4.9000%  | 0.0000% | $5852000.00        | $5087732.05        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SUB NT 4.95%45   | 2045-06-01      | 4.9500%  | 0.0000% | $350000.00         | $344567.13         | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 102822-102862 | 2062-10-28      | 4.0407%  | 0.0000% | $19558000.00       | $19223002.75       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 35    | 2035-01-23      | 5.3360%  | 0.0000% | $249000.00         | $265176.98         | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          CD 4.5%31        | 2031-09-30      | 4.5000%  | 0.0000% | $2000.00           | $1777.72           | Money Market              |
| JPMORGAN CHASE BK N A          33               | 2033-08-30      | 4.8000%  | 0.0000% | $4000.00           | $3802.68           | Money Market              |
| JPMORGAN CHASE BK N A          32               | 2032-03-30      | 4.0000%  | 0.0000% | $4000.00           | $3466.38           | Money Market              |
| JPMORGAN CHASE BK N A          CD ZERO LKD 26   | 2026-04-30      | 0.0000%  | 0.0000% | $4000.00           | $3980.00           | Money Market              |
| JPMORGAN CHASE FINL CO LLC     VR 041122-041162 | 2062-04-11      | 3.7218%  | 0.0000% | $45151000.00       | $44096961.59       | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 042922-042962 | 2062-04-29      | 3.7829%  | 0.0000% | $28800000.00       | $28322494.07       | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BK NATL SR NT 4.465%31   | 2031-11-19      | 4.4650%  | 0.0000% | $30196000.00       | $30423866.57       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-09-26      | 5.8750%  | 0.0000% | $40397000.00       | $38622685.21       | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $903000.00         | $946221.29         | Corporate Debt Securities |
| WELLS FARGO & CO               SB GLBL DB5.5%35 | 2035-08-01      | 5.5000%  | 0.0000% | $912000.00         | $966834.00         | Corporate Debt Securities |
| WOM MOBILE SPA                 1LIEN GLBL PIK31 | 2031-04-01      | 11.0000% | 0.0000% | $25.00             | $25.00             | Corporate Debt Securities |
| LA RIOJA PROV                  GLBL AMZ STEP 28 | 2028-02-24      | 8.5000%  | 0.0000% | $1.00              | $0.64              | Corporate Debt Securities |

