# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-26-093208
**Filing Date:** 2026-3
**Character Count:** 1242415
**Document Hash:** d513c8cb4ba183168f674b51f6052d95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-093208.hdr.sgml**: 20260305

**ACCESSION NUMBER**: 0001193125-26-093208

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260305

**DATE AS OF CHANGE**: 20260305

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08162
- **FILM NUMBER:** 26725069

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-02-28

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 32 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $80794354806.77

- **Amortized Cost of Portfolio Securities:** $33772155000.00

- **Cash:** $2369666437.66

- **Total Other Assets:** $188884111.93

- **Total Liabilities:** $170657380.29

- **Net Assets of Series:** $83182247976.07

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $31134818316.69           | $42169970541.28            | 38.5900%                  | 52.2700%                   |
| 2026-02-03 | $30298600254.28           | $42408106405.86            | 37.5200%                  | 52.5100%                   |
| 2026-02-04 | $29830508809.57           | $44309643193.65            | 36.0100%                  | 53.4900%                   |
| 2026-02-05 | $28307861825.76           | $41519919461.77            | 35.4400%                  | 51.9700%                   |
| 2026-02-06 | $26179376444.91           | $41305771193.05            | 32.9100%                  | 51.9300%                   |
| 2026-02-09 | $30249531585.28           | $43188724252.03            | 37.0300%                  | 52.8700%                   |
| 2026-02-10 | $30957364688.26           | $42994682136.46            | 37.9800%                  | 52.7500%                   |
| 2026-02-11 | $30041083658.27           | $44061503373.81            | 36.3000%                  | 53.2300%                   |
| 2026-02-12 | $31716027027.92           | $44070617675.99            | 38.5200%                  | 53.5300%                   |
| 2026-02-13 | $28997351209.41           | $41453279313.76            | 35.9000%                  | 51.3200%                   |
| 2026-02-17 | $28144928772.16           | $41560578828.74            | 34.8800%                  | 51.5100%                   |
| 2026-02-18 | $27914359541.93           | $44019995278.01            | 33.4700%                  | 52.7800%                   |
| 2026-02-19 | $29367592749.53           | $44192386791.89            | 35.1400%                  | 52.8800%                   |
| 2026-02-20 | $27765400512.75           | $44931728838.16            | 33.2800%                  | 53.8500%                   |
| 2026-02-23 | $31331242654.01           | $46470208503.89            | 37.0800%                  | 54.9900%                   |
| 2026-02-24 | $28942936872.02           | $45718828813.98            | 34.6000%                  | 54.6600%                   |
| 2026-02-25 | $27738424432.27           | $47031205542.46            | 32.2400%                  | 54.6600%                   |
| 2026-02-26 | $28011102210.67           | $46027733385.31            | 33.0200%                  | 54.2600%                   |
| 2026-02-27 | $25478112009.27           | $44524639502.21            | 30.5700%                  | 53.4200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%             |
| 2026-02-03 | 0.0000%             |
| 2026-02-04 | 0.0000%             |
| 2026-02-05 | 0.0000%             |
| 2026-02-06 | 0.0000%             |
| 2026-02-09 | 0.0000%             |
| 2026-02-10 | 0.0000%             |
| 2026-02-11 | 0.0000%             |
| 2026-02-12 | 0.0000%             |
| 2026-02-13 | 0.0000%             |
| 2026-02-17 | 0.0000%             |
| 2026-02-18 | 0.0000%             |
| 2026-02-19 | 0.0000%             |
| 2026-02-20 | 0.0000%             |
| 2026-02-23 | 0.0000%             |
| 2026-02-24 | 0.0000%             |
| 2026-02-25 | 0.0000%             |
| 2026-02-26 | 0.0000%             |
| 2026-02-27 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0007                      |
|  |  |
| 2026-02-03 | 1.0008                      |
|  |  |
| 2026-02-04 | 1.0009                      |
|  |  |
| 2026-02-05 | 1.0011                      |
|  |  |
| 2026-02-06 | 1.0014                      |
|  |  |
| 2026-02-09 | 1.0015                      |
|  |  |
| 2026-02-10 | 1.0016                      |
|  |  |
| 2026-02-11 | 1.0017                      |
|  |  |
| 2026-02-12 | 1.0018                      |
|  |  |
| 2026-02-13 | 1.0022                      |
|  |  |
| 2026-02-17 | 1.0023                      |
|  |  |
| 2026-02-18 | 1.0024                      |
|  |  |
| 2026-02-19 | 1.0025                      |
|  |  |
| 2026-02-20 | 1.0027                      |
|  |  |
| 2026-02-23 | 1.0028                      |
|  |  |
| 2026-02-24 | 1.0030                      |
|  |  |
| 2026-02-25 | 1.0030                      |
|  |  |
| 2026-02-26 | 1.0031                      |
|  |  |
| 2026-02-27 | 1.0035                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $83182247976.07

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 1979514.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0007          |
|  |  |
| 2026-02-03 | 1.0008          |
|  |  |
| 2026-02-04 | 1.0009          |
|  |  |
| 2026-02-05 | 1.0011          |
|  |  |
| 2026-02-06 | 1.0014          |
|  |  |
| 2026-02-09 | 1.0015          |
|  |  |
| 2026-02-10 | 1.0016          |
|  |  |
| 2026-02-11 | 1.0017          |
|  |  |
| 2026-02-12 | 1.0018          |
|  |  |
| 2026-02-13 | 1.0022          |
|  |  |
| 2026-02-17 | 1.0023          |
|  |  |
| 2026-02-18 | 1.0024          |
|  |  |
| 2026-02-19 | 1.0025          |
|  |  |
| 2026-02-20 | 1.0027          |
|  |  |
| 2026-02-23 | 1.0028          |
|  |  |
| 2026-02-24 | 1.0030          |
|  |  |
| 2026-02-25 | 1.0030          |
|  |  |
| 2026-02-26 | 1.0031          |
|  |  |
| 2026-02-27 | 1.0035          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627DBE1, C.4 - ISIN: US01627DBE13, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $154004128.74
- **C.18.a - Value (excl. sponsor support):** $154004128.74
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ALINGHI FUNDING COMPANY LLC

- **C.1 - Title:** ALINGHI FUNDING CO LLC 144A 4.090000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150014788.50
- **C.18.a - Value (excl. sponsor support):** $150014788.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AMEREN CORPORATION

- **C.1 - Title:** AMEREN CORPORATION 3.793000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 02360SD13, C.4 - ISIN: US02360SD135, C.3 - LEI: XRZQ5S7HYJFPHJ78L959
- **C.18 - Value (incl. sponsor support):** $246141205.70
- **C.18.a - Value (excl. sponsor support):** $246141205.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 3.724000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MC38, C.4 - ISIN: US03843MC381, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $488797651.80
- **C.18.a - Value (excl. sponsor support):** $488797651.80
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 5: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.394000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4Q1, C.4 - ISIN: US04685A4Q19, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $57692295.15
- **C.18.a - Value (excl. sponsor support):** $57692295.15
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYN8, C.4 - ISIN: US05253MYN81, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $100005560.00
- **C.18.a - Value (excl. sponsor support):** $100005560.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BPCE SA

- **C.1 - Title:** BPCE SA 144A 3.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571CG13, C.4 - ISIN: US05571CG131, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $133279506.00
- **C.18.a - Value (excl. sponsor support):** $133279506.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLQ4, C.4 - ISIN: US05593DLQ42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $139007672.80
- **C.18.a - Value (excl. sponsor support):** $139007672.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DLV3, C.4 - ISIN: US05593DLV37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $34752119.75
- **C.18.a - Value (excl. sponsor support):** $34752119.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMH3, C.4 - ISIN: US05593DMH34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199962660.00
- **C.18.a - Value (excl. sponsor support):** $199962660.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-09
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMJ9, C.4 - ISIN: US05593DMJ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200010820.00
- **C.18.a - Value (excl. sponsor support):** $200010820.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DN33, C.4 - ISIN: US05593DN337, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200032740.00
- **C.18.a - Value (excl. sponsor support):** $200032740.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RFW7, C.4 - ISIN: US05973RFW79, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200053740.00
- **C.18.a - Value (excl. sponsor support):** $200053740.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGH9, C.4 - ISIN: US05973RGH93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50044655.00
- **C.18.a - Value (excl. sponsor support):** $50044655.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGM8, C.4 - ISIN: US05973RGM88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100014960.00
- **C.18.a - Value (excl. sponsor support):** $100014960.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RGV8, C.4 - ISIN: US05973RGV87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130023257.00
- **C.18.a - Value (excl. sponsor support):** $130023257.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05973RJE3, C.4 - ISIN: US05973RJE36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100048910.00
- **C.18.a - Value (excl. sponsor support):** $100048910.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNY4, C.4 - ISIN: US06050TNY46, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $93000313.41
- **C.18.a - Value (excl. sponsor support):** $93000313.41
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178151641.76
- **C.18.a - Value (excl. sponsor support):** $178151641.76
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $130151039.20
- **C.18.a - Value (excl. sponsor support):** $130151039.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPF3, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200119028.00
- **C.18.a - Value (excl. sponsor support):** $200119028.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPH9, C.4 - ISIN: US06050TPH94, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $139054593.64
- **C.18.a - Value (excl. sponsor support):** $139054593.64
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-25
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXC3, C.4 - ISIN: US06051WXC36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $143056670.90
- **C.18.a - Value (excl. sponsor support):** $143056670.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WXQ2, C.4 - ISIN: US06051WXQ22, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $152990131.50
- **C.18.a - Value (excl. sponsor support):** $152990131.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-01-04
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100057850.00
- **C.18.a - Value (excl. sponsor support):** $100057850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBR3, C.4 - ISIN: US06053RBR30, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200109720.00
- **C.18.a - Value (excl. sponsor support):** $200109720.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAD4, C.4 - ISIN: US06054RAD44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $165057157.65
- **C.18.a - Value (excl. sponsor support):** $165057157.65
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RC75, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100189986.00
- **C.18.a - Value (excl. sponsor support):** $100189986.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDM1, C.4 - ISIN: US06054RDM16, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150023449.50
- **C.18.a - Value (excl. sponsor support):** $150023449.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDP4, C.4 - ISIN: US06054RDP47, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100010459.00
- **C.18.a - Value (excl. sponsor support):** $100010459.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2027-01-15
- **C.12 - Maturity Date (WAL):** 2027-01-15
- **C.13 - Final Legal Maturity Date:** 2027-01-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054REJ7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $150013350.00
- **C.18.a - Value (excl. sponsor support):** $150013350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2027-02-25
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DSZ9, C.4 - ISIN: US06367DSZ95, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145051344.50
- **C.18.a - Value (excl. sponsor support):** $145051344.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106094594.40
- **C.18.a - Value (excl. sponsor support):** $106094594.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175165511.50
- **C.18.a - Value (excl. sponsor support):** $175165511.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166159613.98
- **C.18.a - Value (excl. sponsor support):** $166159613.98
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120123482.40
- **C.18.a - Value (excl. sponsor support):** $120123482.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45019589.85
- **C.18.a - Value (excl. sponsor support):** $45019589.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5A8, C.4 - ISIN: US06370B5A86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145152492.15
- **C.18.a - Value (excl. sponsor support):** $145152492.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5C4, C.4 - ISIN: US06370B5C43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177190639.62
- **C.18.a - Value (excl. sponsor support):** $177190639.62
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5G5, C.4 - ISIN: US06370B5G56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $283117524.24
- **C.18.a - Value (excl. sponsor support):** $283117524.24
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5Q3, C.4 - ISIN: US06370B5Q39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200080928.00
- **C.18.a - Value (excl. sponsor support):** $200080928.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6D1, C.4 - ISIN: US06370B6D17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150009835.50
- **C.18.a - Value (excl. sponsor support):** $150009835.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 3.783000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06373LDT3, C.4 - ISIN: US06373LDT35, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $125020187.50
- **C.18.a - Value (excl. sponsor support):** $125020187.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QHC6, C.4 - ISIN: US06406QHC69, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $167130961.00
- **C.18.a - Value (excl. sponsor support):** $167130961.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-08-12
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.066000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGF3, C.4 - ISIN: US06418NGF33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100032710.00
- **C.18.a - Value (excl. sponsor support):** $100032710.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NGN6, C.4 - ISIN: US06418NGN66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200123500.00
- **C.18.a - Value (excl. sponsor support):** $200123500.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NLE0, C.4 - ISIN: US06418NLE03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140092932.00
- **C.18.a - Value (excl. sponsor support):** $140092932.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NML3, C.4 - ISIN: US06418NML37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149997285.00
- **C.18.a - Value (excl. sponsor support):** $149997285.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.986000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NMV1, C.4 - ISIN: US06418NMV19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149974785.00
- **C.18.a - Value (excl. sponsor support):** $149974785.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06428DAG7, C.4 - ISIN: US06428DAG79, C.3 - LEI: HPFHU0OQ28E4N0NFVK49
- **C.18 - Value (incl. sponsor support):** $55009498.50
- **C.18.a - Value (excl. sponsor support):** $55009498.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDH1, C.4 - ISIN: US06745GDH11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $154071240.40
- **C.18.a - Value (excl. sponsor support):** $154071240.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-21
- **C.13 - Final Legal Maturity Date:** 2026-04-21
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150075975.00
- **C.18.a - Value (excl. sponsor support):** $150075975.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250099925.00
- **C.18.a - Value (excl. sponsor support):** $250099925.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150080865.00
- **C.18.a - Value (excl. sponsor support):** $150080865.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86046612.00
- **C.18.a - Value (excl. sponsor support):** $86046612.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHB0, C.4 - ISIN: US06745GHB05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100068280.00
- **C.18.a - Value (excl. sponsor support):** $100068280.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-09
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHN4, C.4 - ISIN: US06745GHN43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $132988947.70
- **C.18.a - Value (excl. sponsor support):** $132988947.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAP CO 144A 3.729000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224MCJ1, C.4 - ISIN: US08224MCJ18, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $282443027.70
- **C.18.a - Value (excl. sponsor support):** $282443027.70
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 59: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC 144A 3.683000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 11042MHJ0, C.4 - ISIN: US11042MHJ09, C.3 - LEI: 549300X2ZBE7GS6QP587
- **C.18 - Value (incl. sponsor support):** $98240500.00
- **C.18.a - Value (excl. sponsor support):** $98240500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.227000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGD8, C.4 - ISIN: US13606DGD84, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125028412.50
- **C.18.a - Value (excl. sponsor support):** $125028412.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DKR2, C.4 - ISIN: US13606DKR25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175134620.50
- **C.18.a - Value (excl. sponsor support):** $175134620.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLA8, C.4 - ISIN: US13606DLA80, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $150216615.00
- **C.18.a - Value (excl. sponsor support):** $150216615.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125135216.25
- **C.18.a - Value (excl. sponsor support):** $125135216.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $154128352.84
- **C.18.a - Value (excl. sponsor support):** $154128352.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DPL0, C.4 - ISIN: US13606DPL00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175223804.00
- **C.18.a - Value (excl. sponsor support):** $175223804.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQA3, C.4 - ISIN: US13606DQA36, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $106054063.18
- **C.18.a - Value (excl. sponsor support):** $106054063.18
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.870000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQL9, C.4 - ISIN: US13606DQL90, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $200207540.00
- **C.18.a - Value (excl. sponsor support):** $200207540.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRY0, C.4 - ISIN: US13606DRY03, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240115176.00
- **C.18.a - Value (excl. sponsor support):** $240115176.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-01-11
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRZ7, C.4 - ISIN: US13606DRZ77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240110808.00
- **C.18.a - Value (excl. sponsor support):** $240110808.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DSV5, C.4 - ISIN: US13606DSV54, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175075565.00
- **C.18.a - Value (excl. sponsor support):** $175075565.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 3.694000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JC38, C.4 - ISIN: US16537JC380, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $104956908.00
- **C.18.a - Value (excl. sponsor support):** $104956908.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3144A 3.695000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JC46, C.4 - ISIN: US16537JC463, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299846040.00
- **C.18.a - Value (excl. sponsor support):** $299846040.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 3.695000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CC40, C.4 - ISIN: US16538CC409, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $268861949.20
- **C.18.a - Value (excl. sponsor support):** $268861949.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LC24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175146090.96
- **C.18.a - Value (excl. sponsor support):** $175146090.96
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHU4, C.4 - ISIN: US17330QHU40, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $110050259.00
- **C.18.a - Value (excl. sponsor support):** $110050259.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.060000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJG3, C.4 - ISIN: US17330QJG38, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $165038676.00
- **C.18.a - Value (excl. sponsor support):** $165038676.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V2T2, C.4 - ISIN: US19765V2T25, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $175060719.75
- **C.18.a - Value (excl. sponsor support):** $175060719.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 78: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.170000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEE3, C.4 - ISIN: US20632CEE30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175112036.75
- **C.18.a - Value (excl. sponsor support):** $175112036.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 144A 3.990000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEE2, C.4 - ISIN: US20634PEE25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150029305.50
- **C.18.a - Value (excl. sponsor support):** $150029305.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.746000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGD1, C.4 - ISIN: US2063CQGD13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158721463.60
- **C.18.a - Value (excl. sponsor support):** $158721463.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063CQGU3, C.4 - ISIN: US2063CQGU38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $254937377.80
- **C.18.a - Value (excl. sponsor support):** $254937377.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-28
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WMN3, C.4 - ISIN: US22536WMN38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150008055.00
- **C.18.a - Value (excl. sponsor support):** $150008055.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 83: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPG5, C.4 - ISIN: US22536WPG59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150021750.00
- **C.18.a - Value (excl. sponsor support):** $150021750.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPW0, C.4 - ISIN: US22536WPW00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150014430.00
- **C.18.a - Value (excl. sponsor support):** $150014430.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYY0, C.4 - ISIN: US25152XYY02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223083647.30
- **C.18.a - Value (excl. sponsor support):** $223083647.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DAY9, C.4 - ISIN: US25161DAY94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87058777.20
- **C.18.a - Value (excl. sponsor support):** $87058777.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-08
- **C.12 - Maturity Date (WAL):** 2026-12-08
- **C.13 - Final Legal Maturity Date:** 2026-12-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBA0, C.4 - ISIN: US25161DBA00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150050775.00
- **C.18.a - Value (excl. sponsor support):** $150050775.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBB8, C.4 - ISIN: US25161DBB82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $222981580.20
- **C.18.a - Value (excl. sponsor support):** $222981580.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBC6, C.4 - ISIN: US25161DBC65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106076563.80
- **C.18.a - Value (excl. sponsor support):** $106076563.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: ECMC GROUP INC ECMCGR_24_2

- **C.1 - Title:** ECMC GROUP INC ECMCGR_24_2 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77600000.00
- **C.18.a - Value (excl. sponsor support):** $77600000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC 144A 3.834000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29251VDA1, C.4 - ISIN: US29251VDA17, C.3 - LEI: 5493003FRODSVHJWFS32
- **C.18 - Value (incl. sponsor support):** $99552700.00
- **C.18.a - Value (excl. sponsor support):** $99552700.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NC67, C.4 - ISIN: US29261NC673, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $253815926.20
- **C.18.a - Value (excl. sponsor support):** $253815926.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.719000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 29261NG71, C.4 - ISIN: US29261NG716, C.3 - LEI: 549300ILNGZLN9GLJU21
- **C.18 - Value (incl. sponsor support):** $152918458.50
- **C.18.a - Value (excl. sponsor support):** $152918458.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 3.661000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3C25, C.4 - ISIN: US2960E3C256, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $999694.90
- **C.18.a - Value (excl. sponsor support):** $999694.90
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FIDELITY NATIONAL INFORMATION SERVICES INC