### Security 103: Societe Generale

- **C.1 - Title:** Societe Generale 4.060000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SSUR7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV7SSUR7
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AMC ENTMT HLDGS INC            1LIEN GLBL 29           | 2029-02-15      | 7.5000%  | 0.0000% | $184000.00         | $167605.29         | Corporate Debt Securities                         |
| APLD COMPUTECO LLC             1LIEN AMZ 144A30        | 2030-12-15      | 9.2500%  | 0.0000% | $1731000.00        | $1663050.56        | Corporate Debt Securities                         |
| AT&T INC                       SR GLBL NT3.8%57        | 2057-12-01      | 3.8000%  | 0.0000% | $93000.00          | $67981.45          | Corporate Debt Securities                         |
| AAMES MTG TR 2005-4            M5     20351025 FLT     | 2035-10-25      | 5.0438%  | 0.0000% | $222439.00         | $128528.86         | Asset-Backed Securities                           |
| ACRISURE LLC / ACRISURE FIN    SR 144A NT8.5%29        | 2029-06-15      | 8.5000%  | 0.0000% | $49000.00          | $53182.45          | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR SEC 144A NT32        | 2032-07-01      | 6.7500%  | 0.0000% | $2000.00           | $2104.77           | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC         SR GLBL 144A 33         | 2033-08-01      | 7.3750%  | 0.0000% | $1000.00           | $1040.55           | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL 144A 36         | 2036-01-20      | 7.6250%  | 0.0000% | $199000.00         | $191132.31         | Corporate Debt Securities                         |
| AGILENT TECHNOLOGIES INC       SR GLBL NT 26           | 2026-09-22      | 3.0500%  | 0.0000% | $2000.00           | $1994.86           | Corporate Debt Securities                         |
| AIR LEASE CORP                 PERP JR SB GLBL         | 2099-12-31      | 4.6500%  | 0.0000% | $25000.00          | $24955.23          | Corporate Debt Securities                         |
| AIR LEASE CORP                 PERP JR SB GLBL         | 2099-12-31      | 4.1250%  | 0.0000% | $1000.00           | $978.52            | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.75%26          | 2026-06-15      | 7.7500%  | 0.0000% | $51000.00          | $53378.14          | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.45%29          | 2029-08-01      | 7.4500%  | 0.0000% | $38000.00          | $41485.07          | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 8%31             | 2031-05-01      | 8.0000%  | 0.0000% | $464000.00         | $506892.16         | Corporate Debt Securities                         |
| ALBERTSONS INC                 FR 6.53%041028          | 2028-04-10      | 6.5300%  | 0.0000% | $3000.00           | $3096.47           | Corporate Debt Securities                         |
| ALBERTSONS INC                 FR 6.63%060228          | 2028-06-02      | 6.6300%  | 0.0000% | $3000.00           | $3132.11           | Corporate Debt Securities                         |
| ALLSTATE CORP                  SUB GLBL B DB 53        | 2053-08-15      | 7.0514%  | 0.0000% | $1000.00           | $1002.48           | Corporate Debt Securities                         |
| ALLY FINL INC                  ALT TIER I PERP         | 2099-12-31      | 4.7000%  | 0.0000% | $6000.00           | $5529.94           | Corporate Debt Securities                         |
| ALLY FINL INC                  JR SB GLBL NT 40        | 2040-01-17      | 6.6460%  | 0.0000% | $29000.00          | $29855.04          | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 29          | 2029-11-01      | 9.5000%  | 0.0000% | $379.00            | $394.24            | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 32          | 2032-03-15      | 6.5000%  | 0.0000% | $426.00            | $418.65            | Corporate Debt Securities                         |
| ALTA EQUIPMENT GROUP INC       SR SEC GLBL 29          | 2029-06-01      | 9.0000%  | 0.0000% | $50000.00          | $46179.50          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62        | 2062-02-15      | 3.8750%  | 0.0000% | $3000.00           | $2949.38           | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    JR SB GLBL NT 55        | 2055-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1024.87           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 36           | 2036-10-24      | 4.8040%  | 0.0000% | $1000.00           | $1000.69           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR DEB 7.73%96          | 2096-09-15      | 7.7300%  | 0.0000% | $31000.00          | $32863.56          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR DEB 7.25%96          | 2096-11-15      | 7.2500%  | 0.0000% | $9000.00           | $8828.98           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DB7.2%29        | 2029-03-15      | 7.2000%  | 0.0000% | $24000.00          | $26262.24          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.5%44        | 2044-07-15      | 4.5000%  | 0.0000% | $10000.00          | $8079.65           | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT 27           | 2027-11-15      | 4.8750%  | 0.0000% | $1000.00           | $1005.09           | Corporate Debt Securities                         |
| ASHLAND INC                    SR GLBL 144A 31         | 2031-09-01      | 3.3750%  | 0.0000% | $202000.00         | $183986.90         | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48        | 2048-03-27      | 7.0000%  | 0.0000% | $5000.00           | $5209.71           | Corporate Debt Securities                         |
| ATLANTICUS HOLDINGS CORP       SR GLBL 144A 30         | 2030-09-01      | 9.7500%  | 0.0000% | $45000.00          | $44733.68          | Corporate Debt Securities                         |
| AXON ENTERPRISE INC            SR GLBL 144A 30         | 2030-03-15      | 6.1250%  | 0.0000% | $27000.00          | $28148.85          | Corporate Debt Securities                         |
| B & G FOODS INC                SR SEC GLBL 28          | 2028-09-15      | 8.0000%  | 0.0000% | $26000.00          | $26184.40          | Corporate Debt Securities                         |
| BX COM MRTG TR 2022-CSMO       E      20390615 FLT     | 2039-06-15      | 9.2177%  | 0.0000% | $1791659.00        | $1800238.54        | Private Label Collateralized Mortgage Obligations |
| BW REAL ESTATE  INC            PERP JR -B 144A         | 2099-12-31      | 9.5000%  | 0.0000% | $108000.00         | $111688.80         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 26           | 2026-03-15      | 4.8750%  | 0.0000% | $101000.00         | $101619.68         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           ALT TIER I PERP         | 2099-12-31      | 9.6250%  | 0.0000% | $200000.00         | $241134.31         | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031          | 2031-09-30      | 3.2500%  | 0.0000% | $32000.00          | $31693.96          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28           | 2028-09-30      | 11.0000% | 0.0000% | $2599000.00        | $2762119.02        | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR GLBL 144A 32         | 2032-03-15      | 7.3750%  | 0.0000% | $1000000.00        | $1028144.86        | Corporate Debt Securities                         |
| BLACKSTONE MORTGAGE TRUST INC  SR SEC GLBL 29          | 2029-12-01      | 7.7500%  | 0.0000% | $8000.00           | $8697.55           | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 30         | 2030-11-15      | 8.7500%  | 0.0000% | $1250000.00        | $1353687.15        | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL 144A 33         | 2033-06-15      | 6.7500%  | 0.0000% | $324000.00         | $351923.13         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 26         | 2026-10-15      | 5.0000%  | 0.0000% | $688000.00         | $690884.25         | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  SR GLBL NT 27           | 2027-11-15      | 3.9500%  | 0.0000% | $70000.00          | $69042.85          | Corporate Debt Securities                         |
| BRANDYWINE OPER PARTNERSHIP L  CR SEN GLBL NT28        | 2028-03-15      | 8.3000%  | 0.0000% | $15000.00          | $16073.41          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 4.55%32         | 2032-02-15      | 4.5500%  | 0.0000% | $2000.00           | $2051.00           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT5.2%35        | 2035-07-15      | 5.2000%  | 0.0000% | $2000.00           | $2124.14           | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27          | 2027-04-01      | 4.5000%  | 0.0000% | $53000.00          | $52429.46          | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR GLBL NT5.6%44        | 2044-10-15      | 5.6000%  | 0.0000% | $5000.00           | $4641.04           | Corporate Debt Securities                         |
| BUCKEYE PARTNERS L P           SR NT 3.95%26           | 2026-12-01      | 3.9500%  | 0.0000% | $16000.00          | $16211.85          | Corporate Debt Securities                         |
| BX TR 2021-SDMF                G      20340915 FLT     | 2034-09-15      | 6.9585%  | 0.0000% | $10064.00          | $9289.43           | Private Label Collateralized Mortgage Obligations |
| PARAMOUNT GLOBAL               SR NT 4.85%42           | 2042-07-01      | 4.8500%  | 0.0000% | $6000.00           | $4938.69           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44        | 2044-08-15      | 4.9000%  | 0.0000% | $5000.00           | $3968.70           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR NT 4%26              | 2026-01-15      | 4.0000%  | 0.0000% | $4000.00           | $4054.35           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 34         | 2034-01-15      | 4.2500%  | 0.0000% | $10000.00          | $8603.21           | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32         | 2032-02-01      | 4.7500%  | 0.0000% | $55000.00          | $51066.81          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   2LIEN GLBL 29           | 2029-04-15      | 6.8750%  | 0.0000% | $44000.00          | $40320.36          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 30           | 2030-05-15      | 5.2500%  | 0.0000% | $129000.00         | $121931.55         | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50        | 2050-06-01      | 4.7500%  | 0.0000% | $2000.00           | $2003.37           | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50        | 2050-12-01      | 3.7500%  | 0.0000% | $10000.00          | $9371.38           | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 29         | 2029-01-15      | 6.0000%  | 0.0000% | $60000.00          | $61627.60          | Corporate Debt Securities                         |
| CVS HEALTH CORP                JR SB GLBL -A 55        | 2055-03-10      | 7.0000%  | 0.0000% | $4000.00           | $4261.47           | Corporate Debt Securities                         |
| CVS LEASE BACKED PASS THRU TR  SR GLBL 144A 36         | 2036-01-10      | 4.7040%  | 0.0000% | $1000.00           | $566.19            | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 29         | 2029-02-01      | 4.6250%  | 0.0000% | $30000.00          | $30262.84          | Corporate Debt Securities                         |
| CAMELOT FIN S A                SR SEC GLBL 26          | 2026-11-01      | 4.5000%  | 0.0000% | $43000.00          | $42757.26          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT          | 2099-12-31      | 3.9500%  | 0.0000% | $688000.00         | $683944.81         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL 144A 33         | 2033-02-15      | 6.1250%  | 0.0000% | $2000.00           | $2090.91           | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27         | 2027-04-15      | 5.5000%  | 0.0000% | $14000.00          | $13916.97          | Corporate Debt Securities                         |
| CARVANA CO                     1LIEN GLBL PIK31        | 2031-06-01      | 9.0000%  | 0.0000% | $1235000.00        | $1436101.91        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL30        | 2030-11-15      | 7.0500%  | 0.0000% | $31000.00          | $32224.06          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          CR SEN SR GLBL33        | 2033-11-15      | 7.2000%  | 0.0000% | $30000.00          | $31373.10          | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30        | 2030-04-15      | 6.5000%  | 0.0000% | $8000.00           | $8047.31           | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT 33           | 2033-04-15      | 6.7500%  | 0.0000% | $40000.00          | $40002.50          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 29           | 2029-12-15      | 4.6250%  | 0.0000% | $16000.00          | $15824.66          | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 28           | 2028-07-15      | 2.4500%  | 0.0000% | $228000.00         | $214359.08         | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 31           | 2031-08-01      | 2.6250%  | 0.0000% | $175000.00         | $151182.72         | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28           | 2028-02-01      | 5.1250%  | 0.0000% | $16000.00          | $16276.42          | Corporate Debt Securities                         |
| CENTRAL PARENT INC / CENT MERG 1LIEN GLBL 29           | 2029-06-15      | 7.2500%  | 0.0000% | $10000.00          | $8619.36           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL -U NT 42        | 2042-03-15      | 7.6500%  | 0.0000% | $20000.00          | $19451.85          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL 144A 29         | 2029-01-15      | 4.5000%  | 0.0000% | $23000.00          | $21484.88          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN NT6.384%35        | 2035-10-23      | 6.3840%  | 0.0000% | $8000.00           | $8325.73           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 31        | 2031-04-01      | 2.8000%  | 0.0000% | $9000.00           | $8126.67           | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 33        | 2033-04-01      | 4.4000%  | 0.0000% | $35000.00          | $33215.58          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB GLBL -W        | 2079-12-31      | 4.0000%  | 0.0000% | $12000.00          | $12092.36          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP -Z NT7.375%        | 2099-12-31      | 7.3750%  | 0.0000% | $232000.00         | $239870.18         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -BB NT        | 2099-12-31      | 7.2000%  | 0.0000% | $380000.00         | $392939.00         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SR GLBL -CC        | 2099-12-31      | 7.1250%  | 0.0000% | $27000.00          | $27731.78          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL         | 2099-12-31      | 6.9500%  | 0.0000% | $1000.00           | $1023.28           | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP GLBL -GG NT        | 2099-12-31      | 6.8750%  | 0.0000% | $1494000.00        | $1531622.86        | Corporate Debt Securities                         |
| CITIZENS FINL GROUP INC        PERP SUB -G NT4%        | 2099-12-31      | 4.0000%  | 0.0000% | $2000.00           | $1975.32           | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR 144A NT 34           | 2034-01-15      | 7.6250%  | 0.0000% | $9000.00           | $9496.21           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29           | 2029-09-30      | 9.0000%  | 0.0000% | $75000.00          | $78198.00          | Corporate Debt Securities                         |
| COMCAST CORP NEW               SR NT 4.55%29           | 2029-01-15      | 4.5500%  | 0.0000% | $2000.00           | $2065.02           | Corporate Debt Securities                         |
| COMMSCOPE LLC                  144A NT 9.5%31          | 2031-12-15      | 9.5000%  | 0.0000% | $174000.00         | $183995.24         | Corporate Debt Securities                         |
| CONSENSUS CLOUD SOLUTIONS INC  SR GLBL 144A 28         | 2028-10-15      | 6.5000%  | 0.0000% | $12000.00          | $12126.05          | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26         | 2026-05-15      | 6.5000%  | 0.0000% | $240000.00         | $227723.33         | Corporate Debt Securities                         |
| COTY INC / HFC PRESTIGE P      SR GLBL 144A 31         | 2031-01-15      | 5.6000%  | 0.0000% | $29000.00          | $29387.12          | Corporate Debt Securities                         |
| REWORLD HLDG CORP              SR GLBL NT 5%30         | 2030-09-01      | 5.0000%  | 0.0000% | $57000.00          | $53878.30          | Corporate Debt Securities                         |
| CRANE NXT CO                   SR GLBL NT4.2%48        | 2048-03-15      | 4.2000%  | 0.0000% | $57000.00          | $37919.63          | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR SEC GLBL 28          | 2028-12-15      | 9.2500%  | 0.0000% | $6000.00           | $6540.43           | Corporate Debt Securities                         |
| CROCS INC                      SR GLBL 144A 29         | 2029-03-15      | 4.2500%  | 0.0000% | $380000.00         | $369773.46         | Corporate Debt Securities                         |
| CROWN CORK & SEAL INC          SR GLBL DB7.5%96        | 2096-12-15      | 7.5000%  | 0.0000% | $2000.00           | $2107.92           | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT 30           | 2030-09-01      | 4.2500%  | 0.0000% | $463000.00         | $460560.38         | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT4.5%32        | 2032-02-15      | 4.5000%  | 0.0000% | $3064000.00        | $3040759.56        | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.8%010926           | 2026-01-09      | 4.8000%  | 0.0000% | $1000.00           | $1019.18           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION VR 041924-041927        | 2027-04-19      | 4.6689%  | 0.0000% | $2000.00           | $2018.75           | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT31        | 2031-02-15      | 10.0000% | 0.0000% | $212000.00         | $216062.16         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT4.9%26        | 2026-03-11      | 4.9000%  | 0.0000% | $4000.00           | $4029.44           | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29           | 2029-05-15      | 4.1250%  | 0.0000% | $3000.00           | $2800.62           | Corporate Debt Securities                         |
| DISH NETWORK CORPORATION       1LIEN GLBL 27           | 2027-11-15      | 11.7500% | 0.0000% | $41000.00          | $42992.32          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26           | 2026-07-01      | 7.7500%  | 0.0000% | $2000.00           | $2021.17           | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 29           | 2029-06-01      | 5.1250%  | 0.0000% | $124000.00         | $107190.30         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 28           | 2028-12-01      | 5.7500%  | 0.0000% | $94000.00          | $93540.42          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 31           | 2031-03-01      | 4.3750%  | 0.0000% | $40000.00          | $35629.32          | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27         | 2027-01-15      | 0.0000%  | 0.0000% | $296000.00         | $293708.96         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR GLBL 144A 29         | 2029-04-15      | 8.5000%  | 0.0000% | $15000.00          | $14635.42          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                FR 5.75%051553          | 2053-05-15      | 5.7500%  | 0.0000% | $1000.00           | $989.59            | Corporate Debt Securities                         |
| FORESEA HLDG S A               1LIEN GLBL 30           | 2030-06-15      | 7.5000%  | 0.0000% | $578.00            | $575.94            | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M BD-MMM6.45%39        | 2039-04-01      | 6.4500%  | 0.0000% | $2000.00           | $2263.99           | Corporate Debt Securities                         |
| EARTHSTONE ENERGY HLDGS LLC    SR GLBL 144A 31         | 2031-07-15      | 9.8750%  | 0.0000% | $9000.00           | $10023.05          | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL 30          | 2030-11-30      | 6.7500%  | 0.0000% | $150318.00         | $160883.10         | Corporate Debt Securities                         |
| ECHOSTAR CORP                  SR SEC GLBL NT29        | 2029-11-30      | 10.7500% | 0.0000% | $8000.00           | $9240.18           | Corporate Debt Securities                         |
| EDISON INTL                    PERP SR GLBL -B         | 2099-12-31      | 5.0000%  | 0.0000% | $2000.00           | $2008.24           | Corporate Debt Securities                         |
| EDISON INTL                    JR SB GLBL NT 53        | 2053-06-15      | 8.1250%  | 0.0000% | $12000.00          | $12825.46          | Corporate Debt Securities                         |
| ELANCO ANIMAL HEALTH INC       CR SEN SR GLBL28        | 2028-08-28      | 6.6500%  | 0.0000% | $18000.00          | $19149.57          | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76             | 2076-06-15      | 6.7500%  | 0.0000% | $4000.00           | $4149.33           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 66           | 2066-11-01      | 7.1329%  | 0.0000% | $9000.00           | $8988.93           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G        | 2079-12-31      | 7.1250%  | 0.0000% | $121000.00         | $124746.51         | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -H         | 2079-12-31      | 6.5000%  | 0.0000% | $88000.00          | $88471.44          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL NT 54        | 2054-10-01      | 7.1250%  | 0.0000% | $9000.00           | $9276.40           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            JR SB GLBL 56           | 2056-02-15      | 6.5000%  | 0.0000% | $469000.00         | $469943.47         | Corporate Debt Securities                         |
| ENERSYS                        GLBL 144A NT 27         | 2027-12-15      | 4.3750%  | 0.0000% | $19000.00          | $19240.33          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL 144A 27         | 2027-09-15      | 4.5000%  | 0.0000% | $23000.00          | $23160.19          | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.2%30        | 2030-11-15      | 4.2000%  | 0.0000% | $2000.00           | $2021.25           | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 6.375%37          | 2037-03-15      | 6.3750%  | 0.0000% | $15000.00          | $14154.86          | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            PERP SB H NT5.1%        | 2099-12-31      | 7.2961%  | 0.0000% | $5000.00           | $5065.39           | Corporate Debt Securities                         |
| FIRST CTZNS BANCSHARES INC DEL PERP -B NT 5.8%         | 2099-12-31      | 8.2714%  | 0.0000% | $6000.00           | $6221.41           | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR 144A NT 34           | 2034-02-15      | 7.2500%  | 0.0000% | $5000.00           | $5264.88           | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31          | 2031-09-15      | 6.7500%  | 0.0000% | $5000.00           | $5232.89           | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DEB 43          | 2043-06-15      | 7.7500%  | 0.0000% | $40000.00          | $44168.81          | Corporate Debt Securities                         |
| FORD MTR CO                    SR GLBL DEB 28          | 2028-10-01      | 6.6250%  | 0.0000% | $4000.00           | $4287.04           | Corporate Debt Securities                         |
| FORD MTR CO                    BD      6.375%29        | 2029-02-01      | 6.3750%  | 0.0000% | $1000.00           | $1060.21           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      FR 5.7%022029           | 2029-02-20      | 5.7000%  | 0.0000% | $15000.00          | $15132.10          | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      FR 5.5%082029           | 2029-08-20      | 5.5000%  | 0.0000% | $7000.00           | $7105.30           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      FR 4.8%052028           | 2028-05-20      | 4.8000%  | 0.0000% | $3000.00           | $2998.49           | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      FR 3.3%092031           | 2031-09-20      | 3.3000%  | 0.0000% | $3000.00           | $2714.71           | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 28         | 2028-05-01      | 5.5000%  | 0.0000% | $25000.00          | $25206.13          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 27           | 2027-01-15      | 6.6250%  | 0.0000% | $4000.00           | $4103.82           | Corporate Debt Securities                         |
| GEO GROUP INC                  SR SEC GLBL NT29        | 2029-04-15      | 8.6250%  | 0.0000% | $56000.00          | $59586.92          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28           | 2028-06-01      | 5.7500%  | 0.0000% | $115000.00         | $121391.80         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     5.3%29                  | 2029-01-15      | 5.3000%  | 0.0000% | $23000.00          | $23883.67          | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33           | 2033-02-15      | 5.2500%  | 0.0000% | $9000.00           | $9151.03           | Corporate Debt Securities                         |
| GTE CALIF INC                  SR -F DEB6.75%27        | 2027-05-15      | 6.7500%  | 0.0000% | $158000.00         | $161545.13         | Corporate Debt Securities                         |
| GOL FIN                        SR SEC GLBL 30          | 2030-06-05      | 14.3750% | 0.0000% | $25000.00          | $26203.99          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32         | 2032-11-15      | 8.3750%  | 0.0000% | $30000.00          | $30847.33          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT          | 2099-12-31      | 5.7500%  | 0.0000% | $491000.00         | $488350.51         | Corporate Debt Securities                         |
| GENWORTH HLDGS INC             EXT JR SB GLBL66        | 2066-11-15      | 6.1159%  | 0.0000% | $59000.00          | $49347.51          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29           | 2029-05-01      | 4.2230%  | 0.0000% | $4000.00           | $4022.47           | Corporate Debt Securities                         |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34        | 2034-02-15      | 6.3450%  | 0.0000% | $8000.00           | $8698.35           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        TIER I PERP GLBL        | 2079-12-31      | 7.5600%  | 0.0000% | $45000.00          | $46180.89          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL -S        | 2099-12-31      | 7.1860%  | 0.0000% | $464000.00         | $475024.64         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP         | 2099-12-31      | 3.6500%  | 0.0000% | $18000.00          | $17963.28          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP         | 2099-12-31      | 7.3790%  | 0.0000% | $1000.00           | $1027.39           | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 7%28         | 2028-03-15      | 7.0000%  | 0.0000% | $141000.00         | $147403.44         | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR NT 4.875%27          | 2027-03-15      | 4.8750%  | 0.0000% | $121000.00         | $121805.31         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 29           | 2029-07-15      | 10.5000% | 0.0000% | $42000.00          | $46858.63          | Corporate Debt Securities                         |
| GREYSTAR REAL ESTATE PRTN      SR SEC 144A NT30        | 2030-09-01      | 7.7500%  | 0.0000% | $56000.00          | $60508.51          | Corporate Debt Securities                         |
| GRIFFON CORP                   SR GLBL NT 28           | 2028-03-01      | 5.7500%  | 0.0000% | $104000.00         | $105575.17         | Corporate Debt Securities                         |
| GRUBHUB HLDGS INC              SR SEC PIK 30           | 2030-07-31      | 13.0000% | 0.0000% | $23000.00          | $19920.27          | Corporate Debt Securities                         |
| GRUPO TELEVISA S A B           SR GLBL NT 40           | 2040-01-15      | 6.6250%  | 0.0000% | $32000.00          | $30300.34          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 29         | 2029-03-03      | 5.2331%  | 0.0000% | $200000.00         | $203000.68         | Corporate Debt Securities                         |
| HARTFORD LIFE INC              SR DEB 7.65%27          | 2027-06-15      | 7.6500%  | 0.0000% | $7000.00           | $7403.46           | Corporate Debt Securities                         |
| HARTFORD LIFE INC              SR NT   7.375%31        | 2031-03-01      | 7.3750%  | 0.0000% | $1000.00           | $1049.09           | Corporate Debt Securities                         |
| HECLA MINING COMPANY           SR GLBL NT 28           | 2028-02-15      | 7.2500%  | 0.0000% | $126000.00         | $129377.19         | Corporate Debt Securities                         |
| HERC HLDGS INC                 SR GLBL 144A 27         | 2027-07-15      | 5.5000%  | 0.0000% | $1045000.00        | $1066296.52        | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30         | 2030-10-15      | 5.5000%  | 0.0000% | $4000.00           | $4068.56           | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR 144A NT 28           | 2028-03-01      | 5.8750%  | 0.0000% | $15000.00          | $15443.82          | Corporate Debt Securities                         |
| HILLENBRAND INC                SR GLBL NT 31           | 2031-03-01      | 3.7500%  | 0.0000% | $18000.00          | $18143.15          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.95%27           | 2027-02-15      | 4.9500%  | 0.0000% | $65000.00          | $65698.26          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28           | 2028-01-15      | 3.9500%  | 0.0000% | $10000.00          | $9544.33           | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR NT 4.375%30          | 2030-02-15      | 4.3750%  | 0.0000% | $15000.00          | $12577.61          | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 28         | 2028-08-01      | 5.3750%  | 0.0000% | $30000.00          | $30588.56          | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 32           | 2032-01-31      | 7.3750%  | 0.0000% | $15000.00          | $15979.85          | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 29           | 2029-04-01      | 4.6500%  | 0.0000% | $30000.00          | $27675.08          | Corporate Debt Securities                         |
| HUDSON PAC PPTYS L P           SR GLBL NT 30           | 2030-01-15      | 3.2500%  | 0.0000% | $20000.00          | $17125.14          | Corporate Debt Securities                         |
| HUGHES SATELLITE S             SR GLBL NT 26           | 2026-08-01      | 6.6250%  | 0.0000% | $363000.00         | $321538.59         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR GLBL NT 29           | 2029-02-01      | 4.3750%  | 0.0000% | $71000.00          | $62733.38          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       8.375%27                | 2027-05-01      | 8.3750%  | 0.0000% | $245.00            | $231.84            | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29          | 2029-05-01      | 9.1250%  | 0.0000% | $24000.00          | $22809.99          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 31          | 2031-01-15      | 7.0000%  | 0.0000% | $60800.00          | $50668.36          | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  FR 4%093040             | 2040-09-30      | 4.0000%  | 0.0000% | $2000.00           | $1627.55           | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  FR 5.875%083134         | 2034-08-31      | 5.8750%  | 0.0000% | $1000.00           | $1015.78           | Corporate Debt Securities                         |
| KBR INC                        SR GLBL 144A 28         | 2028-09-30      | 4.7500%  | 0.0000% | $18000.00          | $17776.49          | Corporate Debt Securities                         |
| KRFF 2021-FL2 LTD              A      20390217 FLT     | 2039-02-17      | 5.1470%  | 0.0000% | $322000.00         | $156890.42         | Asset-Backed Securities                           |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31         | 2031-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1954.33           | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 4%31         | 2031-06-15      | 4.0000%  | 0.0000% | $155000.00         | $149747.22         | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 29           | 2029-03-01      | 4.7500%  | 0.0000% | $35000.00          | $34227.52          | Corporate Debt Securities                         |
| KENNEDY WILSON INC             SR GLBL NT 30           | 2030-02-01      | 4.7500%  | 0.0000% | $27000.00          | $26273.14          | Corporate Debt Securities                         |
| KEYCORP CAP I                  JR SB GLBL 28           | 2028-07-01      | 4.9869%  | 0.0000% | $7000.00           | $6900.91           | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL DEB 6%33        | 2033-01-15      | 6.0000%  | 0.0000% | $3000.00           | $2479.73           | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 37           | 2037-12-15      | 6.8750%  | 0.0000% | $207000.00         | $172770.16         | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 45           | 2045-07-17      | 5.5500%  | 0.0000% | $10000.00          | $7349.36           | Corporate Debt Securities                         |
| LABL ESCROW ISSUER LLC         SR GLBL 144A 27         | 2027-07-15      | 10.5000% | 0.0000% | $59000.00          | $38266.91          | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28        | 2028-11-01      | 9.5000%  | 0.0000% | $41000.00          | $28888.81          | Corporate Debt Securities                         |
| LABL INC                       SR SEC GLBL 31          | 2031-10-01      | 8.6250%  | 0.0000% | $21000.00          | $13111.90          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR GLBL NT 36           | 2036-07-01      | 6.7500%  | 0.0000% | $50000.00          | $50631.63          | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL 144A 29         | 2029-07-15      | 4.0000%  | 0.0000% | $16000.00          | $14935.16          | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27           | 2027-10-15      | 6.7500%  | 0.0000% | $10887000.00       | $7475694.64        | Corporate Debt Securities                         |
| VITAL ENERGY INC               SR GLBL 144A 32         | 2032-04-15      | 7.8750%  | 0.0000% | $120000.00         | $117237.15         | Corporate Debt Securities                         |
| LEEWARD RENEWABLE ENERGY OPER  SR 144A NT 29           | 2029-07-01      | 4.2500%  | 0.0000% | $13000.00          | $12604.33          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 29           | 2029-11-15      | 3.8750%  | 0.0000% | $6000.00           | $5053.86           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               2LIEN GLBL 30           | 2030-04-01      | 4.5000%  | 0.0000% | $88233.00          | $82795.64          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               1LIEN GLBL 33           | 2033-06-30      | 6.8750%  | 0.0000% | $104672.00         | $109415.10         | Corporate Debt Securities                         |
| LIGHT & WONDER INTL INC        SR GLBL 144A 31         | 2031-09-01      | 7.5000%  | 0.0000% | $2000.00           | $2126.93           | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC GLBL 30          | 2030-08-15      | 9.8750%  | 0.0000% | $11000.00          | $12111.37          | Corporate Debt Securities                         |
| BATH & BODY WORKS INC          SR DEB 6.95%33          | 2033-03-01      | 6.9500%  | 0.0000% | $8000.00           | $8057.57           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          JR SB GLBL DB 67        | 2067-04-20      | 6.1860%  | 0.0000% | $163000.00         | $129414.10         | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C        | 2099-12-31      | 9.2500%  | 0.0000% | $2000.00           | $2194.19           | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       PERP SUB REGS NT        | 2099-12-31      | 6.6570%  | 0.0000% | $17732.00          | $18911.61          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         1LIEN GLBL 29           | 2029-04-15      | 4.1250%  | 0.0000% | $1038.00           | $1039.87           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30         | 2030-04-15      | 4.1250%  | 0.0000% | $1121.00           | $1123.02           | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32          | 2032-10-15      | 10.0000% | 0.0000% | $2643334.00        | $2691427.99        | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB -F NT        | 2099-12-31      | 5.1250%  | 0.0000% | $17000.00          | $16964.87          | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL         | 2099-12-31      | 7.3040%  | 0.0000% | $14000.00          | $14345.98          | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB GLBL         | 2079-12-31      | 3.5000%  | 0.0000% | $22000.00          | $21411.90          | Corporate Debt Securities                         |
| M D C HLDGS INC                SR NT 6%43              | 2043-01-15      | 6.0000%  | 0.0000% | $22000.00          | $21238.29          | Corporate Debt Securities                         |
| M D C HLDGS INC                CR SEN SR GLBL31        | 2031-01-15      | 2.5000%  | 0.0000% | $17000.00          | $15348.62          | Corporate Debt Securities                         |
| M/I HOMES INC                  SR GLBL NT 28           | 2028-02-01      | 4.9500%  | 0.0000% | $7000.00           | $7096.37           | Corporate Debt Securities                         |
| M/I HOMES INC                  SR NT 3.95%30           | 2030-02-15      | 3.9500%  | 0.0000% | $7000.00           | $6789.66           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 29           | 2029-08-01      | 4.6250%  | 0.0000% | $3000.00           | $2573.64           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31        | 2031-03-15      | 3.5000%  | 0.0000% | $12000.00          | $8863.89           | Corporate Debt Securities                         |
| MPT OPER PTSHP LP/MPT FIN CORP SR SEC GLBL 32          | 2032-02-15      | 8.5000%  | 0.0000% | $5000.00           | $5407.45           | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR NT 4.3%43            | 2043-02-15      | 4.3000%  | 0.0000% | $26000.00          | $19044.29          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     1LIEN 144A NT 26        | 2026-08-15      | 7.8750%  | 0.0000% | $120000.00         | $122714.55         | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     2LIEN 144A NT 27        | 2027-04-15      | 9.2500%  | 0.0000% | $25000.00          | $23681.22          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR DEB 7.875%30         | 2030-03-01      | 7.8750%  | 0.0000% | $9000.00           | $9303.31           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127           | 2027-07-01      | 3.5000%  | 0.0000% | $1000.00           | $1007.49           | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42         | 2042-12-01      | 5.8750%  | 0.0000% | $262000.00         | $234769.14         | Corporate Debt Securities                         |
| MYLAN INC                      SR NT 5.4%43            | 2043-11-29      | 5.4000%  | 0.0000% | $112000.00         | $100282.56         | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26           | 2026-06-15      | 3.9500%  | 0.0000% | $72000.00          | $73031.38          | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 46           | 2046-06-15      | 5.2500%  | 0.0000% | $5000.00           | $4254.75           | Corporate Debt Securities                         |
| NATIONSTAR MTG HLDGS INC       SR GLBL 144A 32         | 2032-02-01      | 7.1250%  | 0.0000% | $49000.00          | $49297.25          | Corporate Debt Securities                         |
| NATWEST GROUP PLC              ALT TIER I PERP         | 2099-12-31      | 8.1250%  | 0.0000% | $243000.00         | $274427.26         | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 5%27         | 2027-03-15      | 5.0000%  | 0.0000% | $39000.00          | $39308.45          | Corporate Debt Securities                         |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28         | 2028-07-15      | 9.7500%  | 0.0000% | $2000.00           | $2074.06           | Corporate Debt Securities                         |
| NEWELL BRANDS INC              CR SEN SR GLBL36        | 2036-04-01      | 7.3750%  | 0.0000% | $240000.00         | $226254.50         | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 27           | 2027-09-15      | 6.3750%  | 0.0000% | $6000.00           | $6079.30           | Corporate Debt Securities                         |
| NEXA RES S A                   SR GLBL 144A 28         | 2028-01-18      | 6.5000%  | 0.0000% | $276000.00         | $287675.41         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528          | 2028-09-15      | 2.4500%  | 0.0000% | $3000.00           | $2760.89           | Corporate Debt Securities                         |
| NORDSTROM INC                  SR NT 7%38              | 2038-01-15      | 7.0000%  | 0.0000% | $2000.00           | $2016.46           | Corporate Debt Securities                         |
| NORDSTROM INC                  SR GLBL NT 5%44         | 2044-01-15      | 5.0000%  | 0.0000% | $74000.00          | $56425.90          | Corporate Debt Securities                         |
| NUSTAR LOGISTICS L P           SR NT 6%26              | 2026-06-01      | 6.0000%  | 0.0000% | $37000.00          | $38220.26          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR NT    8.45%29        | 2029-02-15      | 8.4500%  | 0.0000% | $102000.00         | $115364.69         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.4%46        | 2046-04-15      | 4.4000%  | 0.0000% | $59000.00          | $47347.83          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 3%27         | 2027-02-15      | 3.0000%  | 0.0000% | $24000.00          | $23874.80          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39        | 2039-08-15      | 4.3000%  | 0.0000% | $431000.00         | $371971.44         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL ZRO NT36        | 2036-10-10      | 0.0000%  | 0.0000% | $10000.00          | $6037.20           | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39           | 2039-06-15      | 7.9500%  | 0.0000% | $114000.00         | $139716.78         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DB7.5%26        | 2026-10-15      | 7.5000%  | 0.0000% | $74000.00          | $76615.78          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DEB 7%27        | 2027-11-15      | 7.0000%  | 0.0000% | $12000.00          | $12566.85          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DEB 27          | 2027-10-15      | 7.1250%  | 0.0000% | $31000.00          | $32764.22          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL DB7.5%96        | 2096-11-01      | 7.5000%  | 0.0000% | $101000.00         | $109631.96         | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL 144A 28         | 2028-09-01      | 3.8750%  | 0.0000% | $82000.00          | $80489.12          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 30           | 2030-03-15      | 7.8750%  | 0.0000% | $226000.00         | $242780.22         | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT7.5%31        | 2031-05-15      | 7.5000%  | 0.0000% | $8000.00           | $8409.75           | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 32           | 2032-03-15      | 6.7500%  | 0.0000% | $186000.00         | $192438.86         | Corporate Debt Securities                         |
| ORGANON & CO                   SR GLBL 144A 31         | 2031-04-30      | 5.1250%  | 0.0000% | $494000.00         | $413989.84         | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 29         | 2029-01-15      | 4.2500%  | 0.0000% | $20000.00          | $19706.03          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30         | 2030-03-15      | 9.8750%  | 0.0000% | $10000.00          | $10687.44          | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 29         | 2029-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5597.08           | Corporate Debt Securities                         |
| PRA GROUP INC                  SR GLBL 144A 28         | 2028-02-01      | 8.3750%  | 0.0000% | $332000.00         | $347945.54         | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           FR 2.3%020931           | 2031-02-09      | 2.3000%  | 0.0000% | $1156000.00        | $1034011.82        | Corporate Debt Securities                         |
| PANTHER ES IS LLC/CO-IS INC    SR SEC 144A NT31        | 2031-06-01      | 7.1250%  | 0.0000% | $3000.00           | $3197.19           | Corporate Debt Securities                         |
| PEMEX PROJ FDG MASTER TR       SR GLBL BD9.5%27        | 2027-09-15      | 9.5000%  | 0.0000% | $85000.00          | $90887.43          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31         | 2031-09-15      | 5.7500%  | 0.0000% | $1985000.00        | $2022734.30        | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR NT 6.75%41           | 2041-01-27      | 6.7500%  | 0.0000% | $13000.00          | $13439.50          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 43           | 2043-05-20      | 5.6250%  | 0.0000% | $42000.00          | $37194.78          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 27           | 2027-01-17      | 7.3750%  | 0.0000% | $102000.00         | $108166.59         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 29           | 2029-02-01      | 5.7500%  | 0.0000% | $167000.00         | $173178.58         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 36           | 2036-01-10      | 6.2500%  | 0.0000% | $90000.00          | $89553.75          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.49%27         | 2027-01-23      | 6.4900%  | 0.0000% | $125000.00         | $129304.34         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.95%60         | 2060-01-28      | 6.9500%  | 0.0000% | $478000.00         | $396413.37         | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL NT 31           | 2031-04-15      | 4.2500%  | 0.0000% | $16000.00          | $15644.26          | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 29         | 2029-03-15      | 7.2500%  | 0.0000% | $45000.00          | $45894.66          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32          | 2032-02-15      | 6.2500%  | 0.0000% | $1000000.00        | $1049141.94        | Corporate Debt Securities                         |
| PRIMA CAP CRE SEC LTD 2019-1S  B      20381025 3.83000 | 2038-10-25      | 3.8300%  | 0.0000% | $8317000.00        | $6170789.96        | Private Label Collateralized Mortgage Obligations |
| PRIMO WTR HLDGS INC / TRIT     SR GLBL 144A 29         | 2029-04-01      | 6.2500%  | 0.0000% | $30000.00          | $30456.47          | Corporate Debt Securities                         |
| PROCTER & GAMBLE CO            SR GLBL NT 26           | 2026-11-03      | 2.4500%  | 0.0000% | $2000.00           | $1980.30           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4.25%011531          | 2031-01-15      | 4.2500%  | 0.0000% | $1000.00           | $847.69            | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%031531             | 2031-03-15      | 4.0000%  | 0.0000% | $2000.00           | $1628.30           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%031531             | 2031-03-15      | 4.0000%  | 0.0000% | $1000.00           | $824.56            | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%041531             | 2031-04-15      | 4.0000%  | 0.0000% | $17000.00          | $14203.12          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 3%071528             | 2028-07-15      | 3.0000%  | 0.0000% | $21000.00          | $18848.62          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 3.4%071531           | 2031-07-15      | 3.4000%  | 0.0000% | $2000.00           | $1673.32           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%051531             | 2031-05-15      | 4.0000%  | 0.0000% | $1000.00           | $848.04            | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 3.7%061531           | 2031-06-15      | 3.7000%  | 0.0000% | $8000.00           | $6830.34           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%061533             | 2033-06-15      | 4.0000%  | 0.0000% | $2000.00           | $1648.56           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 2.75%091528          | 2028-09-15      | 2.7500%  | 0.0000% | $2000.00           | $1764.85           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 3.5%011529           | 2029-01-15      | 3.5000%  | 0.0000% | $9000.00           | $8165.17           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4%021529             | 2029-02-15      | 4.0000%  | 0.0000% | $50000.00          | $45766.72          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4.5%061527           | 2027-06-15      | 4.5000%  | 0.0000% | $12000.00          | $11595.78          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 5.95%031533          | 2033-03-15      | 5.9500%  | 0.0000% | $5000.00           | $4285.43           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 7%061527             | 2027-06-15      | 7.0000%  | 0.0000% | $5000.00           | $5158.02           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 6.625%101527         | 2027-10-15      | 6.6250%  | 0.0000% | $15000.00          | $14612.60          | Corporate Debt Securities                         |
| PROSPECT CAP CORP              SR GLBL NT 28           | 2028-10-15      | 3.4370%  | 0.0000% | $169000.00         | $150486.95         | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4.5%011531           | 2031-01-15      | 4.5000%  | 0.0000% | $10000.00          | $8176.35           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4.5%021531           | 2031-02-15      | 4.5000%  | 0.0000% | $10000.00          | $8768.75           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              FR 4.5%031531           | 2031-03-15      | 4.5000%  | 0.0000% | $5000.00           | $4310.48           | Corporate Debt Securities                         |
| PROSPECT CAP CORP              CLL SR NT STP 31        | 2031-03-15      | 5.0000%  | 0.0000% | $48000.00          | $45827.95          | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 27        | 2027-02-15      | 4.7500%  | 0.0000% | $191000.00         | $81652.55          | Corporate Debt Securities                         |
| QVC INC                        1LIEN GLBL NT 28        | 2028-09-01      | 4.3750%  | 0.0000% | $8000.00           | $3136.26           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL NT 27           | 2027-10-15      | 4.7500%  | 0.0000% | $14000.00          | $14056.19          | Corporate Debt Securities                         |
| RFR TRUST 2025-SGRM            E      20410313 7.51277 | 2041-03-13      | 7.5128%  | 0.0000% | $250000.00         | $257305.64         | Private Label Collateralized Mortgage Obligations |
| RADIATE HOLDCO LLC/RADIATE FI  PIK 144A NT 6%30        | 2030-03-25      | 9.2500%  | 0.0000% | $397000.00         | $208451.47         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL 144A 30         | 2030-04-15      | 5.2500%  | 0.0000% | $42000.00          | $39336.39          | Corporate Debt Securities                         |
| RESIDEO FDG INC                SR GLBL 144A 29         | 2029-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2890.25           | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL 144A 29         | 2029-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2111.33           | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR 144A NT 26           | 2026-10-15      | 2.8750%  | 0.0000% | $20000.00          | $19758.68          | Corporate Debt Securities                         |
| ROCKIES EXPRESS PIPELINE LLC   SR GLBL 144A 38         | 2038-07-15      | 7.5000%  | 0.0000% | $3000.00           | $3334.61           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL NT 55          | 2055-04-15      | 7.1250%  | 0.0000% | $4000.00           | $4263.44           | Corporate Debt Securities                         |
| RYAN SPECIALTY GROUP LLC       SR SEC GLBL 30          | 2030-02-01      | 4.3750%  | 0.0000% | $4000.00           | $3977.47           | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR SEC GLBL 28          | 2028-05-01      | 4.8750%  | 0.0000% | $500000.00         | $498708.13         | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 29         | 2029-08-01      | 6.7500%  | 0.0000% | $745000.00         | $759667.19         | Corporate Debt Securities                         |
| SLM CORP                       FR 6%031529             | 2029-03-15      | 6.0000%  | 0.0000% | $217000.00         | $216838.70         | Corporate Debt Securities                         |
| SLM CORP                       FR 5.65%031529          | 2029-03-15      | 5.6500%  | 0.0000% | $11000.00          | $10918.93          | Corporate Debt Securities                         |
| SLM CORP                       FR 5.4%061530           | 2030-06-15      | 5.4000%  | 0.0000% | $1000.00           | $955.47            | Corporate Debt Securities                         |
| SLM CORP                       FR 6%031537             | 2037-03-15      | 6.0000%  | 0.0000% | $3000.00           | $2693.75           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR NT 4.914%36          | 2036-11-14      | 4.9140%  | 0.0000% | $1000.00           | $1005.42           | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28         | 2028-04-01      | 4.8750%  | 0.0000% | $9000.00           | $9012.23           | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT4.5%29        | 2029-10-15      | 4.5000%  | 0.0000% | $40000.00          | $39378.60          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 4%31         | 2031-04-01      | 4.0000%  | 0.0000% | $8000.00           | $7530.75           | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      SR GLBL NT 28           | 2028-02-15      | 4.7500%  | 0.0000% | $67000.00          | $65022.85          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 30           | 2030-08-15      | 3.3750%  | 0.0000% | $16000.00          | $15135.30          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT 4%31         | 2031-05-15      | 4.0000%  | 0.0000% | $41000.00          | $39196.18          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               EXT 1LIEN GLBL28        | 2028-09-30      | 0.0000%  | 0.0000% | $5000.00           | $4465.20           | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             2LIEN GLBL PIK27        | 2027-10-01      | 8.5000%  | 0.0000% | $873.00            | $868.02            | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 30         | 2030-10-15      | 3.0000%  | 0.0000% | $70000.00          | $64916.13          | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL 144A 33         | 2033-03-01      | 6.8750%  | 0.0000% | $23000.00          | $24040.17          | Corporate Debt Securities                         |
| SOUTHERN UNION CO              JR SB GLBL -A 66        | 2066-11-01      | 7.8712%  | 0.0000% | $55000.00          | $54912.19          | Corporate Debt Securities                         |
| SPECTRUM BRANDS INC            SR GLBL 144A 30         | 2030-07-15      | 5.5000%  | 0.0000% | $50000.00          | $50849.47          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 26           | 2026-03-15      | 7.1250%  | 0.0000% | $15000.00          | $15302.67          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               6.625%28                | 2028-01-15      | 6.6250%  | 0.0000% | $15000.00          | $15747.69          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT 26           | 2026-06-15      | 3.8500%  | 0.0000% | $2000.00           | $2026.46           | Corporate Debt Securities                         |
| BLOCK INC                      SR GLBL NT 26           | 2026-06-01      | 2.7500%  | 0.0000% | $14000.00          | $14061.61          | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         TIER I PERP GLBL        | 2099-12-31      | 7.0140%  | 0.0000% | $500000.00         | $533215.17         | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL NT 27           | 2027-03-01      | 5.8750%  | 0.0000% | $4000.00           | $4061.83           | Corporate Debt Securities                         |
| SUBURBAN PROPANE PARTNERS L P  SR GLBL 144A 31         | 2031-06-01      | 5.0000%  | 0.0000% | $8000.00           | $7852.83           | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29          | 2029-06-30      | 4.8750%  | 0.0000% | $193000.00         | $180486.20         | Corporate Debt Securities                         |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%29        | 2029-05-15      | 4.5000%  | 0.0000% | $7000.00           | $6873.13           | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 29           | 2029-02-15      | 7.3750%  | 0.0000% | $1000.00           | $1058.14           | Corporate Debt Securities                         |
| TEGNA INC                      SR GLBL NT 28           | 2028-03-15      | 4.6250%  | 0.0000% | $552000.00         | $550205.16         | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT7.2%36        | 2036-07-18      | 7.2000%  | 0.0000% | $167000.00         | $186191.64         | Corporate Debt Securities                         |
| TELECOM ITALIA CAP             SR GLBL NT 38           | 2038-06-04      | 7.7210%  | 0.0000% | $206000.00         | $235974.68         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          1LIEN GLBL NT 30        | 2030-06-15      | 6.1250%  | 0.0000% | $128000.00         | $134121.30         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN LLC    SR NT 6.15%36           | 2036-02-01      | 6.1500%  | 0.0000% | $2000.00           | $2153.07           | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT4.1%46        | 2046-10-01      | 4.1000%  | 0.0000% | $59000.00          | $45235.99          | Corporate Debt Securities                         |
| TEXTRON FINL CORP MTN BE 144A  EXT JR SB GLBL67        | 2067-02-15      | 5.8484%  | 0.0000% | $86000.00          | $77560.13          | Corporate Debt Securities                         |
| TIME WARNER INC                SR DEB 5.375%41         | 2041-10-15      | 5.3750%  | 0.0000% | $2000.00           | $1400.64           | Corporate Debt Securities                         |
| TIME WARNER CABLE INC          SR DEB 5.875%40         | 2040-11-15      | 5.8750%  | 0.0000% | $4000.00           | $3722.05           | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                TAX BD 2018B 28         | 2028-11-15      | 5.3250%  | 0.0000% | $12000.00          | $12241.60          | Corporate Debt Securities                         |
| TRANSALTA CORP                 SR GLBL NT 29           | 2029-11-15      | 7.7500%  | 0.0000% | $10000.00          | $10475.49          | Corporate Debt Securities                         |
| TRANSCANADA TRUST              SUB COCO 79             | 2079-09-15      | 5.5000%  | 0.0000% | $76000.00          | $76217.57          | Corporate Debt Securities                         |
| TRANSCANADA TRUST              JR SB GLBL 82           | 2082-03-07      | 5.6000%  | 0.0000% | $278000.00         | $277074.26         | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL NT7.5%31        | 2031-04-15      | 7.5000%  | 0.0000% | $1000.00           | $969.34            | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL 144A 31         | 2031-05-15      | 8.5000%  | 0.0000% | $392000.00         | $396339.22         | Corporate Debt Securities                         |
| TRIDENT TPI HLDGS INC          SR 144A NT 28           | 2028-12-31      | 12.7500% | 0.0000% | $40000.00          | $42397.47          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR DEB 7.95%29          | 2029-04-15      | 7.9500%  | 0.0000% | $1000.00           | $1109.44           | Corporate Debt Securities                         |
| ARRAY DIGITAL INFRASTRUCTURE I SR NT 6.7%33            | 2033-12-15      | 6.7000%  | 0.0000% | $43000.00          | $45056.95          | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR GLBL NT 29           | 2029-03-01      | 6.8750%  | 0.0000% | $8000.00           | $8202.36           | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28        | 2028-07-15      | 6.8750%  | 0.0000% | $306000.00         | $306844.35         | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 29         | 2029-04-15      | 5.5000%  | 0.0000% | $203000.00         | $202228.49         | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL 144A 30         | 2030-01-15      | 6.0000%  | 0.0000% | $13000.00          | $12201.63          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  SR GLBL 144A 29         | 2029-02-15      | 6.5000%  | 0.0000% | $16000.00          | $15389.72          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNITI  1LIEN GLBL 28           | 2028-04-15      | 4.7500%  | 0.0000% | $48000.00          | $47535.05          | Corporate Debt Securities                         |
| UNUM GROUP                     SR NT 5.25%35           | 2035-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1001.73           | Corporate Debt Securities                         |
| V F CORP                       SR GLBL NT2.8%27        | 2027-04-23      | 2.8000%  | 0.0000% | $6000.00           | $5873.17           | Corporate Debt Securities                         |
| VALLEY NATL BANCORP            LW TIER II 31           | 2031-06-15      | 3.0000%  | 0.0000% | $5000.00           | $4726.22           | Corporate Debt Securities                         |
| VAREX IMAGING CORP             SR SEC GLBL 27          | 2027-10-15      | 7.8750%  | 0.0000% | $7000.00           | $7202.83           | Corporate Debt Securities                         |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT36        | 2036-01-15      | 6.7500%  | 0.0000% | $50000.00          | $53485.88          | Corporate Debt Securities                         |
| VERICAST CORPORATION           2LIEN 144A NT 27        | 2027-12-15      | 12.5000% | 0.0000% | $1000.00           | $1090.89           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43          | 2043-09-01      | 5.8500%  | 0.0000% | $31000.00          | $28257.35          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 62        | 2062-03-30      | 6.3750%  | 0.0000% | $11000.00          | $10888.58          | Corporate Debt Securities                         |
| VIATRIS INC                    SR GLBL NT 40           | 2040-06-22      | 3.8500%  | 0.0000% | $7000.00           | $5481.58           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81          | 2081-06-04      | 4.1250%  | 0.0000% | $40000.00          | $38373.10          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81          | 2081-06-04      | 5.1250%  | 0.0000% | $23000.00          | $18579.42          | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 33          | 2033-01-15      | 6.7500%  | 0.0000% | $128000.00         | $128416.32         | Corporate Debt Securities                         |
| VOLCAN COMPANIA MINERA S A A   SR SEC 144A NT30        | 2030-01-24      | 8.7500%  | 0.0000% | $10000.00          | $10676.39          | Corporate Debt Securities                         |
| VOYA FINANCIAL INC             PERP SUB GLBL -A        | 2099-12-31      | 7.7580%  | 0.0000% | $12000.00          | $12884.05          | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR 144A NT 29           | 2029-08-15      | 5.6250%  | 0.0000% | $300000.00         | $286888.13         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31        | 2031-03-01      | 7.3750%  | 0.0000% | $135000.00         | $139860.39         | Corporate Debt Securities                         |
| WABASH NATL CORP               SR GLBL 144A 28         | 2028-10-15      | 4.5000%  | 0.0000% | $350000.00         | $319905.25         | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB GLBL FL 27        | 2027-01-15      | 4.6662%  | 0.0000% | $10000.00          | $10021.73          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.897%072533         | 2033-07-25      | 4.8970%  | 0.0000% | $3000.00           | $3118.65           | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 012425-012428        | 2028-01-24      | 4.8252%  | 0.0000% | $1000.00           | $1006.75           | Corporate Debt Securities                         |
| WELLS FARGO COM MTG 2018-C48   D      20520118 3.00000 | 2052-01-18      | 3.0000%  | 0.0000% | $31000.00          | $25572.30          | Private Label Collateralized Mortgage Obligations |
| WHIRLPOOL CORP                 SR GLBL NT4.7%32        | 2032-05-14      | 4.7000%  | 0.0000% | $6000.00           | $5593.79           | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT6.5%33        | 2033-06-15      | 6.5000%  | 0.0000% | $393000.00         | $402444.88         | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 43           | 2043-03-01      | 5.1500%  | 0.0000% | $125000.00         | $107144.48         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 27        | 2027-04-01      | 6.0000%  | 0.0000% | $3000.00           | $3080.61           | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 29         | 2029-10-01      | 5.1250%  | 0.0000% | $10000.00          | $10120.05          | Corporate Debt Securities                         |
| XHR LP                         SR GLBL 144A 30         | 2030-05-15      | 6.6250%  | 0.0000% | $58000.00          | $59630.52          | Corporate Debt Securities                         |
| XEROX CORP                     1LIEN GLBL 30           | 2030-10-15      | 10.2500% | 0.0000% | $5000.00           | $5187.92           | Corporate Debt Securities                         |
| XEROX CORP                     2LIEN GLBL 31           | 2031-04-15      | 13.5000% | 0.0000% | $25000.00          | $23280.63          | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29         | 2029-11-30      | 8.8750%  | 0.0000% | $539000.00         | $223082.37         | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30        | 2030-09-09      | 13.7500% | 0.0000% | $22208.00          | $20053.82          | Corporate Debt Securities                         |
| AIR CDA INC                    1LIEN GLBL 26           | 2026-08-15      | 3.8750%  | 0.0000% | $17000.00          | $17083.08          | Corporate Debt Securities                         |
| BAUSCH PLUS LOMB CORP          1LIEN GLBL 28           | 2028-10-01      | 8.3750%  | 0.0000% | $55000.00          | $58135.57          | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28           | 2028-09-30      | 11.0000% | 0.0000% | $1000.00           | $1062.76           | Corporate Debt Securities                         |
| BAYTEX ENERGY CORP             SR REGS NT8.5%30        | 2030-04-30      | 8.5000%  | 0.0000% | $82000.00          | $87049.65          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR REGS NT 6%28         | 2028-02-15      | 6.0000%  | 0.0000% | $7000.00           | $7139.70           | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR REGS NT 31           | 2031-07-01      | 7.2500%  | 0.0000% | $40000.00          | $43712.97          | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR GLBL REGS 33         | 2033-06-15      | 6.7500%  | 0.0000% | $2000.00           | $2172.36           | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31        | 2031-06-01      | 8.6250%  | 0.0000% | $19000.00          | $20789.16          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     SR REGS NT 34           | 2034-02-15      | 7.2500%  | 0.0000% | $50000.00          | $52648.81          | Corporate Debt Securities                         |
| GOEASY LTD                     SR REGS NT 28           | 2028-12-01      | 9.2500%  | 0.0000% | $128000.00         | $137521.81         | Corporate Debt Securities                         |
| GOEASY LTD                     SR REGS NT 29           | 2029-07-01      | 7.6250%  | 0.0000% | $50000.00          | $51086.27          | Corporate Debt Securities                         |
| GOEASY LTD                     SR REGS NT 30           | 2030-10-01      | 7.3750%  | 0.0000% | $3000.00           | $2934.20           | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL REGS 29         | 2029-04-01      | 6.1250%  | 0.0000% | $21000.00          | $21465.32          | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL REGS 26         | 2026-04-01      | 4.5000%  | 0.0000% | $20000.00          | $20122.90          | Corporate Debt Securities                         |
| MEG ENERGY CORP                SR GLBL REGS 29         | 2029-02-01      | 5.8750%  | 0.0000% | $75000.00          | $77466.28          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR REGS NT 27           | 2027-06-01      | 5.2500%  | 0.0000% | $55000.00          | $56419.14          | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     1LIEN GLBL 28           | 2028-11-15      | 8.5000%  | 0.0000% | $18000.00          | $18905.75          | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 28           | 2028-01-15      | 3.8750%  | 0.0000% | $9000.00           | $8944.18           | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR GLBL REGS 28         | 2028-02-15      | 3.8750%  | 0.0000% | $3000.00           | $2955.32           | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SUB GLBL REGS 82        | 2082-03-15      | 5.2500%  | 0.0000% | $5000.00           | $5029.38           | Corporate Debt Securities                         |
| COSAN S A                      SR GLBL REGS 29         | 2029-09-20      | 5.5000%  | 0.0000% | $224000.00         | $222407.11         | Corporate Debt Securities                         |
| INEOS FINANCE PLC              SR SEC GLBL 28          | 2028-05-15      | 6.7500%  | 0.0000% | $200000.00         | $187627.50         | Corporate Debt Securities                         |
| LLOYDS BANKING GROUP PLC       PERP SUB GLBL           | 2099-12-31      | 6.4130%  | 0.0000% | $212000.00         | $224513.07         | Corporate Debt Securities                         |
| NABORS INDUSTRIES LTD          SR GLBL REGS 28         | 2028-01-15      | 7.5000%  | 0.0000% | $120000.00         | $123502.60         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR REGS NT 32           | 2032-02-01      | 6.7500%  | 0.0000% | $3000.00           | $3106.76           | Corporate Debt Securities                         |
| TRANSOCEAN INC                 SR GLBL REGS 31         | 2031-05-15      | 8.5000%  | 0.0000% | $19000.00          | $19210.32          | Corporate Debt Securities                         |
| VIKING CRUISES LTD             SR GLBL REGS 29         | 2029-02-15      | 7.0000%  | 0.0000% | $175000.00         | $179446.36         | Corporate Debt Securities                         |
| VIRGIN MEDIA FINANCE PLC       SR GLBL REGS 30         | 2030-07-15      | 5.0000%  | 0.0000% | $400000.00         | $359532.89         | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC GLBL 31          | 2031-01-31      | 4.2500%  | 0.0000% | $400000.00         | $371796.56         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR REGS NT 9%31         | 2031-01-20      | 9.0000%  | 0.0000% | $549000.00         | $593858.79         | Corporate Debt Securities                         |
| AEGEA FIN S A R L S A          SR GLBL REGS 36         | 2036-01-20      | 7.6250%  | 0.0000% | $112000.00         | $107571.96         | Corporate Debt Securities                         |
| COSAN LUXEMBOURG S A           SR REGS NT7.5%30        | 2030-06-27      | 7.5000%  | 0.0000% | $355000.00         | $377691.01         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 26         | 2026-04-17      | 7.6250%  | 0.0000% | $434000.00         | $432543.51         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR REGS NT 31           | 2031-06-10      | 4.6250%  | 0.0000% | $464000.00         | $353977.87         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR GLBL REGS 32         | 2032-04-08      | 5.8750%  | 0.0000% | $285000.00         | $218415.37         | Corporate Debt Securities                         |
| FS LUXEMBOURG SARL             SR REGS NT 31           | 2031-02-12      | 8.8750%  | 0.0000% | $476000.00         | $504294.37         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR REGS NT 27           | 2027-09-19      | 4.8750%  | 0.0000% | $415000.00         | $418670.16         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30         | 2030-01-31      | 4.5000%  | 0.0000% | $369000.00         | $138718.17         | Corporate Debt Securities                         |
| AES PANAMA GENERATION HLDGS    SR SEC GLBL 30          | 2030-05-31      | 4.3750%  | 0.0000% | $557000.00         | $487667.46         | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB REGS NT 34          | 2034-01-16      | 7.6250%  | 0.0000% | $204000.00         | $222473.90         | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR REGS NT 30           | 2030-03-15      | 5.7500%  | 0.0000% | $20000.00          | $20741.39          | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR GLBL REGS 31         | 2031-06-15      | 5.8750%  | 0.0000% | $7000.00           | $7415.43           | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR REGS NT 32           | 2032-08-01      | 5.7500%  | 0.0000% | $20000.00          | $20929.47          | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA        SR SEC GLBL 30          | 2030-04-15      | 7.8750%  | 0.0000% | $45000.00          | $47448.28          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.95%012860          | 2060-01-28      | 6.9500%  | 0.0000% | $181000.00         | $150106.32         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 10%020733            | 2033-02-07      | 10.0000% | 0.0000% | $58000.00          | $68657.11          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR GLBL REGS 27         | 2027-09-15      | 4.5000%  | 0.0000% | $34000.00          | $34236.81          | Corporate Debt Securities                         |
| FMG RESOURCES AUGUST 2006 PTY  SR REGS NT 31           | 2031-04-01      | 4.3750%  | 0.0000% | $262000.00         | $254710.40         | Corporate Debt Securities                         |
| INFRABUILD AUSTRALIA PTY LTD   SR REGS NT 28           | 2028-11-15      | 14.5000% | 0.0000% | $152000.00         | $161628.61         | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL REGS 29         | 2029-04-15      | 5.0000%  | 0.0000% | $44000.00          | $42964.34          | Corporate Debt Securities                         |
| ACCO BRANDS CORP               SR GLBL REGS 29         | 2029-03-15      | 4.2500%  | 0.0000% | $240000.00         | $218538.73         | Corporate Debt Securities                         |
| ACRISURE LLC / ACRISURE FIN    SR REGS NT 6%29         | 2029-08-01      | 6.0000%  | 0.0000% | $16000.00          | $16014.72          | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL REGS 29         | 2029-08-01      | 4.6250%  | 0.0000% | $37000.00          | $36100.58          | Corporate Debt Securities                         |
| OSAIC HLDGS INC                1LIEN GLBL 28           | 2028-03-01      | 6.2500%  | 0.0000% | $10000.00          | $10191.24          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 28         | 2028-02-15      | 5.8750%  | 0.0000% | $37000.00          | $37644.87          | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 29         | 2029-03-15      | 3.5000%  | 0.0000% | $202000.00         | $195018.32         | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 33         | 2033-03-15      | 6.2500%  | 0.0000% | $30000.00          | $31425.11          | Corporate Debt Securities                         |
| ALLISON TRANSMISSION INC       SR GLBL REGS 31         | 2031-01-30      | 3.7500%  | 0.0000% | $7000.00           | $6601.01           | Corporate Debt Securities                         |
| ALLIED UNVL HOLDCO LLC/ALLIED  SR SEC GLBL 31          | 2031-02-15      | 7.8750%  | 0.0000% | $15000.00          | $16076.57          | Corporate Debt Securities                         |
| AMC ENTMT HLDGS INC            1LIEN GLBL 29           | 2029-02-15      | 7.5000%  | 0.0000% | $54000.00          | $49188.51          | Corporate Debt Securities                         |
| AMC NETWORKS INC               SR SEC GLBL 29          | 2029-01-15      | 10.2500% | 0.0000% | $104000.00         | $112880.36         | Corporate Debt Securities                         |
| AMERIGAS PARTNERS L P          SR GLBL REGS 28         | 2028-06-01      | 9.3750%  | 0.0000% | $322000.00         | $349100.73         | Corporate Debt Securities                         |
| GROUP 1 AUTOMOTIVE INC         SR GLBL REGS 30         | 2030-01-15      | 6.3750%  | 0.0000% | $3000.00           | $3156.43           | Corporate Debt Securities                         |
| ARCHES BUYER INC               1LIEN GLBL 28           | 2028-06-01      | 4.2500%  | 0.0000% | $52000.00          | $52240.02          | Corporate Debt Securities                         |
| ASGN INC                       SR GLBL REGS 28         | 2028-05-15      | 4.6250%  | 0.0000% | $7000.00           | $6861.54           | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR GLBL REGS 28         | 2028-01-15      | 6.6250%  | 0.0000% | $300000.00         | $306655.71         | Corporate Debt Securities                         |
| ASHTON WOODS USA LLC / ASHTON  SR REGS NT 29           | 2029-08-01      | 4.6250%  | 0.0000% | $50000.00          | $48085.06          | Corporate Debt Securities                         |
| ATKORE INC                     SR GLBL REGS 31         | 2031-06-01      | 4.2500%  | 0.0000% | $22000.00          | $21631.63          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 27         | 2027-07-15      | 5.7500%  | 0.0000% | $30000.00          | $30588.09          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32         | 2032-06-15      | 8.3750%  | 0.0000% | $15000.00          | $16073.83          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 30         | 2030-03-01      | 5.0000%  | 0.0000% | $124000.00         | $124849.81         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 32         | 2032-06-15      | 6.3750%  | 0.0000% | $3000.00           | $3207.88           | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL REGS 34         | 2034-03-01      | 6.3750%  | 0.0000% | $164000.00         | $173247.35         | Corporate Debt Securities                         |
| BROADSTREET PARTNERS INC       SR REGS NT 29           | 2029-04-15      | 5.8750%  | 0.0000% | $28000.00          | $28097.93          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL REGS 29         | 2029-10-15      | 4.6250%  | 0.0000% | $28000.00          | $26578.00          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 26         | 2026-05-01      | 5.5000%  | 0.0000% | $180000.00         | $180668.70         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 27         | 2027-05-01      | 5.1250%  | 0.0000% | $156000.00         | $156209.63         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 28         | 2028-02-01      | 5.0000%  | 0.0000% | $15000.00          | $15130.35          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL REGS 33         | 2033-06-01      | 4.5000%  | 0.0000% | $18000.00          | $16151.67          | Corporate Debt Securities                         |
| CALPINE CORPORATION            1LIEN GLBL 28           | 2028-02-15      | 4.5000%  | 0.0000% | $36000.00          | $36323.10          | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL REGS 29         | 2029-02-01      | 4.6250%  | 0.0000% | $10000.00          | $10087.61          | Corporate Debt Securities                         |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28          | 2028-08-01      | 8.7500%  | 0.0000% | $16000.00          | $13661.86          | Corporate Debt Securities                         |
| CROCS INC                      SR GLBL REGS 29         | 2029-03-15      | 4.2500%  | 0.0000% | $75000.00          | $72981.60          | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL REGS 28         | 2028-05-01      | 4.2500%  | 0.0000% | $72000.00          | $71435.34          | Corporate Debt Securities                         |
| CHARLES RIV LABS INTL INC      SR GLBL REGS 31         | 2031-03-15      | 4.0000%  | 0.0000% | $21000.00          | $20052.92          | Corporate Debt Securities                         |
| CVR ENERGY INC                 SR GLBL REGS 29         | 2029-01-15      | 8.5000%  | 0.0000% | $307000.00         | $322890.15         | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC        SR GLBL REGS 29         | 2029-08-15      | 3.8750%  | 0.0000% | $45000.00          | $43236.31          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL REGS 29         | 2029-01-15      | 4.5000%  | 0.0000% | $4000.00           | $3736.50           | Corporate Debt Securities                         |
| CHART INDS INC                 SR SEC GLBL 30          | 2030-01-01      | 7.5000%  | 0.0000% | $12000.00          | $12877.98          | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL REGS 29         | 2029-11-15      | 4.6250%  | 0.0000% | $181000.00         | $161797.74         | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL REGS 28         | 2028-07-01      | 8.3750%  | 0.0000% | $5000.00           | $5321.39           | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 29           | 2029-01-15      | 6.0000%  | 0.0000% | $10000.00          | $10264.47          | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL REGS 28         | 2028-07-15      | 5.2500%  | 0.0000% | $3000.00           | $3053.51           | Corporate Debt Securities                         |
| CLEAN HARBORS INC              SR GLBL REGS 29         | 2029-07-15      | 5.1250%  | 0.0000% | $40000.00          | $40825.76          | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL REGS 29         | 2029-06-01      | 7.5000%  | 0.0000% | $49000.00          | $50290.90          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL REGS 31         | 2031-03-01      | 4.8750%  | 0.0000% | $76000.00          | $73051.29          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT 30           | 2030-04-15      | 6.7500%  | 0.0000% | $54000.00          | $55567.21          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR REGS NT7.5%31        | 2031-09-15      | 7.5000%  | 0.0000% | $9000.00           | $9533.14           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       2LIEN GLBL 29           | 2029-09-30      | 9.0000%  | 0.0000% | $24000.00          | $25023.36          | Corporate Debt Securities                         |
| PERMIAN RES OPER LLC           SR REGS NT 29           | 2029-07-01      | 5.8750%  | 0.0000% | $2000.00           | $2053.90           | Corporate Debt Securities                         |
| COMMSCOPE HLDG CO INC          SR GLBL REGS 27         | 2027-03-01      | 8.2500%  | 0.0000% | $32000.00          | $32725.04          | Corporate Debt Securities                         |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL REGS 27         | 2027-03-15      | 5.0000%  | 0.0000% | $22000.00          | $22206.34          | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29          | 2029-04-15      | 5.2500%  | 0.0000% | $144000.00         | $134959.80         | Corporate Debt Securities                         |
| DARLING INGREDIENTS INC        SR GLBL REGS 27         | 2027-04-15      | 5.2500%  | 0.0000% | $6000.00           | $6042.60           | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 31         | 2031-02-15      | 3.7500%  | 0.0000% | $23000.00          | $21553.05          | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL REGS 32         | 2032-09-01      | 6.8750%  | 0.0000% | $7000.00           | $7382.02           | Corporate Debt Securities                         |
| DEALER TIRE LLC                SR GLBL REGS 28         | 2028-02-01      | 8.0000%  | 0.0000% | $7000.00           | $7143.85           | Corporate Debt Securities                         |
| DELUXE CORP MEDIUM TERM NTS    SR GLBL REGS 29         | 2029-06-01      | 8.0000%  | 0.0000% | $50000.00          | $52487.17          | Corporate Debt Securities                         |
| KBR INC                        SR GLBL REGS 28         | 2028-09-30      | 4.7500%  | 0.0000% | $192000.00         | $189615.89         | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC REGS NT27        | 2027-08-15      | 5.8750%  | 0.0000% | $449000.00         | $457539.54         | Corporate Debt Securities                         |
| DISH DBS CORPORATION           1LIEN GLBL 28           | 2028-12-01      | 5.7500%  | 0.0000% | $285000.00         | $283606.59         | Corporate Debt Securities                         |
| DONNELLEY R R & SONS CO        SR SEC REGS NT29        | 2029-08-01      | 9.5000%  | 0.0000% | $20000.00          | $21201.10          | Corporate Debt Securities                         |
| EDGEWELL PERSONAL CARE CO      SR GLBL REGS 28         | 2028-06-01      | 5.5000%  | 0.0000% | $15000.00          | $15388.23          | Corporate Debt Securities                         |
| ELEMENT SOLUTIONS INC          SR GLBL REGS 28         | 2028-09-01      | 3.8750%  | 0.0000% | $54000.00          | $53310.13          | Corporate Debt Securities                         |
| EMERALD DEBT MERGER SUB LLC    SR SEC REGS NT30        | 2030-12-15      | 6.6250%  | 0.0000% | $16000.00          | $17011.94          | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL REGS 28         | 2028-06-15      | 4.7500%  | 0.0000% | $50000.00          | $50317.85          | Corporate Debt Securities                         |
| ENDO FIN HLDGS INC             SR SEC GLBL 31          | 2031-04-15      | 8.5000%  | 0.0000% | $42000.00          | $44162.28          | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR REGS NT 27           | 2027-01-15      | 6.6250%  | 0.0000% | $26000.00          | $26674.85          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 27           | 2027-10-15      | 5.8750%  | 0.0000% | $292000.00         | $294265.15         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 28           | 2028-05-01      | 5.0000%  | 0.0000% | $34000.00          | $34215.22          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL 29           | 2029-05-01      | 6.7500%  | 0.0000% | $371000.00         | $375935.23         | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  1LIEN GLBL 30           | 2030-05-15      | 8.7500%  | 0.0000% | $9000.00           | $9428.76           | Corporate Debt Securities                         |
| FERRELLGAS L P / FERRELLGAS    SR GLBL REGS 29         | 2029-04-01      | 5.8750%  | 0.0000% | $25000.00          | $24078.30          | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL REGS 28         | 2028-09-01      | 4.6250%  | 0.0000% | $4000.00           | $4018.91           | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL REGS 32         | 2032-03-01      | 6.8750%  | 0.0000% | $39000.00          | $41198.22          | Corporate Debt Securities                         |
| HEALTHEQUITY INC               SR GLBL REGS 29         | 2029-10-01      | 4.5000%  | 0.0000% | $34000.00          | $33558.51          | Corporate Debt Securities                         |
| HOLOGIC INC                    SR GLBL REGS 28         | 2028-02-01      | 4.6250%  | 0.0000% | $45000.00          | $45700.71          | Corporate Debt Securities                         |
| CLUE OPCO LLC                  1LIEN REGS NT 31        | 2031-10-15      | 9.5000%  | 0.0000% | $5000.00           | $5244.44           | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       SR REGS NT 29           | 2029-08-15      | 5.6250%  | 0.0000% | $242000.00         | $231423.09         | Corporate Debt Securities                         |
| W. R. GRACE HOLDINGS LLC       1LIEN GLBL 27           | 2027-06-15      | 4.8750%  | 0.0000% | $350000.00         | $354341.02         | Corporate Debt Securities                         |
| GREAT LAKES DREDGE & DOCK CORP SR GLBL REGS 29         | 2029-06-01      | 5.2500%  | 0.0000% | $2000.00           | $2000.53           | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL REGS 27         | 2027-07-15      | 4.7500%  | 0.0000% | $120000.00         | $121893.43         | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL REGS 29         | 2029-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3847.83           | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL REGS 29         | 2029-03-01      | 9.7500%  | 0.0000% | $14000.00          | $15049.06          | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL REGS 30         | 2030-10-15      | 4.7500%  | 0.0000% | $9000.00           | $6844.17           | Corporate Debt Securities                         |
| GRAY MEDIA INC                 1LIEN GLBL 29           | 2029-07-15      | 10.5000% | 0.0000% | $200000.00         | $223136.33         | Corporate Debt Securities                         |
| HERTZ CORP                     SR GLBL REGS 29         | 2029-12-01      | 5.0000%  | 0.0000% | $4000.00           | $2845.37           | Corporate Debt Securities                         |
| HERTZ CORP                     1LIEN GLBL 29           | 2029-07-15      | 12.6250% | 0.0000% | $467000.00         | $489043.50         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL REGS 28         | 2028-05-01      | 5.7500%  | 0.0000% | $37000.00          | $37267.97          | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR GLBL REGS 31         | 2031-07-01      | 4.8750%  | 0.0000% | $8000.00           | $7564.53           | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL REGS 29         | 2029-02-01      | 4.1250%  | 0.0000% | $162000.00         | $159350.69         | Corporate Debt Securities                         |
| INGEVITY CORP                  SR GLBL REGS 28         | 2028-11-01      | 3.8750%  | 0.0000% | $9000.00           | $8737.35           | Corporate Debt Securities                         |
| INGRAM MICRO INC               SR SEC REGS NT29        | 2029-05-15      | 4.7500%  | 0.0000% | $31000.00          | $30618.86          | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC       SR SEC GLBL 29          | 2029-05-01      | 9.1250%  | 0.0000% | $20000.00          | $19008.33          | Corporate Debt Securities                         |
| ITT HOLDINGS LLC               SR REGS NT6.5%29        | 2029-08-01      | 6.5000%  | 0.0000% | $37000.00          | $36601.69          | Corporate Debt Securities                         |
| INGLES MKTS INC                SR GLBL REGS 31         | 2031-06-15      | 4.0000%  | 0.0000% | $33000.00          | $31741.09          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 27         | 2027-09-15      | 4.8750%  | 0.0000% | $261000.00         | $263042.43         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 29         | 2029-09-15      | 4.8750%  | 0.0000% | $53000.00          | $52898.00          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL REGS 31         | 2031-02-15      | 4.5000%  | 0.0000% | $334000.00         | $323170.05         | Corporate Debt Securities                         |
| KNIFE RIVER CORP               SR REGS NT 31           | 2031-05-01      | 7.7500%  | 0.0000% | $30000.00          | $31695.08          | Corporate Debt Securities                         |
| HLF FING SARL LLC / HERBALIFE  SR SEC GLBL 29          | 2029-04-15      | 12.2500% | 0.0000% | $6000.00           | $6564.19           | Corporate Debt Securities                         |
| LABL INC                       SR REGS NT 29           | 2029-11-01      | 8.2500%  | 0.0000% | $20000.00          | $7723.75           | Corporate Debt Securities                         |
| LABL INC                       SR SEC REGS NT28        | 2028-11-01      | 9.5000%  | 0.0000% | $56000.00          | $39457.88          | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR REGS NT 31           | 2031-08-01      | 8.2500%  | 0.0000% | $26000.00          | $28147.15          | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL REGS 28         | 2028-04-01      | 6.1250%  | 0.0000% | $32000.00          | $29878.97          | Corporate Debt Securities                         |
| LAMB WESTON HLDGS INC          SR GLBL REGS 28         | 2028-05-15      | 4.8750%  | 0.0000% | $49000.00          | $49152.41          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL REGS NT 28         | 2028-07-01      | 4.2500%  | 0.0000% | $20000.00          | $19265.48          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL REGS NT 29         | 2029-01-15      | 3.6250%  | 0.0000% | $231000.00         | $210596.51         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR GLBL REGS 29         | 2029-07-15      | 3.7500%  | 0.0000% | $208000.00         | $186110.95         | Corporate Debt Securities                         |
| LGI HOMES INC                  SR GLBL REGS 29         | 2029-07-15      | 4.0000%  | 0.0000% | $35000.00          | $32670.67          | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR REGS NT 29           | 2029-01-15      | 5.3750%  | 0.0000% | $9000.00           | $8923.03           | Corporate Debt Securities                         |
| LITHIA MTRS INC                SR GLBL REGS 31         | 2031-01-15      | 4.3750%  | 0.0000% | $16000.00          | $15599.09          | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR GLBL REGS 27         | 2027-10-15      | 4.7500%  | 0.0000% | $5000.00           | $5014.47           | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27          | 2027-05-15      | 6.5000%  | 0.0000% | $8000.00           | $8101.74           | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28          | 2028-10-15      | 6.2500%  | 0.0000% | $27000.00          | $27039.83          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR GLBL REGS 29         | 2029-06-15      | 5.3750%  | 0.0000% | $423000.00         | $401670.99         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32          | 2032-10-15      | 10.0000% | 0.0000% | $24229.00          | $24669.83          | Corporate Debt Securities                         |
| MADISON IAQ LLC                SR REGS NT 29           | 2029-06-30      | 5.8750%  | 0.0000% | $19000.00          | $19228.81          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR REGS NT 32           | 2032-03-15      | 6.1250%  | 0.0000% | $51000.00          | $51878.23          | Corporate Debt Securities                         |
| MACYS RETAIL HLDGS LLC         SR GLBL REGS 33         | 2033-08-01      | 7.3750%  | 0.0000% | $125000.00         | $134496.06         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              1LIEN REGS NT 28        | 2028-05-01      | 5.2500%  | 0.0000% | $43000.00          | $40535.56          | Corporate Debt Securities                         |
| MANITOWOC CO INC               SR SEC GLBL 31          | 2031-10-01      | 9.2500%  | 0.0000% | $10000.00          | $10772.36          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR REGS NT 31           | 2031-10-01      | 3.6250%  | 0.0000% | $3000.00           | $2762.37           | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     2LIEN REGS NT 27        | 2027-04-15      | 9.2500%  | 0.0000% | $97000.00          | $91883.12          | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     1LIEN REGS NT 27        | 2027-04-15      | 7.8750%  | 0.0000% | $1000.00           | $986.18            | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL REGS 29         | 2029-02-15      | 5.6250%  | 0.0000% | $15000.00          | $15296.01          | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    GLBL REGS NT 30         | 2030-08-01      | 4.1250%  | 0.0000% | $274000.00         | $262904.71         | Corporate Debt Securities                         |
| MERCER INTL INC                SR GLBL REGS 28         | 2028-10-01      | 12.8750% | 0.0000% | $33000.00          | $24753.81          | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL REGS 28         | 2028-06-15      | 4.3750%  | 0.0000% | $48000.00          | $47648.11          | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC          SR GLBL REGS 32         | 2032-05-15      | 3.8750%  | 0.0000% | $53000.00          | $47712.68          | Corporate Debt Securities                         |
| MOZART DEBT MERGER SUB INC     SR SEC REGS NT29        | 2029-04-01      | 3.8750%  | 0.0000% | $50000.00          | $48855.77          | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL REGS 29         | 2029-04-15      | 5.1250%  | 0.0000% | $13000.00          | $12914.61          | Corporate Debt Securities                         |
| NABORS INDS INC                SR REGS NT 30           | 2030-01-31      | 9.1250%  | 0.0000% | $4000.00           | $4299.64           | Corporate Debt Securities                         |
| NABORS INDUSTRIES INC 8.875 15AUG31                    | 2031-08-15      | 8.8750%  | 0.0000% | $20000.00          | $20059.25          | Corporate Debt Securities                         |
| NCR ATLEOS CORPORATION         1LIEN REGS NT 29        | 2029-04-01      | 9.5000%  | 0.0000% | $20000.00          | $21890.23          | Corporate Debt Securities                         |
| XPLR INFRASTRUCTURE            SR GLBL REGS 29         | 2029-01-15      | 7.2500%  | 0.0000% | $5000.00           | $5253.32           | Corporate Debt Securities                         |
| NEXSTAR BROADCASTING INC       SR GLBL REGS 27         | 2027-07-15      | 5.6250%  | 0.0000% | $1212000.00        | $1238944.27        | Corporate Debt Securities                         |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32          | 2032-02-15      | 8.3750%  | 0.0000% | $6000.00           | $6233.55           | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 1.85%091626          | 2026-09-16      | 1.8500%  | 0.0000% | $29000.00          | $28288.05          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2.45%091528          | 2028-09-15      | 2.4500%  | 0.0000% | $208000.00         | $191422.00         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.95%091526          | 2026-09-15      | 6.9500%  | 0.0000% | $35000.00          | $35909.76          | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 7.05%091528          | 2028-09-15      | 7.0500%  | 0.0000% | $401000.00         | $419424.28         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 6.125%093030         | 2030-09-30      | 6.1250%  | 0.0000% | $477000.00         | $476989.60         | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR GLBL REGS 28         | 2028-03-01      | 8.1250%  | 0.0000% | $17000.00          | $17527.09          | Corporate Debt Securities                         |
| NORTHERN OIL & GAS INC         SR REGS NT 31           | 2031-06-15      | 8.7500%  | 0.0000% | $35000.00          | $37137.73          | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL REGS 29         | 2029-07-15      | 5.7500%  | 0.0000% | $4000.00           | $4102.17           | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL REGS 30         | 2030-01-30      | 4.7500%  | 0.0000% | $22000.00          | $21467.81          | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL REGS 31         | 2031-08-15      | 3.8750%  | 0.0000% | $388000.00         | $357319.60         | Corporate Debt Securities                         |
| ON SEMICONDUCTOR CORP          SR GLBL REGS 28         | 2028-09-01      | 3.8750%  | 0.0000% | $19000.00          | $18649.92          | Corporate Debt Securities                         |
| OWENS & MINOR INC              SR GLBL REGS 30         | 2030-04-01      | 6.6250%  | 0.0000% | $14000.00          | $9126.59           | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL REGS 27         | 2027-05-13      | 6.6250%  | 0.0000% | $55000.00          | $55243.78          | Corporate Debt Securities                         |
| OWENS BROCKWAY                 SR GLBL REGS 31         | 2031-05-15      | 7.2500%  | 0.0000% | $8000.00           | $8113.18           | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL REGS 30         | 2030-03-15      | 4.6250%  | 0.0000% | $10000.00          | $9807.98           | Corporate Debt Securities                         |
| ORGANON & CO / ORGANON FGN DEB SR GLBL REGS 34         | 2034-05-15      | 7.8750%  | 0.0000% | $250000.00         | $210103.44         | Corporate Debt Securities                         |
| OPEN TEXT HLDGS INC            SR GLBL REGS 30         | 2030-02-15      | 4.1250%  | 0.0000% | $25000.00          | $24030.55          | Corporate Debt Securities                         |
| PATRICK INDS INC               SR GLBL REGS 32         | 2032-11-01      | 6.3750%  | 0.0000% | $10000.00          | $10269.11          | Corporate Debt Securities                         |
| DOMTAR CORP                    SR SEC REGS NT28        | 2028-10-01      | 6.7500%  | 0.0000% | $219000.00         | $172626.20         | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL REGS 27         | 2027-10-15      | 5.5000%  | 0.0000% | $7000.00           | $7042.28           | Corporate Debt Securities                         |
| PILGRIMS PRIDE CORP            SR GLBL REGS 32         | 2032-03-01      | 3.5000%  | 0.0000% | $110000.00         | $102608.92         | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL REGS 27         | 2027-03-15      | 6.8750%  | 0.0000% | $88000.00          | $89495.21          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR SEC GLBL 32          | 2032-02-15      | 6.2500%  | 0.0000% | $71000.00          | $74489.08          | Corporate Debt Securities                         |
| POST HLDGS INC                 SR REGS NT 33           | 2033-03-01      | 6.3750%  | 0.0000% | $12000.00          | $12333.19          | Corporate Debt Securities                         |
| POST HOLDINGS INC 6.25 15OCT34                         | 2034-10-15      | 6.2500%  | 0.0000% | $345000.00         | $353288.72         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL REGS 29         | 2029-09-01      | 5.6250%  | 0.0000% | $245000.00         | $133616.57         | Corporate Debt Securities                         |
| PREMIER ENTMT SUB LLC / PREMIE SR GLBL REGS 31         | 2031-09-01      | 5.8750%  | 0.0000% | $72000.00          | $37022.25          | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN             SR GLBL REGS 28         | 2028-01-15      | 5.1250%  | 0.0000% | $20000.00          | $20342.08          | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN             SR GLBL REGS 31         | 2031-04-01      | 3.7500%  | 0.0000% | $20000.00          | $18748.15          | Corporate Debt Securities                         |
| PTC INC                        SR GLBL REGS 28         | 2028-02-15      | 4.0000%  | 0.0000% | $45000.00          | $44894.45          | Corporate Debt Securities                         |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL REGS 31         | 2031-03-01      | 3.8750%  | 0.0000% | $2000.00           | $1909.45           | Corporate Debt Securities                         |
| RAND PARENT LLC                1LIEN REGS NT 30        | 2030-02-15      | 8.5000%  | 0.0000% | $5000.00           | $5243.45           | Corporate Debt Securities                         |
| RADIATE HOLDCO LLC/RADIATE FI  PIK REGS NT 6%30        | 2030-03-25      | 9.2500%  | 0.0000% | $10000.00          | $5250.67           | Corporate Debt Securities                         |
| ROBLOX CORP                    SR GLBL REGS 30         | 2030-05-01      | 3.8750%  | 0.0000% | $19000.00          | $18210.10          | Corporate Debt Securities                         |
| SBL HOLDINGS LLC               PERP JR SB REGS         | 2099-12-31      | 6.5000%  | 0.0000% | $228000.00         | $216980.38         | Corporate Debt Securities                         |
| ROCKET COS INC                 SR GLBL REGS 33         | 2033-08-01      | 6.3750%  | 0.0000% | $22000.00          | $23578.70          | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR REGS NT6.5%29        | 2029-02-15      | 6.5000%  | 0.0000% | $68000.00          | $67457.85          | Corporate Debt Securities                         |
| ROCKET SOFTWARE INC            SR SEC REGS NT28        | 2028-11-28      | 9.0000%  | 0.0000% | $100000.00         | $103680.00         | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC SR GLBL REGS 29         | 2029-01-15      | 5.7500%  | 0.0000% | $2000.00           | $1962.97           | Corporate Debt Securities                         |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30           | 2030-04-15      | 7.0000%  | 0.0000% | $3800.00           | $3839.18           | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL REGS 29         | 2029-04-01      | 8.0000%  | 0.0000% | $12000.00          | $12410.48          | Corporate Debt Securities                         |
| SYNAPTICS INC                  SR GLBL REGS 29         | 2029-06-15      | 4.0000%  | 0.0000% | $17000.00          | $16650.33          | Corporate Debt Securities                         |
| LIGHT & WONDER INTL INC        SR GLBL REGS 29         | 2029-11-15      | 7.2500%  | 0.0000% | $20000.00          | $20577.36          | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 33         | 2033-07-15      | 6.8750%  | 0.0000% | $22000.00          | $23649.32          | Corporate Debt Securities                         |
| SEALED AIR CORP NEW            SR GLBL REGS 27         | 2027-12-01      | 4.0000%  | 0.0000% | $20000.00          | $20306.33          | Corporate Debt Securities                         |
| SIMMONS FOODS INC / SIMMONS P  2LIEN GLBL 29           | 2029-03-01      | 4.6250%  | 0.0000% | $20000.00          | $19418.54          | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL REGS 30         | 2030-07-01      | 4.1250%  | 0.0000% | $8000.00           | $7711.15           | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL REGS 26         | 2026-09-01      | 3.1250%  | 0.0000% | $38000.00          | $37965.50          | Corporate Debt Securities                         |
| TALEN ENERGY SUPPLY LLC        SR SEC REGS NT30        | 2030-06-01      | 8.6250%  | 0.0000% | $300000.00         | $330784.88         | Corporate Debt Securities                         |
| TALOS PRODTN INC               2LIEN GLBL 29           | 2029-02-01      | 9.0000%  | 0.0000% | $37000.00          | $39614.42          | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL REGS 27         | 2027-02-01      | 4.2500%  | 0.0000% | $84000.00          | $84737.73          | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL REGS 29         | 2029-04-01      | 5.2000%  | 0.0000% | $50000.00          | $51167.17          | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL REGS 30         | 2030-10-15      | 3.0000%  | 0.0000% | $10000.00          | $9273.73           | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL REGS 33         | 2033-03-01      | 6.8750%  | 0.0000% | $196000.00         | $204864.02         | Corporate Debt Securities                         |
| SONIC AUTOMOTIVE INC           SR GLBL REGS 29         | 2029-11-15      | 4.6250%  | 0.0000% | $30000.00          | $29372.70          | Corporate Debt Securities                         |
| SOTHEBYS                       SR GLBL REGS 25         | 2025-12-15      | 4.8750%  | 0.0000% | $10000.00          | $10048.23          | Corporate Debt Securities                         |
| STERIGENICS-NORDION HLDGS LLC  SR SEC REGS NT31        | 2031-06-01      | 7.3750%  | 0.0000% | $20000.00          | $21716.81          | Corporate Debt Securities                         |
| SS&C TECHNOLOGIES INC          SR GLBL REGS 32         | 2032-06-01      | 6.5000%  | 0.0000% | $32000.00          | $34267.79          | Corporate Debt Securities                         |
| STAPLES INC                    2LIEN GLBL 30           | 2030-01-15      | 12.7500% | 0.0000% | $11468.00          | $9496.13           | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL REGS 26         | 2026-07-15      | 3.6250%  | 0.0000% | $20000.00          | $20111.45          | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL REGS 27         | 2027-01-15      | 4.3750%  | 0.0000% | $15000.00          | $15157.70          | Corporate Debt Securities                         |
| STONEX ESCROW ISSUER LLC       SR SEC GLBL 32          | 2032-07-15      | 6.8750%  | 0.0000% | $15000.00          | $15921.24          | Corporate Debt Securities                         |
| SCRIPPS ESCROW II INC          1LIEN GLBL 29           | 2029-01-15      | 3.8750%  | 0.0000% | $59000.00          | $55463.89          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL REGS 28         | 2028-09-15      | 7.0000%  | 0.0000% | $14000.00          | $14648.96          | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL REGS 32         | 2032-05-01      | 7.2500%  | 0.0000% | $43000.00          | $45574.73          | Corporate Debt Securities                         |
| TAYLOR MORRISON CMNTYS INC     SR GLBL REGS 30         | 2030-08-01      | 5.1250%  | 0.0000% | $50000.00          | $51053.31          | Corporate Debt Securities                         |
| TELEFLEX INCORPORATED          SR GLBL REGS 28         | 2028-06-01      | 4.2500%  | 0.0000% | $4000.00           | $4024.06           | Corporate Debt Securities                         |
| TEXTRON FINL CORP MTN BE 144A  EXT JR SB GLBL67        | 2067-02-15      | 5.8484%  | 0.0000% | $307000.00         | $276871.61         | Corporate Debt Securities                         |
| THOR INDS INC                  SR GLBL REGS 29         | 2029-10-15      | 4.0000%  | 0.0000% | $55000.00          | $52882.93          | Corporate Debt Securities                         |
| TRANSDIGM INC                  2LIEN GLBL 29           | 2029-03-01      | 6.3750%  | 0.0000% | $44000.00          | $45982.04          | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL 33           | 2033-05-31      | 6.3750%  | 0.0000% | $53000.00          | $55941.59          | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 33          | 2033-09-01      | 6.1250%  | 0.0000% | $130000.00         | $134181.29         | Corporate Debt Securities                         |
| TRIDENT TPI HLDGS INC          SR REGS NT 28           | 2028-12-31      | 12.7500% | 0.0000% | $18000.00          | $19078.86          | Corporate Debt Securities                         |
| TRONOX INC                     SR SEC GLBL 30          | 2030-09-30      | 9.1250%  | 0.0000% | $147000.00         | $140143.23         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 30         | 2030-06-01      | 4.6250%  | 0.0000% | $23000.00          | $23223.55          | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL REGS 28         | 2028-09-15      | 6.8750%  | 0.0000% | $14000.00          | $14659.69          | Corporate Debt Securities                         |
| UNITED NAT FOODS INC           SR GLBL REGS 28         | 2028-10-15      | 6.7500%  | 0.0000% | $19000.00          | $19167.63          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL REGS 29         | 2029-04-15      | 5.5000%  | 0.0000% | $5000.00           | $4981.00           | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL REGS 27         | 2027-06-15      | 5.7500%  | 0.0000% | $30000.00          | $30847.94          | Corporate Debt Securities                         |
| WINDSTREAM SERVICES LLC/UNIT   SR GLBL REGS 30         | 2030-01-15      | 6.0000%  | 0.0000% | $12000.00          | $11263.04          | Corporate Debt Securities                         |
| UNIVISION COMMUNICATIONS INC   1LIEN REGS NT 28        | 2028-08-15      | 8.0000%  | 0.0000% | $97000.00          | $102176.78         | Corporate Debt Securities                         |
| VALVOLINE INC                  SR GLBL REGS 31         | 2031-06-15      | 3.6250%  | 0.0000% | $24000.00          | $22375.74          | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC REGS NT33        | 2033-11-01      | 3.8750%  | 0.0000% | $25000.00          | $21923.66          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC REGS NT32        | 2032-02-01      | 9.8750%  | 0.0000% | $31000.00          | $33135.71          | Corporate Debt Securities                         |
| VIASAT INC                     1LIEN GLBL 27           | 2027-04-15      | 5.6250%  | 0.0000% | $12000.00          | $12104.63          | Corporate Debt Securities                         |
| VIASAT INC                     SR GLBL REGS 28         | 2028-07-15      | 6.5000%  | 0.0000% | $30000.00          | $29983.02          | Corporate Debt Securities                         |
| VIASAT INC                     SR SEC REGS NT31        | 2031-05-30      | 7.5000%  | 0.0000% | $46000.00          | $45251.73          | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB GLBL           | 2099-12-31      | 8.0000%  | 0.0000% | $7000.00           | $7212.70           | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB -B REGS        | 2099-12-31      | 7.0000%  | 0.0000% | $45000.00          | $46969.85          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 29         | 2029-05-01      | 4.3750%  | 0.0000% | $10000.00          | $9887.21           | Corporate Debt Securities                         |
| WAYFAIR LLC                    SR SEC GLBL 29          | 2029-10-31      | 7.2500%  | 0.0000% | $6000.00           | $6291.48           | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL REGS NT 28         | 2028-06-15      | 7.2500%  | 0.0000% | $8000.00           | $8380.37           | Corporate Debt Securities                         |
| WESCO DISTR INC                GLBL REGS NT 32         | 2032-03-15      | 6.6250%  | 0.0000% | $3000.00           | $3183.40           | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M REGS NT 31           | 2031-10-01      | 8.2500%  | 0.0000% | $165000.00         | $172927.01         | Corporate Debt Securities                         |
| WINNEBAGO INDS INC             1LIEN GLBL 28           | 2028-07-15      | 6.2500%  | 0.0000% | $7000.00           | $7168.21           | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 30          | 2030-07-15      | 3.8750%  | 0.0000% | $106000.00         | $102538.67         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC REGS NT29        | 2029-12-01      | 3.7500%  | 0.0000% | $75000.00          | $73175.81          | Corporate Debt Securities                         |
| WYNDHAM HOTELS & RESORTS INC   SR GLBL REGS 28         | 2028-08-15      | 4.3750%  | 0.0000% | $94000.00          | $93905.75          | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 26          | 2026-07-31      | 6.6250%  | 0.0000% | $35000.00          | $35991.38          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR REGS NT 31           | 2031-02-15      | 7.1250%  | 0.0000% | $48000.00          | $52770.98          | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL REGS 33         | 2033-03-15      | 6.2500%  | 0.0000% | $8000.00           | $8259.79           | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL REGS 28         | 2028-08-15      | 5.5000%  | 0.0000% | $19000.00          | $8413.13           | Corporate Debt Securities                         |
| XPO INC                        SR GLBL REGS 31         | 2031-06-01      | 7.1250%  | 0.0000% | $8000.00           | $8645.93           | Corporate Debt Securities                         |
| XPO INC                        SR GLBL REGS 32         | 2032-02-01      | 7.1250%  | 0.0000% | $28000.00          | $30186.69          | Corporate Debt Securities                         |
| ZAYO GROUP HLDGS INC           1LIEN GLBL PIK30        | 2030-09-09      | 13.7500% | 0.0000% | $89612.00          | $80919.64          | Corporate Debt Securities                         |
| UNDER ARMOUR INC               SR GLBL REGS 30         | 2030-07-15      | 7.2500%  | 0.0000% | $42000.00          | $42977.98          | Corporate Debt Securities                         |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.1870%  | 0.0000% | $1001.00           | $999.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-07-01      | 6.1670%  | 0.0000% | $4639367.00        | $170668.73         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $368.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1568.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $780.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $825.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $623.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $799.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $737.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $776.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $155.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1999.00           | $589.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $438.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $814.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1583.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $7785.00           | $6729.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $460.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $821.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1002.00           | $100.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $35977.00          | $29194.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $8561.00           | $8711.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1027.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-25      | 5.0000%  | 0.0000% | $1000.00           | $984.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $933.58            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $7400.00           | $3608.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1000.00           | $742.20            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-01      | 4.0000%  | 0.0000% | $1002.00           | $103.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.3140%  | 0.0000% | $15847.00          | $592.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $73380.00          | $18519.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 6.2050%  | 0.0000% | $600000.00         | $5049.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $118836.00         | $114708.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $845.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $870.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1058.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1075.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1035.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $457.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-11-01      | 3.8900%  | 0.0000% | $84920.00          | $82569.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $232.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $280.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $445.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-12-01      | 4.8700%  | 0.0000% | $130000.00         | $134058.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $783.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1001.00           | $289.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $41716.00          | $15060.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $385.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $2020.00           | $542.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $593.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $655.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $924.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $10496.00          | $9231.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1026.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $122460.00         | $22874.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $23997.00          | $18725.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $1002.00           | $736.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $698.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $956.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1408.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $8683058.00        | $13939.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 2.5000%  | 0.0000% | $1000.00           | $335.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $749.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $668.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $647.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $145000.00         | $124262.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $952.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.5000%  | 0.0000% | $447000.00         | $5296.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $958.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2042.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1009.00           | $770.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $118.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $45247.00          | $34507.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $693.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $229255.00         | $41916.78          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $36537.00          | $34367.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1030.00           | $1036.40           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $43473.00          | $42703.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $2889202.00        | $2955804.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $38161.00          | $34336.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.6489%  | 0.0000% | $21239389.00       | $21101559.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0989%  | 0.0000% | $2563215.00        | $1639175.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $36627.00          | $36336.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.6989%  | 0.0000% | $26615.00          | $19742.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $1001.00           | $664.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4489%  | 0.0000% | $21001298.00       | $19118045.40       | Agency Collateralized Mortgage Obligation |