- **C.1 - Title:** FIDELITY NATIONAL INFORMATION SERVICES INC 144A 3.834000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31622GCL9, C.4 - ISIN: US31622GCL95, C.3 - LEI: 6WQI0GK1PRFVBA061U48
- **C.18 - Value (incl. sponsor support):** $294340173.50
- **C.18.a - Value (excl. sponsor support):** $294340173.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F2; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.717000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MG70, C.4 - ISIN: US31849MG708, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $159825749.40
- **C.18.a - Value (excl. sponsor support):** $159825749.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.716000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGA3, C.4 - ISIN: US31849MGA36, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $271224992.50
- **C.18.a - Value (excl. sponsor support):** $271224992.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.715000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MGD7, C.4 - ISIN: US31849MGD74, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $98596680.00
- **C.18.a - Value (excl. sponsor support):** $98596680.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.659000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31849MKD2, C.4 - ISIN: US31849MKD29, C.3 - LEI: 2138002Y3WMK6RZS8H90
- **C.18 - Value (incl. sponsor support):** $240299786.40
- **C.18.a - Value (excl. sponsor support):** $240299786.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-13
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.229000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAY1, C.4 - ISIN: US40054PAY16, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $148038924.00
- **C.18.a - Value (excl. sponsor support):** $148038924.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PAZ8, C.4 - ISIN: US40054PAZ80, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $180038520.00
- **C.18.a - Value (excl. sponsor support):** $180038520.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PKZ7, C.4 - ISIN: US40054PKZ70, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $120008952.00
- **C.18.a - Value (excl. sponsor support):** $120008952.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.770000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLR4, C.4 - ISIN: US40054PLR46, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $237961158.40
- **C.18.a - Value (excl. sponsor support):** $237961158.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-08-17
- **C.12 - Maturity Date (WAL):** 2026-08-17
- **C.13 - Final Legal Maturity Date:** 2026-08-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.281000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLS2, C.4 - ISIN: US40054PLS29, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $214963493.00
- **C.18.a - Value (excl. sponsor support):** $214963493.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.040000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVY2, C.4 - ISIN: US40433FVY23, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $152077276.80
- **C.18.a - Value (excl. sponsor support):** $152077276.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWH8, C.4 - ISIN: US40433FWH80, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $149957385.00
- **C.18.a - Value (excl. sponsor support):** $149957385.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190079819.00
- **C.18.a - Value (excl. sponsor support):** $190079819.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 3.724000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QC24, C.4 - ISIN: US44331QC249, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $284911536.00
- **C.18.a - Value (excl. sponsor support):** $284911536.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC 144A 3.721000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333BC41, C.4 - ISIN: US44333BC411, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $714630488.00
- **C.18.a - Value (excl. sponsor support):** $714630488.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 110: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.120000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333WAE5, C.4 - ISIN: US44333WAE57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112000000.00
- **C.18.a - Value (excl. sponsor support):** $112000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGH5, C.4 - ISIN: US44988GGH56, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $230042826.00
- **C.18.a - Value (excl. sponsor support):** $230042826.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111018104.10
- **C.18.a - Value (excl. sponsor support):** $111018104.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHH4, C.4 - ISIN: US44988GHH48, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $100009670.00
- **C.18.a - Value (excl. sponsor support):** $100009670.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHL5, C.4 - ISIN: US44988GHL59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124981850.00
- **C.18.a - Value (excl. sponsor support):** $124981850.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMF3, C.4 - ISIN: US44988KMF39, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $175046532.50
- **C.18.a - Value (excl. sponsor support):** $175046532.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.693000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FC23, C.4 - ISIN: US46125FC238, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $186942460.10
- **C.18.a - Value (excl. sponsor support):** $186942460.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.698000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46125FGA1, C.4 - ISIN: US46125FGA12, C.3 - LEI: 984500FAJ11A8A3K3E69
- **C.18 - Value (incl. sponsor support):** $193322561.60
- **C.18.a - Value (excl. sponsor support):** $193322561.60
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.760000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VEN2, C.4 - ISIN: US46222VEN29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $292411876.50
- **C.18.a - Value (excl. sponsor support):** $292411876.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.770000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46222VGT7, C.4 - ISIN: US46222VGT70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $163392422.20
- **C.18.a - Value (excl. sponsor support):** $163392422.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** IOWA STUDENT LOAN LIQUIDITY CORP 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $47843000.00
- **C.18.a - Value (excl. sponsor support):** $47843000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: LSEG US FIN CORP

- **C.1 - Title:** LSEG US FIN CORP 144A 3.832000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50220WCR7, C.4 - ISIN: US50220WCR79, C.3 - LEI: 2138007FV67QQ13CGJ43
- **C.18 - Value (incl. sponsor support):** $72299356.25
- **C.18.a - Value (excl. sponsor support):** $72299356.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-25
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: LSEG US FIN CORP

- **C.1 - Title:** LSEG US FIN CORP 144A 3.831000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 50220WCS5, C.4 - ISIN: US50220WCS52, C.3 - LEI: 2138007FV67QQ13CGJ43
- **C.18 - Value (incl. sponsor support):** $117660915.20
- **C.18.a - Value (excl. sponsor support):** $117660915.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.665000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1C27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $536336152.90
- **C.18.a - Value (excl. sponsor support):** $536336152.90
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 124: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BDU2, C.4 - ISIN: US51502BDU26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160052000.00
- **C.18.a - Value (excl. sponsor support):** $160052000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.020000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GEV1, C.4 - ISIN: US52473GEV14, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $89010380.96
- **C.18.a - Value (excl. sponsor support):** $89010380.96
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.090000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFF5, C.4 - ISIN: US52473GFF54, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $300154500.00
- **C.18.a - Value (excl. sponsor support):** $300154500.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.090000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFG3, C.4 - ISIN: US52473GFG38, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $200037076.00
- **C.18.a - Value (excl. sponsor support):** $200037076.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFK4, C.4 - ISIN: US52473GFK40, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $93999624.00
- **C.18.a - Value (excl. sponsor support):** $93999624.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 129: LEXINGTON PARKER CAPITAL CO LLC SERIES C

- **C.1 - Title:** LEXINGTON PARKER CAPITAL 144A 3.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52953HHS2, C.4 - ISIN: US52953HHS22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $72619900.00
- **C.18.a - Value (excl. sponsor support):** $72619900.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.686000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HC33, C.4 - ISIN: US53943HC339, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $199918100.00
- **C.18.a - Value (excl. sponsor support):** $199918100.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75031252.50
- **C.18.a - Value (excl. sponsor support):** $75031252.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3J7, C.4 - ISIN: US53947B3J78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171065971.80
- **C.18.a - Value (excl. sponsor support):** $171065971.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B3R9, C.4 - ISIN: US53947B3R94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $204170217.60
- **C.18.a - Value (excl. sponsor support):** $204170217.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5C0, C.4 - ISIN: US53947B5C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110102828.00
- **C.18.a - Value (excl. sponsor support):** $110102828.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5D8, C.4 - ISIN: US53947B5D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100093670.00
- **C.18.a - Value (excl. sponsor support):** $100093670.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BMJ4, C.4 - ISIN: US55381BMJ43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200007660.00
- **C.18.a - Value (excl. sponsor support):** $200007660.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 137: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQD3, C.4 - ISIN: US55381BQD37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173052401.70
- **C.18.a - Value (excl. sponsor support):** $173052401.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQH4, C.4 - ISIN: US55381BQH41, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250076300.00
- **C.18.a - Value (excl. sponsor support):** $250076300.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BQZ4, C.4 - ISIN: US55381BQZ49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249971725.00
- **C.18.a - Value (excl. sponsor support):** $249971725.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRG5, C.4 - ISIN: US55381BRG58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165035491.50
- **C.18.a - Value (excl. sponsor support):** $165035491.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.684000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607LCL6, C.4 - ISIN: US55607LCL62, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $145686216.80
- **C.18.a - Value (excl. sponsor support):** $145686216.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.100000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NA91, C.4 - ISIN: US55607NA918, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $123059827.20
- **C.18.a - Value (excl. sponsor support):** $123059827.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NC81, C.4 - ISIN: US55607NC815, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $149018833.60
- **C.18.a - Value (excl. sponsor support):** $149018833.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $209123184.60
- **C.18.a - Value (excl. sponsor support):** $209123184.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL81, C.4 - ISIN: US55607NL816, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200045460.00
- **C.18.a - Value (excl. sponsor support):** $200045460.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 0.000001%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NM64, C.4 - ISIN: US55607NM640, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $164000000.00
- **C.18.a - Value (excl. sponsor support):** $164000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NZP8, C.4 - ISIN: US55607NZP85, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $150021495.00
- **C.18.a - Value (excl. sponsor support):** $150021495.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: MACQUARIE GROUP LTD

- **C.1 - Title:** MACQUARIE GROUP LTD 144A 3.823000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55608VCH2, C.4 - ISIN: US55608VCH24, C.3 - LEI: ACMHD8HWFMFUIQQ8Y590
- **C.18 - Value (incl. sponsor support):** $133743859.00
- **C.18.a - Value (excl. sponsor support):** $133743859.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200172840.00
- **C.18.a - Value (excl. sponsor support):** $200172840.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250200450.00
- **C.18.a - Value (excl. sponsor support):** $250200450.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FEA8, C.4 - ISIN: US60683FEA84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $112982326.80
- **C.18.a - Value (excl. sponsor support):** $112982326.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.186000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFW0, C.4 - ISIN: US60700JFW09, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $300367710.00
- **C.18.a - Value (excl. sponsor support):** $300367710.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.214000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200224518.00
- **C.18.a - Value (excl. sponsor support):** $200224518.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.810000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701A5G4, C.4 - ISIN: US60701A5G40, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100003180.00
- **C.18.a - Value (excl. sponsor support):** $100003180.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229239831.70
- **C.18.a - Value (excl. sponsor support):** $229239831.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.750000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $47935000.00
- **C.18.a - Value (excl. sponsor support):** $47935000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254GY90, C.4 - ISIN: US63254GY905, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $50022855.00
- **C.18.a - Value (excl. sponsor support):** $50022855.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NNP8, C.4 - ISIN: US63307NNP86, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $100068080.00
- **C.18.a - Value (excl. sponsor support):** $100068080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NPZ4, C.4 - ISIN: US63307NPZ41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $73023243.20
- **C.18.a - Value (excl. sponsor support):** $73023243.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.080000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRB5, C.4 - ISIN: US63307NRB54, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $150150231.00
- **C.18.a - Value (excl. sponsor support):** $150150231.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.070000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRE9, C.4 - ISIN: US63307NRE93, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $195202749.30
- **C.18.a - Value (excl. sponsor support):** $195202749.30
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NRP4, C.4 - ISIN: US63307NRP41, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $125100651.25
- **C.18.a - Value (excl. sponsor support):** $125100651.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NSD0, C.4 - ISIN: US63307NSD02, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $160010195.20
- **C.18.a - Value (excl. sponsor support):** $160010195.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAS7, C.4 - ISIN: US63376GAS75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100012600.00
- **C.18.a - Value (excl. sponsor support):** $100012600.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAU2, C.4 - ISIN: US63376GAU22, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200025640.00
- **C.18.a - Value (excl. sponsor support):** $200025640.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NATIONAL BANK OF KUWAIT (NEW YORK BRANCH)

- **C.1 - Title:** NATIONAL BANK OF KUWAIT (NEW YORK BRANCH) 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63376GAZ1, C.4 - ISIN: US63376GAZ19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200023240.00
- **C.18.a - Value (excl. sponsor support):** $200023240.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NATIONAL FINANCE AUTHORITY NH

- **C.1 - Title:** NATIONAL FINANCE AUTHORITY NH 144A 3.840000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 63609FAB5, C.4 - ISIN: US63609FAB58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12500000.00
- **C.18.a - Value (excl. sponsor support):** $12500000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TJY5, C.4 - ISIN: US63873TJY55, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $150010305.00
- **C.18.a - Value (excl. sponsor support):** $150010305.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 4.004000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 64953BCB2, C.4 - ISIN: US64953BCB27, C.3 - LEI: 635400DPNHEAUHB7ZI15
- **C.18 - Value (incl. sponsor support):** $77143679.64
- **C.18.a - Value (excl. sponsor support):** $77143679.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WJN9, C.4 - ISIN: US65558WJN92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200109400.00
- **C.18.a - Value (excl. sponsor support):** $200109400.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WMC9, C.4 - ISIN: US65558WMC90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $190045980.00
- **C.18.a - Value (excl. sponsor support):** $190045980.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQU5, C.4 - ISIN: US65558WQU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75060517.50
- **C.18.a - Value (excl. sponsor support):** $75060517.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: NORTH TEX HIGHER ED AUTH INC TEX

- **C.1 - Title:** NORTH TEX HIGHER ED AUTH INC TEX 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31100000.00
- **C.18.a - Value (excl. sponsor support):** $31100000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGJ8, C.4 - ISIN: US69033NGJ81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85035691.50
- **C.18.a - Value (excl. sponsor support):** $85035691.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKU8, C.4 - ISIN: US69033NKU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100049570.00
- **C.18.a - Value (excl. sponsor support):** $100049570.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.693000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UC27, C.4 - ISIN: US69039UC273, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $298608090.01
- **C.18.a - Value (excl. sponsor support):** $298608090.01
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.694000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UC35, C.4 - ISIN: US69039UC356, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $621744731.20
- **C.18.a - Value (excl. sponsor support):** $621744731.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: OVERWATCH BRAVO FUNDING LLC

- **C.1 - Title:** OVERWATCH BRAVO FUNDING LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69040CC65, C.4 - ISIN: US69040CC659, C.3 - LEI: 254900PNCXTKEIEUSA81
- **C.18 - Value (incl. sponsor support):** $379726818.00
- **C.18.a - Value (excl. sponsor support):** $379726818.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: PHILLIPS 66

- **C.1 - Title:** PHILLIPS 66 144A 3.861000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71855BCS9, C.4 - ISIN: US71855BCS97, C.3 - LEI: 5493005JBO5YSIGK1814
- **C.18 - Value (incl. sponsor support):** $330290666.88
- **C.18.a - Value (excl. sponsor support):** $330290666.88
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: PRUDENTIAL FINANCIAL INC

- **C.1 - Title:** PRUDENTIAL FINANCIAL INC 144A 3.776000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74432KC30, C.4 - ISIN: US74432KC308, C.3 - LEI: 5PRBRS5FEH7NREC8OR45
- **C.18 - Value (incl. sponsor support):** $244897222.50
- **C.18.a - Value (excl. sponsor support):** $244897222.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 183: RWE AG

- **C.1 - Title:** RWE AG 144A 3.849000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 7497MBC42, C.4 - ISIN: US7497MBC427, C.3 - LEI: 529900GB7KCA94ACC940
- **C.18 - Value (incl. sponsor support):** $132928911.50
- **C.18.a - Value (excl. sponsor support):** $132928911.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: RWE AG

- **C.1 - Title:** RWE AG 144A 3.860000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 7497MBC67, C.4 - ISIN: US7497MBC674, C.3 - LEI: 529900GB7KCA94ACC940
- **C.18 - Value (incl. sponsor support):** $271795836.80
- **C.18.a - Value (excl. sponsor support):** $271795836.80
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: RANGER FUNDING COMPANY LLC

- **C.1 - Title:** RANGER FUNDING COMPANY LLC 144A 3.696000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 75300BC51, C.4 - ISIN: US75300BC511, C.3 - LEI: 98450051F658C0AS7E68
- **C.18 - Value (incl. sponsor support):** $160900824.00
- **C.18.a - Value (excl. sponsor support):** $160900824.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 186: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.749000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WET3, C.4 - ISIN: US78013WET36, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $99073080.00
- **C.18.a - Value (excl. sponsor support):** $99073080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.050000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170055777.00
- **C.18.a - Value (excl. sponsor support):** $170055777.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQZ3, C.4 - ISIN: US78014XQZ32, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150023010.00
- **C.18.a - Value (excl. sponsor support):** $150023010.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRA7, C.4 - ISIN: US78014XRA71, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $223038222.20
- **C.18.a - Value (excl. sponsor support):** $223038222.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150058320.00
- **C.18.a - Value (excl. sponsor support):** $150058320.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSK4, C.4 - ISIN: US78014XSK45, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $125020237.50
- **C.18.a - Value (excl. sponsor support):** $125020237.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JE45, C.4 - ISIN: US78015JE453, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140020062.00
- **C.18.a - Value (excl. sponsor support):** $140020062.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JFC6, C.4 - ISIN: US78015JFC62, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $150052800.00
- **C.18.a - Value (excl. sponsor support):** $150052800.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JQ83, C.4 - ISIN: US78015JQ838, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $169112706.10
- **C.18.a - Value (excl. sponsor support):** $169112706.10
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $120088956.00
- **C.18.a - Value (excl. sponsor support):** $120088956.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JSG3, C.4 - ISIN: US78015JSG30, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $140210700.00
- **C.18.a - Value (excl. sponsor support):** $140210700.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-18
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JU47, C.4 - ISIN: US78015JU475, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $250213575.00
- **C.18.a - Value (excl. sponsor support):** $250213575.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JWQ6, C.4 - ISIN: US78015JWQ65, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $126009727.20
- **C.18.a - Value (excl. sponsor support):** $126009727.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-05
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: ST LAWRENCE FUNDING LLC

- **C.1 - Title:** ST LAWRENCE FUNDING LLC 144A 3.695000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79112BC44, C.4 - ISIN: US79112BC441, C.3 - LEI: 635400FJ5I9V1QUSBB98
- **C.18 - Value (incl. sponsor support):** $499743400.00
- **C.18.a - Value (excl. sponsor support):** $499743400.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: UNK; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VRJ1, C.4 - ISIN: US85325VRJ16, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $225016920.00
- **C.18.a - Value (excl. sponsor support):** $225016920.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSW1, C.4 - ISIN: US85325VSW18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100101273.00
- **C.18.a - Value (excl. sponsor support):** $100101273.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VSX9, C.4 - ISIN: US85325VSX90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75077378.25
- **C.18.a - Value (excl. sponsor support):** $75077378.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.110000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTJ9, C.4 - ISIN: US85325VTJ97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150159064.50
- **C.18.a - Value (excl. sponsor support):** $150159064.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTU4, C.4 - ISIN: US85325VTU43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250278510.00
- **C.18.a - Value (excl. sponsor support):** $250278510.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTW0, C.4 - ISIN: US85325VTW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250218172.50
- **C.18.a - Value (excl. sponsor support):** $250218172.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK RANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175139541.50
- **C.18.a - Value (excl. sponsor support):** $175139541.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $100022410.00
- **C.18.a - Value (excl. sponsor support):** $100022410.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TEF6, C.4 - ISIN: US86564TEF66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200008600.00
- **C.18.a - Value (excl. sponsor support):** $200008600.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 209: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TER0, C.4 - ISIN: US86564TER05, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $93007570.20
- **C.18.a - Value (excl. sponsor support):** $93007570.20
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMK6, C.4 - ISIN: US86564TMK69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $184002539.20
- **C.18.a - Value (excl. sponsor support):** $184002539.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPP9, C.4 - ISIN: US86565GPP99, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200014980.00
- **C.18.a - Value (excl. sponsor support):** $200014980.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPQ7, C.4 - ISIN: US86565GPQ72, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $50004670.00
- **C.18.a - Value (excl. sponsor support):** $50004670.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPV6, C.4 - ISIN: US86565GPV67, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250028775.00
- **C.18.a - Value (excl. sponsor support):** $250028775.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.210000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSG6, C.4 - ISIN: US86565GSG63, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $179131690.30
- **C.18.a - Value (excl. sponsor support):** $179131690.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-19
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GSR2, C.4 - ISIN: US86565GSR29, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $175139317.50
- **C.18.a - Value (excl. sponsor support):** $175139317.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-29
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.140000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GST8, C.4 - ISIN: US86565GST84, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $99076655.70
- **C.18.a - Value (excl. sponsor support):** $99076655.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149055159.80
- **C.18.a - Value (excl. sponsor support):** $149055159.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $105092368.50
- **C.18.a - Value (excl. sponsor support):** $105092368.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWA4, C.4 - ISIN: US86565GWA48, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $192066796.80
- **C.18.a - Value (excl. sponsor support):** $192066796.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWB2, C.4 - ISIN: US86565GWB21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $172149433.60
- **C.18.a - Value (excl. sponsor support):** $172149433.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWS5, C.4 - ISIN: US86565GWS55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300293340.00
- **C.18.a - Value (excl. sponsor support):** $300293340.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWZ9, C.4 - ISIN: US86565GWZ98, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150036975.00
- **C.18.a - Value (excl. sponsor support):** $150036975.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXY1, C.4 - ISIN: US86565GXY15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $245047554.50
- **C.18.a - Value (excl. sponsor support):** $245047554.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 224: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYF1, C.4 - ISIN: US86565GYF17, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250023000.00
- **C.18.a - Value (excl. sponsor support):** $250023000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 225: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZA1, C.4 - ISIN: US86565GZA11, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $150014550.00
- **C.18.a - Value (excl. sponsor support):** $150014550.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 226: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLM6, C.4 - ISIN: US86959TLM61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160003424.00
- **C.18.a - Value (excl. sponsor support):** $160003424.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMU7, C.4 - ISIN: US86959TMU78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100034420.00
- **C.18.a - Value (excl. sponsor support):** $100034420.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 228: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNF9, C.4 - ISIN: US86959TNF92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100042678.00
- **C.18.a - Value (excl. sponsor support):** $100042678.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 229: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TNL6, C.4 - ISIN: US86959TNL60, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100047770.00
- **C.18.a - Value (excl. sponsor support):** $100047770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.935000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TSF4, C.4 - ISIN: US86959TSF48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74090302.20
- **C.18.a - Value (excl. sponsor support):** $74090302.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 231: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WM93, C.4 - ISIN: US87019WM930, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120024816.00
- **C.18.a - Value (excl. sponsor support):** $120024816.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.647000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020XC65, C.4 - ISIN: US87020XC655, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99929080.00
- **C.18.a - Value (excl. sponsor support):** $99929080.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 233: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.060000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFB9, C.4 - ISIN: US87020YFB92, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $97045454.20
- **C.18.a - Value (excl. sponsor support):** $97045454.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 234: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73027725.40
- **C.18.a - Value (excl. sponsor support):** $73027725.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 3.810000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $178094963.00
- **C.18.a - Value (excl. sponsor support):** $178094963.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 237: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.120000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DAL0, C.4 - ISIN: US89115DAL01, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125076025.00
- **C.18.a - Value (excl. sponsor support):** $125076025.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150076974.00
- **C.18.a - Value (excl. sponsor support):** $150076974.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJG2, C.4 - ISIN: US89115DJG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140123275.60
- **C.18.a - Value (excl. sponsor support):** $140123275.60
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169153867.74
- **C.18.a - Value (excl. sponsor support):** $169153867.74
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DLG9, C.4 - ISIN: US89115DLG96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100025010.00
- **C.18.a - Value (excl. sponsor support):** $100025010.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175186250.75
- **C.18.a - Value (excl. sponsor support):** $175186250.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR99, C.4 - ISIN: US89115DR990, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150029625.00
- **C.18.a - Value (excl. sponsor support):** $150029625.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUD6, C.4 - ISIN: US89115DUD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99982300.00
- **C.18.a - Value (excl. sponsor support):** $99982300.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUF1, C.4 - ISIN: US89115DUF13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125031425.00
- **C.18.a - Value (excl. sponsor support):** $125031425.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DW51, C.4 - ISIN: US89115DW511, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100089800.00
- **C.18.a - Value (excl. sponsor support):** $100089800.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP. 3.950000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150069525.00
- **C.18.a - Value (excl. sponsor support):** $150069525.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.277000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 89236TPP4, C.4 - ISIN: US89236TPP48, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $113533313.25
- **C.18.a - Value (excl. sponsor support):** $113533313.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVP2, C.4 - ISIN: US90275DVP22, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $73035835.70
- **C.18.a - Value (excl. sponsor support):** $73035835.70
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-20
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DVQ0, C.4 - ISIN: US90275DVQ05, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $83037408.10
- **C.18.a - Value (excl. sponsor support):** $83037408.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.020000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159060796.83
- **C.18.a - Value (excl. sponsor support):** $159060796.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.071000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZJ8, C.4 - ISIN: US90276JZJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $130080159.30
- **C.18.a - Value (excl. sponsor support):** $130080159.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.025000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZP4, C.4 - ISIN: US90276JZP47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175082346.25
- **C.18.a - Value (excl. sponsor support):** $175082346.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: UNITEDHEALTH GROUP INC