### Security 105: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8VE7U1, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8VE7U1
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| A&D MORTGAGE TRUST 2024-NQM4   M-1    20690825 FLT                 | 2069-08-25      | 5.9290%  | 0.0000% | $477858.00         | $527438.42         | Private Label Collateralized Mortgage Obligations |
| Asian Development Bank                                             | 2027-01-12      | 4.1250%  | 0.0000% | $1352000.00        | $1380234.27        | Other Instrument                                  |
| Asian Development Bank                                             | 2030-02-12      | 4.7500%  | 0.0000% | $3140000.00        | $3286688.59        | Other Instrument                                  |
| BSPRT ISSUER LLC 2023-FL0      A-S    20350917 FLT                 | 2035-09-17      | 6.8180%  | 0.0000% | $12729000.00       | $12782757.95       | Asset-Backed Securities                           |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34                    | 2034-04-10      | 4.9890%  | 0.0000% | $164000.00         | $169709.17         | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2021-NQM2     A-1    20600325 FLT                 | 2060-03-25      | 0.9700%  | 0.0000% | $38084644.00       | $2944020.89        | Private Label Collateralized Mortgage Obligations |
| CARS-DB4 LLP 2020-1            A-5    20500215 3.48000             | 2050-02-15      | 3.4800%  | 0.0000% | $654574.00         | $627461.63         | Private Label Collateralized Mortgage Obligations |
| CARDINAL HEALTH INC            SR GLBL NT 35                       | 2035-09-15      | 5.1500%  | 0.0000% | $1669000.00        | $1727194.78        | Corporate Debt Securities                         |
| COUNCIL EUROPE DEV BK          SR GLBL NT4.5%30                    | 2030-01-15      | 4.5000%  | 0.0000% | $145000.00         | $152350.77         | Corporate Debt Securities                         |
| DB MASTER FIN LLC 2019-1       A-2III 20490520 4.35200             | 2049-05-20      | 4.3520%  | 0.0000% | $734000.00         | $682840.96         | Asset-Backed Securities                           |
| DOMINOS PIZZA MSTER 2019-1     A-2    20491025 3.66800             | 2049-10-25      | 3.6680%  | 0.0000% | $2403000.00        | $2237063.04        | Asset-Backed Securities                           |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35                       | 2035-07-23      | 5.3300%  | 0.0000% | $4000.00           | $4230.07           | Corporate Debt Securities                         |
| International Bank for Reconstruction and Development (World Bank) | 2026-08-27      | 4.0000%  | 0.0000% | $816000.00         | $825719.47         | Other Instrument                                  |
| International Bank for Reconstruction and Development (World Bank) | 2029-04-24      | 5.1700%  | 0.0000% | $2089000.00        | $2112674.17        | Other Instrument                                  |
| JPMORGAN CHASE & CO            SR GLBL NT 34                       | 2034-10-23      | 6.2540%  | 0.0000% | $12000.00          | $13374.24          | Corporate Debt Securities                         |
| MFI LLC 2022-B1                A      20371120 FLT                 | 2037-11-20      | 5.9790%  | 0.0000% | $13087500.00       | $13111773.91       | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES 2025-DSC2   A-1    20700725 FLT                 | 2070-07-25      | 5.4430%  | 0.0000% | $100000.00         | $98729.79          | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG 2025-NQM1 A-2    20691125 FLT                 | 2069-11-25      | 5.9410%  | 0.0000% | $100000.00         | $86185.66          | Private Label Collateralized Mortgage Obligations |
| NORTHWEST NAT HLDG CO DISC COML PAPER 4/A2 YRS 3&4                 | 2026-01-02      | 0.0000%  | 0.0000% | $528383.00         | $525362.23         | Money Market                                      |
| OAKTREE CLO LTD  2022-2R2      A-1-R2 20371015 FLT                 | 2037-10-15      | 5.2745%  | 0.0000% | $2529299.00        | $2549651.41        | Asset-Backed Securities                           |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49                     | 2049-12-01      | 5.2120%  | 0.0000% | $31000.00          | $31251.90          | Corporate Debt Securities                         |
| POLAND REP                     GLBL NT 5.125%34                    | 2034-09-18      | 5.1250%  | 0.0000% | $5206000.00        | $5408020.28        | Other Instrument                                  |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT                 | 2042-02-18      | 5.4019%  | 0.0000% | $790000.00         | $784382.05         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATIN TR 2025-R1 A-3    20650525 FLT                 | 2065-05-25      | 5.7740%  | 0.0000% | $429546.00         | $407247.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO & CO               FR 4.97%042329                      | 2029-04-23      | 4.9700%  | 0.0000% | $1000.00           | $1024.86           | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 7.125%                           | 2099-12-31      | 7.1250%  | 0.0000% | $22000.00          | $23033.99          | Corporate Debt Securities                         |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8XRH88, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8XRH88
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CORPORATE BOND                     | 2029-10-22      | 14.0000% | 0.0000% | $100862.00         | $101862.21         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-08-01      | 8.0000%  | 0.0000% | $3271000.00        | $2799976.00        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-11-15      | 3.8750%  | 0.0000% | $40000.00          | $40355.12          | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2033-01-15      | 10.0000% | 0.0000% | $3000.00           | $2885.59           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-08-15      | 5.7500%  | 0.0000% | $200000.00         | $151540.28         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-05-15      | 2.8000%  | 0.0000% | $44000.00          | $41628.01          | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-01-15      | 4.2500%  | 0.0000% | $1000.00           | $998.43            | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2048-03-27      | 7.0000%  | 0.0000% | $1162000.00        | $1210735.57        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2026-02-27      | 15.0000% | 0.0000% | $1947000.00        | $2047458.71        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-03-16      | 4.4480%  | 0.0000% | $6000.00           | $6101.62           | Corporate Debt Securities                         |
| MEDIUM TERM NOTE                   | 2028-09-21      | 5.3000%  | 0.0000% | $1175000.00        | $1219572.32        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-02-08      | 4.8740%  | 0.0000% | $1000.00           | $1036.20           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-01-28      | 1.9000%  | 0.0000% | $1186000.00        | $1076524.29        | Corporate Debt Securities                         |
| MEDIUM TERM NOTE                   | 2028-08-14      | 4.4000%  | 0.0000% | $1015000.00        | $1032895.58        | Corporate Debt Securities                         |
| COLLATERALIZED MORTGAGE OBLIGATION | 2046-10-15      | 4.3000%  | 0.0000% | $791383.00         | $490845.37         | Private Label Collateralized Mortgage Obligations |
| CORPORATE BOND                     | 2035-06-15      | 5.0500%  | 0.0000% | $2000.00           | $2099.45           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2039-09-15      | 7.6000%  | 0.0000% | $88000.00          | $86826.18          | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2099-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1047.90           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-07-01      | 8.3750%  | 0.0000% | $163000.00         | $173477.30         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2027-03-01      | 8.2500%  | 0.0000% | $100000.00         | $102265.75         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-08-15      | 9.5000%  | 0.0000% | $3029000.00        | $2515616.47        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2054-12-15      | 7.6250%  | 0.0000% | $2000.00           | $2167.69           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2171.05           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-01-15      | 9.2500%  | 0.0000% | $159000.00         | $161664.09         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-06-01      | 2.6500%  | 0.0000% | $272000.00         | $253832.89         | Corporate Debt Securities                         |
| ASSET BACKED SECURITY              | 2036-06-25      | 4.7438%  | 0.0000% | $1391056.00        | $203413.18         | Asset-Backed Securities                           |
| CORPORATE BOND                     | 2035-10-07      | 5.4000%  | 0.0000% | $706000.00         | $712050.42         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-05-15      | 6.8750%  | 0.0000% | $11880000.00       | $11383090.95       | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2099-12-31      | 3.6500%  | 0.0000% | $2000.00           | $1995.92           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2099-12-31      | 7.3790%  | 0.0000% | $1000.00           | $1027.39           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-11-15      | 14.5000% | 0.0000% | $3000.00           | $3190.04           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-07-15      | 5.0000%  | 0.0000% | $2455000.00        | $2487853.36        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-07-15      | 5.2500%  | 0.0000% | $1461000.00        | $1476027.60        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-05-15      | 8.2500%  | 0.0000% | $4267000.00        | $4482437.27        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-03-12      | 12.4572% | 0.0000% | $252800.00         | $235104.00         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2041-09-01      | 5.6250%  | 0.0000% | $1000.00           | $1013.31           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-05-01      | 5.1250%  | 0.0000% | $379000.00         | $322151.42         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2034-03-31      | 7.0000%  | 0.0000% | $8336.00           | $8660.22           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-04-15      | 4.5000%  | 0.0000% | $547000.00         | $557811.46         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2027-09-15      | 3.8500%  | 0.0000% | $975000.00         | $986396.40         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2033-09-15      | 5.8750%  | 0.0000% | $973000.00         | $1050823.65        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-05-01      | 4.8750%  | 0.0000% | $1380000.00        | $1351718.62        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-04-27      | 4.5000%  | 0.0000% | $5406000.00        | $5034148.29        | Corporate Debt Securities                         |
| MEDIUM TERM NOTE                   | 2051-03-24      | 5.5970%  | 0.0000% | $315000.00         | $325867.57         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-02-19      | 15.0000% | 0.0000% | $895.00            | $997.26            | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-11-15      | 12.0000% | 0.0000% | $8710426.00        | $2251935.47        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-03-15      | 11.5000% | 0.0000% | $10243000.00       | $11632866.98       | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-04-15      | 9.2900%  | 0.0000% | $2000.00           | $2007.73           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2032-09-15      | 7.5000%  | 0.0000% | $1242000.00        | $1273600.62        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2032-04-30      | 6.7500%  | 0.0000% | $7093000.00        | $7434669.81        | Corporate Debt Securities                         |
| ASSET BACKED SECURITY              | 2032-01-26      | 11.0196% | 0.0000% | $620098.00         | $609218.50         | Asset-Backed Securities                           |
| CORPORATE BOND                     | 2031-03-15      | 5.6250%  | 0.0000% | $1000.00           | $1015.29           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2031-10-15      | 3.8750%  | 0.0000% | $7630000.00        | $7164863.54        | Corporate Debt Securities                         |
| MEDIUM TERM NOTE                   | 2026-06-03      | 1.2000%  | 0.0000% | $370000.00         | $366797.03         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2028-08-15      | 6.7500%  | 0.0000% | $9901000.00        | $10285381.57       | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2029-03-01      | 6.3750%  | 0.0000% | $8580000.00        | $8966496.82        | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2033-01-15      | 6.0000%  | 0.0000% | $14765000.00       | $15239793.18       | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-03-01      | 8.7500%  | 0.0000% | $232000.00         | $248104.47         | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2025-12-14      | 3.1500%  | 0.0000% | $2000.00           | $2027.54           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-11-15      | 7.3750%  | 0.0000% | $2000.00           | $2052.93           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2030-10-07      | 4.7000%  | 0.0000% | $1000.00           | $1005.12           | Corporate Debt Securities                         |
| CORPORATE BOND                     | 2032-04-27      | 4.2500%  | 0.0000% | $1000.00           | $991.61            | Corporate Debt Securities                         |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.370000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV8ZBQB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8ZBQB4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 29         | 2029-04-15      | 5.0000%  | 0.0000% | $86000.00          | $83975.75          | Corporate Debt Securities                         |
| CENCORA INC                    SR GLBL NT 45           | 2045-03-01      | 4.2500%  | 0.0000% | $142000.00         | $122960.76         | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 5.125%34        | 2034-02-15      | 5.1250%  | 0.0000% | $20000.00          | $20988.66          | Corporate Debt Securities                         |
| ARBOR REALTY SENIOR INC        SR GLBL 144A 30         | 2030-07-15      | 7.8750%  | 0.0000% | $2731000.00        | $2821850.13        | Corporate Debt Securities                         |
| AZUL SECD FIN LLP              SR GLBL 144A 26         | 2026-02-27      | 15.0000% | 0.0000% | $13884000.00       | $14600368.12       | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 5.225%112035         | 2035-11-20      | 5.2250%  | 0.0000% | $167000.00         | $174005.84         | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 30          | 2030-11-15      | 1.7770%  | 0.0000% | $40000.00          | $36038.87          | Corporate Debt Securities                         |
| BEACH ACQUISITION BIDCO LLC    SR GLBL PIK 33          | 2033-07-15      | 10.0000% | 0.0000% | $34164000.00       | $38155797.68       | Corporate Debt Securities                         |
| COMM MTG TR 2013-CCRE12        AM     20461015 4.30000 | 2046-10-15      | 4.3000%  | 0.0000% | $502267.00         | $311524.80         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP INC                  PERP SUB -T NT          | 2099-12-31      | 6.2500%  | 0.0000% | $573000.00         | $586690.08         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB AA NT        | 2099-12-31      | 7.6250%  | 0.0000% | $1000.00           | $1047.90           | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC 144A NT32        | 2032-06-30      | 8.2500%  | 0.0000% | $257000.00         | $278515.18         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       1LIEN 144A NT 33        | 2033-08-15      | 6.6250%  | 0.0000% | $1000.00           | $1013.81           | Corporate Debt Securities                         |
| COMMONWEALTH BK AUSTRALIA N Y  SR NT 4.577%26          | 2026-11-27      | 4.5770%  | 0.0000% | $337000.00         | $339509.69         | Corporate Debt Securities                         |
| DAVITA INC                     SR GLBL 144A 30         | 2030-06-01      | 4.6250%  | 0.0000% | $1468000.00        | $1458090.39        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26           | 2026-07-01      | 7.7500%  | 0.0000% | $479000.00         | $484070.61         | Corporate Debt Securities                         |
| ENCORE CAP GROUP INC           SR SEC GLBL 31          | 2031-04-15      | 6.6250%  | 0.0000% | $2152000.00        | $2174143.18        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP SUB GLBL -G        | 2079-12-31      | 7.1250%  | 0.0000% | $1000.00           | $1030.96           | Corporate Debt Securities                         |
| EUSHI FINANCE INC.             JR SB GLBL NT 54        | 2054-12-15      | 7.6250%  | 0.0000% | $2000.00           | $2167.69           | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 46           | 2046-03-01      | 4.1140%  | 0.0000% | $1009000.00        | $872090.98         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33           | 2033-11-07      | 7.1220%  | 0.0000% | $290000.00         | $313621.80         | Corporate Debt Securities                         |
| FORTRESS CRE BSL LTD 2015-6R   E-R    20310723 FLT     | 2031-07-23      | 10.9840% | 0.0000% | $386742.00         | $389329.85         | Asset-Backed Securities                           |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33           | 2033-12-01      | 6.7500%  | 0.0000% | $327000.00         | $365029.28         | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28           | 2028-02-01      | 7.7500%  | 0.0000% | $2000.00           | $2061.38           | Corporate Debt Securities                         |
| GOEASY LTD                     SR GLBL 144A 30         | 2030-05-15      | 6.8750%  | 0.0000% | $2250000.00        | $2155888.44        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26           | 2026-12-09      | 1.0930%  | 0.0000% | $438000.00         | $439774.35         | Corporate Debt Securities                         |
| GRAY MEDIA INC                 SR GLBL 144A 30         | 2030-10-15      | 4.7500%  | 0.0000% | $1087000.00        | $826623.95         | Corporate Debt Securities                         |
| ICAHN ENTERPRISES LP/CORP      SR SEC GLBL 29          | 2029-11-15      | 10.0000% | 0.0000% | $1699000.00        | $1711693.42        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33           | 2033-01-25      | 2.9630%  | 0.0000% | $1012000.00        | $944675.27         | Corporate Debt Securities                         |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31        | 2031-09-20      | 9.8750%  | 0.0000% | $1321000.00        | $1323302.21        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            PERP JR SB GLBL         | 2099-12-31      | 6.8750%  | 0.0000% | $621000.00         | $664938.60         | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 3%50         | 2050-10-15      | 3.0000%  | 0.0000% | $938000.00         | $613445.75         | Corporate Debt Securities                         |
| MCR TR 2024-HF1                A      20411216 FLT     | 2041-12-16      | 5.7520%  | 0.0000% | $775000.00         | $778305.45         | Private Label Collateralized Mortgage Obligations |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 33         | 2033-09-15      | 6.1250%  | 0.0000% | $235000.00         | $241980.35         | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR GLBL 144A 31         | 2031-04-27      | 4.5000%  | 0.0000% | $594000.00         | $553141.71         | Corporate Debt Securities                         |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31          | 2031-04-15      | 11.8750% | 0.0000% | $804000.00         | $849598.08         | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 31         | 2031-01-15      | 5.8750%  | 0.0000% | $681000.00         | $678232.96         | Corporate Debt Securities                         |
| NASSAU COS NEW YORK            SR 144A NT 30           | 2030-07-15      | 7.8750%  | 0.0000% | $2558000.00        | $2572040.22        | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT 29           | 2029-10-01      | 9.2500%  | 0.0000% | $1000.00           | $1054.13           | Corporate Debt Securities                         |
| NOMURA HLDGS INC               ALT TIER I PERP         | 2099-12-31      | 7.0000%  | 0.0000% | $754000.00         | $794718.51         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 29           | 2029-05-15      | 4.2500%  | 0.0000% | $5478000.00        | $5319985.57        | Corporate Debt Securities                         |
| PMT LN TR 2025-J4              B-1    20561225 FLT     | 2056-12-25      | 6.3515%  | 0.0000% | $100000.00         | $106103.67         | Private Label Collateralized Mortgage Obligations |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28           | 2028-10-01      | 5.8750%  | 0.0000% | $530000.00         | $535253.40         | Corporate Debt Securities                         |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28          | 2028-08-15      | 4.5000%  | 0.0000% | $1364000.00        | $1348020.74        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31         | 2031-01-28      | 5.9500%  | 0.0000% | $1016000.00        | $999605.15         | Corporate Debt Securities                         |
| PHOENIX AVIATION CAP LTD       SR 144A NT 30           | 2030-07-15      | 9.2500%  | 0.0000% | $208000.00         | $229321.96         | Corporate Debt Securities                         |
| PROVIDENT FING TR I            JR SB GLBL NT 38        | 2038-03-15      | 7.4050%  | 0.0000% | $912000.00         | $1004646.15        | Corporate Debt Securities                         |
| RLJ LODGING TR                 SR SEC GLBL 26          | 2026-07-01      | 3.7500%  | 0.0000% | $3400000.00        | $3427786.50        | Corporate Debt Securities                         |
| SLM CORP                       SR GLBL NT 26           | 2026-11-02      | 3.1250%  | 0.0000% | $623000.00         | $613104.86         | Corporate Debt Securities                         |
| SWCH COMM MTG TR  2025-DATA    A      20420218 FLT     | 2042-02-18      | 5.4019%  | 0.0000% | $2915000.00        | $2894270.48        | Private Label Collateralized Mortgage Obligations |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 33         | 2033-11-01      | 5.8750%  | 0.0000% | $1679000.00        | $1689042.52        | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL 11 BD 54        | 2054-06-01      | 6.0000%  | 0.0000% | $417000.00         | $446419.35         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 30         | 2030-10-15      | 6.5000%  | 0.0000% | $638000.00         | $669334.66         | Corporate Debt Securities                         |
| STARWOOD PPTY TR INC           SR GLBL 144A 28         | 2028-10-15      | 5.2500%  | 0.0000% | $2148000.00        | $2178723.56        | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 31         | 2031-12-01      | 4.6250%  | 0.0000% | $7000.00           | $6792.66           | Corporate Debt Securities                         |
| SUNCOKE ENERGY INC             SR SEC GLBL 29          | 2029-06-30      | 4.8750%  | 0.0000% | $809000.00         | $756545.79         | Corporate Debt Securities                         |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33         | 2033-07-01      | 6.2500%  | 0.0000% | $18000.00          | $18928.46          | Corporate Debt Securities                         |
| TENNECO LLC                    SR SEC GLBL 28          | 2028-11-17      | 8.0000%  | 0.0000% | $39000.00          | $39826.37          | Corporate Debt Securities                         |
| TERRAFORM PWR OPER LLC         SR GLBL 144A 30         | 2030-01-15      | 4.7500%  | 0.0000% | $1452000.00        | $1419647.42        | Corporate Debt Securities                         |
| TRANSDIGM INC                  1LIEN GLBL 29           | 2029-03-01      | 6.3750%  | 0.0000% | $3010000.00        | $3145589.21        | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 29          | 2029-12-01      | 4.5000%  | 0.0000% | $3260000.00        | $3251866.30        | Corporate Debt Securities                         |
| UNION PAC CORP                 4.3%49                  | 2049-03-01      | 4.3000%  | 0.0000% | $1000.00           | $857.19            | Corporate Debt Securities                         |
| US BANCORP                     FR 5.678%012335         | 2035-01-23      | 5.6780%  | 0.0000% | $1000.00           | $1084.16           | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL 144A 33         | 2033-06-10      | 8.5000%  | 0.0000% | $166000.00         | $177337.25         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81          | 2081-06-04      | 4.1250%  | 0.0000% | $3000.00           | $2877.98           | Corporate Debt Securities                         |
| WISCONSIN PWR & LT CO          SR GLBL DEB 3%29        | 2029-07-01      | 3.0000%  | 0.0000% | $50000.00          | $48820.50          | Corporate Debt Securities                         |
| ALSEA SAB DE CV                GLBL REGS NT 26         | 2026-12-14      | 7.7500%  | 0.0000% | $500000.00         | $518492.78         | Corporate Debt Securities                         |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.150000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV93RFL2, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV93RFL2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES            SR NT 3.75%26           | 2026-11-30      | 3.7500%  | 0.0000% | $168000.00         | $171039.40         | Corporate Debt Securities                         |
| ADOBE INC                      SR GLBL NT 34           | 2034-04-04      | 4.9500%  | 0.0000% | $15000.00          | $15714.52          | Corporate Debt Securities                         |
| AIR LEASE CORP                 FR 5.85%121527          | 2027-12-15      | 5.8500%  | 0.0000% | $505000.00         | $533162.59         | Corporate Debt Securities                         |
| ALABAMA PWR CO                 SR GLBL 2020A 30        | 2030-09-15      | 1.4500%  | 0.0000% | $100000.00         | $89021.03          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 30           | 2030-12-15      | 1.4500%  | 0.0000% | $175000.00         | $154259.92         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 32           | 2032-11-15      | 4.3750%  | 0.0000% | $2327000.00        | $2364938.50        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT4.7%35        | 2035-11-15      | 4.7000%  | 0.0000% | $4090000.00        | $4171849.99        | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT 45           | 2045-11-15      | 5.3500%  | 0.0000% | $2553000.00        | $2626703.69        | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD4.5%49        | 2049-03-15      | 4.5000%  | 0.0000% | $70000.00          | $61559.75          | Corporate Debt Securities                         |
| AMEREN ILL CO                  1M GLBL BD2.9%51        | 2051-06-15      | 2.9000%  | 0.0000% | $3000.00           | $1998.36           | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31           | 2031-02-01      | 3.3750%  | 0.0000% | $22000.00          | $20422.35          | Corporate Debt Securities                         |
| AMERICAN ELEC PWR CO INC       GLBL -Q NT 33           | 2033-03-01      | 5.6250%  | 0.0000% | $3000.00           | $3215.32           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            3.125%26                | 2026-05-20      | 3.1250%  | 0.0000% | $30000.00          | $29891.53          | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.15%070932          | 2032-07-09      | 5.1500%  | 0.0000% | $2000.00           | $2104.84           | Corporate Debt Securities                         |
| CENCORA INC                    GLBL NT 2.7%31          | 2031-03-15      | 2.7000%  | 0.0000% | $33000.00          | $30734.06          | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51           | 2051-10-01      | 2.9500%  | 0.0000% | $38000.00          | $25374.91          | Corporate Debt Securities                         |
| ANTARES CLO LTD 2018-1R        A-2-R  20380420 FLT     | 2038-04-20      | 5.4844%  | 0.0000% | $4636677.00        | $4692662.45        | Asset-Backed Securities                           |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.375%34        | 2034-06-15      | 5.3750%  | 0.0000% | $1000.00           | $1063.10           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35          | 2035-02-15      | 5.2000%  | 0.0000% | $13482000.00       | $14048079.22       | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC FORMERLY A GLBL NT 4%28            | 2028-09-15      | 4.0000%  | 0.0000% | $588000.00         | $591699.17         | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $3000.00           | $2709.64           | Corporate Debt Securities                         |
| APIDOS CLO 2017-28R            C-2-R  20381020 FLT     | 2038-10-20      | 8.3240%  | 0.0000% | $3847076.00        | $3945771.42        | Asset-Backed Securities                           |
| ARES CLO LTD 2024-74           D      20361015 FLT     | 2036-10-15      | 6.8545%  | 0.0000% | $2287922.00        | $2260988.06        | Asset-Backed Securities                           |
| ASTRAZENECA PLC                SR GLBL NT0.7%26        | 2026-04-08      | 0.7000%  | 0.0000% | $2000.00           | $1978.56           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC REGS NT29        | 2029-01-07      | 2.7170%  | 0.0000% | $12000.00          | $11497.10          | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 54        | 2054-10-15      | 6.6250%  | 0.0000% | $1153000.00        | $1135766.33        | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT 52           | 2052-10-15      | 5.7500%  | 0.0000% | $65000.00          | $67970.37          | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR GLBL 144A 26         | 2026-02-21      | 2.1250%  | 0.0000% | $230000.00         | $229835.71         | Corporate Debt Securities                         |
| BAT CAPITAL CORP               SR GLBL NT 30           | 2030-08-02      | 6.3430%  | 0.0000% | $231000.00         | $255051.39         | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 26           | 2026-08-13      | 4.6500%  | 0.0000% | $2000.00           | $2036.44           | Corporate Debt Securities                         |
| BMW US CAP LLC                 SR 144A NT 29           | 2029-08-13      | 4.6500%  | 0.0000% | $343000.00         | $352903.27         | Corporate Debt Securities                         |
| BPCE                           FR 5.203%011827         | 2027-01-18      | 5.2030%  | 0.0000% | $3500000.00        | $3609685.14        | Corporate Debt Securities                         |
| BXMT LTD 2025-FL5              A      20421020 FLT     | 2042-10-20      | 5.6014%  | 0.0000% | $2991273.00        | $2974308.14        | Private Label Collateralized Mortgage Obligations |
| BAKER HUGHES HLDGS LLC         SR NT 5.125%40          | 2040-09-15      | 5.1250%  | 0.0000% | $15050000.00       | $15054249.53       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.25%102226          | 2026-10-22      | 4.2500%  | 0.0000% | $6611000.00        | $6649674.35        | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.202%042529         | 2029-04-25      | 5.2020%  | 0.0000% | $2109000.00        | $2173848.59        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT          | 2079-12-31      | 3.7500%  | 0.0000% | $1000.00           | $988.48            | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627         | 2027-04-26      | 4.9470%  | 0.0000% | $1000.00           | $1008.16           | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           SUB GLBL COCO 85        | 2085-04-27      | 7.3500%  | 0.0000% | $2999000.00        | $3129214.08        | Corporate Debt Securities                         |
| BAYLOR SCOTT & WHITE HLDGS     SR SEC GLBL 50          | 2050-11-15      | 2.8390%  | 0.0000% | $1000.00           | $654.98            | Corporate Debt Securities                         |
| BECTON DICKINSON & CO          SR GLBL NT 47           | 2047-06-06      | 4.6690%  | 0.0000% | $1000.00           | $910.53            | Corporate Debt Securities                         |
| BENCHMARK MTG TR 2024-V5       A-3    20570112 5.80530 | 2057-01-12      | 5.8053%  | 0.0000% | $10000.00          | $10481.83          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2024-V8  A-3    20570717 FLT     | 2057-07-17      | 6.1890%  | 0.0000% | $47947.00          | $51065.03          | Private Label Collateralized Mortgage Obligations |
| BLACKSTONE HLDGS FIN L L C     GLBL 144A NT4%47        | 2047-10-02      | 4.0000%  | 0.0000% | $3000.00           | $2414.77           | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC  GLBL NT 5%34            | 2034-12-06      | 5.0000%  | 0.0000% | $54000.00          | $55741.44          | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.379%61        | 2061-02-08      | 3.3790%  | 0.0000% | $2000.00           | $1366.41           | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 5.227%34        | 2034-11-17      | 5.2270%  | 0.0000% | $4000.00           | $4174.15           | Corporate Debt Securities                         |
| BROADCOM INC                   SR GLBL NT 33           | 2033-04-15      | 3.4190%  | 0.0000% | $2000.00           | $1882.29           | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT4.5%45        | 2045-07-15      | 4.5000%  | 0.0000% | $25000.00          | $22450.38          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51         | 2051-09-15      | 3.3000%  | 0.0000% | $50000.00          | $35807.08          | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DB5.5%55        | 2055-03-15      | 5.5000%  | 0.0000% | $2000.00           | $2037.63           | Corporate Debt Securities                         |
| BX TRUST 2025-VLT7             A      20440715 FLT     | 2044-07-15      | 5.6590%  | 0.0000% | $10000.00          | $10020.44          | Private Label Collateralized Mortgage Obligations |
| CIFC  FUNDING LTD 2024-3       C      20370721 FLT     | 2037-07-21      | 6.0700%  | 0.0000% | $1500000.00        | $1511770.77        | Asset-Backed Securities                           |
| CIFC FDG LTD 2023-3            D      20370121 FLT     | 2037-01-21      | 8.1344%  | 0.0000% | $522903.00         | $527343.65         | Asset-Backed Securities                           |
| CSMC 2022-NQM5 TR              B-1    20670525 FLT     | 2067-05-25      | 5.1690%  | 0.0000% | $6044013.00        | $5759719.25        | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                SR GLBL NT1.3%27        | 2027-08-21      | 1.3000%  | 0.0000% | $650000.00         | $621674.81         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 30           | 2030-08-21      | 1.7500%  | 0.0000% | $491000.00         | $439231.55         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 30           | 2030-09-11      | 4.6310%  | 0.0000% | $42000.00          | $43091.80          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26          | 2026-07-28      | 3.7500%  | 0.0000% | $5000.00           | $5046.15           | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 30         | 2030-04-23      | 2.1250%  | 0.0000% | $341000.00         | $314431.32         | Corporate Debt Securities                         |
| CARNIVAL CORP                  1LIEN 144A NT 29        | 2029-08-15      | 7.0000%  | 0.0000% | $2000.00           | $2138.74           | Corporate Debt Securities                         |
| CATERPILLAR INC                SR GLBL DEB 36          | 2036-08-15      | 6.0500%  | 0.0000% | $1000.00           | $1141.05           | Corporate Debt Securities                         |
| CENTERPOINT ENERGY INC         SR GLBL NT 31           | 2031-06-01      | 2.6500%  | 0.0000% | $248000.00         | $229779.23         | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AB BD 48        | 2048-03-01      | 3.9500%  | 0.0000% | $1000.00           | $823.12            | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AO BD 35        | 2035-03-01      | 5.0500%  | 0.0000% | $87000.00          | $89969.67          | Corporate Debt Securities                         |
| CHENIERE ENERGY INC            SR GLBL NT 34           | 2034-04-15      | 5.6500%  | 0.0000% | $2000.00           | $2101.04           | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6%37              | 2037-05-11      | 6.0000%  | 0.0000% | $39000.00          | $42890.77          | Corporate Debt Securities                         |
| CIFC FUNDING LTD 2018-IVR      C-R    20380119 FLT     | 2038-01-19      | 5.6316%  | 0.0000% | $1250000.00        | $1252437.79        | Asset-Backed Securities                           |
| CITIGROUP INC                  SR GLBL NT 30           | 2030-02-13      | 5.1740%  | 0.0000% | $3146000.00        | $3287572.62        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 56           | 2056-03-04      | 5.6120%  | 0.0000% | $8000.00           | $8265.80           | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL -A BD 27        | 2027-03-15      | 3.2000%  | 0.0000% | $50000.00          | $49834.44          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1M GLBL A BD4%48        | 2048-04-01      | 4.0000%  | 0.0000% | $20000.00          | $16386.87          | Corporate Debt Securities                         |
| CONOCOPHILLIPS                 SR GLBL NT 47           | 2047-10-01      | 4.8750%  | 0.0000% | $50000.00          | $46201.44          | Corporate Debt Securities                         |
| CONTINENTAL RES INC            SR NT 4.375%28          | 2028-01-15      | 4.3750%  | 0.0000% | $182000.00         | $184608.64         | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT3.9%32        | 2032-04-05      | 3.9000%  | 0.0000% | $252000.00         | $241300.50         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.7%                 | 2099-12-31      | 6.7000%  | 0.0000% | $911000.00         | $929745.85         | Corporate Debt Securities                         |
| DT MIDSTREAM INC               SR GLBL 144A 31         | 2031-06-15      | 4.3750%  | 0.0000% | $3000.00           | $2996.22           | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT3.9%42        | 2042-06-09      | 3.9000%  | 0.0000% | $7000.00           | $6248.68           | Corporate Debt Securities                         |
| DEERE & CO                     SR GLBL NT 50           | 2050-04-15      | 3.7500%  | 0.0000% | $1478000.00        | $1189345.37        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 28           | 2028-04-01      | 4.7500%  | 0.0000% | $85000.00          | $86829.27          | Corporate Debt Securities                         |
| DISNEY WALT CO                 SR GLBL NT3.8%60        | 2060-05-13      | 3.8000%  | 0.0000% | $77000.00          | $58049.79          | Corporate Debt Securities                         |
| DOMINOS PIZZA MSTR 2021-1 LLC  A-2-II 20510425 3.15100 | 2051-04-25      | 3.1510%  | 0.0000% | $1009000.00        | $906772.90         | Asset-Backed Securities                           |
| DOW CHEMICAL CO                SR GLBL NT4.8%49        | 2049-05-15      | 4.8000%  | 0.0000% | $298000.00         | $241628.33         | Corporate Debt Securities                         |
| EIDP INC                       SR GLBL NT 32           | 2032-05-15      | 5.1250%  | 0.0000% | $69000.00          | $71254.97          | Corporate Debt Securities                         |
| DUKE ENERGY OHIO INC           1M GLBL BD 54           | 2054-03-15      | 5.5500%  | 0.0000% | $7000.00           | $7114.27           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT7.5%27        | 2027-06-01      | 7.5000%  | 0.0000% | $1000.00           | $1052.88           | Corporate Debt Securities                         |
| EAST OHIO GAS CO               SR GLBL C 144A50        | 2050-06-15      | 3.0000%  | 0.0000% | $2000.00           | $1329.01           | Corporate Debt Securities                         |
| ELMWOOD CLO 2024-33R LTD       C-R    20371021 FLT     | 2037-10-21      | 5.8700%  | 0.0000% | $1254992.00        | $1257898.65        | Asset-Backed Securities                           |
| ENTERGY ARKANSAS LLC           1M GLBL BD 34           | 2034-06-01      | 5.4500%  | 0.0000% | $8000.00           | $8626.53           | Corporate Debt Securities                         |
| EQUITABLE AMER GLOBAL FDG      GLBL 144A 30            | 2030-06-09      | 4.9500%  | 0.0000% | $80000.00          | $83590.20          | Corporate Debt Securities                         |
| EQUITABLE FINL LIFE GLOBAL FDG FR 1.75%111530          | 2030-11-15      | 1.7500%  | 0.0000% | $166000.00         | $146570.02         | Corporate Debt Securities                         |
| ESSENTIAL PPTYS LP             SR GLBL NT 31           | 2031-07-15      | 2.9500%  | 0.0000% | $2000.00           | $1851.00           | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26           | 2026-03-01      | 3.0430%  | 0.0000% | $2000.00           | $2009.79           | Corporate Debt Securities                         |
| FMR CORP                       SR 144A NT 39           | 2039-11-15      | 6.4500%  | 0.0000% | $1000.00           | $1120.07           | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT6.5%55        | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1085.52           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27           | 2027-03-15      | 5.1500%  | 0.0000% | $2610000.00        | $2661190.08        | Corporate Debt Securities                         |
| FORTRESS CREDIT BSL 2024-26    B      20380115 FLT     | 2038-01-15      | 5.8045%  | 0.0000% | $1836310.00        | $1851688.06        | Asset-Backed Securities                           |
| GA GLOBAL FUNDING TRUST        SR SEC GLBL 26          | 2026-01-15      | 1.6250%  | 0.0000% | $47000.00          | $47111.55          | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 4%30         | 2030-06-30      | 4.0000%  | 0.0000% | $7000.00           | $7022.92           | Corporate Debt Securities                         |
| Government National Mortgage Association               | 2055-11-20      | 6.5000%  | 0.0000% | $325252.00         | $340404.84         | Agency Mortgage-Backed Securities                 |
| GENUINE PARTS CO               GLBL NT 4.95%29         | 2029-08-15      | 4.9500%  | 0.0000% | $100000.00         | $102980.25         | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR NT -2012A 42         | 2042-03-15      | 4.3000%  | 0.0000% | $15536000.00       | $13967632.17       | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2025C 35        | 2035-03-15      | 5.2000%  | 0.0000% | $6309000.00        | $6588516.74        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34           | 2034-04-15      | 5.3750%  | 0.0000% | $824000.00         | $883155.07         | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP PLC        SR GLBL NT 27           | 2027-03-12      | 4.3150%  | 0.0000% | $2000.00           | $2032.94           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32           | 2032-04-22      | 2.6150%  | 0.0000% | $739000.00         | $678753.03         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27           | 2027-09-10      | 1.5420%  | 0.0000% | $845000.00         | $830728.80         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27           | 2027-10-21      | 1.9480%  | 0.0000% | $1000.00           | $982.32            | Corporate Debt Securities                         |
| GOLDMAN SACHS BK USA           SR NT 5.414%27          | 2027-05-21      | 5.4140%  | 0.0000% | $2986000.00        | $3006820.55        | Corporate Debt Securities                         |
| GREAT WOLF TRUST 2024-WOLF     A      20390315 FLT     | 2039-03-15      | 5.5010%  | 0.0000% | $158000.00         | $158412.61         | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO VI LTD 2018-6     B      20310426 FLT     | 2031-04-26      | 6.0696%  | 0.0000% | $5991082.00        | $6025382.09        | Asset-Backed Securities                           |
| HF SINCLAIR CORP               SR GLBL NT 31           | 2031-01-15      | 5.7500%  | 0.0000% | $87000.00          | $92256.81          | Corporate Debt Securities                         |
| HCA INC.                       5.375%26                | 2026-09-01      | 5.3750%  | 0.0000% | $3000.00           | $3047.34           | Corporate Debt Securities                         |
| HERSHEY CO                     SR GLBL NT 32           | 2032-02-24      | 4.9500%  | 0.0000% | $3000.00           | $3164.63           | Corporate Debt Securities                         |
| HOME DEPOT INC                 SR NT 4.2%43            | 2043-04-01      | 4.2000%  | 0.0000% | $2000.00           | $1774.08           | Corporate Debt Securities                         |
| HONEYWELL INTL INC             SR GLBL NT4.7%30        | 2030-02-01      | 4.7000%  | 0.0000% | $13000.00          | $13523.44          | Corporate Debt Securities                         |
| IMPERIAL FD MTG TR 2022-NQM6   A-1    20671025 FLT     | 2067-10-25      | 6.8190%  | 0.0000% | $1882107.00        | $1240891.99        | Private Label Collateralized Mortgage Obligations |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 40           | 2040-05-15      | 2.8500%  | 0.0000% | $380000.00         | $290517.28         | Corporate Debt Securities                         |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT     | 2053-06-25      | 5.3838%  | 0.0000% | $775988.00         | $693827.74         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 6.087%29          | 2029-10-23      | 6.0870%  | 0.0000% | $759000.00         | $805927.39         | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT2.1%30        | 2030-06-01      | 2.1000%  | 0.0000% | $814000.00         | $753222.69         | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR GLBL NT 5%26         | 2026-02-27      | 5.0000%  | 0.0000% | $2000.00           | $2025.26           | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.75%30         | 2030-02-12      | 4.7500%  | 0.0000% | $48000.00          | $50165.57          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT3.9%32        | 2032-06-15      | 3.9000%  | 0.0000% | $29000.00          | $29032.14          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT 33           | 2033-01-15      | 5.2500%  | 0.0000% | $20000.00          | $21544.92          | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT5.4%35        | 2035-04-01      | 5.4000%  | 0.0000% | $1565000.00        | $1602278.30        | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL UU NT 31        | 2031-10-15      | 4.5000%  | 0.0000% | $76000.00          | $77372.56          | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 34           | 2034-05-09      | 4.8750%  | 0.0000% | $20000.00          | $20664.86          | Corporate Debt Securities                         |
| MELLO MTG CAP ACCPT 2021-INV3  A-11-X 20511025 FLT     | 2051-10-25      | 0.0000%  | 0.0000% | $22436452.00       | $1693626.14        | Private Label Collateralized Mortgage Obligations |
| MERITAGE HOMES CORP            SR GLBL NT 35           | 2035-03-15      | 5.6500%  | 0.0000% | $100000.00         | $103995.69         | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 49           | 2049-07-15      | 4.2500%  | 0.0000% | $100000.00         | $85293.14          | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27           | 2027-02-22      | 3.6770%  | 0.0000% | $4000.00           | $4028.26           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.597%032451         | 2051-03-24      | 5.5970%  | 0.0000% | $1000.00           | $1034.50           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.173%011630         | 2030-01-16      | 5.1730%  | 0.0000% | $1000.00           | $1048.95           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829         | 2029-10-18      | 4.1330%  | 0.0000% | $35000.00          | $35150.96          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.356%102231         | 2031-10-22      | 4.3560%  | 0.0000% | $1000.00           | $1006.22           | Corporate Debt Securities                         |
| MUTUAL OF OMAHA COS GLOBAL FDG SR 144A NT 5%30         | 2030-04-01      | 5.0000%  | 0.0000% | $89000.00          | $91980.31          | Corporate Debt Securities                         |
| NIKE INC                       SR GLBL NT 27           | 2027-03-27      | 2.7500%  | 0.0000% | $351000.00         | $347928.65         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.6%47        | 2047-09-15      | 3.6000%  | 0.0000% | $11000.00          | $8544.36           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.2%45        | 2045-11-05      | 5.2000%  | 0.0000% | $1000.00           | $1002.78           | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30        | 2030-04-01      | 4.2000%  | 0.0000% | $55000.00          | $55343.75          | Corporate Debt Securities                         |
| ONCOR ELEC DELIVERY CO LLC     1LIEN NT 7%32           | 2032-05-01      | 7.0000%  | 0.0000% | $40000.00          | $45861.20          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 53           | 2053-02-06      | 5.5500%  | 0.0000% | $117000.00         | $104833.95         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 34           | 2034-02-15      | 4.8500%  | 0.0000% | $11000.00          | $11398.27          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 26 BD 28        | 2028-07-01      | 3.7500%  | 0.0000% | $1000.00           | $1000.67           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40        | 2040-07-01      | 4.5000%  | 0.0000% | $398990.00         | $358638.15         | Corporate Debt Securities                         |
| PARLIAMENT CLO 2021-2 LTD      D      20320820 FLT     | 2032-08-20      | 7.8506%  | 0.0000% | $250000.00         | $249586.14         | Asset-Backed Securities                           |
| PEPSICO INC                    SR GLBL NT4.5%29        | 2029-07-17      | 4.5000%  | 0.0000% | $50000.00          | $51985.25          | Corporate Debt Securities                         |
| PEPSICO SINGAPORE FING I PTE L SR FLT NT 27            | 2027-02-16      | 4.5377%  | 0.0000% | $50000.00          | $50179.15          | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43         | 2043-05-19      | 5.1100%  | 0.0000% | $138000.00         | $135105.80         | Corporate Debt Securities                         |
| PFIZER INC                     SR NT 7.2%39            | 2039-03-15      | 7.2000%  | 0.0000% | $97000.00          | $118965.65         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 41           | 2041-11-15      | 4.3750%  | 0.0000% | $5000.00           | $4506.45           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.5%42            | 2042-03-20      | 4.5000%  | 0.0000% | $165000.00         | $151098.75         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 42           | 2042-08-21      | 3.8750%  | 0.0000% | $14000.00          | $11855.91          | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 4.875%43          | 2043-11-15      | 4.8750%  | 0.0000% | $232000.00         | $218321.38         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 30           | 2030-04-30      | 4.3750%  | 0.0000% | $7000.00           | $7079.82           | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT 26           | 2026-01-15      | 1.1250%  | 0.0000% | $1000.00           | $1000.12           | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FDG II   50 144A NT4.8%28        | 2028-01-09      | 4.8000%  | 0.0000% | $5000.00           | $5163.07           | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR GLBL NT 33           | 2033-06-15      | 4.9500%  | 0.0000% | $30000.00          | $31625.47          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 28           | 2028-09-15      | 3.8750%  | 0.0000% | $15000.00          | $15107.81          | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 30           | 2030-04-15      | 2.2500%  | 0.0000% | $6000.00           | $5584.06           | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M BD-19 6.5%38         | 2038-08-01      | 6.5000%  | 0.0000% | $20000.00          | $22997.10          | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 4.85%080134          | 2034-08-01      | 4.8500%  | 0.0000% | $9000.00           | $9287.84           | Corporate Debt Securities                         |
| QUALCOMM INC                   SR NT 4.65%35           | 2035-05-20      | 4.6500%  | 0.0000% | $2000.00           | $2024.53           | Corporate Debt Securities                         |
| QUALCOMM INC                   FR 4.3%052047           | 2047-05-20      | 4.3000%  | 0.0000% | $20000.00          | $17191.11          | Corporate Debt Securities                         |
| RR LTD 2025-38                 C-1    20400416 FLT     | 2040-04-16      | 6.4045%  | 0.0000% | $5800947.00        | $5805528.42        | Asset-Backed Securities                           |
| RATE MTG TR 2024-J2            A-13   20540825 FLT     | 2054-08-25      | 6.0000%  | 0.0000% | $162028.00         | $167517.83         | Private Label Collateralized Mortgage Obligations |
| REGATTA XXII 6.98444 20JUL35 144A F                    | 2035-07-20      | 6.9844%  | 0.0000% | $650000.00         | $652051.71         | Asset-Backed Securities                           |
| REPUBLIC SVCS INC              SR GLBL NT 32           | 2032-02-15      | 1.7500%  | 0.0000% | $34000.00          | $29610.16          | Corporate Debt Securities                         |
| RGA GLOBAL FUNDING             -20251 144A NT30        | 2030-01-09      | 5.2500%  | 0.0000% | $25000.00          | $26383.77          | Corporate Debt Securities                         |
| RIO TINTO FIN USA LTD          SR NT 5.2%40            | 2040-11-02      | 5.2000%  | 0.0000% | $60000.00          | $60997.53          | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 35           | 2035-03-14      | 5.2500%  | 0.0000% | $54000.00          | $56697.39          | Corporate Debt Securities                         |
| SVC ABS LLC 2023-1             C      20530220 6.70000 | 2053-02-20      | 6.7000%  | 0.0000% | $2035959.00        | $1984027.57        | Private Label Collateralized Mortgage Obligations |
| SALESFORCE INC                 GLBL NT 2.7%41          | 2041-07-15      | 2.7000%  | 0.0000% | $3000.00           | $2240.45           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELEC CO        1M GLBL -CCCC 35        | 2035-04-15      | 5.4000%  | 0.0000% | $17000.00          | $17863.60          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26        | 2026-09-12      | 2.5000%  | 0.0000% | $5000.00           | $4973.29           | Corporate Debt Securities                         |
| SIMON PPTY GROUP LP            GLBL NT 5.85%53         | 2053-03-08      | 5.8500%  | 0.0000% | $335000.00         | $351689.70         | Corporate Debt Securities                         |
| SIXTH STR LENDING PARTNERS     SR GLBL 144A 30         | 2030-07-15      | 6.1250%  | 0.0000% | $100000.00         | $105082.85         | Corporate Debt Securities                         |
| SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54           | 2054-10-01      | 6.1760%  | 0.0000% | $2796000.00        | $2753636.87        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 51           | 2051-09-15      | 3.7500%  | 0.0000% | $164000.00         | $162982.24         | Corporate Debt Securities                         |
| STANFORD HEALTH CARE           -2018 BD3.795%48        | 2048-11-15      | 3.7950%  | 0.0000% | $12000.00          | $9560.17           | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     4.85%48                 | 2048-11-15      | 4.8500%  | 0.0000% | $94000.00          | $82952.31          | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43            | 2043-11-08      | 4.8000%  | 0.0000% | $1000.00           | $955.41            | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    3.944%28                | 2028-07-19      | 3.9440%  | 0.0000% | $72000.00          | $73085.23          | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    LW TIER II NT 41        | 2041-09-17      | 2.9300%  | 0.0000% | $14000.00          | $10573.62          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST GROUP IN LW TIER II 36           | 2036-09-11      | 5.4160%  | 0.0000% | $1500000.00        | $1542816.33        | Corporate Debt Securities                         |
| TAMPA ELEC CO                  SR GLBL NT4.3%48        | 2048-06-15      | 4.3000%  | 0.0000% | $872000.00         | $757296.64         | Corporate Debt Securities                         |
| TARGET CORP                    SR GLBL DEB 32          | 2032-11-01      | 6.3500%  | 0.0000% | $3000.00           | $3369.37           | Corporate Debt Securities                         |
| 2017 CD6 III 4.27814 13NOV50 144A F                    | 2050-11-13      | 4.4206%  | 0.0000% | $863483.00         | $818157.43         | Asset-Backed Securities                           |
| UNION ELEC CO                  1M GLBL BD5.2%34        | 2034-04-01      | 5.2000%  | 0.0000% | $46000.00          | $48116.61          | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.839%60        | 2060-03-20      | 3.8390%  | 0.0000% | $2000.00           | $1500.96           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 47           | 2047-10-15      | 3.7500%  | 0.0000% | $29000.00          | $22733.37          | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48        | 2048-02-15      | 3.3940%  | 0.0000% | $1000.00           | $776.46            | Corporate Debt Securities                         |
| VALE OVERSEAS LTD              SR GLBL NT6.4%54        | 2054-06-28      | 6.4000%  | 0.0000% | $20000.00          | $21053.93          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 55           | 2055-11-30      | 5.8750%  | 0.0000% | $2000.00           | $2028.17           | Corporate Debt Securities                         |
| VERUS SECURITIZATION TR 2025-4 A-1    20700525 FLT     | 2070-05-25      | 5.4480%  | 0.0000% | $173200.00         | $157463.88         | Asset-Backed Securities                           |
| VICI PROPERTIES LP             GLBL NT 5.625%52        | 2052-05-15      | 5.6250%  | 0.0000% | $88000.00          | $83124.91          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR SEC 144A NT35        | 2035-10-15      | 5.2500%  | 0.0000% | $2000.00           | $2010.78           | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT 30           | 2030-07-15      | 4.6500%  | 0.0000% | $921000.00         | $948082.01         | Corporate Debt Securities                         |
| WELLS FARGO COML MTG 2025-AGLN A      20370715 FLT     | 2037-07-15      | 5.6014%  | 0.0000% | $101000.00         | $101078.05         | Private Label Collateralized Mortgage Obligations |
| WILLIS-KNIGHTON MED CTR        SR GLBL SINK 48         | 2048-09-01      | 4.8130%  | 0.0000% | $64000.00          | $58093.53          | Corporate Debt Securities                         |
| AIRCASTLE LTD                  SR GLBL REGS 28         | 2028-01-26      | 2.8500%  | 0.0000% | $144000.00         | $141042.00         | Corporate Debt Securities                         |
| AVOLON HLDGS FDG LTD           SR REGS NT 26           | 2026-04-15      | 4.2500%  | 0.0000% | $300000.00         | $301411.92         | Corporate Debt Securities                         |
| ALPEK SA DE CV                 SR GLBL REGS 31         | 2031-02-25      | 3.2500%  | 0.0000% | $1428000.00        | $1201184.81        | Corporate Debt Securities                         |
| GLENCORE FDG LLC               GLBL REGS NT 26         | 2026-04-27      | 1.6250%  | 0.0000% | $258000.00         | $255615.90         | Corporate Debt Securities                         |
| LLPL CAP PTE LTD               1LIEN GLBL 39           | 2039-02-04      | 6.8750%  | 0.0000% | $500000.00         | $373321.90         | Corporate Debt Securities                         |