- **C.1 - Title:** UNITEDHEALTH GROUP INC 144A 3.700000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91058UC35, C.4 - ISIN: US91058UC358, C.3 - LEI: 549300GHBMY8T5GXDE41
- **C.18 - Value (incl. sponsor support):** $299876670.00
- **C.18.a - Value (excl. sponsor support):** $299876670.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.773000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $182029787.94
- **C.18.a - Value (excl. sponsor support):** $182029787.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 256: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.782000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400514860.00
- **C.18.a - Value (excl. sponsor support):** $400514860.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541B2D9, C.4 - ISIN: US92541B2D95, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $574998850.00
- **C.18.a - Value (excl. sponsor support):** $574998850.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.693000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DC28, C.4 - ISIN: US92541DC283, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $477852919.40
- **C.18.a - Value (excl. sponsor support):** $477852919.40
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.694000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DC36, C.4 - ISIN: US92541DC366, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $477803828.80
- **C.18.a - Value (excl. sponsor support):** $477803828.80
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WC24, C.4 - ISIN: US92543WC248, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $202637629.21
- **C.18.a - Value (excl. sponsor support):** $202637629.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 3.709000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WCJ7, C.4 - ISIN: US92543WCJ71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $281447985.00
- **C.18.a - Value (excl. sponsor support):** $281447985.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.820000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544M2F7, C.4 - ISIN: US92544M2F78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $739054242.60
- **C.18.a - Value (excl. sponsor support):** $739054242.60
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XCK1, C.4 - ISIN: US92544XCK19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249484725.00
- **C.18.a - Value (excl. sponsor support):** $249484725.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.751000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92544XHQ3, C.4 - ISIN: US92544XHQ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110639422.15
- **C.18.a - Value (excl. sponsor support):** $110639422.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.070000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140052355.80
- **C.18.a - Value (excl. sponsor support):** $140052355.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930NAC3, C.4 - ISIN: US93930NAC39, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $237023880.12
- **C.18.a - Value (excl. sponsor support):** $237023880.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159075731.70
- **C.18.a - Value (excl. sponsor support):** $159075731.70
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVG6, C.4 - ISIN: US95001KVG65, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $114983681.50
- **C.18.a - Value (excl. sponsor support):** $114983681.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2027-01-26
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KVV3, C.4 - ISIN: US95001KVV33, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $183973669.60
- **C.18.a - Value (excl. sponsor support):** $183973669.60
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 270: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.982000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KWK6, C.4 - ISIN: US95001KWK68, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $249968225.00
- **C.18.a - Value (excl. sponsor support):** $249968225.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXF6, C.4 - ISIN: US95001KXF64, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $157971970.80
- **C.18.a - Value (excl. sponsor support):** $157971970.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXK5, C.4 - ISIN: US95001KXK59, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $275006710.00
- **C.18.a - Value (excl. sponsor support):** $275006710.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-02-27
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 273: WESTERN UNION CO/THE

- **C.1 - Title:** WESTERN UNION CO/THE 144A 3.749000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 95980HC20, C.4 - ISIN: US95980HC208, C.3 - LEI: 28ID94QU1140NC23S047
- **C.18 - Value (incl. sponsor support):** $135157763.52
- **C.18.a - Value (excl. sponsor support):** $135157763.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-2; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 274: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 9612C47J4, C.4 - ISIN: US9612C47J45, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $100040560.00
- **C.18.a - Value (excl. sponsor support):** $100040560.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 3.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AG85, C.4 - ISIN: US96130AG858, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150014520.00
- **C.18.a - Value (excl. sponsor support):** $150014520.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-02-26
- **C.12 - Maturity Date (WAL):** 2027-02-26
- **C.13 - Final Legal Maturity Date:** 2027-02-26
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 3.780000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRTC49TA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 TRIB 43                                                | 2043-02-15      | 0.6250%  | 0.0000% | $500.00            | $543.09            | U.S. Treasuries (including strips) |
| 0 7/8 TRIB 47                                                | 2047-02-15      | 0.8750%  | 0.0000% | $2400000.00        | $2409159.56        | U.S. Treasuries (including strips) |
| 2 3/8 TRIB 27                                                | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $326.84            | U.S. Treasuries (including strips) |
| 1 TRIB 48                                                    | 2048-02-15      | 1.0000%  | 0.0000% | $999800.00         | $995903.78         | U.S. Treasuries (including strips) |
| 1 1/2 TRIB 53                                                | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $176.59            | U.S. Treasuries (including strips) |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2053-04-01      | 5.0000%  | 0.0000% | $510000.00         | $553481.47         | Other Instrument                   |
| BUILD NYC RESOURCE CORP N Y SR BDS                      2025 | 2055-07-01      | 5.5000%  | 0.0000% | $3430000.00        | $3616988.36        | Other Instrument                   |
| CALIFORNIA ST                  VAR PURP GO BDS               | 2050-08-01      | 5.0000%  | 0.0000% | $1030000.00        | $1114234.54        | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2042-12-01      | 5.0000%  | 0.0000% | $45000.00          | $52701.15          | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2045-12-01      | 5.0000%  | 0.0000% | $395000.00         | $444500.08         | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2046-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $1110026.67        | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2047-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $1101906.67        | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2048-12-01      | 5.0000%  | 0.0000% | $3500000.00        | $3829478.33        | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2051-12-01      | 5.0000%  | 0.0000% | $2030000.00        | $2196392.33        | Other Instrument                   |
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2038-08-15      | 4.0000%  | 0.0000% | $250000.00         | $250825.83         | Other Instrument                   |
| DISTRICT COLUMBIA WTR & SWR AU REF SUBORDINATE LIEN BDS 2025 | 2054-10-01      | 5.2500%  | 0.0000% | $2210000.00        | $2429036.78        | Other Instrument                   |
| EAST BAY CALIF MUN UTIL DIST W BDS                      2025 | 2055-06-01      | 5.0000%  | 0.0000% | $380000.00         | $410933.69         | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2038-07-15      | 4.0000%  | 0.0000% | $950000.00         | $978069.33         | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2039-07-15      | 4.0000%  | 0.0000% | $750000.00         | $769040.00         | Other Instrument                   |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2024 | 2048-07-01      | 5.0000%  | 0.0000% | $520000.00         | $554698.44         | Other Instrument                   |
| MASSACHUSETTS BAY TRANSN AUTH  SR BDS                   2025 | 2055-07-01      | 5.2500%  | 0.0000% | $2080000.00        | $2247661.87        | Other Instrument                   |
| MASSACHUSETTS ST SCH BLDG AUTH SUB BDS                  2025 | 2055-02-15      | 5.0000%  | 0.0000% | $2635000.00        | $2761471.22        | Other Instrument                   |
| MEDINA VALLEY TEX INDPT SCH DI UNLTD TAX BLDG BDS       2025 | 2060-02-15      | 5.2500%  | 0.0000% | $1500000.00        | $1593180.00        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2031-10-01      | 5.0000%  | 0.0000% | $1370000.00        | $1567359.16        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2032-10-01      | 5.0000%  | 0.0000% | $880000.00         | $1020921.24        | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2043-04-01      | 5.0000%  | 0.0000% | $355000.00         | $394088.26         | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2053-08-01      | 5.2500%  | 0.0000% | $485000.00         | $516326.96         | Other Instrument                   |
| NEW YORK N Y CITY MUN WTR FIN  SECOND GEN RESOLUTION BD FISC | 2050-06-15      | 5.2500%  | 0.0000% | $2870000.00        | $3117078.30        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2048-05-01      | 5.0000%  | 0.0000% | $3650000.00        | $3893459.06        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2050-05-01      | 5.0000%  | 0.0000% | $1600000.00        | $1697537.78        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2050-11-01      | 5.0000%  | 0.0000% | $2725000.00        | $2896051.28        | Other Instrument                   |
| NEW YORK ST DORM AUTH REVS NON BDS                      2025 | 2045-07-01      | 5.0000%  | 0.0000% | $2300000.00        | $2372904.89        | Other Instrument                   |
| NEW YORK ST DORM AUTH REVS NON BDS                      2025 | 2050-07-01      | 5.2500%  | 0.0000% | $3835000.00        | $3891553.47        | Other Instrument                   |
| NEW YORK ST DORM AUTH SALES TA BDS                      2025 | 2050-03-15      | 5.2500%  | 0.0000% | $950000.00         | $1039825.67        | Other Instrument                   |
| NEW YORK ST TWY AUTH GEN REV J REF OBLIGS               2026 | 2042-01-01      | 5.0000%  | 0.0000% | $250000.00         | $286105.00         | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2039-05-15      | 4.0000%  | 0.0000% | $950000.00         | $976793.17         | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2041-05-15      | 4.0000%  | 0.0000% | $1455000.00        | $1477440.95        | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2039-07-01      | 5.2500%  | 0.0000% | $355000.00         | $399072.07         | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2043-07-01      | 5.2500%  | 0.0000% | $485000.00         | $529889.98         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2039-02-01      | 4.0000%  | 0.0000% | $10000.00          | $10385.09          | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $71463.67          | Other Instrument                   |
| TALLAHASSEE FLA CONS UTIL SYS  REF BDS                  2025 | 2050-10-01      | 5.2500%  | 0.0000% | $1255000.00        | $1379673.79        | Other Instrument                   |
| 3 5/8 TRIB 28                                                | 2028-04-15      | 3.6250%  | 0.0000% | $99500.00          | $213095.38         | U.S. Treasuries (including strips) |
| 2 1/2 TRIB 29                                                | 2029-01-15      | 2.5000%  | 0.0000% | $400000.00         | $630919.45         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40                                                | 2040-02-15      | 2.1250%  | 0.0000% | $999800.00         | $1523256.09        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50                                                | 2050-02-15      | 0.2500%  | 0.0000% | $51859700.00       | $39288546.77       | U.S. Treasuries (including strips) |
| TRFR AX 01/31/28                                             | 2028-01-31      | 3.7219%  | 0.0000% | $12709200.00       | $12744131.23       | U.S. Treasuries (including strips) |
| UTILITY DEBT SECURITIZATION AU RESTRUCTURING BDS        2025 | 2045-12-15      | 5.0000%  | 0.0000% | $155000.00         | $173015.65         | Other Instrument                   |
| UTILITY DEBT SECURITIZATION AU RESTRUCTURING BDS        2025 | 2046-12-15      | 5.0000%  | 0.0000% | $500000.00         | $551450.00         | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R-20 | 2039-07-01      | 5.0000%  | 0.0000% | $765000.00         | $887191.75         | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R 20 | 2039-07-01      | 5.0000%  | 0.0000% | $1635000.00        | $1896154.92        | Other Instrument                   |

### Security 277: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $836000000.00
- **C.18.a - Value (excl. sponsor support):** $836000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SHELL INTERNATIONAL FINANCE BV                    | 2026-05-10      | 2.8750%  | 0.0000% | $6150000.00        | $6191421.10        | Corporate Debt Securities |
| TYSON FOODS INC                                   | 2048-09-28      | 5.1000%  | 0.0000% | $8130000.00        | $7814542.45        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2035-01-23      | 5.4680%  | 0.0000% | $978000.00         | $1028107.07        | Corporate Debt Securities |
| FORTIVE CORP                                      | 2046-06-15      | 4.3000%  | 0.0000% | $5526000.00        | $4702736.52        | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2027-07-01      | 3.5000%  | 0.0000% | $4280000.00        | $4284341.82        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                   | 2030-09-07      | 5.5000%  | 0.0000% | $231000.00         | $249688.41         | Corporate Debt Securities |
| RWE FINANCE US LLC                                | 2054-04-16      | 6.2500%  | 0.0000% | $3702000.00        | $3962224.89        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $67610.81          | Corporate Debt Securities |
| TRACTOR SUPPLY CO                                 | 2033-05-15      | 5.2500%  | 0.0000% | $14512000.00       | $15281789.04       | Corporate Debt Securities |
| USB REALTY CORP                                   | 2079-12-31      | 5.0808%  | 0.0000% | $42300000.00       | $36246816.42       | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2031-03-15      | 2.6000%  | 0.0000% | $78000.00          | $72937.02          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2047-04-01      | 4.0000%  | 0.0000% | $8734000.00        | $6866428.19        | Corporate Debt Securities |
| COSTCO WHSLE CORP                                 | 2030-04-20      | 1.6000%  | 0.0000% | $1766000.00        | $1624657.21        | Corporate Debt Securities |
| AKER BP ASA                                       | 2030-01-15      | 3.7500%  | 0.0000% | $1100000.00        | $1075816.50        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2026-05-12      | 1.0000%  | 0.0000% | $580000.00         | $578379.87         | Corporate Debt Securities |
| AMDOCS LTD                                        | 2030-06-15      | 2.5380%  | 0.0000% | $2671000.00        | $2449883.94        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2034-01-10      | 4.9000%  | 0.0000% | $1736000.00        | $1770177.02        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2030-09-04      | 4.5000%  | 0.0000% | $1199000.00        | $1238561.00        | Corporate Debt Securities |
| AMGEN INC                                         | 2032-02-22      | 3.3500%  | 0.0000% | $3049000.00        | $2899706.56        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                    | 2033-09-08      | 5.2500%  | 0.0000% | $2167000.00        | $2324401.85        | Corporate Debt Securities |
| BAYER US FINANCE LLC                              | 2053-11-21      | 6.8750%  | 0.0000% | $2985000.00        | $3332613.20        | Corporate Debt Securities |
| BOEING CO                                         | 2060-05-01      | 5.9300%  | 0.0000% | $18699000.00       | $19127913.51       | Corporate Debt Securities |
| CSX CORP                                          | 2050-04-15      | 3.8000%  | 0.0000% | $5298000.00        | $4183530.38        | Corporate Debt Securities |
| CARDINAL HEALTH INC                               | 2034-02-15      | 5.4500%  | 0.0000% | $2797000.00        | $2936672.86        | Corporate Debt Securities |
| CARRIER GLOBAL CORP                               | 2030-02-15      | 2.7220%  | 0.0000% | $4394000.00        | $4177408.02        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2030-04-15      | 4.6870%  | 0.0000% | $689000.00         | $721476.47         | Corporate Debt Securities |
| COSTCO WHSLE CORP                                 | 2030-04-20      | 1.6000%  | 0.0000% | $930000.00         | $855566.93         | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2031-02-01      | 7.3750%  | 0.0000% | $2447000.00        | $2554781.51        | Corporate Debt Securities |
| EON INTERNATIONAL FINANCE BV                      | 2038-04-30      | 6.6500%  | 0.0000% | $874000.00         | $1009987.85        | Corporate Debt Securities |
| EQUINOR ASA                                       | 2028-09-10      | 3.6250%  | 0.0000% | $288000.00         | $292575.16         | Corporate Debt Securities |
| EXELON CORPORATION                                | 2050-04-15      | 4.7000%  | 0.0000% | $77000.00          | $67811.85          | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2026-08-16      | 2.2750%  | 0.0000% | $3481000.00        | $3460619.23        | Corporate Debt Securities |
| FEDEX CORP                                        | 2048-02-15      | 4.0500%  | 0.0000% | $535000.00         | $423067.30         | Corporate Debt Securities |
| FLEX LTD                                          | 2035-11-13      | 5.3750%  | 0.0000% | $14000000.00       | $14349548.89       | Corporate Debt Securities |
| GLAXOSMITHKLINE CAPITAL PLC                       | 2027-03-12      | 4.3150%  | 0.0000% | $2000000.00        | $2052494.17        | Corporate Debt Securities |
| EMPRESA DE ENERGIA DE BOGOTA SA                   | 2035-10-22      | 5.7500%  | 0.0000% | $1164000.00        | $1166578.58        | Corporate Debt Securities |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC         | 2031-01-15      | 6.1500%  | 0.0000% | $21820000.00       | $22805063.90       | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2027-08-14      | 4.1500%  | 0.0000% | $4579000.00        | $4616266.70        | Corporate Debt Securities |
| MERCK & CO INC                                    | 2031-03-15      | 4.1500%  | 0.0000% | $1054000.00        | $1069186.09        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2032-11-05      | 4.3000%  | 0.0000% | $1007000.00        | $1024600.12        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                             | 2028-11-05      | 4.1862%  | 0.0000% | $1610000.00        | $1625645.24        | Corporate Debt Securities |
| NVIDIA CORP                                       | 2026-09-16      | 3.2000%  | 0.0000% | $1933000.00        | $1954961.03        | Corporate Debt Securities |
| OHIO POWER CO                                     | 2051-10-01      | 2.9000%  | 0.0000% | $12983000.00       | $8288101.97        | Corporate Debt Securities |
| ONEOK INC                                         | 2051-01-15      | 7.1500%  | 0.0000% | $8549000.00        | $9658588.96        | Corporate Debt Securities |
| ONEOK INC                                         | 2032-10-15      | 4.9500%  | 0.0000% | $6676000.00        | $6951535.21        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                                | 2026-11-13      | 5.2650%  | 0.0000% | $3792000.00        | $3884297.28        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2034-02-15      | 5.3000%  | 0.0000% | $2372000.00        | $2424935.13        | Corporate Debt Securities |
| RYDER SYSTEM INC                                  | 2029-03-15      | 5.3750%  | 0.0000% | $100000.00         | $106087.75         | Corporate Debt Securities |
| SEMPRA                                            | 2048-02-01      | 4.0000%  | 0.0000% | $379000.00         | $295225.42         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC         | 2034-10-01      | 5.5840%  | 0.0000% | $5072000.00        | $5272984.20        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                         | 2035-03-18      | 6.4500%  | 0.0000% | $3124000.00        | $3319242.19        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2027-04-15      | 3.7500%  | 0.0000% | $9824000.00        | $9940905.60        | Corporate Debt Securities |
| T-MOBILE USA INC                                  | 2053-01-15      | 5.6500%  | 0.0000% | $4604000.00        | $4532783.79        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                        | 2032-03-15      | 2.3550%  | 0.0000% | $13957000.00       | $12578432.22       | Corporate Debt Securities |
| AES ANDES SA                                      | 2029-03-15      | 6.3000%  | 0.0000% | $2200000.00        | $2352504.00        | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                      | 2046-12-01      | 4.0000%  | 0.0000% | $2226000.00        | $1841515.39        | Corporate Debt Securities |
| AES CORP                                          | 2032-03-15      | 5.8000%  | 0.0000% | $10276000.00       | $10959148.48       | Corporate Debt Securities |
| AIR LIQUIDE FINANCE SA                            | 2026-09-27      | 2.5000%  | 0.0000% | $1534000.00        | $1537354.35        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2033-11-01      | 6.8750%  | 0.0000% | $354000.00         | $410711.78         | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2027-06-03      | 1.2000%  | 0.0000% | $2668000.00        | $2596044.04        | Corporate Debt Securities |
| AMAZON.COM INC                                    | 2030-11-20      | 4.1000%  | 0.0000% | $4811000.00        | $4890031.37        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                | 2029-03-13      | 4.9000%  | 0.0000% | $2820000.00        | $2953505.07        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                         | 2031-07-29      | 6.7000%  | 0.0000% | $3839000.00        | $3997055.90        | Corporate Debt Securities |
| APPLE INC                                         | 2026-09-11      | 2.0500%  | 0.0000% | $1833000.00        | $1833958.25        | Corporate Debt Securities |
| APPLE INC                                         | 2028-02-08      | 1.2000%  | 0.0000% | $3526000.00        | $3371361.39        | Corporate Debt Securities |
| APPLE INC                                         | 2031-02-08      | 1.6500%  | 0.0000% | $11000000.00       | $9920139.17        | Corporate Debt Securities |
| APPLIED MAT INC                                   | 2031-01-15      | 4.0000%  | 0.0000% | $5765000.00        | $5787291.33        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                    | 2030-04-01      | 7.2500%  | 0.0000% | $4601000.00        | $5006409.45        | Corporate Debt Securities |
| ASCENSION HEALTH ALLIANCE                         | 2030-11-15      | 4.2940%  | 0.0000% | $727000.00         | $741259.05         | Corporate Debt Securities |
| ASTRAZENECA PLC                                   | 2026-04-08      | 0.7000%  | 0.0000% | $2511000.00        | $2508998.18        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2030-03-03      | 4.9000%  | 0.0000% | $262000.00         | $277291.19         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                           | 2027-02-26      | 4.8000%  | 0.0000% | $4000.00           | $4039.13           | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2030-04-09      | 4.1500%  | 0.0000% | $2436000.00        | $2470514.06        | Corporate Debt Securities |
| BMW US CAPITAL LLC                                | 2027-08-11      | 4.1500%  | 0.0000% | $3270000.00        | $3289307.53        | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                     | 2034-06-01      | 5.3000%  | 0.0000% | $3025000.00        | $3206110.11        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2027-07-22      | 1.7340%  | 0.0000% | $7638000.00        | $7579231.95        | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2034-09-15      | 5.8720%  | 0.0000% | $3990000.00        | $4386063.36        | Corporate Debt Securities |
| BROADRIDGE FINANCIAL SOLUTIONS INC                | 2031-05-01      | 2.6000%  | 0.0000% | $5637000.00        | $5146681.21        | Corporate Debt Securities |
| BROADCOM INC                                      | 2031-02-15      | 2.4500%  | 0.0000% | $6513000.00        | $6015515.35        | Corporate Debt Securities |
| BROADCOM INC                                      | 2036-02-15      | 4.8000%  | 0.0000% | $24250000.00       | $24278130.00       | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER                  | 2033-10-03      | 6.0920%  | 0.0000% | $243000.00         | $272003.99         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                  | 2031-12-02      | 2.4500%  | 0.0000% | $7889000.00        | $7207348.76        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2027-02-26      | 4.0304%  | 0.0000% | $3445000.00        | $3452620.14        | Corporate Debt Securities |
| CHEVRON USA INC.                                  | 2028-08-13      | 4.0500%  | 0.0000% | $2090000.00        | $2111955.45        | Corporate Debt Securities |
| CHEVRON CORP                                      | 2027-05-11      | 1.9950%  | 0.0000% | $3902000.00        | $3850665.94        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2026-09-20      | 2.5000%  | 0.0000% | $5304000.00        | $5324806.41        | Corporate Debt Securities |
| CISCO SYSTEMS INC                                 | 2028-02-24      | 4.5500%  | 0.0000% | $3983000.00        | $4044892.50        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                              | 2027-08-15      | 3.1000%  | 0.0000% | $4041000.00        | $4017818.13        | Corporate Debt Securities |
| CONCENTRIX CORP                                   | 2029-03-01      | 6.5000%  | 0.0000% | $41142000.00       | $40772613.41       | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                 | 2030-01-15      | 4.7000%  | 0.0000% | $1069000.00        | $1100378.71        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC               | 2029-02-01      | 4.6250%  | 0.0000% | $18100000.00       | $18162993.03       | Corporate Debt Securities |
| CORNING INC                                       | 2040-08-15      | 5.7500%  | 0.0000% | $5360000.00        | $5643954.93        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2031-06-17      | 2.0000%  | 0.0000% | $476000.00         | $431441.11         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2028-06-05      | 4.2500%  | 0.0000% | $3249000.00        | $3320089.93        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                           | 2030-10-15      | 4.3750%  | 0.0000% | $267000.00         | $275726.01         | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                  | 2027-07-13      | 7.1460%  | 0.0000% | $220000.00         | $224486.68         | Corporate Debt Securities |
| WALT DISNEY CO                                    | 2029-09-01      | 2.0000%  | 0.0000% | $1609000.00        | $1529946.25        | Corporate Debt Securities |
| EMERSON ELECTRIC CO                               | 2028-12-21      | 2.0000%  | 0.0000% | $300000.00         | $286844.00         | Corporate Debt Securities |
| ENTERGY CORP                                      | 2054-12-01      | 7.1250%  | 0.0000% | $744000.00         | $792241.58         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                             | 2026-10-01      | 2.4000%  | 0.0000% | $1000.00           | $1001.50           | Corporate Debt Securities |
| EQT AB                                            | 2035-05-08      | 5.8500%  | 0.0000% | $1900000.00        | $1992135.75        | Corporate Debt Securities |
| EXXON MOBIL CORP                                  | 2030-03-19      | 3.4820%  | 0.0000% | $1801000.00        | $1801940.32        | Corporate Debt Securities |
| FEDEX CORP                                        | 2045-11-15      | 4.7500%  | 0.0000% | $1860000.00        | $1690271.90        | Corporate Debt Securities |
| GATX CORP                                         | 2034-05-01      | 6.9000%  | 0.0000% | $15961000.00       | $18418887.59       | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC                    | 2035-06-15      | 5.5000%  | 0.0000% | $17838000.00       | $18840495.60       | Corporate Debt Securities |
| GENERAL ELECTRIC CO                               | 2050-05-01      | 4.3500%  | 0.0000% | $6565000.00        | $5828713.37        | Corporate Debt Securities |
| GENPACT UK FINCO PLC                              | 2030-11-18      | 4.9500%  | 0.0000% | $1460000.00        | $1443476.45        | Corporate Debt Securities |
| GILEAD SCIENCES INC                               | 2029-11-15      | 4.8000%  | 0.0000% | $982000.00         | $1024481.32        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                              | 2030-11-15      | 4.8750%  | 0.0000% | $2823000.00        | $2860681.17        | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                              | 2035-11-15      | 5.5500%  | 0.0000% | $24420000.00       | $24692751.05       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2036-01-28      | 5.5360%  | 0.0000% | $12774000.00       | $13398642.92       | Corporate Debt Securities |
| HF SINCLAIR CORP                                  | 2035-01-15      | 6.2500%  | 0.0000% | $4068000.00        | $4325307.78        | Corporate Debt Securities |
| HP INC                                            | 2033-01-15      | 5.5000%  | 0.0000% | $750000.00         | $772872.50         | Corporate Debt Securities |
| HALLIBURTON COMPANY                               | 2030-03-01      | 2.9200%  | 0.0000% | $315000.00         | $305680.90         | Corporate Debt Securities |
| HEICO CORP                                        | 2033-08-01      | 5.3500%  | 0.0000% | $56750000.00       | $59609285.69       | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2031-09-15      | 1.8750%  | 0.0000% | $255000.00         | $229165.31         | Corporate Debt Securities |
| HOME DEPOT INC                                    | 2026-06-25      | 5.1500%  | 0.0000% | $3784000.00        | $3834211.58        | Corporate Debt Securities |
| HONDA MOTOR CO LTD                                | 2030-07-08      | 4.6880%  | 0.0000% | $938000.00         | $960831.75         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                           | 2031-01-08      | 4.5500%  | 0.0000% | $1019000.00        | $1032892.08        | Corporate Debt Securities |
| INTEL CORP                                        | 2046-05-19      | 4.1000%  | 0.0000% | $798000.00         | $630189.47         | Corporate Debt Securities |
| KLA CORP                                          | 2034-02-01      | 4.7000%  | 0.0000% | $5000000.00        | $5083922.22        | Corporate Debt Securities |
| KINDER MORGAN INC                                 | 2030-06-01      | 5.1500%  | 0.0000% | $10570000.00       | $11109839.26       | Corporate Debt Securities |
| KOMATSU FINANCE AMERICA INC                       | 2030-09-18      | 4.1960%  | 0.0000% | $2400000.00        | $2452925.60        | Corporate Debt Securities |
| KYNDRYL HOLDINGS INC                              | 2034-02-20      | 6.3500%  | 0.0000% | $4997000.00        | $4788448.82        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                             | 2028-02-12      | 4.5500%  | 0.0000% | $4555000.00        | $4637517.62        | Corporate Debt Securities |
| LINEAGE OP LP                                     | 2030-07-15      | 5.2500%  | 0.0000% | $800000.00         | $819156.00         | Corporate Debt Securities |
| MSCI INC                                          | 2030-09-01      | 3.6250%  | 0.0000% | $490000.00         | $477020.99         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                               | 2034-12-07      | 6.2550%  | 0.0000% | $51000.00          | $56744.13          | Corporate Debt Securities |
| MARS INC                                          | 2027-03-01      | 4.4500%  | 0.0000% | $7727000.00        | $7953598.57        | Corporate Debt Securities |
| MARS INC                                          | 2028-03-01      | 4.6000%  | 0.0000% | $3911000.00        | $4052456.52        | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2030-05-15      | 4.6000%  | 0.0000% | $665000.00         | $687638.82         | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2035-03-03      | 4.9500%  | 0.0000% | $1522000.00        | $1593922.11        | Corporate Debt Securities |
| MCKESSON CORP                                     | 2044-03-15      | 4.8830%  | 0.0000% | $2604000.00        | $2467377.23        | Corporate Debt Securities |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC           | 2027-04-01      | 4.6500%  | 0.0000% | $2000000.00        | $2055216.67        | Corporate Debt Securities |
| MERCK & CO INC                                    | 2030-06-24      | 1.4500%  | 0.0000% | $1596000.00        | $1444727.13        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                    | 2031-04-24      | 5.1590%  | 0.0000% | $500000.00         | $526588.29         | Corporate Debt Securities |
| MOODYS CORP                                       | 2032-08-08      | 4.2500%  | 0.0000% | $1200000.00        | $1196439.67        | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2031-07-02      | 5.1360%  | 0.0000% | $1175000.00        | $1227741.83        | Corporate Debt Securities |
| NTT FINANCE CORP                                  | 2035-07-16      | 5.5020%  | 0.0000% | $13876000.00       | $14561282.45       | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2027-12-10      | 3.9500%  | 0.0000% | $900000.00         | $909961.75         | Corporate Debt Securities |
| NEWMONT CORPORATION                               | 2035-04-01      | 5.8750%  | 0.0000% | $871000.00         | $964350.63         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC               | 2030-02-28      | 5.0000%  | 0.0000% | $2050000.00        | $2170091.28        | Corporate Debt Securities |
| NORDSON CORP                                      | 2029-12-15      | 4.5000%  | 0.0000% | $8500000.00        | $8678415.00        | Corporate Debt Securities |
| OHIO POWER CO                                     | 2049-06-01      | 4.0000%  | 0.0000% | $2294000.00        | $1819865.88        | Corporate Debt Securities |
| OKLAHOMA GAS & ELEC CO                            | 2030-04-01      | 3.2500%  | 0.0000% | $4962000.00        | $4881370.26        | Corporate Debt Securities |
| ORIX CORP                                         | 2032-09-13      | 5.2000%  | 0.0000% | $1060000.00        | $1134506.22        | Corporate Debt Securities |
| OVINTIV INC                                       | 2053-07-15      | 7.1000%  | 0.0000% | $1563000.00        | $1758677.18        | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                       | 2027-09-16      | 7.7500%  | 0.0000% | $58000.00          | $61546.10          | Corporate Debt Securities |
| PACCAR FINANCIAL CORP                             | 2030-05-08      | 4.5500%  | 0.0000% | $1602000.00        | $1661524.54        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2032-10-15      | 5.0500%  | 0.0000% | $1482000.00        | $1537234.55        | Corporate Debt Securities |
| PEPSICO INC                                       | 2028-02-18      | 3.6000%  | 0.0000% | $3550000.00        | $3550319.50        | Corporate Debt Securities |
| PEPSICO INC                                       | 2028-02-07      | 4.4500%  | 0.0000% | $1899000.00        | $1932198.74        | Corporate Debt Securities |
| PFIZER INVESTMENT ENTERPRISES PTE LTD             | 2028-05-19      | 4.4500%  | 0.0000% | $3374000.00        | $3461096.06        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2027-03-25      | 2.8000%  | 0.0000% | $16000.00          | $16052.68          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                               | 2026-04-23      | 1.0000%  | 0.0000% | $2000000.00        | $1998688.89        | Corporate Debt Securities |
| RELX CAPITAL INC                                  | 2030-03-27      | 4.7500%  | 0.0000% | $2224000.00        | $2309227.39        | Corporate Debt Securities |
| REYNOLDS AMERICAN INC                             | 2035-08-15      | 5.7000%  | 0.0000% | $63000.00          | $66448.62          | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2043-10-01      | 5.4500%  | 0.0000% | $913000.00         | $895126.00         | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                         | 2044-03-15      | 5.0000%  | 0.0000% | $2000000.00        | $1864820.00        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                            | 2030-09-15      | 4.4500%  | 0.0000% | $6195000.00        | $6371211.61        | Corporate Debt Securities |
| 7-ELEVEN INC                                      | 2031-02-10      | 1.8000%  | 0.0000% | $1285000.00        | $1139499.45        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                | 2043-10-01      | 4.6500%  | 0.0000% | $1802000.00        | $1598352.98        | Corporate Debt Securities |
| SPIRE INC                                         | 2056-06-01      | 6.5000%  | 0.0000% | $12300000.00       | $12584816.75       | Corporate Debt Securities |
| STARBUCKS CORP                                    | 2048-11-15      | 4.5000%  | 0.0000% | $3996000.00        | $3485391.12        | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                         | 2032-09-12      | 6.3750%  | 0.0000% | $4970000.00        | $5324056.59        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                       | 2028-01-13      | 5.5200%  | 0.0000% | $11946000.00       | $12391904.36       | Corporate Debt Securities |
| SUZANO NETHERLANDS BV                             | 2036-01-15      | 5.5000%  | 0.0000% | $300000.00         | $302795.00         | Corporate Debt Securities |
| TJX COMPANIES INC                                 | 2028-05-15      | 1.1500%  | 0.0000% | $1642000.00        | $1555759.42        | Corporate Debt Securities |
| TJX COMPANIES INC                                 | 2028-05-15      | 1.1500%  | 0.0000% | $1844000.00        | $1747150.05        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                             | 2026-09-15      | 1.1250%  | 0.0000% | $2751000.00        | $2726578.00        | Corporate Debt Securities |
| THERMO FISHER                                     | 2029-01-31      | 5.0000%  | 0.0000% | $765000.00         | $792234.00         | Corporate Debt Securities |
| THERMO FISHER                                     | 2036-02-12      | 4.9020%  | 0.0000% | $9927000.00        | $10104916.66       | Corporate Debt Securities |
| TOYOTA MTR CORP                                   | 2028-07-20      | 3.6690%  | 0.0000% | $1007000.00        | $1010736.89        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2030-01-09      | 4.9500%  | 0.0000% | $2790000.00        | $2907207.90        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2035-01-09      | 5.3500%  | 0.0000% | $1655000.00        | $1760048.37        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                          | 2028-01-12      | 3.7500%  | 0.0000% | $3300000.00        | $3319494.75        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC        | 2036-03-15      | 5.1000%  | 0.0000% | $17534000.00       | $18076180.50       | Corporate Debt Securities |
| TYCO ELECTRONICS                                  | 2031-02-09      | 4.5000%  | 0.0000% | $361000.00         | $367530.49         | Corporate Debt Securities |
| TYSON FOODS INC                                   | 2047-06-02      | 4.5500%  | 0.0000% | $4498000.00        | $3994507.62        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                | 2029-12-15      | 6.0000%  | 0.0000% | $11950000.00       | $12405892.50       | Corporate Debt Securities |
| VALERO ENERGY CORP                                | 2027-09-15      | 2.1500%  | 0.0000% | $773000.00         | $760318.94         | Corporate Debt Securities |
| WALMART INC                                       | 2026-07-08      | 3.0500%  | 0.0000% | $3885000.00        | $3891765.30        | Corporate Debt Securities |
| WASTE MANAGEMENT INC                              | 2030-02-15      | 4.6250%  | 0.0000% | $1858000.00        | $1902613.68        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2030-06-30      | 4.6250%  | 0.0000% | $2593000.00        | $2652490.98        | Corporate Debt Securities |
| YARA INTERNATIONAL ASA                            | 2032-11-14      | 7.3780%  | 0.0000% | $232000.00         | $270268.23         | Corporate Debt Securities |
| AUSGRID FINANCE PTY LTD                           | 2028-08-01      | 4.3500%  | 0.0000% | $98000.00          | $98791.02          | Corporate Debt Securities |
| ENGIE ENERGIA CHILE SA                            | 2030-01-28      | 3.4000%  | 0.0000% | $1400000.00        | $1334114.44        | Corporate Debt Securities |
| 7-ELEVEN INC                                      | 2031-02-10      | 1.8000%  | 0.0000% | $830000.00         | $736019.10         | Corporate Debt Securities |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD         | 2041-08-02      | 5.0000%  | 0.0000% | $555000.00         | $495122.28         | Corporate Debt Securities |
| KOMATSU FINANCE AMERICA INC                       | 2030-09-18      | 4.1960%  | 0.0000% | $6200000.00        | $6336724.47        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                  | 2035-09-11      | 0.0000%  | 0.0000% | $800000.00         | $823627.78         | Corporate Debt Securities |

### Security 278: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $319000000.00
- **C.18.a - Value (excl. sponsor support):** $319000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $197458900.00      | $205288269.07      | U.S. Treasuries (including strips) |
| ALBERTA (PROVINCE OF)  | 2026-06-01      | 0.0000%  | 0.0000% | $120787000.00      | $119637349.33      | Money Market                       |
| VERTO CAPITAL I-B LLC  | 2026-03-13      | 0.0000%  | 0.0000% | $3996476.00        | $3986588.72        | Money Market                       |

### Security 279: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $123000000.00
- **C.18.a - Value (excl. sponsor support):** $123000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVIS BUDGET CAR RENTAL LLC                   | 2027-07-15      | 5.7500%  | 0.0000% | $24000000.00       | $24117320.00       | Corporate Debt Securities |
| CARVANA CO                                   | 2031-06-01      | 9.0000%  | 0.0000% | $1816000.00        | $2013029.95        | Corporate Debt Securities |
| ACADEMY LTD                                  | 2027-11-15      | 6.0000%  | 0.0000% | $16214000.00       | $16547846.26       | Corporate Debt Securities |
| AMERICO LIFE INC.                            | 2031-04-15      | 3.4500%  | 0.0000% | $48000.00          | $43914.72          | Corporate Debt Securities |
| BOMBARDIER INC                               | 2031-07-01      | 7.2500%  | 0.0000% | $3000.00           | $3227.60           | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                     | 2039-01-26      | 6.9500%  | 0.0000% | $1458000.00        | $1668862.84        | Corporate Debt Securities |
| HANOVER INSURANCE GROUP INC                  | 2035-09-01      | 5.5000%  | 0.0000% | $17092000.00       | $17911846.27       | Corporate Debt Securities |
| HASBRO INC                                   | 2040-03-15      | 6.3500%  | 0.0000% | $97000.00          | $107365.91         | Corporate Debt Securities |
| HAT HOLDINGS I LLC                           | 2026-06-15      | 3.3750%  | 0.0000% | $30893000.00       | $30986296.86       | Corporate Debt Securities |
| HILCORP ENERGY I LP                          | 2033-11-01      | 8.3750%  | 0.0000% | $301000.00         | $325689.86         | Corporate Debt Securities |
| HORACE MANN EDUCATORS CORP                   | 2028-09-15      | 7.2500%  | 0.0000% | $900000.00         | $992794.50         | Corporate Debt Securities |
| HUNT CO INC                                  | 2029-04-15      | 5.2500%  | 0.0000% | $6950000.00        | $6761724.50        | Corporate Debt Securities |
| ILLINOIS (STATE OF)                          | 2035-04-01      | 6.7250%  | 0.0000% | $6320000.00        | $5318686.48        | Other Instrument          |
| JBS USA HOLDING LUX SARL                     | 2033-04-01      | 5.7500%  | 0.0000% | $10203000.00       | $10956383.85       | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                       | 2036-01-15      | 5.1500%  | 0.0000% | $3261000.00        | $3352400.39        | Corporate Debt Securities |
| LPL HOLDINGS INC                             | 2029-03-15      | 4.0000%  | 0.0000% | $2050000.00        | $2058159.00        | Corporate Debt Securities |
| ORACLE CORPORATION                           | 2030-09-26      | 4.4500%  | 0.0000% | $11000.00          | $11011.72          | Corporate Debt Securities |
| ORACLE CORPORATION                           | 2065-09-26      | 6.1000%  | 0.0000% | $800000.00         | $718900.89         | Corporate Debt Securities |
| PROTECTIVE LIFE GLOBAL FUNDING               | 2028-09-11      | 4.5464%  | 0.0000% | $1000.00           | $1014.27           | Corporate Debt Securities |
| ROYAL BANK OF CANADA                         | 2029-01-24      | 4.4980%  | 0.0000% | $2000.00           | $2015.89           | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                | 2033-02-15      | 9.7500%  | 0.0000% | $3770000.00        | $4187527.50        | Corporate Debt Securities |
| UWM HOLDINGS LLC                             | 2030-02-01      | 6.6250%  | 0.0000% | $4000.00           | $4003.06           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                   | 2041-03-22      | 3.4000%  | 0.0000% | $10000.00          | $8096.69           | Corporate Debt Securities |
| VIKING CRUISES LTD                           | 2031-07-15      | 9.1250%  | 0.0000% | $274000.00         | $294518.72         | Corporate Debt Securities |
| AEP TEXAS INC                                | 2052-05-15      | 5.2500%  | 0.0000% | $1092000.00        | $1026692.94        | Corporate Debt Securities |
| APLD COMPUTECO LLC                           | 2030-12-15      | 9.2500%  | 0.0000% | $48000.00          | $51836.81          | Corporate Debt Securities |
| AMERICAN AIRLINES 2015-1 PASS THROUGH TRUSTS | 2028-11-01      | 3.3750%  | 0.0000% | $243000.00         | $115112.65         | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                         | 2034-06-08      | 6.3770%  | 0.0000% | $38000.00          | $41741.63          | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC                  | 2031-04-01      | 8.0000%  | 0.0000% | $395000.00         | $419911.77         | Corporate Debt Securities |
| MORGAN STANLEY                               | 2037-01-30      | 5.0730%  | 0.0000% | $356000.00         | $360102.16         | Corporate Debt Securities |
| SIEMENS FUNDING BV                           | 2028-05-26      | 4.3500%  | 0.0000% | $2276000.00        | $2329749.64        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                          | 2026-07-31      | 6.6250%  | 0.0000% | $580000.00         | $584581.28         | Corporate Debt Securities |