### Security 109: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV97KJ39, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV97KJ39
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AKAMAI TECHNOLOGIES INC        COM          | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $89.45             | Equities   |
| AMAZON COM INC                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $52360.00          | $11998817.60       | Equities   |
| APPLE INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $43230.00          | $11998486.50       | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2099-12-31      | 0.0000%  | 0.0000% | $23472.00          | $11999590.56       | Equities   |
| BROADCOM INC                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $30182.00          | $11999457.74       | Equities   |
| CENTENE CORP DEL               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $179999.00         | $7102760.54        | Equities   |
| META PLATFORMS INC             CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $18939.00          | $11999939.79       | Equities   |
| FIRST HORIZON CORPORATION      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $92000.00          | $2046080.00        | Equities   |
| FREEPORT-MCMORAN INC           CL B         | 2099-12-31      | 0.0000%  | 0.0000% | $98138.00          | $4136516.70        | Equities   |
| GENUINE PARTS CO               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $17000.00          | $2207620.00        | Equities   |
| GILEAD SCIENCES INC            COM          | 2099-12-31      | 0.0000%  | 0.0000% | $90566.00          | $11548070.66       | Equities   |
| GODADDY INC                    CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $42356.00          | $5381329.80        | Equities   |
| HORMEL FOODS CORP              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $50000.00          | $1161500.00        | Equities   |
| INSMED INC                     COM PAR $.01 | 2099-12-31      | 0.0000%  | 0.0000% | $20212.00          | $4133556.12        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2099-12-31      | 0.0000%  | 0.0000% | $39006.00          | $11999805.84       | Equities   |
| JOHNSON & JOHNSON              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $47000.00          | $9755320.00        | Equities   |
| MICROSOFT CORP                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $24716.00          | $11999618.00       | Equities   |
| MIDDLEBY CORP                  COM          | 2099-12-31      | 0.0000%  | 0.0000% | $18894.00          | $2223445.92        | Equities   |
| NERDWALLET INC                 COM CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $250215.00         | $3768237.90        | Equities   |
| NVIDIA CORPORATION             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $66570.00          | $11999908.20       | Equities   |
| ORACLE CORP                    COM          | 2099-12-31      | 0.0000%  | 0.0000% | $58548.00          | $11999998.08       | Equities   |
| PNC FINL SVCS GROUP INC        COM          | 2099-12-31      | 0.0000%  | 0.0000% | $20000.00          | $3837600.00        | Equities   |
| PHILIP MORRIS INTL INC         COM          | 2099-12-31      | 0.0000%  | 0.0000% | $76682.00          | $11999966.18       | Equities   |
| PLANET FITNESS INC             CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $100000.00         | $11184000.00       | Equities   |
| PROCTER AND GAMBLE CO          COM          | 2099-12-31      | 0.0000%  | 0.0000% | $10000.00          | $1482500.00        | Equities   |
| PROTO LABS INC                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $41000.00          | $2085260.00        | Equities   |
| ROBLOX CORP                    CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $129406.00         | $11999818.38       | Equities   |
| RUBRIK INC.                    CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $105000.00         | $7157850.00        | Equities   |
| SANDISK CORP                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $20000.00          | $4300800.00        | Equities   |
| SPIRIT AEROSYSTEMS HLDGS INC   COM CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $9.00              | $325.17            | Equities   |
| STEEL DYNAMICS INC             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $32100.00          | $5348502.00        | Equities   |
| TRICO BANCSHARES               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $13654.00          | $660990.14         | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2099-12-31      | 0.0000%  | 0.0000% | $36395.00          | $11999795.45       | Equities   |
| VERTEX PHARMACEUTICALS INC     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $15000.00          | $6482550.00        | Equities   |
| WASTE MGMT INC DEL             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $55210.00          | $11999893.50       | Equities   |