### Security 280: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITI SERVICES LLC                         | 2030-01-15      | 6.0000%  | 0.0000% | $12382000.00       | $11845859.40       | Corporate Debt Securities |
| GRAY MEDIA INC                             | 2031-11-15      | 5.3750%  | 0.0000% | $18607000.00       | $14981224.47       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                      | 2035-11-01      | 6.0500%  | 0.0000% | $671000.00         | $741343.91         | Corporate Debt Securities |
| AT&T INC                                   | 2056-04-30      | 6.0000%  | 0.0000% | $1000.00           | $1015.74           | Corporate Debt Securities |
| ASP UNIFRAX HOLDINGS INC                   | 2029-09-30      | 11.1750% | 0.0000% | $7599161.00        | $5225895.52        | Corporate Debt Securities |
| BARCLAYS PLC                               | 2036-02-25      | 5.7850%  | 0.0000% | $439000.00         | $461306.20         | Corporate Debt Securities |
| CITIGROUP INC                              | 2079-12-31      | 7.6250%  | 0.0000% | $875000.00         | $929793.96         | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC         | 2029-06-01      | 7.5000%  | 0.0000% | $6631000.00        | $6799007.44        | Corporate Debt Securities |
| FIRST CITIZENS BANCSHARES INC              | 2079-12-31      | 7.0000%  | 0.0000% | $998000.00         | $1043598.62        | Corporate Debt Securities |
| GRAY MEDIA INC                             | 2031-11-15      | 5.3750%  | 0.0000% | $3754000.00        | $3022492.43        | Corporate Debt Securities |
| INFRABUILD AUSTRALIA PTY LTD               | 2028-11-15      | 14.5000% | 0.0000% | $276000.00         | $305938.64         | Corporate Debt Securities |
| JONES DESLAURIERS INSURANCE MANAGEMENT INC | 2033-10-01      | 6.8750%  | 0.0000% | $2914000.00        | $2796276.42        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC                      | 2027-11-01      | 8.7500%  | 0.0000% | $6135000.00        | $6071530.02        | Corporate Debt Securities |
| METIS MERGER SUB LLC                       | 2029-05-15      | 6.5000%  | 0.0000% | $7474000.00        | $7602154.19        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                 | 2034-03-01      | 5.6250%  | 0.0000% | $1000.00           | $1006.03           | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC              | 2030-03-01      | 5.5000%  | 0.0000% | $14884000.00       | $13405109.22       | Corporate Debt Securities |
| UNITI SERVICES LLC                         | 2029-02-15      | 6.5000%  | 0.0000% | $8255000.00        | $8089789.93        | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC                      | 2027-11-01      | 8.7500%  | 0.0000% | $14371000.00       | $14222324.02       | Corporate Debt Securities |

### Security 281: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| KOOKMIN BANK (NEW YORK)         | 2026-03-10      | 3.9000%  | 0.0000% | $800000.00         | $801433.33         | Money Market |
| REGATTA FUNDING COMPANY LLC     | 2026-03-27      | 0.0000%  | 0.0000% | $31885236.00       | $31788942.59       | Money Market |
| HQLA FUNDING LLC (SERIES TAHOE) | 2026-03-05      | 0.0000%  | 0.0000% | $125000000.00      | $124909625.00      | Money Market |

### Security 282: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.180000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SILVER POINT CLO LTD 2025-10   C      20380715 FLT     | 2038-07-15      | 5.7222%  | 0.0000% | $3000000.00        | $3034214.51        | Asset-Backed Securities                           |
| ANCHORAGE CREDIT 2022-15       A      20400418 4.54500 | 2040-04-18      | 4.5450%  | 0.0000% | $8000000.00        | $8033870.00        | Asset-Backed Securities                           |
| ANCHORAGE CREDIT FUNDIG 10 LTD E      20380425 7.08000 | 2038-04-25      | 7.0800%  | 0.0000% | $7133000.00        | $7071822.63        | Asset-Backed Securities                           |
| APIDOS CLO XXXIX 2022-39R LTD  C-R    20381021 FLT     | 2038-10-21      | 5.4197%  | 0.0000% | $1052655.00        | $1059318.56        | Asset-Backed Securities                           |
| APIDOS CLO LTD 2022-41R        B-R    20371020 FLT     | 2037-10-20      | 5.3676%  | 0.0000% | $2000000.00        | $2016091.66        | Asset-Backed Securities                           |
| BALLYROCK CLO LTD 2024-26      C-1    20370727 FLT     | 2037-07-27      | 6.9680%  | 0.0000% | $2500000.00        | $2524634.49        | Asset-Backed Securities                           |
| BROOK HAVEN CLO LTD            C      20370420 FLT     | 2037-04-20      | 6.1176%  | 0.0000% | $1000000.00        | $1007197.50        | Asset-Backed Securities                           |
| EFMT 2025-CES4                 M-1    20600625 FLT     | 2060-06-25      | 6.1060%  | 0.0000% | $656000.00         | $669736.57         | Private Label Collateralized Mortgage Obligations |
| EAGLE RE 2021-1 LTD            M-2    20331025 FLT     | 2033-10-25      | 8.1172%  | 0.0000% | $25000000.00       | $3863257.25        | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO 0.01 18JAN39 144A FRN                     | 2039-01-18      | 5.4469%  | 0.0000% | $2500000.00        | $2522316.95        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  A-1-R  20371026 FLT     | 2037-10-26      | 5.0380%  | 0.0000% | $10750000.00       | $10824693.58       | Asset-Backed Securities                           |
| MAGNETITE LIMITED 20-28RR      A-1-RR 20380115 FLT     | 2038-01-15      | 4.9122%  | 0.0000% | $6995778.00        | $7051305.85        | Asset-Backed Securities                           |
| MARINER FINANCE ISS TR 2024-B  B      20381122 5.33000 | 2038-11-22      | 5.3300%  | 0.0000% | $8100000.00        | $8338540.05        | Asset-Backed Securities                           |
| MILFORD PK CLO,LTD 2022-R      A-R    20380120 FLT     | 2038-01-20      | 4.8276%  | 0.0000% | $9600000.00        | $9659959.99        | Asset-Backed Securities                           |
| OHA CREDIT  11 LTD 2022-11R    D-2-R  20370720 FLT     | 2037-07-20      | 7.8676%  | 0.0000% | $2750000.00        | $2726948.73        | Asset-Backed Securities                           |
| REGATTA XXII 4.93331 15JAN39 144A F                    | 2039-01-15      | 4.9333%  | 0.0000% | $8000000.00        | $8101161.18        | Asset-Backed Securities                           |
| REGATTA FUNDING 2025-35        A-1    20381015 FLT     | 2038-10-15      | 4.9622%  | 0.0000% | $19000000.00       | $19167524.14       | Asset-Backed Securities                           |
| RETAINED VANTAGE DC IR 2025-1  B      20500815 5.72700 | 2050-08-15      | 5.7270%  | 0.0000% | $1675000.00        | $1646744.43        | Asset-Backed Securities                           |
| SHACKLETON 2013-4-R-R CLO LTD  A-2B-R 20310413 2.78000 | 2031-04-13      | 2.7810%  | 0.0000% | $4750000.00        | $4701165.25        | Asset-Backed Securities                           |
| SHENTEL ISSUER LLC 2025-1      B      20551201 6.03000 | 2055-12-01      | 6.0300%  | 0.0000% | $4000000.00        | $4080966.00        | Asset-Backed Securities                           |
| SILVER POINT CLO LTD 2025-7    A-1    20380115 FLT     | 2038-01-15      | 5.0322%  | 0.0000% | $7000000.00        | $7061394.70        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2026-CES1       M2     20660125 FLT     | 2066-01-25      | 5.8660%  | 0.0000% | $2500000.00        | $2537136.39        | Private Label Collateralized Mortgage Obligations |

### Security 283: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANCHF_3R                                                | 2039-01-28      | 7.1580%  | 0.0000% | $1469000.00        | $1474708.78        | Asset-Backed Securities                           |
| AIMCO_15-AR4                                            | 2038-10-17      | 6.2676%  | 0.0000% | $3000000.00        | $3016607.50        | Asset-Backed Securities                           |
| AIMCO CLO 16 LTD AIMCO_21_16AR                          | 2037-07-17      | 5.6176%  | 0.0000% | $1750000.00        | $1760972.01        | Asset-Backed Securities                           |
| ANCHORAGE CREDIT FUNDING LTD ANCHF_21-13A               | 2039-07-27      | 2.8000%  | 0.0000% | $10000000.00       | $9651533.34        | Asset-Backed Securities                           |
| ANNISA CLO LTD ANNSA_16-2ARR                            | 2031-07-20      | 5.5176%  | 0.0000% | $1500000.00        | $1509531.25        | Asset-Backed Securities                           |
| BSP_21-24A                                              | 2034-10-20      | 5.4676%  | 0.0000% | $4000000.00        | $4030765.55        | Asset-Backed Securities                           |
| BSP_42                                                  | 2038-10-25      | 5.3680%  | 0.0000% | $3000000.00        | $3022324.72        | Asset-Backed Securities                           |
| SECURED MUSIC CATALOG TERM NOTES TUNES_24-1             | 2074-10-20      | 5.6440%  | 0.0000% | $12680000.00       | $12861016.87       | Asset-Backed Securities                           |
| COOPR_25-CES3                                           | 2060-09-25      | 5.2730%  | 0.0000% | $4000000.00        | $3816356.81        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO IV LTD ELMW4_20-1AR                         | 2037-04-18      | 5.9676%  | 0.0000% | $6000000.00        | $6040794.99        | Asset-Backed Securities                           |
| FIRSTKEY HOMES TRUST FKH_22-SFRA                        | 2039-03-17      | 4.0630%  | 0.0000% | $1000000.00        | $993334.39         | Private Label Collateralized Mortgage Obligations |
| FLAT_20-1A                                              | 2038-11-20      | 6.3056%  | 0.0000% | $2500000.00        | $2502540.21        | Asset-Backed Securities                           |
| KKR_26-RR                                               | 2034-10-15      | 4.7722%  | 0.0000% | $13497000.00       | $13581357.82       | Asset-Backed Securities                           |
| MAGNE_38                                                | 2037-04-15      | 5.1522%  | 0.0000% | $7834369.00        | $7888300.84        | Asset-Backed Securities                           |
| MAGNE_30-R                                              | 2037-10-26      | 5.3680%  | 0.0000% | $8500000.00        | $8560448.37        | Asset-Backed Securities                           |
| MAGNE_35-RR                                             | 2039-01-25      | 0.0000%  | 0.0000% | $8000000.00        | $8079659.33        | Asset-Backed Securities                           |
| MAGNE_41A                                               | 2038-01-25      | 5.2680%  | 0.0000% | $21250000.00       | $21401144.56       | Asset-Backed Securities                           |
| MAGNETITE CLO LTD MAGNE_25-52                           | 2039-01-25      | 5.3543%  | 0.0000% | $4000000.00        | $4043944.50        | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN ADVISERS CLO 36R LTD NEUB_25-36AR | 2039-07-20      | 5.5176%  | 0.0000% | $3250000.00        | $3273381.04        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD PLMRS_25-2A                       | 2038-07-20      | 5.0176%  | 0.0000% | $30000000.00       | $30240491.61       | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR6          | 2039-07-19      | 6.0350%  | 0.0000% | $3700000.00        | $3717888.06        | Private Label Collateralized Mortgage Obligations |
| RMIR_21-1                                               | 2033-12-27      | 6.8172%  | 0.0000% | $4500000.00        | $2205676.50        | Private Label Collateralized Mortgage Obligations |
| TCI SYMPHONY CLO TSYMP_16-1RR                           | 2032-10-13      | 4.9334%  | 0.0000% | $7800000.00        | $1532658.64        | Asset-Backed Securities                           |
| WIND RIVER CLO LTD WINDR_24-1                           | 2037-04-20      | 5.2676%  | 0.0000% | $15000000.00       | $15117004.14       | Asset-Backed Securities                           |
| ZAIS CLO 11 LTD ZAIS_18-11A                             | 2032-01-20      | 7.9292%  | 0.0000% | $7250000.00        | $7297558.21        | Asset-Backed Securities                           |