### Security 110: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.170000%
- **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: BIV97KK45, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV97KK45
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Agency Debentures and Agency Strips       | 2053-10-25      | 5.4718%  | 0.0000% | $3249603.00        | $2071210.45        | Agency Debentures and Agency Strips |
| Agency Collateralized Mortgage Obligation | 2053-04-25      | 5.1718%  | 0.0000% | $2335900.00        | $1734290.47        | Agency Mortgage-Backed Securities   |
| Agency Debentures and Agency Strips       | 2055-04-25      | 5.5718%  | 0.0000% | $25000000.00       | $21243485.49       | Agency Debentures and Agency Strips |
| Agency Debentures and Agency Strips       | 2055-08-25      | 4.5000%  | 0.0000% | $22999999.00       | $22703768.02       | Agency Debentures and Agency Strips |
| Agency Debentures and Agency Strips       | 2055-09-25      | 4.5000%  | 0.0000% | $3300000.00        | $3247246.14        | Agency Debentures and Agency Strips |

### Security 111: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV97KME1, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: BIV97KME1
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ACADEMY LTD / ACADEMY FIN CORP SR SEC GLBL 27   | 2027-11-15      | 6.0000%  | 0.0000% | $175000.00         | $175379.17         | Corporate Debt Securities |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 33  | 2033-03-15      | 7.3750%  | 0.0000% | $145000.00         | $149995.95         | Corporate Debt Securities |
| ALLY FINL INC                  ALT TIER I PERP  | 2099-12-31      | 4.7000%  | 0.0000% | $360000.00         | $331796.60         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54 | 2054-12-15      | 6.9500%  | 0.0000% | $121000.00         | $134104.06         | Corporate Debt Securities |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30 | 2030-08-15      | 10.0000% | 0.0000% | $100000.00         | $111351.11         | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $4590000.00        | $3255774.98        | Corporate Debt Securities |
| LBM ACQUISITION LLC            SR GLBL 144A 29  | 2029-01-15      | 6.2500%  | 0.0000% | $2280000.00        | $2083031.43        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28    | 2028-09-30      | 11.0000% | 0.0000% | $2064000.00        | $2193541.23        | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          2LIEN GLBL 30    | 2030-10-15      | 14.0000% | 0.0000% | $618000.00         | $632969.33         | Corporate Debt Securities |
| BAYTEX ENERGY CORP             SR GLBL 144A 32  | 2032-03-15      | 7.3750%  | 0.0000% | $20000.00          | $20562.90          | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30  | 2030-03-01      | 4.7500%  | 0.0000% | $202000.00         | $194556.13         | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 28  | 2028-02-01      | 5.3750%  | 0.0000% | $1442000.00        | $1078397.90        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          PERP SUB -M NT   | 2099-12-31      | 3.9500%  | 0.0000% | $109000.00         | $108357.54         | Corporate Debt Securities |
| CARNIVAL CORP                  SR 144A NT 29    | 2029-05-01      | 5.1250%  | 0.0000% | $90000.00          | $91198.04          | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT | 2099-12-31      | 7.6250%  | 0.0000% | $103000.00         | $107934.06         | Corporate Debt Securities |
| PERMIAN RES OPER LLC           SR 144A NT 29    | 2029-07-01      | 5.8750%  | 0.0000% | $182000.00         | $186904.82         | Corporate Debt Securities |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29   | 2029-11-01      | 6.0000%  | 0.0000% | $44000.00          | $37986.52          | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR 144A NT 28    | 2028-10-15      | 5.6250%  | 0.0000% | $150000.00         | $102820.31         | Corporate Debt Securities |
| COTY INC / HFC PRESTIGE P      1LIEN GLBL 30    | 2030-07-15      | 6.6250%  | 0.0000% | $43000.00          | $45222.48          | Corporate Debt Securities |
| DISH DBS CORPORATION           1LIEN GLBL 28    | 2028-12-01      | 5.7500%  | 0.0000% | $5856000.00        | $5827369.04        | Corporate Debt Securities |
| EDISON INTL                    PERP SUB GLBL -A | 2099-12-31      | 5.3750%  | 0.0000% | $245000.00         | $247143.58         | Corporate Debt Securities |
| ELANCO ANIMAL HEALTH INC       CR SEN SR GLBL28 | 2028-08-28      | 6.6500%  | 0.0000% | $196000.00         | $208517.54         | Corporate Debt Securities |
| FMC CORP                       GLBL NT 6.375%53 | 2053-05-18      | 6.3750%  | 0.0000% | $43000.00          | $34376.82          | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL DB7.4%46 | 2046-11-01      | 7.4000%  | 0.0000% | $100000.00         | $108567.00         | Corporate Debt Securities |
| FORD MTR CO                    BD      6.375%29 | 2029-02-01      | 6.3750%  | 0.0000% | $140000.00         | $148429.23         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 26    | 2026-12-08      | 4.3460%  | 0.0000% | $228000.00         | $232109.19         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $130000.00         | $112904.39         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32    | 2032-02-12      | 3.2500%  | 0.0000% | $20000.00          | $17761.79          | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      GLBL NT 5.125%26 | 2026-11-05      | 5.1250%  | 0.0000% | $200000.00         | $201684.86         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26    | 2026-01-08      | 4.3890%  | 0.0000% | $200000.00         | $203377.67         | Corporate Debt Securities |
| GTE FLA INC                    SR GLBL -E DB 28 | 2028-02-01      | 6.8600%  | 0.0000% | $19000.00          | $20088.60          | Corporate Debt Securities |
| GOLDMAN SACHS CAP II           PERP GLBL NT     | 2043-06-01      | 5.2003%  | 0.0000% | $540000.00         | $474126.44         | Corporate Debt Securities |
| GOLDMAN SACHS CAP III          PERP JR SB GLBL  | 2043-09-01      | 5.2028%  | 0.0000% | $58000.00          | $46705.55          | Corporate Debt Securities |
| GOTO GROUP INC                 SR SEC GLBL 28   | 2028-05-01      | 5.5000%  | 0.0000% | $1965000.00        | $1643313.13        | Corporate Debt Securities |
| HA SUSTAINABLE INFRA CAP INC   JR SB NT 8%56    | 2056-06-01      | 8.0000%  | 0.0000% | $73000.00          | $74441.59          | Corporate Debt Securities |
| HUSKY IMS CDN ESCROW CO-ISSUER SR SEC GLBL 29   | 2029-02-15      | 9.0000%  | 0.0000% | $2604000.00        | $2807372.40        | Corporate Debt Securities |
| ITAU UNIBANCO HLDG S A         FR 6%022730      | 2030-02-27      | 6.0000%  | 0.0000% | $393000.00         | $415026.34         | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $1735000.00        | $1738023.72        | Corporate Debt Securities |
| LEVEL 3 FING INC               1LIEN GLBL 34    | 2034-03-31      | 7.0000%  | 0.0000% | $30000.00          | $31166.83          | Corporate Debt Securities |
| WARNERMEDIA HLDGS INC          SR GLBL NT 32    | 2032-03-15      | 4.2790%  | 0.0000% | $101000.00         | $93155.01          | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR 144A NT 31    | 2031-10-01      | 3.6250%  | 0.0000% | $12000.00          | $11049.47          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29 | 2029-04-01      | 3.8750%  | 0.0000% | $2843000.00        | $2777939.13        | Corporate Debt Securities |
| NEXSTAR BROADCASTING INC       SR GLBL 144A 27  | 2027-07-15      | 5.6250%  | 0.0000% | $36000.00          | $36800.32          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 34    | 2034-10-01      | 5.5500%  | 0.0000% | $96000.00          | $98983.44          | Corporate Debt Securities |
| OPEN TEXT CORP                 SR GLBL 144A 29  | 2029-12-01      | 3.8750%  | 0.0000% | $2434000.00        | $2349618.29        | Corporate Debt Securities |
| PG&E CORP                      1LIEN GLBL NT 28 | 2028-07-01      | 5.0000%  | 0.0000% | $95000.00          | $96431.33          | Corporate Debt Securities |
| PROSPECT CAP CORP              FR 6.25%051543   | 2043-05-15      | 6.2500%  | 0.0000% | $185000.00         | $152937.08         | Corporate Debt Securities |
| REINSURANCE GROUP AMER INC     JR SB GLBL -B 65 | 2065-12-15      | 6.9644%  | 0.0000% | $1000.00           | $979.32            | Corporate Debt Securities |
| ROCKET COS INC                 SR GLBL 144A 29  | 2029-08-01      | 6.5000%  | 0.0000% | $87000.00          | $91842.85          | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38 | 2038-07-01      | 7.3000%  | 0.0000% | $400000.00         | $438367.33         | Corporate Debt Securities |
| TRANSDIGM INC                  2LIEN GLBL 32    | 2032-03-01      | 6.6250%  | 0.0000% | $438000.00         | $461393.76         | Corporate Debt Securities |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28    | 2028-01-15      | 4.8750%  | 0.0000% | $85000.00          | $86582.74          | Corporate Debt Securities |
| WELLS FARGO & CO               PERP SUB GLBL FF | 2099-12-31      | 6.8500%  | 0.0000% | $184000.00         | $194843.17         | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT6.5%33 | 2033-06-15      | 6.5000%  | 0.0000% | $138000.00         | $141316.52         | Corporate Debt Securities |
| RXO INC                        GLBL 144A NT 27  | 2027-11-15      | 7.5000%  | 0.0000% | $175000.00         | $178755.21         | Corporate Debt Securities |

### Security 112: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.020000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV97KPV0, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV97KPV0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BRIXMOR OPERATING PRTSHP LP    GLBL NT 2.5%31                | 2031-08-16      | 2.5000%  | 0.0000% | $695000.00         | $630659.22         | Corporate Debt Securities |
| FLOWSERVE CORP                 SR GLBL NT3.5%30              | 2030-10-01      | 3.5000%  | 0.0000% | $8889000.00        | $8547232.77        | Corporate Debt Securities |
| HF SINCLAIR CORP               SR GLBL NT 35                 | 2035-01-15      | 6.2500%  | 0.0000% | $7875000.00        | $8476888.44        | Corporate Debt Securities |
| LBJ INFRASTRUCTURE GROUP LLC   SR SEC 144A 57                | 2057-12-31      | 3.7970%  | 0.0000% | $10169000.00       | $7416453.95        | Corporate Debt Securities |
| SALT RIV PROJ AGRIC IMPT & PWR PROJ BDS                 2025 | 2055-01-01      | 5.2500%  | 0.0000% | $114825000.00      | $123924881.25      | Other Instrument          |
| WP CAREY INC                   SR GLBL NT 33                 | 2033-04-01      | 2.2500%  | 0.0000% | $10000000.00       | $8504225.00        | Corporate Debt Securities |

### Security 113: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.070000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV97U6S6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV97U6S6
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGL CLO 2025-39 LTD            A-1    20380420 FLT     | 2038-04-20      | 5.0144%  | 0.0000% | $3228706.00        | $3240336.80        | Asset-Backed Securities                           |
| AT&T INC                       6.25%41                 | 2041-03-29      | 6.2500%  | 0.0000% | $1714000.00        | $1833642.44        | Corporate Debt Securities                         |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT     | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1471865.14        | Private Label Collateralized Mortgage Obligations |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55        | 2055-03-10      | 6.9500%  | 0.0000% | $150000.00         | $159272.75         | Corporate Debt Securities                         |
| AIR LEASE CORP                 SR GLBL NT 28           | 2028-10-01      | 4.6250%  | 0.0000% | $118000.00         | $119516.64         | Corporate Debt Securities                         |
| AIRBUS GROUP SE                SR GLBL 144A 27         | 2027-04-10      | 3.1500%  | 0.0000% | $150000.00         | $149140.50         | Corporate Debt Securities                         |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT 5%35         | 2035-09-23      | 5.0000%  | 0.0000% | $48000.00          | $47629.81          | Corporate Debt Securities                         |
| APA CORPORATION                SR GLBL NT5.1%40        | 2040-09-01      | 5.1000%  | 0.0000% | $1000.00           | $903.22            | Corporate Debt Securities                         |
| ARES CLO LTD 2024-74           D      20361015 FLT     | 2036-10-15      | 6.8545%  | 0.0000% | $251074.00         | $248118.30         | Asset-Backed Securities                           |
| ARES CAPITAL CORP              SR GLBL NT 28           | 2028-06-15      | 2.8750%  | 0.0000% | $34000.00          | $32869.75          | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 4.758%090649         | 2049-09-06      | 4.7580%  | 0.0000% | $295000.00         | $257286.51         | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR GLBL NT 33           | 2033-09-08      | 5.2500%  | 0.0000% | $600000.00         | $633910.00         | Corporate Debt Securities                         |
| BCC MIDDLE MKT CLO LLC 2024-1  B      20360717 FLT     | 2036-07-17      | 5.9316%  | 0.0000% | $250000.00         | $247887.81         | Asset-Backed Securities                           |
| BXMT LTD 2025-FL5              A      20421020 FLT     | 2042-10-20      | 5.6014%  | 0.0000% | $101443.00         | $100867.67         | Private Label Collateralized Mortgage Obligations |
| BANK AMERICA CORP              FR 3.946%012349         | 2049-01-23      | 3.9460%  | 0.0000% | $339000.00         | $282085.76         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.299%072132         | 2032-07-21      | 2.2990%  | 0.0000% | $643000.00         | $582609.67         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J         | 2099-12-31      | 6.3000%  | 0.0000% | $9349000.00        | $9776155.81        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.947%042627         | 2027-04-26      | 4.9470%  | 0.0000% | $3516000.00        | $3544681.18        | Corporate Debt Securities                         |
| BANK5 2024-5YR6                A-3    20570517 6.22500 | 2057-05-17      | 6.2250%  | 0.0000% | $2532109.00        | $2689765.07        | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12               A-3    20571217 FLT     | 2057-12-17      | 5.9020%  | 0.0000% | $25465.00          | $27010.28          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B4       C      20510717 FLT     | 2051-07-17      | 4.6640%  | 0.0000% | $1550000.00        | $1295913.12        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2024-V5       A-3    20570112 5.80530 | 2057-01-12      | 5.8053%  | 0.0000% | $592235.00         | $620770.64         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7             A      20440715 FLT     | 2044-07-15      | 5.6590%  | 0.0000% | $470096.00         | $471056.65         | Private Label Collateralized Mortgage Obligations |
| CFE FIBRA E BANCO CITI MEXICO  SR GLBL 144A 40         | 2040-09-23      | 5.8750%  | 0.0000% | $100000.00         | $101222.36         | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT1.3%27        | 2027-08-21      | 1.3000%  | 0.0000% | $3858000.00        | $3689879.08        | Corporate Debt Securities                         |
| CABOT CORP                     SR GLBL NT3.4%26        | 2026-09-15      | 3.4000%  | 0.0000% | $9825000.00        | $9826026.17        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26          | 2026-07-28      | 3.7500%  | 0.0000% | $251000.00         | $253316.73         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            -2012 SINK BD 42        | 2042-11-01      | 4.3500%  | 0.0000% | $1000.00           | $877.47            | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT 34           | 2034-02-26      | 5.0500%  | 0.0000% | $1213000.00        | $1276276.82        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30           | 2030-02-13      | 5.1740%  | 0.0000% | $941000.00         | $983345.78         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50        | 2050-10-01      | 3.9100%  | 0.0000% | $2000.00           | $1532.00           | Corporate Debt Securities                         |
| CONSOLIDATED COMM LLC 2025-1   B      20550520 6.50600 | 2055-05-20      | 6.5060%  | 0.0000% | $580400.00         | $594148.39         | Asset-Backed Securities                           |
| DXC TECHNOLOGY CO              SR GLBL NT1.8%26        | 2026-09-15      | 1.8000%  | 0.0000% | $1077000.00        | $1059746.46        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 28           | 2028-02-01      | 5.2500%  | 0.0000% | $1181000.00        | $1228455.53        | Corporate Debt Securities                         |
| ELECTRONIC ARTS INC            SR GLBL NT 51           | 2051-02-15      | 2.9500%  | 0.0000% | $1552000.00        | $1477147.47        | Corporate Debt Securities                         |
| ENSTAR FINANCE LLC             JR SB GLBL NT 42        | 2042-01-15      | 5.5000%  | 0.0000% | $852000.00         | $855288.25         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT4.6%32        | 2032-11-15      | 4.6000%  | 0.0000% | $263000.00         | $268063.92         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT 35           | 2035-11-15      | 4.8750%  | 0.0000% | $1770000.00        | $1798241.09        | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT4.9%34        | 2034-01-15      | 4.9000%  | 0.0000% | $1000.00           | $1023.18           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 27           | 2027-03-15      | 5.1500%  | 0.0000% | $1769000.00        | $1803695.50        | Corporate Debt Securities                         |
| FIVE CORNERS FDG TR IV         144A NT 5.997%53        | 2053-02-15      | 5.9970%  | 0.0000% | $100000.00         | $106045.81         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 37           | 2037-09-15      | 6.3500%  | 0.0000% | $8000.00           | $9100.53           | Corporate Debt Securities                         |
| FOUNDATION FINANCE TR 2025-1   A      20500415 4.95000 | 2050-04-15      | 4.9500%  | 0.0000% | $494000.00         | $374783.63         | Asset-Backed Securities                           |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37        | 2037-01-25      | 6.2000%  | 0.0000% | $3263000.00        | $3554853.60        | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT 34           | 2034-04-15      | 5.3750%  | 0.0000% | $17000.00          | $18220.43          | Corporate Debt Securities                         |
| GREAT WOLF TRUST 2024-WOLF     A      20390315 FLT     | 2039-03-15      | 5.5010%  | 0.0000% | $458000.00         | $459196.05         | Private Label Collateralized Mortgage Obligations |
| GREYWOLF CLO VI LTD 2018-6     B      20310426 FLT     | 2031-04-26      | 6.0696%  | 0.0000% | $832486.00         | $837252.14         | Asset-Backed Securities                           |
| HYUNDAI CAP AMER               FR 5.4%032932           | 2032-03-29      | 5.4000%  | 0.0000% | $7217000.00        | $7551074.93        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 3%60         | 2060-09-15      | 3.0000%  | 0.0000% | $140000.00         | $85594.37          | Corporate Debt Securities                         |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT     | 2053-06-25      | 5.3838%  | 0.0000% | $136779.00         | $122297.08         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT     | 2033-07-08      | 5.4970%  | 0.0000% | $1858617.00        | $1623561.09        | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            SR NT 6.07%27           | 2027-10-22      | 6.0700%  | 0.0000% | $3337000.00        | $3414818.84        | Corporate Debt Securities                         |
| KKR & CO INC                   SR GLBL NT5.1%35        | 2035-08-07      | 5.1000%  | 0.0000% | $1000.00           | $1016.63           | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35        | 2035-03-15      | 5.8000%  | 0.0000% | $2488000.00        | $2664725.40        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 31           | 2031-01-15      | 5.1250%  | 0.0000% | $2000.00           | $2013.41           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33         | 2033-01-15      | 5.0000%  | 0.0000% | $411000.00         | $421608.37         | Corporate Debt Securities                         |
| METLIFE INC                    JR SB GLBL DB 55        | 2055-03-15      | 6.3500%  | 0.0000% | $792000.00         | $845766.02         | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT4.1%37        | 2037-02-06      | 4.1000%  | 0.0000% | $240000.00         | $239317.33         | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     GLBL FLT NT 31          | 2031-07-08      | 5.3149%  | 0.0000% | $967000.00         | $982712.79         | Corporate Debt Securities                         |
| MORGAN STAN CAP I TR 2019-L3   A-4    20521118 3.12700 | 2052-11-18      | 3.1270%  | 0.0000% | $100000.00         | $95838.13          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 VR 102225-101829        | 2029-10-18      | 4.9693%  | 0.0000% | $22000.00          | $22123.36          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.133%101829         | 2029-10-18      | 4.1330%  | 0.0000% | $243000.00         | $244048.06         | Corporate Debt Securities                         |
| NETAPP INC                     SR GLBL NT2.7%30        | 2030-06-22      | 2.7000%  | 0.0000% | $1143000.00        | $1079780.67        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54        | 2054-06-15      | 6.7500%  | 0.0000% | $4244000.00        | $4669344.29        | Corporate Debt Securities                         |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27        | 2027-09-01      | 3.6000%  | 0.0000% | $737000.00         | $737766.48         | Corporate Debt Securities                         |
| OCP CLO LTD 2016-11R3          A-R3   20380726 FLT     | 2038-07-26      | 5.1580%  | 0.0000% | $2034603.00        | $2043341.36        | Asset-Backed Securities                           |
| ONEOK PARTNERS LP              GTD SR NT6.85%37        | 2037-10-15      | 6.8500%  | 0.0000% | $1200000.00        | $1349774.33        | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 26           | 2026-07-15      | 2.6500%  | 0.0000% | $50000.00          | $50001.51          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT5.5%64        | 2064-09-27      | 5.5000%  | 0.0000% | $22000.00          | $18931.65          | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT 32           | 2032-02-03      | 5.2500%  | 0.0000% | $13000.00          | $13383.77          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%        | 2079-12-31      | 6.2500%  | 0.0000% | $1398000.00        | $1451254.87        | Corporate Debt Securities                         |
| PHILLIPS 66 CO                 JR SB GLBL -B 56        | 2056-03-15      | 6.2000%  | 0.0000% | $1882000.00        | $1905761.30        | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2016-3          B-2    20461125 FLT     | 2046-11-25      | 3.6031%  | 0.0000% | $2842318.00        | $1453553.42        | Private Label Collateralized Mortgage Obligations |
| SOUTHERN CO                    JR SB GLBL 27           | 2027-08-01      | 5.1130%  | 0.0000% | $5198000.00        | $5300061.43        | Corporate Debt Securities                         |
| EQUINOR ASA                    SR NT 4.8%43            | 2043-11-08      | 4.8000%  | 0.0000% | $2000.00           | $1910.81           | Corporate Debt Securities                         |
| 3M CO                          FR 5.7%031537           | 2037-03-15      | 5.7000%  | 0.0000% | $129000.00         | $139695.17         | Corporate Debt Securities                         |
| 2017 CD6 III 4.27814 13NOV50 144A F                    | 2050-11-13      | 4.4206%  | 0.0000% | $395115.00         | $374374.80         | Asset-Backed Securities                           |
| UNION PAC CORP                 GLBL NT 3.839%60        | 2060-03-20      | 3.8390%  | 0.0000% | $2000.00           | $1500.96           | Corporate Debt Securities                         |
| UNITED OVERSEAS BK LTD         FR 3.863%100732         | 2032-10-07      | 3.8630%  | 0.0000% | $3524000.00        | $3515868.66        | Corporate Debt Securities                         |
| US BANCORP                     FR 2.677%012733         | 2033-01-27      | 2.6770%  | 0.0000% | $428000.00         | $391139.65         | Corporate Debt Securities                         |
| VICI PROPERTIES LP             GLBL NT 5.625%52        | 2052-05-15      | 5.6250%  | 0.0000% | $531000.00         | $501583.26         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     FR 6.6%011538           | 2038-01-15      | 6.6000%  | 0.0000% | $250000.00         | $289990.83         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.526%032428         | 2028-03-24      | 3.5260%  | 0.0000% | $395000.00         | $394580.69         | Corporate Debt Securities                         |
| WESTERN ALLIANCE BANCORP       LW TIER II 31           | 2031-06-15      | 3.0000%  | 0.0000% | $1198000.00        | $1162734.87        | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48        | 2048-03-01      | 5.3000%  | 0.0000% | $100000.00         | $88575.83          | Corporate Debt Securities                         |
| WESTPAC BKG CORP               GLBL NT 4.043%27        | 2027-08-26      | 4.0430%  | 0.0000% | $229000.00         | $232460.67         | Corporate Debt Securities                         |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49         | 2049-08-08      | 3.6800%  | 0.0000% | $200000.00         | $170630.89         | Corporate Debt Securities                         |
| MATTEL INC                     SR GLBL REGS 27         | 2027-12-15      | 5.8750%  | 0.0000% | $205000.00         | $210586.39         | Corporate Debt Securities                         |
| ADANI PORTS & SPL ECONOMIC     GLBL REGS NT 32         | 2032-02-02      | 3.8280%  | 0.0000% | $794000.00         | $723861.75         | Corporate Debt Securities                         |

### Security 114: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.090000%
- **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: BIV982V34, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV982V34
- **C.18 - Value (incl. sponsor support):** $716412250.00
- **C.18.a - Value (excl. sponsor support):** $716412250.00
- **C.19 - Percentage of Net Assets:** 7.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $4351718.75        | $960463.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $5058759.78        | $2186593.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $243367.00         | $186988.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $61093767.79       | $47607449.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $9710864.37        | $1038475.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $405516367.92      | $39599083.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $38994453.94       | $3815738.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $112163934.96      | $77626161.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $43902964.37       | $32968665.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $18289513.12       | $14104857.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $20698710.74       | $15951138.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $8639624.76        | $6564504.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $21138526.08       | $16307040.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $2935803.60        | $1827647.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $195380942.06      | $124916147.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $911786.79         | $429855.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $91731905.44       | $79008779.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $77115325.60       | $54975896.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $29228034.23       | $26855156.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $138619982.85      | $124726036.99      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $67289298.09       | $63721942.98       | Agency Mortgage-Backed Securities |

### Security 115: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982VC4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV982VC4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 4.9300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $26521600.00       | $26450097.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $62023500.00       | $61756131.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $50.00             | $41.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $50.00             | $37.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $50.00             | $32.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $50.00             | $35.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $65000000.00       | $57407800.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $344500.00         | $315917.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $49874300.00       | $49508716.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $50.00             | $47.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $400.00            | $410.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $6194950.00        | $8146442.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $50.00             | $64.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $90808500.00       | $115826106.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $18575450.00       | $17559351.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $18559100.00       | $16320641.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $39500.00          | $39110.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $50.00             | $51.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $11426500.00       | $11557139.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $50.00             | $49.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $23400.00          | $24482.18          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $2977450.00        | $3030253.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $38492800.00       | $41605980.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $587450.00         | $622566.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $8087950.00        | $8315076.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $10333750.00       | $10992974.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $50.00             | $50.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $500.00            | $515.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $79436500.00       | $80693180.16       | U.S. Treasuries (including strips) |

### Security 116: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.090000%
- **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: BIV982VE0, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV982VE0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 9.8600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 5.5000%  | 0.0000% | $1216.62           | $12.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $1171.08           | $21.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 5.5000%  | 0.0000% | $476.00            | $1.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $76114128.92       | $6404168.80        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $42903816.62       | $7356368.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $35180000.00       | $7599556.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $41344307.69       | $9209163.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-02-01      | 2.5000%  | 0.0000% | $405.54            | $119.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-07-01      | 3.5000%  | 0.0000% | $11999.08          | $7177.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 3.0000%  | 0.0000% | $399692.31         | $187866.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $303620.62         | $230335.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 4.0000%  | 0.0000% | $3459687.38        | $2601574.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $153230.15         | $132590.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.5000%  | 0.0000% | $14461.54          | $8720.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 2.5000%  | 0.0000% | $274516.00         | $192743.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $3493957.23        | $2490131.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $13454.77          | $12140.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $9249.54           | $8704.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $25644149.85       | $5175704.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $944397.23         | $740354.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.5000%  | 0.0000% | $110726.77         | $103935.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $322.46            | $303.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 6.5000%  | 0.0000% | $8246153.85        | $6388712.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.0000%  | 0.0000% | $1645102.77        | $1570962.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $356379.69         | $349202.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $9690153.85        | $6487183.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1538.15           | $1234.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-08-01      | 7.5000%  | 0.0000% | $10071438.46       | $5762.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $13197472.92       | $11905751.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-01-01      | 3.0000%  | 0.0000% | $2090812.31        | $375500.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 4.0000%  | 0.0000% | $6664438.15        | $1506608.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $5214394.15        | $1162159.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $569324.31         | $127239.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-04-01      | 2.5000%  | 0.0000% | $555989.85         | $20714.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $45155.38          | $39680.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $63460.00          | $49744.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 4.5000%  | 0.0000% | $233200.00         | $221824.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $315.08            | $288.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $307.69            | $288.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $615.38            | $594.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $162614.46         | $149608.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $90596.00          | $90030.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $517527.38         | $459499.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $307.69            | $290.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $310.15            | $301.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $315.08            | $306.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $315.08            | $291.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 7.0000%  | 0.0000% | $363607.38         | $231180.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $307.69            | $268.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $940633.23         | $569767.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $307.69            | $302.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $307.69            | $287.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $5238.77           | $5488.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $307.69            | $323.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $894913.23         | $895810.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $307.69            | $316.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $315296.00         | $323862.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.0000%  | 0.0000% | $307.69            | $309.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $307.69            | $319.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1297302.15        | $1319764.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $2544344.62        | $2586756.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.5000%  | 0.0000% | $812644.92         | $800263.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $451823.38         | $453333.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 4.0000%  | 0.0000% | $13443.08          | $12930.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $578072.00         | $579068.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $307.69            | $315.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $307.69            | $316.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-11-01      | 3.0000%  | 0.0000% | $242769.23         | $24032.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $22552287.08       | $4938114.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.5000%  | 0.0000% | $307.69            | $78.40             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-07-01      | 4.0000%  | 0.0000% | $321.23            | $106.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 4.5000%  | 0.0000% | $307.69            | $74.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1284877.54        | $369475.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 3.5000%  | 0.0000% | $145969.23         | $30468.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $615.38            | $110.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $24395076.92       | $4484880.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $466769.23         | $81860.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $307.69            | $61.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2057-02-01      | 3.0000%  | 0.0000% | $2468248.62        | $1951051.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $29846.15          | $8299.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $307.69            | $68.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $393.85            | $155.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $307.69            | $125.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $10046153.85       | $5590029.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $307.69            | $201.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $913022.77         | $522966.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $307.69            | $215.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $613846.15         | $595805.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $134461.54         | $100233.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $114443.08         | $89306.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 3.0000%  | 0.0000% | $10531384.62       | $8125016.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $923.08            | $972.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $615.38            | $654.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $307.69            | $249.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $307380.31         | $305607.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $29538.46          | $29435.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $307.69            | $239.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 3.5000%  | 0.0000% | $307.69            | $57.51             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1799046.15        | $725712.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $2454340.92        | $307786.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $344.92            | $72.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $307.69            | $59.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $946769.23         | $237611.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 2.0000%  | 0.0000% | $3956.00           | $1555.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $315.08            | $122.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $37230.77          | $14758.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $45424.31          | $27767.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $307.69            | $156.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $2769.23           | $1547.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $307.69            | $186.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $755076.92         | $501451.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $6961744.92        | $4523715.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $830152.62         | $541363.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $404307.69         | $263521.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $109538.46         | $76642.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $12536.62          | $8820.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $630.15            | $461.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $482769.23         | $361953.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $1749636.31        | $1363537.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $18461.54          | $13944.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $307.69            | $239.73            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $320.00            | $253.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $20224.62          | $15859.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $307.69            | $192.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $307.69            | $262.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1520801.23        | $1301255.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $310.15            | $268.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $7801538.46        | $6465858.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $10000000.00       | $8661202.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $30379384.62       | $31090796.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $38252859.08       | $6711252.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $377446.15         | $402507.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.5000%  | 0.0000% | $7422461.54        | $6400640.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $6630153.85        | $6473827.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $4857754.46        | $4965610.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 6.5000%  | 0.0000% | $622.46            | $658.46            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $95473079.38       | $44586030.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1846153.85        | $1736525.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $15384307.69       | $14456280.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $3076923.08        | $2794752.15        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $10769230.77       | $10361370.27       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2769230.77        | $2737027.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $14922768.62       | $14767770.77       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $15384615.38       | $15290871.69       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $16923076.92       | $16945429.59       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1384615.38        | $1394879.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $12307384.62       | $11698812.79       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $15384615.38       | $15109011.62       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 4.3743%  | 0.0000% | $9404705.85        | $2609435.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.4243%  | 0.0000% | $11963738.15       | $1813517.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.3743%  | 0.0000% | $10769230.77       | $1683099.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-20      | 4.4243%  | 0.0000% | $8627638.77        | $2276972.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4489%  | 0.0000% | $30769230.77       | $30697949.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.4089%  | 0.0000% | $30769230.77       | $30783748.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.4743%  | 0.0000% | $1384615.38        | $257388.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.4734%  | 0.0000% | $10727692.31       | $2893224.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 4.4243%  | 0.0000% | $12845846.15       | $2506023.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.4743%  | 0.0000% | $9754681.23        | $1810956.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5243%  | 0.0000% | $8637838.46        | $2310486.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.3743%  | 0.0000% | $10934550.77       | $4739847.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.4243%  | 0.0000% | $9049102.15        | $2225235.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 4.4743%  | 0.0000% | $12807199.38       | $1310656.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.4743%  | 0.0000% | $9891692.31        | $2236933.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | 4.4234%  | 0.0000% | $7914329.85        | $2411614.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5243%  | 0.0000% | $9901435.69        | $2353313.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $30769230.77       | $20061171.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $16407120.92       | $10382184.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $30769230.77       | $18670023.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $22712111.38       | $15189821.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $18599085.85       | $11454232.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $15384615.38       | $10737433.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $19384615.38       | $12520946.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $23076923.08       | $14077349.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $11999342.77       | $6945852.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $46744417.54       | $29216620.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $15384615.38       | $10553723.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $15384615.38       | $11139785.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $15384615.38       | $10955127.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $17846153.85       | $11074523.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $15384615.38       | $10324170.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.1989%  | 0.0000% | $30769230.77       | $11955886.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8489%  | 0.0000% | $11384615.38       | $3225329.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0489%  | 0.0000% | $15384615.38       | $10798446.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $9230769.23        | $5436532.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $15384615.38       | $11748634.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $12721850.46       | $6902190.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $10769230.77       | $6812633.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 4.8489%  | 0.0000% | $8120725.85        | $5373818.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.9989%  | 0.0000% | $30769230.77       | $16097069.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.0089%  | 0.0000% | $16230557.54       | $12067670.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $30769230.77       | $17922932.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.1989%  | 0.0000% | $30769230.77       | $12750982.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $30769230.77       | $10899483.88       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-05-28      | 0.0000%  | 0.0000% | $123.08            | $120.86            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 2.1250%  | 0.0000% | $30.77             | $46.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $30.77             | $28.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-08-15      | 2.7500%  | 0.0000% | $30.77             | $24.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $30.77             | $25.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $215.38            | $153.35            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $948738.46         | $728854.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $30.77             | $22.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $473784.62         | $289035.87         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $7076800.00        | $5325301.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $30.77             | $15.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $43969.23          | $22518.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $30.77             | $16.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $92.31             | $60.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $13576430.77       | $8112087.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $30.77             | $19.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $30.77             | $23.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $276.92            | $235.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $61.54             | $57.59             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-08-15      | 4.3750%  | 0.0000% | $30.77             | $30.38             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $27022953.85       | $27622452.70       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $4962092.31        | $4967697.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $92.31             | $92.53             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $615.38            | $633.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $2923.08           | $2962.35           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $275015.38         | $287483.11         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-15      | 2.2500%  | 0.0000% | $123.08            | $121.27            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 2.2500%  | 0.0000% | $5298153.85        | $5176815.59        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $61.54             | $60.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 2.2500%  | 0.0000% | $30.77             | $30.72             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-30      | 2.3750%  | 0.0000% | $92.31             | $91.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $246.15            | $327.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $12937507.69       | $12732990.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-15      | 0.1250%  | 0.0000% | $2582769.23        | $3109942.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 0.3750%  | 0.0000% | $123.08            | $116.98            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $8300184.62        | $7845612.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $110369.23         | $99450.80          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $30.77             | $30.37             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 1.2500%  | 0.0000% | $805753.85         | $791978.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $61.54             | $58.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-01-31      | 1.7500%  | 0.0000% | $30.77             | $29.33             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-15      | 0.1250%  | 0.0000% | $275230.77         | $297660.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $1759476.92        | $1742114.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $10128492.31       | $10035624.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 2.7500%  | 0.0000% | $92.31             | $91.22             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $30.77             | $30.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-08-31      | 3.1250%  | 0.0000% | $5609230.77        | $5613841.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.1250%  | 0.0000% | $3218338.46        | $3195842.31        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 4.1250%  | 0.0000% | $30.77             | $31.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $4160338.46        | $4288461.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $30.77             | $31.12             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-01-15      | 1.1250%  | 0.0000% | $35415.38          | $37660.47          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $18588369.23       | $19083921.29       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $61.54             | $62.09             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-30      | 3.5000%  | 0.0000% | $30.77             | $30.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 3.6250%  | 0.0000% | $30.77             | $31.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-07-15      | 1.3750%  | 0.0000% | $246.15            | $261.02            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $12450523.08       | $12614488.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-12-31      | 3.7500%  | 0.0000% | $2675292.31        | $2732161.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $3504830.77        | $3571515.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-04-30      | 4.6250%  | 0.0000% | $5331753.85        | $5537806.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $10840276.92       | $11001732.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 4.6250%  | 0.0000% | $30.77             | $31.51             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-31      | 3.6250%  | 0.0000% | $117784.62         | $119178.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $85085138.46       | $85457996.11       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $940215.38         | $963091.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $721538.46         | $751522.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $1230769.23        | $1260349.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $29815.38          | $30736.61          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $1699600.00        | $1732677.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $9784.62           | $10459.78          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $1115476.92        | $1186636.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-03-31      | 4.0000%  | 0.0000% | $30.77             | $31.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-08-15      | 4.2500%  | 0.0000% | $30.77             | $31.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-31      | 3.5000%  | 0.0000% | $276.92            | $277.60            | U.S. Treasuries (including strips)        |