### Security 284: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| TRUIST FINANCIAL CORP                                     | 2034-01-26      | 5.1220%  | 0.0000% | $2646000.00        | $2723820.48        | Corporate Debt Securities |
| FLEX LTD                                                  | 2035-11-13      | 5.3750%  | 0.0000% | $96000.00          | $98396.91          | Corporate Debt Securities |
| AT&T INC                                                  | 2041-08-15      | 5.5500%  | 0.0000% | $947000.00         | $951877.05         | Corporate Debt Securities |
| ANHEUSER-BUSCH COMPANIES LLC                              | 2043-02-01      | 6.5000%  | 0.0000% | $54000.00          | $60172.44          | Corporate Debt Securities |
| CSX CORP                                                  | 2049-09-15      | 3.3500%  | 0.0000% | $1773000.00        | $1303199.33        | Corporate Debt Securities |
| MUNICIPAL ELEC AUTH GA                                    | 2057-04-01      | 6.6550%  | 0.0000% | $1240000.00        | $1403382.06        | Other Instrument          |
| OMNICOM GROUP INC                                         | 2041-03-01      | 3.3750%  | 0.0000% | $1723000.00        | $1350384.02        | Corporate Debt Securities |
| PROTECTIVE LIFE CORP                                      | 2030-01-15      | 3.4000%  | 0.0000% | $3020000.00        | $2940231.73        | Corporate Debt Securities |
| RYDER SYSTEM INC                                          | 2033-12-01      | 6.6000%  | 0.0000% | $103000.00         | $117577.25         | Corporate Debt Securities |
| STARBUCKS CORP                                            | 2033-02-15      | 4.8000%  | 0.0000% | $315000.00         | $322771.05         | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                           | 2032-01-23      | 7.7000%  | 0.0000% | $1720000.00        | $1909238.22        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                    | 2041-11-15      | 4.6250%  | 0.0000% | $4754000.00        | $4435169.03        | Corporate Debt Securities |
| AES CORP                                                  | 2031-01-15      | 2.4500%  | 0.0000% | $9966000.00        | $9208268.41        | Corporate Debt Securities |
| ABILENE TEX INDPT SCH DIST                                | 2028-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10576.77          | Other Instrument          |
| AIR LEASE CORPORATION                                     | 2030-02-01      | 3.0000%  | 0.0000% | $7171000.00        | $6805757.07        | Corporate Debt Securities |
| ALCON FINANCE CORP                                        | 2052-12-06      | 5.7500%  | 0.0000% | $8188000.00        | $8459084.21        | Corporate Debt Securities |
| ALLINA HEALTH SYSTEM                                      | 2045-11-15      | 4.8050%  | 0.0000% | $10000.00          | $9285.54           | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                        | 2039-01-15      | 8.2000%  | 0.0000% | $721000.00         | $944875.31         | Corporate Debt Securities |
| AON CORP                                                  | 2033-02-28      | 5.3500%  | 0.0000% | $18000.00          | $19301.61          | Corporate Debt Securities |
| APPALACHIAN POWER CO                                      | 2032-08-01      | 4.5000%  | 0.0000% | $80000.00          | $80120.00          | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                                   | 2032-02-15      | 5.0000%  | 0.0000% | $350000.00         | $357772.33         | Corporate Debt Securities |
| ATMOS ENERGY CORP                                         | 2056-01-15      | 5.4500%  | 0.0000% | $4969000.00        | $4934606.24        | Corporate Debt Securities |
| AUSTIN TX (CITY OF)                                       | 2027-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10629.47          | Other Instrument          |
| BANCO DE CREDITO DEL PERU                                 | 2029-01-11      | 5.8500%  | 0.0000% | $3815000.00        | $4004510.13        | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                               | 2030-03-15      | 5.8000%  | 0.0000% | $21800000.00       | $21975272.00       | Corporate Debt Securities |
| BOEING CO                                                 | 2038-03-01      | 3.5500%  | 0.0000% | $66000.00          | $57777.43          | Corporate Debt Securities |
| COTERRA ENERGY INC                                        | 2035-02-15      | 5.4000%  | 0.0000% | $35000.00          | $36085.00          | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                          | 2031-10-15      | 7.1250%  | 0.0000% | $113000.00         | $131993.61         | Corporate Debt Securities |
| CITIGROUP INC                                             | 2035-02-13      | 5.8270%  | 0.0000% | $22231000.00       | $23193736.92       | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                              | 2026-07-27      | 2.8500%  | 0.0000% | $45000.00          | $44874.23          | Corporate Debt Securities |
| COLORADO BRIDGE AND TUNNEL ENTERPRISE                     | 2030-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22854.49          | Other Instrument          |
| COLORADO HEALTH FACILITIES AUTHORITY                      | 2039-11-01      | 3.6960%  | 0.0000% | $150000.00         | $136661.90         | Other Instrument          |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                  | 2063-08-15      | 6.7140%  | 0.0000% | $10647000.00       | $11817935.77       | Corporate Debt Securities |
| CONNECTICUT (STATE OF)                                    | 2027-04-15      | 5.0000%  | 0.0000% | $10000.00          | $10512.13          | Other Instrument          |
| CONNECTICUT (STATE OF)                                    | 2030-01-15      | 5.0000%  | 0.0000% | $50000.00          | $55588.17          | Other Instrument          |
| CONNECTICUT (STATE OF)                                    | 2030-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11227.11          | Other Instrument          |
| CONNECTICUT (STATE OF)                                    | 2031-09-01      | 5.0000%  | 0.0000% | $20000.00          | $23363.09          | Other Instrument          |
| CONNECTICUT (STATE OF)                                    | 2032-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17509.02          | Other Instrument          |
| CONNECTICUT ST HEALTH & EDL FACS A                        | 2031-07-01      | 5.0000%  | 0.0000% | $25000.00          | $28413.19          | Other Instrument          |
| CONSTELLATION ENERGY GENERATION LLC                       | 2028-01-08      | 3.9000%  | 0.0000% | $1565000.00        | $1572900.64        | Corporate Debt Securities |
| COOK CNTY ILL SCH DIST NO 104 ARGO SUMMIT                 | 2028-12-01      | 4.1500%  | 0.0000% | $2280000.00        | $2302808.87        | Other Instrument          |
| DANE CNTY WIS                                             | 2029-06-01      | 6.0000%  | 0.0000% | $995000.00         | $1130392.97        | Other Instrument          |
| DELL INTERNATIONAL LLC                                    | 2033-02-01      | 5.7500%  | 0.0000% | $46000.00          | $48851.67          | Corporate Debt Securities |
| DENTON TEX INDPT SCH DIST                                 | 2030-08-15      | 5.0000%  | 0.0000% | $125000.00         | $140260.83         | Other Instrument          |
| DENVER COLO CITY & CNTY SCH DIST NO 1                     | 2035-12-01      | 5.2500%  | 0.0000% | $10000.00          | $12285.22          | Other Instrument          |
| WALT DISNEY CO                                            | 2037-03-01      | 6.1500%  | 0.0000% | $600000.00         | $689782.00         | Corporate Debt Securities |
| WALT DISNEY CO                                            | 2037-11-15      | 6.6500%  | 0.0000% | $5465000.00        | $6407940.21        | Corporate Debt Securities |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                      | 2033-07-01      | 5.0000%  | 0.0000% | $310000.00         | $360371.21         | Other Instrument          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                      | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11508.08          | Other Instrument          |
| DUKE ENERGY CAROLINAS LLC                                 | 2049-08-15      | 3.2000%  | 0.0000% | $3132000.00        | $2198434.32        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                                  | 2038-09-21      | 4.8750%  | 0.0000% | $1612000.00        | $1568854.82        | Corporate Debt Securities |
| EQT CORP                                                  | 2030-06-01      | 7.5000%  | 0.0000% | $10373000.00       | $11694485.62       | Corporate Debt Securities |
| EL PASO ELEC CO                                           | 2035-05-15      | 6.0000%  | 0.0000% | $224000.00         | $240040.64         | Corporate Debt Securities |
| EVERGY INC                                                | 2055-06-01      | 6.6500%  | 0.0000% | $4086000.00        | $4276963.75        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                    | 2026-07-01      | 3.5000%  | 0.0000% | $36000.00          | $36137.68          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                               | 2037-10-01      | 6.7500%  | 0.0000% | $8762000.00        | $10084317.23       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                               | 2029-04-23      | 3.8140%  | 0.0000% | $3499000.00        | $3524497.60        | Corporate Debt Securities |
| GREAT LAKES WATER AUTH MICH                               | 2037-07-01      | 5.0000%  | 0.0000% | $90000.00          | $104108.20         | Other Instrument          |
| GWINNETT CNTY GA SCH DIST                                 | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11372.91          | Other Instrument          |
| HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP  | 2054-07-01      | 1.9000%  | 0.0000% | $150000.00         | $150212.05         | Money Market              |
| ILLINOIS (STATE OF)                                       | 2034-06-15      | 5.0000%  | 0.0000% | $330000.00         | $385542.30         | Other Instrument          |
| INDIANA BOND BANK                                         | 2028-08-01      | 3.1060%  | 0.0000% | $1000000.00        | $991913.22         | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                 | 2028-02-01      | 5.0000%  | 0.0000% | $15000.00          | $15882.77          | Other Instrument          |
| ING GROEP NV                                              | 2029-03-25      | 4.8580%  | 0.0000% | $340000.00         | $352682.53         | Corporate Debt Securities |
| INTERSTATE POWER AND LIGHT CO                             | 2046-09-15      | 3.7000%  | 0.0000% | $219000.00         | $171770.46         | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                | 2057-11-15      | 0.0000%  | 0.0000% | $100000.00         | $252387.00         | Other Instrument          |
| JERSEY CTL PWR & LT CO                                    | 2037-06-01      | 6.1500%  | 0.0000% | $142000.00         | $157442.74         | Corporate Debt Securities |
| KENTUCKY UTILITIES COMPANY                                | 2050-06-01      | 3.3000%  | 0.0000% | $810000.00         | $575110.80         | Corporate Debt Securities |
| KEYCORP                                                   | 2031-04-04      | 5.1210%  | 0.0000% | $4669000.00        | $4896201.71        | Corporate Debt Securities |
| LSEG FINANCE PLC                                          | 2031-04-06      | 2.5000%  | 0.0000% | $290000.00         | $266977.38         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                                  | 2036-06-13      | 6.0680%  | 0.0000% | $19529000.00       | $20770324.00       | Corporate Debt Securities |
| LOUISIANA PUB FACS AUTH                                   | 2037-04-15      | 5.0000%  | 0.0000% | $650000.00         | $757089.67         | Other Instrument          |
| LOUISIANA (STATE OF)                                      | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11086.44          | Other Instrument          |
| MARICOPA CNTY ARIZ SCH DIST NO 4 MESA UNI                 | 2031-07-01      | 5.0000%  | 0.0000% | $20000.00          | $23000.96          | Other Instrument          |
| MARYLAND (STATE OF)                                       | 2027-03-15      | 5.0000%  | 0.0000% | $15000.00          | $15801.30          | Other Instrument          |
| MARYLAND (STATE OF)                                       | 2030-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16478.42          | Other Instrument          |
| MEXICO CITY AIRPORT TRUST                                 | 2026-10-31      | 4.2500%  | 0.0000% | $1739000.00        | $1755194.44        | Corporate Debt Securities |
| MORGAN STANLEY                                            | 2031-10-22      | 4.3560%  | 0.0000% | $280000.00         | $284232.20         | Corporate Debt Securities |
| NNN REIT INC                                              | 2048-10-15      | 4.8000%  | 0.0000% | $650000.00         | $594990.50         | Corporate Debt Securities |
| NEW YORK LIFE INS CO                                      | 2039-11-15      | 6.7500%  | 0.0000% | $69000.00          | $80722.07          | Corporate Debt Securities |
| NEW YORK CITY OF                                          | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5866.37           | Other Instrument          |
| NEW YORK CITY OF                                          | 2030-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5717.02           | Other Instrument          |
| NEW YORK CITY OF                                          | 2045-02-01      | 6.2910%  | 0.0000% | $4465000.00        | $4795068.43        | Other Instrument          |
| NEW YORK CITY OF                                          | 2045-10-01      | 5.5590%  | 0.0000% | $190000.00         | $196830.06         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                       | 2030-07-15      | 5.0000%  | 0.0000% | $20000.00          | $22623.87          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                       | 2031-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10728.33          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                       | 2054-05-01      | 5.0000%  | 0.0000% | $70000.00          | $73927.08          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                  | 2029-10-01      | 5.0000%  | 0.0000% | $35000.00          | $39315.07          | Other Instrument          |
| NORTHWELL HEALTHCARE INC                                  | 2042-11-01      | 4.8000%  | 0.0000% | $27000.00          | $25091.55          | Corporate Debt Securities |
| NORTH TEXAS TOLLWAY AUTHORITY                             | 2029-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10848.78          | Other Instrument          |
| NUCOR CORP                                                | 2048-05-01      | 4.4000%  | 0.0000% | $190000.00         | $167146.38         | Corporate Debt Securities |
| OHIO (STATE OF)                                           | 2029-11-01      | 5.0000%  | 0.0000% | $15000.00          | $16767.92          | Other Instrument          |
| OMAHA NEB PUB FACS CORP                                   | 2042-04-15      | 5.0000%  | 0.0000% | $110000.00         | $124450.33         | Other Instrument          |
| ORACLE CORPORATION                                        | 2044-07-08      | 4.5000%  | 0.0000% | $1019000.00        | $798157.23         | Corporate Debt Securities |
| OXNARD CALIF UN HIGH SCH DIST                             | 2030-02-01      | 6.0000%  | 0.0000% | $5950000.00        | $6938790.83        | Other Instrument          |
| PACIFIC GAS AND ELECTRIC COMPANY                          | 2052-03-01      | 5.2500%  | 0.0000% | $655000.00         | $601471.22         | Corporate Debt Securities |
| PEARLAND TEX INDPT SCH DIST                               | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11306.07          | Other Instrument          |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                    | 2048-05-21      | 6.1500%  | 0.0000% | $697000.00         | $713400.41         | Corporate Debt Securities |
| PHILADELPHIA PA WTR & WASTEWTR                            | 2034-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22686.62          | Other Instrument          |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP | 2032-08-15      | 5.2500%  | 0.0000% | $770000.00         | $795787.30         | Corporate Debt Securities |
| PRINCE GEORGES CNTY MD                                    | 2030-07-15      | 5.0000%  | 0.0000% | $20000.00          | $21466.67          | Other Instrument          |
| PROGRESS ENERGY INC                                       | 2031-03-01      | 7.7500%  | 0.0000% | $56000.00          | $66701.54          | Corporate Debt Securities |
| PUBLIC FINANCE AUTHORITY WISCONSIN                        | 2052-10-01      | 5.0000%  | 0.0000% | $17000000.00       | $17743032.22       | Other Instrument          |
| REPUBLIC SERVICES INC                                     | 2041-05-15      | 5.7000%  | 0.0000% | $559000.00         | $607040.46         | Corporate Debt Securities |
| RICKENBACHER OHIO PORT AUTH                               | 2032-01-01      | 5.3750%  | 0.0000% | $155000.00         | $73606.26          | Other Instrument          |
| ST CHARLES CNTY MO FRANCIS HOWELL SCH DIST                | 2034-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11416.44          | Other Instrument          |
| SAN ANTONIO TEX INDPT SCH DIST                            | 2031-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11388.07          | Other Instrument          |
| SAN FRANCISCO CALIF CITY & CNTY                           | 2040-06-15      | 2.6840%  | 0.0000% | $250000.00         | $196222.00         | Other Instrument          |
| SARASOTA CNTY FLA SCH BRD                                 | 2036-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11547.48          | Other Instrument          |
| SCOTTSDALE ARIZ MUN PPTY CORP                             | 2039-07-01      | 2.9000%  | 0.0000% | $1000000.00        | $850901.11         | Other Instrument          |
| SEMPRA INFRASTRUCTURE PARTNERS LP                         | 2032-01-15      | 3.2500%  | 0.0000% | $386000.00         | $348408.10         | Corporate Debt Securities |
| STARBUCKS CORP                                            | 2030-03-12      | 2.2500%  | 0.0000% | $315000.00         | $296655.19         | Corporate Debt Securities |
| EQUINOR ASA                                               | 2043-05-15      | 3.9500%  | 0.0000% | $395000.00         | $339941.61         | Corporate Debt Securities |
| STEEL DYNAMICS INC                                        | 2055-05-15      | 5.7500%  | 0.0000% | $433000.00         | $438647.04         | Corporate Debt Securities |
| STELLANTIS FINANCIAL SERVICES US CORP                     | 2028-09-15      | 4.9500%  | 0.0000% | $353000.00         | $363415.27         | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                               | 2030-09-23      | 2.1420%  | 0.0000% | $239000.00         | $220463.88         | Corporate Debt Securities |
| SYSCO CORP                                                | 2031-12-14      | 2.4500%  | 0.0000% | $3537000.00        | $3219724.22        | Corporate Debt Securities |
| TC PIPELINES LP                                           | 2027-05-25      | 3.9000%  | 0.0000% | $72000.00          | $72523.92          | Corporate Debt Securities |
| TALLAHASSEE FLA                                           | 2034-10-01      | 5.0000%  | 0.0000% | $65000.00          | $78931.31          | Other Instrument          |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                | 2063-11-15      | 1.5500%  | 0.0000% | $27815000.00       | $27822284.88       | Money Market              |
| GLOBAL PAYMENTS INC.                                      | 2026-04-01      | 4.8000%  | 0.0000% | $17000.00          | $17339.94          | Corporate Debt Securities |
| TRUIST FINANCIAL CORP                                     | 2036-10-23      | 4.9640%  | 0.0000% | $21150000.00       | $21468058.40       | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                                     | 2034-09-15      | 4.8000%  | 0.0000% | $8258000.00        | $8464037.10        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                 | 2033-01-20      | 4.5000%  | 0.0000% | $90000.00          | $92050.65          | Corporate Debt Securities |
| UNIVERSITY OF CALIFORNIA                                  | 2030-05-15      | 5.0000%  | 0.0000% | $6505000.00        | $7357357.38        | Other Instrument          |
| UNIVERSITY OF TEXAS SYSTEM                                | 2032-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11641.27          | Other Instrument          |
| VENTAS REALTY LP                                          | 2049-04-15      | 4.8750%  | 0.0000% | $80000.00          | $72876.40          | Corporate Debt Securities |
| VENTAS REALTY LP                                          | 2031-09-01      | 2.5000%  | 0.0000% | $358000.00         | $329339.32         | Corporate Debt Securities |
| VERISK ANALYTICS INC                                      | 2035-03-15      | 5.2500%  | 0.0000% | $4092000.00        | $4240232.70        | Corporate Debt Securities |
| VIRGINIA RESOURCES AUTHORITY                              | 2035-11-01      | 2.0920%  | 0.0000% | $470000.00         | $394231.72         | Other Instrument          |
| VISTRA OPERATIONS COMPANY LLC                             | 2034-12-30      | 5.7000%  | 0.0000% | $1143000.00        | $1193057.69        | Corporate Debt Securities |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY            | 2029-07-15      | 5.0000%  | 0.0000% | $10000.00          | $10954.13          | Other Instrument          |
| WASHINGTON (STATE OF)                                     | 2032-02-01      | 4.0000%  | 0.0000% | $15415000.00       | $15639031.33       | Other Instrument          |
| WELLS FARGO BANK NA                                       | 2036-08-26      | 5.9500%  | 0.0000% | $16175000.00       | $17406811.62       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                     | 2031-04-04      | 4.4780%  | 0.0000% | $4858000.00        | $4993137.95        | Corporate Debt Securities |
| WEST ORANGE-COVE TEX CONS INDPT SCH DIST                  | 2039-02-15      | 3.0000%  | 0.0000% | $15000.00          | $15123.90          | Other Instrument          |
| WISCONSIN (STATE OF)                                      | 2029-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11046.31          | Other Instrument          |
| EMPRESA NACIONAL DEL PETROLEO EN                          | 2047-09-14      | 4.5000%  | 0.0000% | $1246000.00        | $1078581.21        | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                     | 2051-09-10      | 3.5000%  | 0.0000% | $3476000.00        | $2504444.48        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                          | 2035-09-11      | 0.0000%  | 0.0000% | $500000.00         | $514767.36         | Corporate Debt Securities |

### Security 285: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF                        | 2035-04-15      | 5.9320%  | 0.0000% | $20000.00          | $19789.55          | Private Label Collateralized Mortgage Obligations |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $1018895.56        | Other Instrument                                  |
| CSMC_21-NQM6                                                     | 2066-07-25      | 1.5850%  | 0.0000% | $228934.00         | $99619.03          | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA ST MUNI FIN AUTH                                      | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1995362.72        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $9975000.00        | $12563905.96       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $13545607.82       | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $6247000.00        | $5318498.67        | Other Instrument                                  |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $859795.56         | Other Instrument                                  |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3519719.39        | Other Instrument                                  |
| JPMMT_22-5                                                       | 2052-09-25      | 0.1526%  | 0.0000% | $284712448.00      | $1956791.70        | Private Label Collateralized Mortgage Obligations |
| JEA FLA WTR & SWR SYS REV FO                                     | 2036-10-01      | 4.0000%  | 0.0000% | $2000000.00        | $2052764.44        | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1757545.00        | Other Instrument                                  |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5363353.61        | Other Instrument                                  |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD    | 2047-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $1371873.33        | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $9940000.00        | $8692172.16        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1392317.10        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3881673.11        | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1952833.33        | Other Instrument                                  |
| SACRAMENTO CNTY CALIF                                            | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $1518498.50        | Other Instrument                                  |
| SAN JOSE CALIF UNI SCH DIST                                      | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $1006748.89        | Other Instrument                                  |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1769815.17        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3287260.80        | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2193795.87        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2946771.63        | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2893445.33        | Other Instrument                                  |
| BALTIMORE CNTY MD                                                | 2046-07-01      | 3.3030%  | 0.0000% | $4700000.00        | $3795240.60        | Other Instrument                                  |
| BARC_23-NQM1                                                     | 2053-04-01      | 0.1900%  | 0.0000% | $116883.00         | $24.73             | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                             | 2052-01-15      | 4.8370%  | 0.0000% | $1870007.00        | $1718473.59        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_21-INV1                                          | 2056-07-25      | 0.1826%  | 0.0000% | $477912.00         | $3478.93           | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA (STATE OF)                                            | 2038-03-01      | 5.1250%  | 0.0000% | $10010000.00       | $10485130.21       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $1012504.44        | Other Instrument                                  |
| GSMBS_21-HP1                                                     | 2052-01-25      | 0.3981%  | 0.0000% | $94440208.00       | $1687000.82        | Private Label Collateralized Mortgage Obligations |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $2630000.00        | $1583772.20        | Other Instrument                                  |
| HAWT_21-INV2                                                     | 2051-07-25      | 0.2946%  | 0.0000% | $137068049.00      | $1551269.67        | Private Label Collateralized Mortgage Obligations |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20362967.82       | Other Instrument                                  |
| JPMMT_21-13                                                      | 2052-04-25      | 0.4348%  | 0.0000% | $87060772.00       | $1585635.59        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-6                                                       | 2051-10-25      | 0.1298%  | 0.0000% | $681888.00         | $3483.82           | Private Label Collateralized Mortgage Obligations |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2040-01-01      | 7.4140%  | 0.0000% | $450000.00         | $554464.30         | Other Instrument                                  |
| NOHT_19-HNLA                                                     | 2032-04-15      | 7.3953%  | 0.0000% | $101000.00         | $100094.06         | Private Label Collateralized Mortgage Obligations |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $15816307.50       | Other Instrument                                  |
| OBX_21-J3                                                        | 2051-10-25      | 0.3666%  | 0.0000% | $129385728.00      | $2050436.75        | Private Label Collateralized Mortgage Obligations |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $2260000.00        | $2494058.91        | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $18700000.00       | $19682020.11       | Other Instrument                                  |
| RMCT_25-J3                                                       | 2055-12-25      | 6.4860%  | 0.0000% | $500695.00         | $448595.34         | Private Label Collateralized Mortgage Obligations |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6590000.00        | $7348298.49        | Other Instrument                                  |
| TEXAS WATER DEV BRD                                              | 2047-10-15      | 4.1250%  | 0.0000% | $15000000.00       | $14981025.00       | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2040-04-01      | 2.4370%  | 0.0000% | $16809000.00       | $13264038.86       | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $17481118.89       | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                                           | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2789900.84        | Other Instrument                                  |
| WFMBS_21-INV1                                                    | 2051-08-25      | 0.3136%  | 0.0000% | $163352640.00      | $1892750.35        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2026-NQM1 ADMT_26-NQM1                        | 2071-02-25      | 4.9120%  | 0.0000% | $424457.00         | $422730.37         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_20-EYP                                           | 2035-10-15      | 7.4741%  | 0.0000% | $1123000.00        | $11220.64          | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C10                                                     | 2054-07-15      | 2.0000%  | 0.0000% | $1554113.00        | $1130501.34        | Private Label Collateralized Mortgage Obligations |
| BCP_21-330N                                                      | 2038-06-15      | 6.2661%  | 0.0000% | $43871.00          | $5545.25           | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | 2036-08-15      | 4.6741%  | 0.0000% | $35000.00          | $32429.53          | Private Label Collateralized Mortgage Obligations |
| BMO CAPITAL MARKETS CORP BMO_22-C1                               | 2055-02-15      | 2.2500%  | 0.0000% | $445201.00         | $248655.89         | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                                     | 2052-07-25      | 0.0000%  | 0.0000% | $6167203.00        | $308.77            | Private Label Collateralized Mortgage Obligations |
| BMARK_25-V14                                                     | 2057-04-15      | 1.8900%  | 0.0000% | $518293.00         | $37746.74          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V19                            | 2058-01-15      | 4.5000%  | 0.0000% | $211487.00         | $184056.71         | Private Label Collateralized Mortgage Obligations |
| BLACK BELT ENERGY GAS DIST                                       | 2056-11-01      | 5.5000%  | 0.0000% | $9500000.00        | $10410976.11       | Other Instrument                                  |
| BMO_24-5C3                                                       | 2057-02-16      | 0.4352%  | 0.0000% | $1173704.00        | $15188.07          | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 0.0000%  | 0.0000% | $2872128.00        | $2759279.28        | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 0.0000%  | 0.0000% | $137639887.00      | $7344859.30        | Private Label Collateralized Mortgage Obligations |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | 2049-11-10      | 3.8040%  | 0.0000% | $23268.00          | $22134.64          | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_14-UBS5                                 | 2047-09-10      | 3.4950%  | 0.0000% | $196595.00         | $130266.24         | Private Label Collateralized Mortgage Obligations |
| CFX_07-3                                                         | 2037-07-25      | 22.9316% | 0.0000% | $13297145.00       | $2962494.62        | Private Label Collateralized Mortgage Obligations |
| CGCMT_19-C7                                                      | 2072-12-15      | 3.7902%  | 0.0000% | $87519.00          | $21923.45          | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                                       | 2055-06-25      | 0.5000%  | 0.0000% | $3999750.00        | $22040.20          | Private Label Collateralized Mortgage Obligations |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05              | 2042-04-25      | 10.6672% | 0.0000% | $10230.00          | $10870.12          | Private Label Collateralized Mortgage Obligations |
| CAS_23-R06                                                       | 2043-07-25      | 9.5672%  | 0.0000% | $16728.00          | $18305.17          | Private Label Collateralized Mortgage Obligations |
| DBWF MORTGAGE TRUST DBWF_16-85T                                  | 2036-12-10      | 3.8081%  | 0.0000% | $356283.00         | $339793.26         | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.6425%  | 0.0000% | $14821.00          | $13726.07          | Private Label Collateralized Mortgage Obligations |
| DRMT_21-2                                                        | 2066-04-26      | 0.2566%  | 0.0000% | $1000.00           | $6.38              | Private Label Collateralized Mortgage Obligations |
| DBALT_07-OA4                                                     | 2047-08-25      | 4.2471%  | 0.0000% | $89450400.00       | $5959324.60        | Private Label Collateralized Mortgage Obligations |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2047-04-01      | 3.5320%  | 0.0000% | $6285000.00        | $4433088.44        | Other Instrument                                  |
| FREMF_24-K529                                                    | 2029-09-25      | 5.1638%  | 0.0000% | $103350.00         | $95383.78          | Agency Collateralized Mortgage Obligation         |
| JPMMT_17-4                                                       | 2048-11-25      | 3.5000%  | 0.0000% | $1247980.00        | $833501.52         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_20-MK | 2036-12-15      | 4.6241%  | 0.0000% | $200000.00         | $82308.30          | Private Label Collateralized Mortgage Obligations |
| LHOME_25-RTL3                                                    | 2040-08-25      | 8.7300%  | 0.0000% | $469000.00         | $478751.45         | Private Label Collateralized Mortgage Obligations |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2045-07-01      | 6.5740%  | 0.0000% | $2000000.00        | $2212892.44        | Other Instrument                                  |
| MFRA_20-NQM2                                                     | 2065-04-25      | 4.0390%  | 0.0000% | $168800.00         | $166308.69         | Asset-Backed Securities                           |
| INSTITUTIONAL MORTGAGE SECURITIE                                 | 2048-12-15      | 3.1800%  | 0.0000% | $30287.00          | $28763.46          | Private Label Collateralized Mortgage Obligations |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2055-08-01      | 2.3700%  | 0.0000% | $2400000.00        | $2404388.89        | Money Market                                      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP                         | 2051-06-30      | 6.9710%  | 0.0000% | $11100000.00       | $11630773.33       | Other Instrument                                  |
| OBX_24-NQ14                                                      | 2064-09-25      | 0.1873%  | 0.0000% | $134794.00         | $174.03            | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP 26-13                                                | 2043-08-18      | 6.4501%  | 0.0000% | $1143000.00        | $1146130.08        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MORTGAGE TRUST SGR_22-2                           | 2062-08-25      | 5.3530%  | 0.0000% | $1633613.00        | $1175549.13        | Private Label Collateralized Mortgage Obligations |
| TRNTS_32                                                         | 2038-07-23      | 0.0000%  | 0.0000% | $10208368.00       | $7296737.28        | Asset-Backed Securities                           |
| TRNTS_23                                                         | 2036-10-20      | 0.0000%  | 0.0000% | $11970361.00       | $8470083.80        | Asset-Backed Securities                           |
| TRNTS_34                                                         | 2038-04-22      | 0.0000%  | 0.0000% | $6195944.00        | $4751384.44        | Asset-Backed Securities                           |
| UNIVERSITY OF MICHIGAN                                           | 2122-04-01      | 4.4540%  | 0.0000% | $9725000.00        | $8094734.50        | Other Instrument                                  |
| UPSPT_22-ST1                                                     | 2030-03-20      | 0.0000%  | 0.0000% | $709000.00         | $2761.56           | Asset-Backed Securities                           |
| VERUS_25-11                                                      | 2070-11-25      | 5.2700%  | 0.0000% | $391130.00         | $384303.86         | Private Label Collateralized Mortgage Obligations |
| WFRBS_13-C15                                                     | 2046-08-15      | 4.1521%  | 0.0000% | $43490.00          | $29988.69          | Private Label Collateralized Mortgage Obligations |
| WFCMT_18-C48                                                     | 2052-01-15      | 3.0000%  | 0.0000% | $2000000.00        | $1661321.33        | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TRUST WPT_17-WWP                                 | 2036-11-10      | 3.5955%  | 0.0000% | $1068090.00        | $13614.71          | Private Label Collateralized Mortgage Obligations |

### Security 286: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BRY3VV1K9
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALLISON TRANSMISSION INC                                      | 2029-06-01      | 5.8750%  | 0.0000% | $395000.00         | $405173.12         | Corporate Debt Securities                         |
| GENERAL ELECTRIC CO                                           | 2032-03-15      | 6.7500%  | 0.0000% | $4000.00           | $4680.14           | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2028-03-24      | 2.0000%  | 0.0000% | $32000.00          | $31050.56          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2030-10-04      | 5.8500%  | 0.0000% | $52000.00          | $56643.47          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH COMPANIES LLC                                  | 2046-02-01      | 4.9000%  | 0.0000% | $200000.00         | $188599.78         | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC.                                  | 2032-02-15      | 5.0000%  | 0.0000% | $100000.00         | $98820.67          | Corporate Debt Securities                         |
| BALL CORP                                                     | 2030-08-15      | 2.8750%  | 0.0000% | $100000.00         | $93072.83          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                | 2027-11-17      | 5.0170%  | 0.0000% | $46000.00          | $47558.76          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC                                          | 2032-03-15      | 7.0000%  | 0.0000% | $100000.00         | $104644.00         | Corporate Debt Securities                         |
| DAVITA INC                                                    | 2032-09-01      | 6.8750%  | 0.0000% | $150000.00         | $161104.67         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC                                         | 2029-08-15      | 4.3750%  | 0.0000% | $100000.00         | $98454.83          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2026-03-30      | 5.5000%  | 0.0000% | $44000.00          | $45054.61          | Corporate Debt Securities                         |
| UTAH ACQUISITION SUB INC                                      | 2026-06-15      | 3.9500%  | 0.0000% | $3000.00           | $3021.81           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2028-01-10      | 4.6000%  | 0.0000% | $3000.00           | $3069.53           | Corporate Debt Securities                         |
| PUGET SOUND ENRG INC                                          | 2040-07-15      | 5.7640%  | 0.0000% | $3000.00           | $3107.08           | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                      | 2029-08-09      | 4.5500%  | 0.0000% | $100000.00         | $102356.50         | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                           | 2079-12-31      | 4.7500%  | 0.0000% | $680000.00         | $687641.12         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                       | 2028-06-05      | 4.2500%  | 0.0000% | $59000.00          | $60290.95          | Corporate Debt Securities                         |
| AECOM                                                         | 2033-08-01      | 6.0000%  | 0.0000% | $69000.00          | $70838.39          | Corporate Debt Securities                         |
| ALIGNED DATA CENTERS ISSUER LLC ADC_21-1                      | 2046-08-15      | 2.4820%  | 0.0000% | $130945.00         | $129339.92         | Asset-Backed Securities                           |
| APA CORP (US)                                                 | 2049-07-01      | 5.3500%  | 0.0000% | $235000.00         | $205641.97         | Corporate Debt Securities                         |
| APIDOS CLO XXXII APID 19_32AR                                 | 2033-01-20      | 4.7676%  | 0.0000% | $426703.00         | $306763.41         | Asset-Backed Securities                           |
| BSPRT_23-FL10                                                 | 2035-09-15      | 5.9187%  | 0.0000% | $670000.00         | $408389.29         | Private Label Collateralized Mortgage Obligations |
| BSPRT_23-FL10-B                                               | 2035-09-15      | 6.9246%  | 0.0000% | $3894500.00        | $3909429.63        | Asset-Backed Securities                           |
| BANK OF AMERICA CORP                                          | 2028-07-22      | 4.9480%  | 0.0000% | $39000.00          | $39683.30          | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                         | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $91855.02          | Private Label Collateralized Mortgage Obligations |
| BCMK_19-B14                                                   | 2062-12-15      | 3.3515%  | 0.0000% | $3500000.00        | $3234166.34        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                    | 2032-01-22      | 6.1250%  | 0.0000% | $13047000.00       | $13701631.41       | Corporate Debt Securities                         |
| CAUTO_20-1A                                                   | 2050-02-15      | 4.5200%  | 0.0000% | $896769.00         | $886828.01         | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_18-3                                    | 2038-10-18      | 4.9376%  | 0.0000% | $2032661.00        | $2048072.52        | Asset-Backed Securities                           |
| CIFC FUNDING LTD CIFC_21-6                                    | 2034-10-15      | 5.0738%  | 0.0000% | $617119.00         | $621753.79         | Asset-Backed Securities                           |
| CNX RESOURCES CORP                                            | 2032-03-01      | 7.2500%  | 0.0000% | $150000.00         | $162611.17         | Corporate Debt Securities                         |
| CRIBS_25-RTL1                                                 | 2040-05-25      | 5.8110%  | 0.0000% | $363916.00         | $366897.14         | Private Label Collateralized Mortgage Obligations |
| CANYC_25-2                                                    | 2037-10-15      | 5.4193%  | 0.0000% | $6012343.00        | $6183250.71        | Asset-Backed Securities                           |
| CARGILL INC                                                   | 2030-04-23      | 2.1250%  | 0.0000% | $93000.00          | $86948.44          | Corporate Debt Securities                         |
| CARSCOM INC                                                   | 2028-11-01      | 6.3750%  | 0.0000% | $91000.00          | $91614.40          | Corporate Debt Securities                         |
| CENTURY COMMUNITIES INC                                       | 2033-09-15      | 6.6250%  | 0.0000% | $100000.00         | $104762.44         | Corporate Debt Securities                         |
| COLT_21-HX1                                                   | 2066-10-25      | 1.1100%  | 0.0000% | $100025.00         | $48915.28          | Private Label Collateralized Mortgage Obligations |
| COMPASS DATACENTER ISSUER II LLC CMDC_25-2                    | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1076850.53        | Asset-Backed Securities                           |
| CONE_24-DFW1                                                  | 2041-08-15      | 6.3704%  | 0.0000% | $3197900.00        | $3204655.97        | Private Label Collateralized Mortgage Obligations |
| COREWEAVE INC                                                 | 2031-02-01      | 9.0000%  | 0.0000% | $200000.00         | $197958.00         | Corporate Debt Securities                         |
| DAVITA INC                                                    | 2031-02-15      | 3.7500%  | 0.0000% | $177000.00         | $165749.88         | Corporate Debt Securities                         |
| FIP MASTER FUNDING LLC FI_23-1                                | 2053-03-15      | 6.9700%  | 0.0000% | $170808.00         | $171412.42         | Asset-Backed Securities                           |
| FLATIRON CLO LTD FLAT_24-3                                    | 2037-10-18      | 5.0276%  | 0.0000% | $1752531.00        | $1768228.32        | Asset-Backed Securities                           |
| GFL ENVIRONMENTAL INC                                         | 2028-08-01      | 4.0000%  | 0.0000% | $62000.00          | $61261.51          | Corporate Debt Securities                         |
| GWTCMT_24-WLF2                                                | 2041-05-15      | 5.8002%  | 0.0000% | $2116000.00        | $2123398.41        | Private Label Collateralized Mortgage Obligations |
| GEORGIA POWER COMPANY                                         | 2028-05-16      | 4.6500%  | 0.0000% | $11000.00          | $11317.41          | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                             | 2079-12-31      | 6.0000%  | 0.0000% | $7681000.00        | $7898935.57        | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2031-01-08      | 4.5500%  | 0.0000% | $30000.00          | $30408.99          | Corporate Debt Securities                         |
| IRON MOUNTAIN INC                                             | 2027-09-15      | 4.8750%  | 0.0000% | $747000.00         | $763342.49         | Corporate Debt Securities                         |
| JPMCC_23-CCDC                                                 | 2040-10-05      | 7.2355%  | 0.0000% | $557000.00         | $587390.27         | Private Label Collateralized Mortgage Obligations |
| 321 HENDERSON RECEIVABLES LLC HENDR_18-1                      | 2072-10-17      | 3.7400%  | 0.0000% | $4558000.00        | $2733239.72        | Asset-Backed Securities                           |
| KREF LTD KREF_22-FL3                                          | 2039-02-17      | 5.1172%  | 0.0000% | $182500.00         | $74040.85          | Private Label Collateralized Mortgage Obligations |
| DRB PRIME STUDENT LOAN TRUST DRB_17-C                         | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $185229.79         | Asset-Backed Securities                           |
| MF_22-B1                                                      | 2037-11-20      | 5.6796%  | 0.0000% | $4464000.00        | $4470973.41        | Private Label Collateralized Mortgage Obligations |
| MF_22-B1                                                      | 2037-11-17      | 6.3597%  | 0.0000% | $9100000.00        | $9112769.62        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL16                                                   | 2039-11-18      | 5.8222%  | 0.0000% | $1720080.00        | $1676858.54        | Private Label Collateralized Mortgage Obligations |
| MF1_24-FL14                                                   | 2039-03-19      | 5.8997%  | 0.0000% | $4063012.00        | $4072645.53        | Asset-Backed Securities                           |
| MATADOR RESOURCES CO                                          | 2033-04-15      | 6.2500%  | 0.0000% | $100000.00         | $104110.67         | Corporate Debt Securities                         |
| MEDLINE BORROWER LP                                           | 2029-04-01      | 6.2500%  | 0.0000% | $88000.00          | $92981.44          | Corporate Debt Securities                         |
| METLIFE REINSURANCE COMPANY OF CHARLESTON                     | 2042-12-31      | 4.8017%  | 0.0000% | $33900000.00       | $7860318.48        | Corporate Debt Securities                         |
| MIDAMERICAN ENERGY COMPANY                                    | 2027-05-01      | 3.1000%  | 0.0000% | $6000.00           | $6026.81           | Corporate Debt Securities                         |
| MORGAN STANLEY                                                | 2030-01-09      | 4.2380%  | 0.0000% | $15000.00          | $15105.09          | Corporate Debt Securities                         |
| NRG ENERGY INC                                                | 2033-02-01      | 6.0000%  | 0.0000% | $904000.00         | $931620.21         | Corporate Debt Securities                         |
| NELNET STUDENT LOAN TRUST NSLT_21-A                           | 2062-04-20      | 2.8500%  | 0.0000% | $684076.00         | $627350.48         | Asset-Backed Securities                           |
| GEN DIGITAL INC                                               | 2033-04-01      | 6.2500%  | 0.0000% | $171000.00         | $175108.65         | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP                                         | 2030-11-05      | 4.1000%  | 0.0000% | $1000.00           | $1017.71           | Corporate Debt Securities                         |
| OAK HILL CREDIT PARTNERS OAKC_16-13ARR                        | 2037-10-21      | 5.2500%  | 0.0000% | $3658962.00        | $3686806.56        | Asset-Backed Securities                           |
| OBX TRUST OBX_21-NQM4                                         | 2061-10-25      | 1.9570%  | 0.0000% | $134999.00         | $74068.85          | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM2                          | 2064-11-25      | 5.9520%  | 0.0000% | $658580.00         | $487781.79         | Private Label Collateralized Mortgage Obligations |
| OKLAHOMA GAS & ELEC CO                                        | 2041-05-15      | 5.2500%  | 0.0000% | $4000.00           | $4063.26           | Corporate Debt Securities                         |
| PFP LTD PFP_24-11                                             | 2039-09-15      | 5.5005%  | 0.0000% | $883500.00         | $386690.20         | Private Label Collateralized Mortgage Obligations |
| PK ALIFT LOAN FUNDING 6 LP PKAIR_25-1                         | 2042-11-17      | 5.8110%  | 0.0000% | $4951494.00        | $4542342.35        | Asset-Backed Securities                           |
| PK ALIFT LOAN FUNDING 4 LP PKAIR_24-2                         | 2039-10-15      | 5.4320%  | 0.0000% | $358000.00         | $239231.60         | Asset-Backed Securities                           |
| POLAND  (REPUBLIC OF)                                         | 2034-09-18      | 5.1250%  | 0.0000% | $242000.00         | $256606.01         | Corporate Debt Securities                         |
| RCKT_23-CES3                                                  | 2043-11-25      | 7.9670%  | 0.0000% | $5296000.00        | $5413412.91        | Private Label Collateralized Mortgage Obligations |
| SHELL INTERNATIONAL FINANCE BV                                | 2042-08-21      | 3.6250%  | 0.0000% | $47000.00          | $38384.63          | Corporate Debt Securities                         |
| BLOCK INC                                                     | 2032-05-15      | 6.5000%  | 0.0000% | $174000.00         | $181323.08         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                        | 2079-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2906626.67        | Corporate Debt Securities                         |
| POLAND  (REPUBLIC OF)                                         | 2027-11-16      | 5.5000%  | 0.0000% | $4926000.00        | $5142401.92        | Corporate Debt Securities                         |
| STORE MASTER FUNDING LLC STR_18-1A                            | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $181518.77         | Asset-Backed Securities                           |
| STR_18-1                                                      | 2048-10-20      | 4.7400%  | 0.0000% | $2229121.00        | $2081265.40        | Asset-Backed Securities                           |
| SUNOCO LP                                                     | 2030-05-01      | 4.6250%  | 0.0000% | $76000.00          | $75461.37          | Corporate Debt Securities                         |
| TOWD POINT MORTGAGE TRUST TPMT_1                              | 2056-10-25      | 3.7500%  | 0.0000% | $6404864.00        | $6296124.35        | Asset-Backed Securities                           |
| TPMT_17-6                                                     | 2057-10-25      | 3.2664%  | 0.0000% | $4356477.00        | $3865239.32        | Asset-Backed Securities                           |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                           | 2058-03-25      | 3.5000%  | 0.0000% | $11626727.00       | $10874393.78       | Asset-Backed Securities                           |
| TPMT_19-1                                                     | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $121257.41         | Private Label Collateralized Mortgage Obligations |
| TPMT_19-4                                                     | 2059-10-25      | 3.7500%  | 0.0000% | $576637.00         | $513024.91         | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                                                  | 2079-12-31      | 3.8750%  | 0.0000% | $731000.00         | $734837.24         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                   | 2035-02-09      | 6.3500%  | 0.0000% | $402000.00         | $424321.05         | Corporate Debt Securities                         |
| WF-RBS COMMERCIAL MORTGAGE TRUST                              | 2057-09-15      | 4.0690%  | 0.0000% | $19641.00          | $16029.22          | Private Label Collateralized Mortgage Obligations |
| WISCONSIN PUBLIC SERVICE CORPORATION                          | 2031-01-15      | 4.2500%  | 0.0000% | $11000.00          | $11132.38          | Corporate Debt Securities                         |
| AES CORP                                                      | 2055-01-15      | 7.6000%  | 0.0000% | $150000.00         | $151772.50         | Corporate Debt Securities                         |
| COREBRIDGE GLOBAL FUNDING                                     | 2028-09-19      | 5.9000%  | 0.0000% | $49000.00          | $52408.66          | Corporate Debt Securities                         |
| ADVANCE AUTO PARTS INC                                        | 2033-08-01      | 7.3750%  | 0.0000% | $100000.00         | $103532.64         | Corporate Debt Securities                         |
| ALABAMA POWER COMPANY                                         | 2041-06-01      | 5.2000%  | 0.0000% | $51000.00          | $51841.10          | Corporate Debt Securities                         |
| ALLIANT HOLDINGS INTERMEDIATE LLC                             | 2028-04-15      | 6.7500%  | 0.0000% | $777000.00         | $804591.27         | Corporate Debt Securities                         |
| ALUMINA PTY LTD                                               | 2030-03-15      | 6.1250%  | 0.0000% | $200000.00         | $212964.50         | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2026-09-09      | 2.3000%  | 0.0000% | $2000.00           | $2004.91           | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2027-01-08      | 2.3500%  | 0.0000% | $76000.00          | $75290.81          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2028-01-12      | 4.7000%  | 0.0000% | $36000.00          | $36741.42          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2030-04-17      | 4.6000%  | 0.0000% | $16000.00          | $16525.46          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2026-07-07      | 5.2500%  | 0.0000% | $53000.00          | $53659.94          | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2027-03-12      | 4.4630%  | 0.0000% | $8000.00           | $8095.08           | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                            | 2027-07-09      | 4.5358%  | 0.0000% | $3000.00           | $3035.80           | Corporate Debt Securities                         |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                     | 2034-09-12      | 5.4090%  | 0.0000% | $85000.00          | $86167.16          | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                            | 2033-08-15      | 6.6250%  | 0.0000% | $6000.00           | $6832.13           | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                            | 2030-06-01      | 3.5000%  | 0.0000% | $8000.00           | $7939.13           | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (NEW YORK BRANCH) | 2028-12-08      | 3.9190%  | 0.0000% | $100000.00         | $101238.00         | Corporate Debt Securities                         |
| AESOP_23-4A                                                   | 2029-06-20      | 7.3100%  | 0.0000% | $1186000.00        | $1224582.23        | Asset-Backed Securities                           |
| BMW US CAPITAL LLC                                            | 2027-04-06      | 3.3000%  | 0.0000% | $2000.00           | $2014.49           | Corporate Debt Securities                         |
| BANCO SANTANDER SA                                            | 2079-12-31      | 4.7500%  | 0.0000% | $600000.00         | $598529.50         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                          | 2044-04-01      | 4.8750%  | 0.0000% | $23000.00          | $22629.72          | Corporate Debt Securities                         |
| BANK OF MONTREAL                                              | 2026-06-05      | 5.0453%  | 0.0000% | $6000.00           | $6089.24           | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                              | 2032-01-26      | 2.5000%  | 0.0000% | $11000.00          | $10112.11          | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                              | 2029-02-01      | 4.5430%  | 0.0000% | $13000.00          | $13193.71          | Corporate Debt Securities                         |
| BARCLAYS PLC                                                  | 2079-12-31      | 4.3750%  | 0.0000% | $2498000.00        | $2455758.82        | Corporate Debt Securities                         |
| BEAZER HOMES USA INC                                          | 2031-03-15      | 7.5000%  | 0.0000% | $1424000.00        | $1514950.88        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TRUST BMARK_21-B29                         | 2054-09-15      | 2.7517%  | 0.0000% | $1000000.00        | $837372.34         | Private Label Collateralized Mortgage Obligations |
| BERKSHIRE HATHAWAY ENERGY CO                                  | 2028-04-15      | 3.2500%  | 0.0000% | $26000.00          | $26020.19          | Corporate Debt Securities                         |
| BLACKSTONE REG FINANCE CO LLC                                 | 2030-11-03      | 4.3000%  | 0.0000% | $19000.00          | $19233.83          | Corporate Debt Securities                         |
| BOEING CO                                                     | 2048-03-01      | 3.6250%  | 0.0000% | $5000.00           | $3731.41           | Corporate Debt Securities                         |
| BON SECOURS MERCY HEALTH INC                                  | 2030-06-01      | 3.4640%  | 0.0000% | $95000.00          | $93501.39          | Corporate Debt Securities                         |
| BOSTON GAS COMPANY                                            | 2032-03-16      | 3.7570%  | 0.0000% | $187000.00         | $182351.58         | Corporate Debt Securities                         |
| BOYD GAMING CORP                                              | 2031-06-15      | 4.7500%  | 0.0000% | $52000.00          | $52013.78          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                | 2028-09-21      | 3.9370%  | 0.0000% | $5000.00           | $5100.35           | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                                | 2027-04-06      | 3.5430%  | 0.0000% | $46000.00          | $46502.63          | Corporate Debt Securities                         |
| BROADSTONE NET LEASE LLC                                      | 2031-09-15      | 2.6000%  | 0.0000% | $21000.00          | $19035.87          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC                                      | 2035-05-15      | 6.7500%  | 0.0000% | $150000.00         | $160260.75         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC                                     | 2032-10-15      | 6.0000%  | 0.0000% | $100000.00         | $100258.00         | Corporate Debt Securities                         |
| CALIFORNIA RESOURCES CORP                                     | 2034-01-15      | 7.0000%  | 0.0000% | $97000.00          | $101454.99         | Corporate Debt Securities                         |
| CANADA (GOVERNMENT OF)                                        | 2028-04-26      | 3.7500%  | 0.0000% | $15000.00          | $15273.81          | Corporate Debt Securities                         |
| CATERPILLAR FINANCIAL SERVICES CORP                           | 2027-10-15      | 4.4000%  | 0.0000% | $27000.00          | $27750.69          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                       | 2035-03-01      | 5.0500%  | 0.0000% | $24000.00          | $25097.73          | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO                                       | 2030-10-15      | 4.1250%  | 0.0000% | $100000.00         | $97949.50          | Corporate Debt Securities                         |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                  | 2031-03-15      | 4.0000%  | 0.0000% | $22000.00          | $21152.34          | Corporate Debt Securities                         |
| CHEVRON USA INC.                                              | 2027-08-13      | 3.9500%  | 0.0000% | $25000.00          | $25154.40          | Corporate Debt Securities                         |
| CHRISTUS HEALTH                                               | 2028-07-01      | 4.3410%  | 0.0000% | $48000.00          | $48535.81          | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC                                          | 2031-09-15      | 7.5000%  | 0.0000% | $72000.00          | $77667.84          | Corporate Debt Securities                         |
| COINBASE GLOBAL INC                                           | 2028-10-01      | 3.3750%  | 0.0000% | $100000.00         | $96820.75          | Corporate Debt Securities                         |
| COMMERCIAL METALS COMPANY                                     | 2035-12-15      | 6.0000%  | 0.0000% | $100000.00         | $104117.67         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH                                           | 2029-10-01      | 3.3470%  | 0.0000% | $10000.00          | $9849.34           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                   | 2027-08-15      | 2.9500%  | 0.0000% | $9000.00           | $8912.10           | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                   | 2028-08-15      | 3.7000%  | 0.0000% | $75000.00          | $74929.00          | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                   | 2030-03-01      | 2.2000%  | 0.0000% | $48000.00          | $45322.83          | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                   | 2044-03-15      | 4.4500%  | 0.0000% | $1000.00           | $904.91            | Corporate Debt Securities                         |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                   | 2027-11-18      | 4.1936%  | 0.0000% | $169000.00         | $169428.98         | Corporate Debt Securities                         |