### Security 117: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV982YX5, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV982YX5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   CAP STK CL C     | 2099-12-31      | 0.0000%  | 0.0000% | $396.00            | $126830.88         | Equities   |
| ALPHABET INC                   CAP STK CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $30521.00          | $9765193.95        | Equities   |
| AMAZON COM INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3001.00           | $687709.16         | Equities   |
| APPLE INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $36029.00          | $9999848.95        | Equities   |
| ARVINAS INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $24.84             | Equities   |
| ASTERA LABS INC                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $154.22            | Equities   |
| AVERY DENNISON CORP            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5100.00           | $878322.00         | Equities   |
| AVIDBANK HLDGS INC             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $101.00            | $2598.73           | Equities   |
| AVISTA CORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3221.00           | $133510.45         | Equities   |
| BEST BUY INC                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $80.98             | Equities   |
| BROADCOM INC                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $9688.00           | $3851658.16        | Equities   |
| CGI INC                        CL A SUB VTG     | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $88.39             | Equities   |
| CALAVO GROWERS INC             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5.00              | $101.50            | Equities   |
| CALIX INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $19654.00          | $1096693.20        | Equities   |
| CAMECO CORP                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $11852.00          | $1052576.12        | Equities   |
| CAMPING WORLD HLDGS INC        CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $195745.00         | $2217790.85        | Equities   |
| CAPITAL ONE FINL CORP          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $814.00            | $177020.58         | Equities   |
| CENTERRA GOLD INC              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1074.00           | $13886.82          | Equities   |
| CHIPOTLE MEXICAN GRILL INC     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $68.06             | Equities   |
| CISCO SYS INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $11200.00          | $851984.00         | Equities   |
| CITIZENS & NORTHN CORP         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1837.00           | $37089.03          | Equities   |
| CITIGROUP INC                  COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $97560.00          | $9999900.00        | Equities   |
| COCA COLA CO                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $70204.00          | $5116467.52        | Equities   |
| CONCENTRA GROUP HOLDINGS PAREN COMMON STOCK     | 2099-12-31      | 0.0000%  | 0.0000% | $8793.00           | $183158.19         | Equities   |
| COSTCO WHSL CORP NEW           COM              | 2099-12-31      | 0.0000%  | 0.0000% | $385.00            | $349680.10         | Equities   |
| DEVON ENERGY CORP NEW          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $8.00              | $291.20            | Equities   |
| DEXCOM INC                     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $62.53             | Equities   |
| EQT CORP                       COM              | 2099-12-31      | 0.0000%  | 0.0000% | $23300.00          | $1374700.00        | Equities   |
| EQUINIX INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $13069.00          | $9807108.29        | Equities   |
| META PLATFORMS INC             CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $6459.00           | $4092486.99        | Equities   |
| FORTREA HLDGS INC              COMMON STOCK     | 2099-12-31      | 0.0000%  | 0.0000% | $9.00              | $113.67            | Equities   |
| GILEAD SCIENCES INC            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $29485.00          | $3759632.35        | Equities   |
| HONEYWELL INTL INC             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $52350.00          | $9945976.50        | Equities   |
| HUBSPOT INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $6391.00           | $2312327.71        | Equities   |
| INSMED INC                     COM PAR $.01     | 2099-12-31      | 0.0000%  | 0.0000% | $12485.00          | $2553307.35        | Equities   |
| JOHNSON & JOHNSON              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $23315.00          | $4839261.40        | Equities   |
| KELLANOVA                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $35946.00          | $3005085.60        | Equities   |
| KENVUE INC                     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $970.00            | $16703.40          | Equities   |
| LENZ THERAPEUTICS INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $110.00            | $3379.20           | Equities   |
| LIBERTY BROADBAND CORP         COM SER C        | 2099-12-31      | 0.0000%  | 0.0000% | $83229.00          | $3846012.09        | Equities   |
| ELI LILLY & CO                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4306.00           | $4755288.04        | Equities   |
| LOWES COS INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1981.00           | $478629.41         | Equities   |
| LYELL IMMUNOPHARMA INC         COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $16.00             | $390.56            | Equities   |
| MARVELL TECHNOLOGY INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $168.00            | $14736.96          | Equities   |
| MASTERCARD INCORPORATED        CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $7961.00           | $4338187.73        | Equities   |
| MCDONALDS CORP                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4764.00           | $1488273.60        | Equities   |
| MICROSOFT CORP                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $20251.00          | $9831860.50        | Equities   |
| MICRON TECHNOLOGY INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3849.00           | $886270.74         | Equities   |
| MOTOROLA SOLUTIONS INC         COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $21953.00          | $8111633.50        | Equities   |
| NETAPP INC                     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3.00              | $327.75            | Equities   |
| NETFLIX INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $39936.00          | $4238807.04        | Equities   |
| NEWMONT CORP                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $15.00             | $1357.80           | Equities   |
| NVIDIA CORPORATION             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $55475.00          | $9999923.50        | Equities   |
| ORUKA THERAPEUTICS INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $26463.00          | $806062.98         | Equities   |
| PTC THERAPEUTICS INC           COM              | 2099-12-31      | 0.0000%  | 0.0000% | $20692.00          | $1784685.00        | Equities   |
| PALANTIR TECHNOLOGIES INC      CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $5507.00           | $912895.39         | Equities   |
| PEPSICO INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $25206.00          | $3729983.88        | Equities   |
| PHILIP MORRIS INTL INC         COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1353.00           | $211730.97         | Equities   |
| PLAINS GP HLDGS L P            LTD PARTNR INT A | 2099-12-31      | 0.0000%  | 0.0000% | $34.00             | $628.32            | Equities   |
| PRECISION DRILLING CORP        COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $120.28            | Equities   |
| PROCTER AND GAMBLE CO          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $67344.00          | $9983748.00        | Equities   |
| PROS HOLDINGS INC              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $97031.00          | $2252089.51        | Equities   |
| ROKU INC                       COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $31234.00          | $2986907.42        | Equities   |
| ROSS STORES INC                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3190.00           | $566831.10         | Equities   |
| SALESFORCE INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $228.15            | Equities   |
| STRYKER CORPORATION            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $15.00             | $5584.35           | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3255.00           | $144684.75         | Equities   |
| TJX COS INC NEW                COM              | 2099-12-31      | 0.0000%  | 0.0000% | $14200.00          | $2174446.00        | Equities   |
| TAMBORAN RES CORP              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $55769.00          | $1308898.43        | Equities   |
| TARSUS PHARMACEUTICALS INC     COM              | 2099-12-31      | 0.0000%  | 0.0000% | $899.00            | $72369.50          | Equities   |
| TASKUS INC                     CLASS A COM      | 2099-12-31      | 0.0000%  | 0.0000% | $1747.00           | $19863.39          | Equities   |
| TENET HEALTHCARE CORP          COM NEW          | 2099-12-31      | 0.0000%  | 0.0000% | $32337.00          | $7030710.54        | Equities   |
| TORO CO                        COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1835.00           | $129147.30         | Equities   |
| UBER TECHNOLOGIES INC          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $308.00            | $26383.28          | Equities   |
| VISA INC                       COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $13252.00          | $4423385.08        | Equities   |
| WALMART INC                    COM              | 2099-12-31      | 0.0000%  | 0.0000% | $28549.00          | $3114695.90        | Equities   |
| WARNER MUSIC GROUP CORP        COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $59740.00          | $1673317.40        | Equities   |
| WYNDHAM HOTELS & RESORTS INC   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $129084.00         | $9531562.56        | Equities   |
| CHINA YUCHAI INTL LTD          COM              | 2099-12-31      | 0.0000%  | 0.0000% | $46645.00          | $1647501.40        | Equities   |
| EATON CORP PLC                 SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $24884.00          | $8502613.96        | Equities   |
| GLOBALFOUNDRIES INC            ORDINARY SHARES  | 2099-12-31      | 0.0000%  | 0.0000% | $1016.00           | $35834.32          | Equities   |
| TORM PLC                       SHS CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $22.00             | $464.86            | Equities   |
| VINCI COMPASS INVESTMENTS LTD  COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $45.00             | $548.10            | Equities   |
| GLOBAL E ONLINE LTD            SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $194614.00         | $7768990.88        | Equities   |
| ELASTIC N V                    ORD SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $41285.00          | $2887472.90        | Equities   |
| UNIQURE NV                     SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $752.00            | $20777.76          | Equities   |
| DANAOS CORPORATION             SHS              | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $97.34             | Equities   |
| GLOBAL SHIP LEASE INC NEW      COM CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $2.00              | $70.10             | Equities   |
| STAR BULK CARRIERS CORP.       SHS PAR          | 2099-12-31      | 0.0000%  | 0.0000% | $5.00              | $98.70             | Equities   |

### Security 118: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV982ZA4, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV982ZA4
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC TRUST 2017-TIME           A      20391115 3.64630 | 2039-11-15      | 3.6463%  | 0.0000% | $13100000.00       | $12478532.40       | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2021-2          A-1    20660825 FLT     | 2066-08-25      | 0.9240%  | 0.0000% | $18418000.00       | $8986324.00        | Private Label Collateralized Mortgage Obligations |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT     | 2066-10-25      | 1.1100%  | 0.0000% | $17665000.00       | $8735719.19        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  A      20410617 FLT     | 2041-06-17      | 5.8000%  | 0.0000% | $13951250.00       | $14010688.52       | Private Label Collateralized Mortgage Obligations |
| EXETER SELECT AUTOM0BLE 2025-2 C      20311215 4.91000 | 2031-12-15      | 4.9100%  | 0.0000% | $2000.00           | $2026.76           | Asset-Backed Securities                           |
| Federal National Mortgage Association                  | 2049-11-25      | 0.8133%  | 0.0000% | $4279.00           | $1492.48           | Agency Collateralized Mortgage Obligation         |
| Government National Mortgage Association               | 2055-11-20      | 5.5000%  | 0.0000% | $881647.00         | $900417.26         | Agency Mortgage-Backed Securities                 |
| Government National Mortgage Association               | 2043-05-20      | 3.0000%  | 0.0000% | $125000.00         | $167245.00         | Agency Collateralized Mortgage Obligation         |
| Government National Mortgage Association               | 2055-11-20      | 6.0000%  | 0.0000% | $100000.00         | $14669.30          | Agency Collateralized Mortgage Obligation         |
| KNDR TRUST 2021-KIND           A      20380816 FLT     | 2038-08-16      | 5.0300%  | 0.0000% | $2560222.00        | $2527824.46        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2015-420  A      20501017 FLT     | 2050-10-17      | 7.9820%  | 0.0000% | $13150000.00       | $10437610.92       | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-NQM3    A-1    20561125 FLT     | 2056-11-25      | 1.1561%  | 0.0000% | $32940000.00       | $11583490.87       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM18              A-1    20650925 FLT     | 2065-09-25      | 5.0570%  | 0.0000% | $29726000.00       | $29147933.48       | Private Label Collateralized Mortgage Obligations |
| OBX 2023-NQM9 TRUST            A-1    20631025 7.15900 | 2063-10-25      | 7.1590%  | 0.0000% | $14098000.00       | $8225335.42        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT     | 2039-02-15      | 5.6090%  | 0.0000% | $19691000.00       | $18065946.82       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-9  A-30   20551025 FLT     | 2055-10-25      | 1.5000%  | 0.0000% | $28000000.00       | $22710302.37       | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021-3         M-1    20660625 FLT     | 2066-06-25      | 2.3970%  | 0.0000% | $5488749.00        | $4222564.59        | Private Label Collateralized Mortgage Obligations |

### Security 119: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV982ZG1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV982ZG1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVIATION CAP GROUP LLC         SR 144A NT 28    | 2028-04-15      | 6.2500%  | 0.0000% | $2908000.00        | $3047861.07        | Corporate Debt Securities                 |
| BMW US CAP LLC                 GLBL 144A NT 30  | 2030-08-11      | 4.5000%  | 0.0000% | $7200000.00        | $7354908.00        | Corporate Debt Securities                 |
| BANCO SANTANDER S.A.           SNR NPF GLBL 30  | 2030-11-06      | 5.1439%  | 0.0000% | $8200000.00        | $8213385.25        | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           FR 5.37%060427   | 2027-06-04      | 5.3700%  | 0.0000% | $168000.00         | $175927.08         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           VR 091024-091027 | 2027-09-10      | 5.0303%  | 0.0000% | $300000.00         | $304204.75         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           FR 5.266%121126  | 2026-12-11      | 5.2660%  | 0.0000% | $250000.00         | $259484.60         | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           FR 4.588%121126  | 2026-12-11      | 4.5880%  | 0.0000% | $4023000.00        | $4108220.10        | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           FR 4.062%092228  | 2028-09-22      | 4.0620%  | 0.0000% | $3373000.00        | $3399535.39        | Corporate Debt Securities                 |
| BANK MONTREAL MEDIUM           VR 092225-092228 | 2028-09-22      | 4.8554%  | 0.0000% | $480000.00         | $484413.06         | Corporate Debt Securities                 |
| Government National Mortgage Association        | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $540.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association        | 2054-10-20      | 5.0000%  | 0.0000% | $648561.00         | $609437.87         | Agency Mortgage-Backed Securities         |
| GLENCORE FDG LLC               GLBL 144A NT 28  | 2028-10-06      | 6.1250%  | 0.0000% | $7700000.00        | $8162440.61        | Corporate Debt Securities                 |
| Government National Mortgage Association        | 2055-11-20      | 6.5000%  | 0.0000% | $100000.00         | $20486.60          | Agency Collateralized Mortgage Obligation |
| INDIANAPOLIS PWR & LT CO       1M GLBL 144A 35  | 2035-08-15      | 5.0500%  | 0.0000% | $6625000.00        | $6823148.23        | Corporate Debt Securities                 |
| JPMORGAN CHASE & CO            SR GLBL NT 36    | 2036-04-22      | 5.5720%  | 0.0000% | $96000.00          | $102641.47         | Corporate Debt Securities                 |
| MARRIOTT INTL INC NEW          SR GLBL QQ NT 35 | 2035-03-15      | 5.3500%  | 0.0000% | $7000000.00        | $7333120.28        | Corporate Debt Securities                 |
| SOCIETE GENERALE               FR 1.488%121426  | 2026-12-14      | 1.4880%  | 0.0000% | $7421000.00        | $7461657.19        | Corporate Debt Securities                 |
| WILLIAMS PARTNERS L.P.         SR GLBL NT6.3%40 | 2040-04-15      | 6.3000%  | 0.0000% | $4650000.00        | $5120045.25        | Corporate Debt Securities                 |

### Security 120: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.650000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV982ZV8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV982ZV8
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 2.7100%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BBCMS MTG TR 2018-TALL         F      20370316 FLT     | 2037-03-16      | 7.3910%  | 0.0000% | $15485000.00       | $11484945.38       | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT     | 2038-08-16      | 5.0235%  | 0.0000% | $2340000.00        | $1888287.62        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      E      20380816 FLT     | 2038-08-16      | 6.3735%  | 0.0000% | $2000000.00        | $1180170.59        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                X-A    20610517 FLT     | 2061-05-17      | 0.4065%  | 0.0000% | $27415000.00       | $138049.60         | Private Label Collateralized Mortgage Obligations |
| BHMS COML MTG TRUST 2025-ATLS  A      20420815 FLT     | 2042-08-15      | 5.8090%  | 0.0000% | $15000000.00       | $15059590.20       | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2024-SLCT E      20420115 FLT     | 2042-01-15      | 7.3495%  | 0.0000% | $5000000.00        | $4993254.89        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              E      20380218 FLT     | 2038-02-18      | 6.3770%  | 0.0000% | $3000000.00        | $2822434.20        | Private Label Collateralized Mortgage Obligations |
| CAFL ISSUER LLC 2022-RTL1      A-2    20290528 5.25000 | 2029-05-28      | 7.2500%  | 0.0000% | $2500000.00        | $2500992.50        | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.05200 | 2048-01-10      | 3.0520%  | 0.0000% | $2255600.00        | $2136867.47        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          D      20470912 3.49500 | 2047-09-12      | 3.4950%  | 0.0000% | $17296000.00       | $11400161.14       | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2024-5   A-X-1  20550425 FLT     | 2055-04-25      | 0.2387%  | 0.0000% | $327615000.00      | $682320.64         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2019-R2                 B2     20580725 FLT     | 2058-07-25      | 4.0370%  | 0.0000% | $5746049.00        | $4750864.90        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    D      20521217 2.71200 | 2052-12-17      | 2.7120%  | 0.0000% | $1325000.00        | $1189660.52        | Private Label Collateralized Mortgage Obligations |
| 5 BRYANT PK MTG TR 2018-5BP    A      20330615 FLT     | 2033-06-15      | 4.8510%  | 0.0000% | $8000000.00        | $7934014.15        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT     | 2033-03-07      | 3.6678%  | 0.0000% | $8521967.00        | $6478832.77        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           A      20340912 FLT     | 2034-09-12      | 2.9359%  | 0.0000% | $4000000.00        | $3165647.70        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BACKED TRUST 2023- A-3-X  20540425 FLT     | 2054-04-25      | 0.5000%  | 0.0000% | $128720000.00      | $696645.34         | Private Label Collateralized Mortgage Obligations |
| GS MTG BKD SECS TR 2025-PJ4    A-X-1  20550925 FLT     | 2055-09-25      | 0.4840%  | 0.0000% | $279229000.00      | $1485341.48        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2024-HC3  A      20410315 FLT     | 2041-03-15      | 6.1739%  | 0.0000% | $11516000.00       | $11542791.48       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-6    20511225 FLT     | 2051-12-25      | 2.7564%  | 0.0000% | $1809000.00        | $763423.83         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2022-1   A-11-X 20520725 FLT     | 2052-07-25      | 0.0782%  | 0.0000% | $88821650.00       | $3617897.84        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-2      A-11-X 20520825 FLT     | 2052-08-25      | 0.0000%  | 0.0000% | $90750000.00       | $3200576.28        | Private Label Collateralized Mortgage Obligations |
| MF1 2025-FL19 LLC              A      20420518 FLT     | 2042-05-18      | 5.4507%  | 0.0000% | $9999847.00        | $10044777.03       | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT     | 2042-02-12      | 3.5926%  | 0.0000% | $12204000.00       | $7598118.16        | Private Label Collateralized Mortgage Obligations |
| MFA 2024-RTL2 TRUST            A-1    20290525 7.24500 | 2029-05-25      | 7.2450%  | 0.0000% | $15000000.00       | $15127031.25       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT     | 2034-11-15      | 11.1560% | 0.0000% | $2984000.00        | $2857232.38        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            A-IO-S 20640125 FLT     | 2064-01-25      | 0.2100%  | 0.0000% | $272526000.00      | $276399.17         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           A-1FCF 20650825 FLT     | 2065-08-25      | 4.8480%  | 0.0000% | $1959181.00        | $1888989.10        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-1    20650825 FLT     | 2065-08-25      | 6.6670%  | 0.0000% | $7914000.00        | $7920040.36        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM17           B-3    20650825 FLT     | 2065-08-25      | 7.0856%  | 0.0000% | $246000.00         | $226215.99         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           B-2    20650525 FLT     | 2065-05-25      | 7.2013%  | 0.0000% | $4876000.00        | $3994862.97        | Private Label Collateralized Mortgage Obligations |
| OAKST COML MTG TR 2023-NLP     A      20400316 FLT     | 2040-03-16      | 6.2981%  | 0.0000% | $629000.00         | $631959.79         | Private Label Collateralized Mortgage Obligations |
| AOA 2025-1301                  F      20420813 FLT     | 2042-08-13      | 8.3734%  | 0.0000% | $5000000.00        | $4997925.09        | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT     | 2039-09-19      | 5.8044%  | 0.0000% | $14946000.00       | $9976504.94        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025-SNIP            A      20420915 FLT     | 2042-09-15      | 5.4590%  | 0.0000% | $20274926.00       | $20350070.78       | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT     | 2041-10-15      | 8.4090%  | 0.0000% | $26700000.00       | $26977428.19       | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3              E      20381118 FLT     | 2038-11-18      | 7.3920%  | 0.0000% | $1210000.00        | $1177329.20        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-8  B-6    20550925 FLT     | 2055-09-25      | 6.2429%  | 0.0000% | $1633597.00        | $896785.00         | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           B      20380812 FLT     | 2038-08-12      | 2.7865%  | 0.0000% | $20091000.00       | $15785576.17       | Private Label Collateralized Mortgage Obligations |
| SPRUCE HILL MTG LN TR 2020-SH1 B-1    20500128 FLT     | 2050-01-28      | 3.8270%  | 0.0000% | $2674493.00        | $2632948.09        | Private Label Collateralized Mortgage Obligations |
| VASA TRUST 2021-VASA           B      20390715 FLT     | 2039-07-15      | 5.3235%  | 0.0000% | $1750000.00        | $1697742.14        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT     | 2070-02-25      | 7.3074%  | 0.0000% | $3285044.00        | $3283121.39        | Private Label Collateralized Mortgage Obligations |
| VONTIVE MTG TR 2025-RTL1       A1     20300325 FLT     | 2030-03-25      | 6.5070%  | 0.0000% | $5000000.00        | $5083951.25        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C15     D      20460817 FLT     | 2046-08-17      | 4.2837%  | 0.0000% | $2597598.00        | $1455833.93        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT     | 2058-07-17      | 4.0332%  | 0.0000% | $4090000.00        | $2814819.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG COMM MTG TR 2025-HI A      20421015 FLT     | 2042-10-15      | 5.6523%  | 0.0000% | $37264000.00       | $37341045.41       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2020-C55   X-D    20530218 FLT     | 2053-02-18      | 1.5368%  | 0.0000% | $14583000.00       | $952089.39         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP G      20380415 FLT     | 2038-04-15      | 12.6411% | 0.0000% | $8520000.00        | $8207570.15        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT     | 2042-06-16      | 6.8996%  | 0.0000% | $3500000.00        | $3533573.79        | Private Label Collateralized Mortgage Obligations |

### Security 121: Mitsubishi UFJ Securities (USA) Inc.

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc. 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9830H5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV9830H5
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3936.00           | $1249758.72        | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2099-12-31      | 0.0000%  | 0.0000% | $7931.00           | $1249925.60        | Equities   |
| APPLE INC                      COM              | 2099-12-31      | 0.0000%  | 0.0000% | $4502.00           | $1249530.10        | Equities   |
| AVERY DENNISON CORP            COM              | 2099-12-31      | 0.0000%  | 0.0000% | $2103.00           | $362178.66         | Equities   |
| BOOKING HOLDINGS INC           COM              | 2099-12-31      | 0.0000%  | 0.0000% | $254.00            | $1247609.90        | Equities   |
| BROADCOM INC                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3144.00           | $1249960.08        | Equities   |
| COMCAST CORP NEW               CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $47045.00          | $1249985.65        | Equities   |
| EXLSERVICE HOLDINGS INC        COM              | 2099-12-31      | 0.0000%  | 0.0000% | $31391.00          | $1249989.62        | Equities   |
| EXXON MOBIL CORP               COM              | 2099-12-31      | 0.0000%  | 0.0000% | $10891.00          | $1249960.07        | Equities   |
| META PLATFORMS INC             CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $1972.00           | $1249478.92        | Equities   |
| ICICI BANK LIMITED             ADR              | 2099-12-31      | 0.0000%  | 0.0000% | $1500.00           | $46515.00          | Equities   |
| LOWES COS INC                  COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5173.00           | $1249848.53        | Equities   |
| MUELLER INDS INC               COM              | 2099-12-31      | 0.0000%  | 0.0000% | $11324.00          | $1249943.12        | Equities   |
| NORDSON CORP                   COM              | 2099-12-31      | 0.0000%  | 0.0000% | $1448.00           | $344624.00         | Equities   |
| NVIDIA CORPORATION             COM              | 2099-12-31      | 0.0000%  | 0.0000% | $6930.00           | $1249201.80        | Equities   |
| REPUBLIC SVCS INC              COM              | 2099-12-31      | 0.0000%  | 0.0000% | $3511.00           | $763186.07         | Equities   |
| SALESFORCE INC                 COM              | 2099-12-31      | 0.0000%  | 0.0000% | $5478.00           | $1249805.70        | Equities   |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR    | 2099-12-31      | 0.0000%  | 0.0000% | $14272.00          | $1249941.76        | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2099-12-31      | 0.0000%  | 0.0000% | $4310.00           | $1249727.60        | Equities   |
| TEVA PHARMACEUTICAL INDS LTD   SPONSORED ADS    | 2099-12-31      | 0.0000%  | 0.0000% | $17048.00          | $448703.36         | Equities   |
| TEXAS PACIFIC LAND CORPORATION COM              | 2099-12-31      | 0.0000%  | 0.0000% | $521.00            | $449576.11         | Equities   |
| YPF SOCIEDAD ANONIMA           SPON ADR CL D    | 2099-12-31      | 0.0000%  | 0.0000% | $34664.00          | $1249983.84        | Equities   |
| ZOETIS INC                     CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $9789.00           | $1249957.41        | Equities   |
| BOLD EAGLE ACQUISITION CORP    CL A             | 2099-12-31      | 0.0000%  | 0.0000% | $50899.00          | $547164.25         | Equities   |
| ANDRETTI ACQUISITION CORP II   ORD SHS CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $24346.00          | $255633.00         | Equities   |
| DIGITAL ASSET ACQUISITION CORP SHS CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $37262.00          | $378954.54         | Equities   |
| APTIV PLC                      COM SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $5869.00           | $450915.27         | Equities   |
| REPUBLIC DIGITAL ACQUISITION   USD CL A ORD SHS | 2099-12-31      | 0.0000%  | 0.0000% | $94193.00          | $957942.81         | Equities   |

### Security 122: Mitsubishi UFJ Securities (USA) Inc.

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc. 4.150000%
- **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: BIV983168, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV983168
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2053-10-25      | 5.4718%  | 0.0000% | $3249603.00        | $2071210.45        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2053-04-25      | 5.1718%  | 0.0000% | $2335900.00        | $1734290.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2055-04-25      | 5.5718%  | 0.0000% | $25000000.00       | $21243485.49       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-08-25      | 4.5000%  | 0.0000% | $22999999.00       | $22703768.02       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp       | 2055-09-25      | 4.5000%  | 0.0000% | $3300000.00        | $3247246.14        | Agency Debentures and Agency Strips       |

### Security 123: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho Securities (USA) LLC 4.130000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV983192, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV983192
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16471.00          | $3749787.86        | Equities   |
| ALPHABET INC                   CAP STK CL C | 2099-12-31      | 0.0000%  | 0.0000% | $11708.00          | $3749838.24        | Equities   |
| AMAZON COM INC                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16364.00          | $3749974.24        | Equities   |
| BANK AMERICA CORP              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $70768.00          | $3749996.32        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW     | 2099-12-31      | 0.0000%  | 0.0000% | $7335.00           | $3749872.05        | Equities   |
| BRISTOL-MYERS SQUIBB CO        COM          | 2099-12-31      | 0.0000%  | 0.0000% | $76142.00          | $3749993.50        | Equities   |
| BROADCOM INC                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $9432.00           | $3749880.24        | Equities   |
| CHEVRON CORP NEW               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $25.00             | $3737.75           | Equities   |
| COSTAR GROUP INC               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $55293.00          | $3749971.26        | Equities   |
| META PLATFORMS INC             CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $5918.00           | $3749703.98        | Equities   |
| FEDEX CORP                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $13595.00          | $3749908.85        | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2099-12-31      | 0.0000%  | 0.0000% | $46508.00          | $3749940.04        | Equities   |
| ELI LILLY & CO                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $3395.00           | $3749234.30        | Equities   |
| MKS INC.                       COM          | 2099-12-31      | 0.0000%  | 0.0000% | $24667.00          | $3749877.34        | Equities   |
| MASTERCARD INCORPORATED        CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $6881.00           | $3749663.33        | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16285.00          | $3749784.10        | Equities   |
| NVIDIA CORPORATION             COM          | 2099-12-31      | 0.0000%  | 0.0000% | $20803.00          | $3749948.78        | Equities   |
| PEPSICO INC                    COM          | 2099-12-31      | 0.0000%  | 0.0000% | $25341.00          | $3749961.18        | Equities   |
| PROGRESSIVE CORP               COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16364.00          | $3749810.60        | Equities   |
| QUANTA SVCS INC                COM          | 2099-12-31      | 0.0000%  | 0.0000% | $8144.00           | $3749741.92        | Equities   |
| TESLA INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $8790.00           | $3749638.20        | Equities   |
| VISA INC                       COM CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $11234.00          | $3749796.86        | Equities   |

### Security 124: Australia & New Zealand Banking Group, Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group, Ltd. 3.890000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9837V7, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: BIV9837V7
- **C.18 - Value (incl. sponsor support):** $390000000.00
- **C.18.a - Value (excl. sponsor support):** $390000000.00
- **C.19 - Percentage of Net Assets:** 3.8400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.880000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV983CQ2, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: BIV983CQ2
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Cooperatieve Rabobank U.A.

- **C.1 - Title:** Cooperatieve Rabobank U.A. 3.870000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV983D16, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: BIV983D16
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

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

**Date:** 2025-12-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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