| CONSUMERS ENERGY COMPANY                                      | 2028-03-01      | 4.6500%  | 0.0000% | $3000.00           | $3115.33           | Corporate Debt Securities                         |
| COREBRIDGE FINANCIAL INC                                      | 2033-09-15      | 6.0500%  | 0.0000% | $70000.00          | $76672.05          | Corporate Debt Securities                         |
| CROWN CASTLE TOWERS LLC                                       | 2048-07-15      | 4.2410%  | 0.0000% | $90138.00          | $90381.08          | Asset-Backed Securities                           |
| DTE ELECTRIC COMPANY                                          | 2027-05-14      | 4.2500%  | 0.0000% | $2000.00           | $2036.00           | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | 2031-01-18      | 8.5000%  | 0.0000% | $121000.00         | $144635.94         | Corporate Debt Securities                         |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                       | 2030-10-12      | 4.6500%  | 0.0000% | $120000.00         | $123846.90         | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORP                                       | 2028-07-14      | 4.9500%  | 0.0000% | $2000.00           | $2067.97           | Corporate Debt Securities                         |
| DELUXE CORP                                                   | 2029-09-15      | 8.1250%  | 0.0000% | $55000.00          | $59792.29          | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                              | 2054-09-01      | 6.4500%  | 0.0000% | $4000.00           | $4344.89           | Corporate Debt Securities                         |
| DUKE ENERGY FLORIDA LLC                                       | 2030-06-15      | 1.7500%  | 0.0000% | $11000.00          | $10033.54          | Corporate Debt Securities                         |
| ERAC USA FINANCE LLC                                          | 2028-05-01      | 4.6000%  | 0.0000% | $3000.00           | $3088.03           | Corporate Debt Securities                         |
| EATON CORPORATION                                             | 2028-05-18      | 4.3500%  | 0.0000% | $7000.00           | $7166.41           | Corporate Debt Securities                         |
| ECOPETROL SA                                                  | 2032-02-01      | 7.7500%  | 0.0000% | $565000.00         | $583462.63         | Corporate Debt Securities                         |
| ELM ROAD GENERATING STATION SUPERCRITICAL LLC                 | 2040-02-11      | 6.0900%  | 0.0000% | $117000.00         | $127021.83         | Corporate Debt Securities                         |
| IBERDROLA INTERNATIONAL BV                                    | 2033-09-15      | 6.7500%  | 0.0000% | $6000.00           | $6844.23           | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                            | 2056-02-15      | 6.5000%  | 0.0000% | $100000.00         | $101550.67         | Corporate Debt Securities                         |
| ENTERGY ARKANSAS LLC                                          | 2033-09-15      | 5.3000%  | 0.0000% | $1000.00           | $1072.73           | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                             | 2028-10-16      | 4.1500%  | 0.0000% | $37000.00          | $37854.75          | Corporate Debt Securities                         |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                       | 2028-03-03      | 5.4500%  | 0.0000% | $23000.00          | $24184.54          | Corporate Debt Securities                         |
| ESSEX PORTFOLIO LP                                            | 2032-03-15      | 2.6500%  | 0.0000% | $5000.00           | $4555.48           | Corporate Debt Securities                         |
| EXPORT-IMPORT BANK OF KOREA                                   | 2031-01-13      | 3.8750%  | 0.0000% | $103000.00         | $104036.81         | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                      | 2028-04-01      | 5.0500%  | 0.0000% | $20000.00          | $20898.61          | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                      | 2028-05-15      | 4.4000%  | 0.0000% | $179000.00         | $183375.95         | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL HOLDINGS US INC                             | 2034-02-01      | 5.5000%  | 0.0000% | $765000.00         | $772844.23         | Corporate Debt Securities                         |
| GAP INC                                                       | 2031-10-01      | 3.8750%  | 0.0000% | $100000.00         | $94671.53          | Corporate Debt Securities                         |
| GLAXOSMITHKLINE CAPITAL PLC                                   | 2027-03-12      | 4.1930%  | 0.0000% | $2000.00           | $2024.42           | Corporate Debt Securities                         |
| GLOBE LIFE INC                                                | 2034-09-15      | 5.8500%  | 0.0000% | $36000.00          | $38764.98          | Corporate Debt Securities                         |
| GOEASY LTD                                                    | 2030-05-15      | 6.8750%  | 0.0000% | $100000.00         | $90985.92          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTERNATIONAL LLC                           | 2032-07-15      | 6.3750%  | 0.0000% | $2000.00           | $2045.80           | Corporate Debt Securities                         |
| GRAY MEDIA INC                                                | 2033-08-15      | 7.2500%  | 0.0000% | $150000.00         | $155630.50         | Corporate Debt Securities                         |
| GROUP 1 AUTO INC                                              | 2028-08-15      | 4.0000%  | 0.0000% | $100000.00         | $98132.33          | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                      | 2027-05-30      | 3.3000%  | 0.0000% | $171000.00         | $171520.70         | Corporate Debt Securities                         |
| HCA INC                                                       | 2032-03-15      | 3.6250%  | 0.0000% | $119000.00         | $115138.75         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2026-11-02      | 3.5000%  | 0.0000% | $93000.00          | $93708.71          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2030-04-08      | 6.3750%  | 0.0000% | $17000.00          | $18684.27          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2028-03-30      | 5.6000%  | 0.0000% | $28000.00          | $29448.35          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2027-01-08      | 5.2500%  | 0.0000% | $11000.00          | $11197.73          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2029-06-24      | 5.3000%  | 0.0000% | $173000.00         | $180477.93         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2027-09-24      | 3.6700%  | 0.0000% | $50000.00          | $50684.88          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2030-01-08      | 5.3000%  | 0.0000% | $146000.00         | $152753.07         | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2030-03-27      | 5.1500%  | 0.0000% | $44000.00          | $46355.25          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2028-06-23      | 4.9000%  | 0.0000% | $73000.00          | $74911.22          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2030-06-24      | 5.1000%  | 0.0000% | $93000.00          | $96674.90          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2028-09-18      | 4.2500%  | 0.0000% | $59000.00          | $60286.25          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2026-06-15      | 1.5000%  | 0.0000% | $7000.00           | $6967.31           | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2027-03-19      | 5.3000%  | 0.0000% | $20000.00          | $20736.22          | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                       | 2027-06-24      | 5.2750%  | 0.0000% | $60000.00          | $61515.08          | Corporate Debt Securities                         |
| TRANE TECHNOLOGIES FINANCING LTD                              | 2026-03-21      | 3.5000%  | 0.0000% | $6000.00           | $6088.60           | Corporate Debt Securities                         |
| ING BANK NV                                                   | 2026-08-24      | 0.0000%  | 0.0000% | $3817350.00        | $3747316.90        | Money Market                                      |
| INSIGHT ENTERPRISES INC                                       | 2032-05-15      | 6.6250%  | 0.0000% | $44000.00          | $45065.28          | Corporate Debt Securities                         |
| INSTALLED BUILDING PRODUCTS INC                               | 2034-02-01      | 5.6250%  | 0.0000% | $100000.00         | $102019.50         | Corporate Debt Securities                         |
| EVERGY METRO INC                                              | 2041-10-01      | 5.3000%  | 0.0000% | $5000.00           | $5129.37           | Corporate Debt Securities                         |
| KENNEDY-WILSON INC                                            | 2030-02-01      | 4.7500%  | 0.0000% | $2266000.00        | $2252454.36        | Corporate Debt Securities                         |
| KOREA GAS CORP                                                | 2027-07-20      | 3.1250%  | 0.0000% | $697000.00         | $692463.79         | Corporate Debt Securities                         |
| KFW                                                           | 2027-06-28      | 4.0000%  | 0.0000% | $8889000.00        | $9005317.50        | Corporate Debt Securities                         |
| LAMB WESTON HOLDINGS INC                                      | 2030-01-31      | 4.1250%  | 0.0000% | $100000.00         | $97298.38          | Corporate Debt Securities                         |
| WARNERMEDIA HOLDINGS INC                                      | 2027-03-15      | 3.7550%  | 0.0000% | $1181000.00        | $1199255.31        | Corporate Debt Securities                         |
| MARRIOTT OWNERSHIP RESORTS INC                                | 2028-01-15      | 4.7500%  | 0.0000% | $116000.00         | $117444.78         | Corporate Debt Securities                         |
| MARS INC                                                      | 2028-04-20      | 4.5500%  | 0.0000% | $4000.00           | $4118.21           | Corporate Debt Securities                         |
| MARS INC                                                      | 2028-03-01      | 4.6000%  | 0.0000% | $37000.00          | $38338.25          | Corporate Debt Securities                         |
| MEDTRONIC INC                                                 | 2035-03-15      | 4.3750%  | 0.0000% | $125000.00         | $125830.94         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | 2027-11-15      | 4.9000%  | 0.0000% | $150000.00         | $154658.00         | Corporate Debt Securities                         |
| MERCK & CO INC                                                | 2039-06-30      | 5.8500%  | 0.0000% | $3000.00           | $3297.34           | Corporate Debt Securities                         |
| MID-AMERICA APARTMENTS LP                                     | 2026-09-15      | 1.1000%  | 0.0000% | $5000.00           | $4947.30           | Corporate Debt Securities                         |
| MOLINA HEALTHCARE INC                                         | 2031-02-15      | 6.5000%  | 0.0000% | $98000.00          | $100351.40         | Corporate Debt Securities                         |
| MONONGAHELA POWER COMPANY                                     | 2027-05-15      | 3.5500%  | 0.0000% | $125000.00         | $125638.54         | Corporate Debt Securities                         |
| NRG ENERGY INC                                                | 2029-02-15      | 3.3750%  | 0.0000% | $83000.00          | $80052.26          | Corporate Debt Securities                         |
| NRG ENERGY INC                                                | 2032-02-15      | 3.8750%  | 0.0000% | $100000.00         | $94168.17          | Corporate Debt Securities                         |
| NRG ENERGY INC                                                | 2029-07-15      | 5.7500%  | 0.0000% | $112000.00         | $113189.25         | Corporate Debt Securities                         |
| NRG ENERGY INC                                                | 2034-01-15      | 5.7500%  | 0.0000% | $287000.00         | $297318.05         | Corporate Debt Securities                         |
| NYU LANGONE HOSPITALS                                         | 2042-07-01      | 4.4280%  | 0.0000% | $3000.00           | $2757.56           | Corporate Debt Securities                         |
| NYU LANGONE HOSPITALS                                         | 2043-07-01      | 5.7500%  | 0.0000% | $109000.00         | $115156.80         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP             | 2028-11-01      | 3.9000%  | 0.0000% | $27000.00          | $27363.06          | Corporate Debt Securities                         |
| NAVIENT CORP                                                  | 2028-03-15      | 4.8750%  | 0.0000% | $1445000.00        | $1423682.64        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP                                            | 2029-04-01      | 8.0000%  | 0.0000% | $100000.00         | $104367.44         | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FUNDING                                  | 2028-01-09      | 4.8500%  | 0.0000% | $1000.00           | $1025.09           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FUNDING                                  | 2029-01-29      | 4.7000%  | 0.0000% | $15000.00          | $15362.63          | Corporate Debt Securities                         |
| NEWELL BRANDS INC                                             | 2028-06-01      | 8.5000%  | 0.0000% | $100000.00         | $107388.56         | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                            | 2031-01-13      | 4.3000%  | 0.0000% | $100000.00         | $101054.56         | Corporate Debt Securities                         |
| OPEN TEXT CORP                                                | 2028-02-15      | 3.8750%  | 0.0000% | $87000.00          | $83109.51          | Corporate Debt Securities                         |
| OPEN TEXT CORP                                                | 2029-12-01      | 3.8750%  | 0.0000% | $200000.00         | $182775.39         | Corporate Debt Securities                         |
| ORACLE CORPORATION                                            | 2053-02-06      | 5.5500%  | 0.0000% | $196000.00         | $164561.11         | Corporate Debt Securities                         |
| PG&E CORP                                                     | 2055-03-15      | 7.3750%  | 0.0000% | $100000.00         | $106853.75         | Corporate Debt Securities                         |
| PPL ELECTRIC UTILITIES CORPORATION                            | 2041-07-15      | 5.2000%  | 0.0000% | $6000.00           | $6037.48           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2027-02-04      | 2.0000%  | 0.0000% | $100000.00         | $98619.78          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2026-08-10      | 5.0500%  | 0.0000% | $1000.00           | $1007.79           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2028-08-10      | 4.9500%  | 0.0000% | $2000.00           | $2061.74           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2026-11-09      | 5.2000%  | 0.0000% | $1000.00           | $1025.45           | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2030-05-08      | 4.5500%  | 0.0000% | $14000.00          | $14520.19          | Corporate Debt Securities                         |
| PACCAR FINANCIAL CORP                                         | 2028-11-07      | 4.0000%  | 0.0000% | $50000.00          | $50954.61          | Corporate Debt Securities                         |
| POST HOLDINGS INC                                             | 2031-09-15      | 4.5000%  | 0.0000% | $150000.00         | $146730.00         | Corporate Debt Securities                         |
| POST HOLDINGS INC                                             | 2034-10-15      | 6.2500%  | 0.0000% | $100000.00         | $104643.67         | Corporate Debt Securities                         |
| PRINCIPAL LIFE GLOBAL FUNDING II                              | 2026-11-17      | 1.5000%  | 0.0000% | $108000.00         | $106656.12         | Corporate Debt Securities                         |
| PROLOGIS LP                                                   | 2048-09-15      | 4.3750%  | 0.0000% | $140000.00         | $122368.05         | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                   | 2032-10-01      | 5.3690%  | 0.0000% | $8000.00           | $8536.51           | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2036-12-01      | 5.7000%  | 0.0000% | $30000.00          | $32648.60          | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2027-05-15      | 3.0000%  | 0.0000% | $5000.00           | $4998.85           | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2028-05-01      | 3.7000%  | 0.0000% | $2000.00           | $2018.92           | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2029-05-15      | 3.2000%  | 0.0000% | $4000.00           | $3955.35           | Corporate Debt Securities                         |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                       | 2030-01-15      | 2.4500%  | 0.0000% | $25000.00          | $23681.96          | Corporate Debt Securities                         |
| PUGET SOUND ENRG INC                                          | 2035-06-01      | 5.4830%  | 0.0000% | $25000.00          | $26091.71          | Corporate Debt Securities                         |
| PUGET SOUND ENRG INC                                          | 2040-03-15      | 5.7950%  | 0.0000% | $9000.00           | $9633.58           | Corporate Debt Securities                         |
| RIO TINTO FINANCE (USA) PLC                                   | 2030-03-14      | 4.8750%  | 0.0000% | $89000.00          | $93755.53          | Corporate Debt Securities                         |
| ROCKET COMPANIES INC                                          | 2030-08-01      | 6.1250%  | 0.0000% | $87000.00          | $89431.09          | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC                                     | 2055-04-15      | 7.0000%  | 0.0000% | $172000.00         | $184486.63         | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC                                     | 2055-04-15      | 7.1250%  | 0.0000% | $100000.00         | $108582.50         | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                          | 2032-05-04      | 3.8750%  | 0.0000% | $53000.00          | $52697.01          | Corporate Debt Securities                         |
| ROYAL BANK OF CANADA                                          | 2028-01-12      | 4.9000%  | 0.0000% | $2000.00           | $2053.19           | Corporate Debt Securities                         |
| SSM HEALTH CARE CORP                                          | 2027-06-01      | 3.8230%  | 0.0000% | $47000.00          | $47387.41          | Corporate Debt Securities                         |
| SSM HEALTH CARE CORP                                          | 2028-06-01      | 4.8940%  | 0.0000% | $25000.00          | $25716.03          | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELECTRIC CO                                   | 2041-11-15      | 3.9500%  | 0.0000% | $4000.00           | $3399.25           | Corporate Debt Securities                         |
| SAN DIEGO GAS & ELECTRIC CO                                   | 2030-10-01      | 1.7000%  | 0.0000% | $2000.00           | $1811.09           | Corporate Debt Securities                         |
| SCHLUMBERGER HOLDINGS CORP                                    | 2029-05-01      | 4.3000%  | 0.0000% | $85000.00          | $87111.87          | Corporate Debt Securities                         |
| SCHLUMBERGER HOLDINGS CORP                                    | 2029-11-15      | 5.0000%  | 0.0000% | $47000.00          | $49185.81          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO/THE                                     | 2031-04-01      | 4.0000%  | 0.0000% | $100000.00         | $96426.22          | Corporate Debt Securities                         |
| SERVICE CORPORATION INTERNATIONAL                             | 2031-05-15      | 4.0000%  | 0.0000% | $100000.00         | $96881.33          | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FINANCE BV                                | 2029-11-07      | 2.3750%  | 0.0000% | $10000.00          | $9557.77           | Corporate Debt Securities                         |
| SHELL FINANCE US INC                                          | 2030-11-06      | 4.1250%  | 0.0000% | $175000.00         | $178214.53         | Corporate Debt Securities                         |
| SHELL FINANCE US INC                                          | 2028-11-13      | 3.8750%  | 0.0000% | $90000.00          | $91400.80          | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA INC                            | 2038-01-15      | 6.0500%  | 0.0000% | $1000.00           | $1103.19           | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                                   | 2029-04-01      | 7.2500%  | 0.0000% | $61000.00          | $65916.16          | Corporate Debt Securities                         |
| STARWOOD PROPERTY TRUST INC                                   | 2031-01-15      | 5.7500%  | 0.0000% | $100000.00         | $103477.31         | Corporate Debt Securities                         |
| SUMITOMO LIFE INSURANCE CO                                    | 2055-09-10      | 5.8750%  | 0.0000% | $1445000.00        | $1505319.32        | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                                           | 2033-02-02      | 7.2500%  | 0.0000% | $100000.00         | $106498.47         | Corporate Debt Securities                         |
| Team Hlth Hldgs                                               | 2028-06-30      | 9.0000%  | 0.0000% | $1999000.00        | $2179409.75        | Corporate Debt Securities                         |
| TELEFLEX INC                                                  | 2028-06-01      | 4.2500%  | 0.0000% | $71000.00          | $70645.91          | Corporate Debt Securities                         |
| TELUS CORP                                                    | 2055-10-15      | 7.0000%  | 0.0000% | $100000.00         | $107912.67         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP                                         | 2031-11-15      | 6.8750%  | 0.0000% | $156000.00         | $173548.31         | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP                                         | 2029-06-01      | 4.2500%  | 0.0000% | $92000.00          | $91485.98          | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP                                         | 2033-11-15      | 6.0000%  | 0.0000% | $90000.00          | $94447.80          | Corporate Debt Securities                         |
| TEREX CORP                                                    | 2032-10-15      | 6.2500%  | 0.0000% | $162000.00         | $170755.56         | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                     | 2027-03-10      | 2.8000%  | 0.0000% | $2000.00           | $2007.10           | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                      | 2030-05-17      | 4.5500%  | 0.0000% | $3000.00           | $3108.84           | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                      | 2031-01-10      | 4.2000%  | 0.0000% | $86000.00          | $86883.22          | Corporate Debt Securities                         |
| TRINITY HEALTH CORP                                           | 2040-12-01      | 2.6320%  | 0.0000% | $33000.00          | $24760.15          | Corporate Debt Securities                         |
| COHERENT CORP                                                 | 2029-12-15      | 5.0000%  | 0.0000% | $125000.00         | $126368.75         | Corporate Debt Securities                         |
| UNILEVER CAPITAL CORP                                         | 2030-09-14      | 1.3750%  | 0.0000% | $145000.00         | $131365.03         | Corporate Debt Securities                         |
| UNION ELECTRIC CO                                             | 2029-03-15      | 3.5000%  | 0.0000% | $2000.00           | $2006.78           | Corporate Debt Securities                         |
| UNION ELECTRIC CO                                             | 2030-03-15      | 2.9500%  | 0.0000% | $3000.00           | $2918.09           | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                   | 2040-01-11      | 6.0500%  | 0.0000% | $966000.00         | $975882.72         | Corporate Debt Securities                         |
| US BANCORP                                                    | 2028-01-27      | 2.2150%  | 0.0000% | $2000.00           | $1972.71           | Corporate Debt Securities                         |
| UNITED STATES STEEL CORP                                      | 2037-06-01      | 6.6500%  | 0.0000% | $25000.00          | $26707.15          | Corporate Debt Securities                         |
| VAIL RESORTS INC                                              | 2030-07-15      | 5.6250%  | 0.0000% | $87000.00          | $89212.63          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                    | 2048-09-15      | 4.5220%  | 0.0000% | $197000.00         | $171387.83         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                         | 2034-07-25      | 5.5570%  | 0.0000% | $44000.00          | $46547.58          | Corporate Debt Securities                         |
| EVERGY KANSAS CENTRAL INC                                     | 2042-03-01      | 4.1250%  | 0.0000% | $4000.00           | $3557.79           | Corporate Debt Securities                         |
| WHIRLPOOL CORP                                                | 2029-02-26      | 4.7500%  | 0.0000% | $100000.00         | $98839.19          | Corporate Debt Securities                         |
| WISCONSIN ELECTRIC POWER COMPANY                              | 2029-03-01      | 3.9500%  | 0.0000% | $77000.00          | $77819.84          | Corporate Debt Securities                         |
| XPO INC                                                       | 2032-02-01      | 7.1250%  | 0.0000% | $150000.00         | $158129.37         | Corporate Debt Securities                         |
| ZF NORTH AMERICA CAPITAL INC                                  | 2031-03-24      | 7.5000%  | 0.0000% | $1112000.00        | $1181828.04        | Corporate Debt Securities                         |
| UBS GROUP AG                                                  | 2079-12-31      | 4.8750%  | 0.0000% | $2359000.00        | $2356195.74        | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                           | 2028-07-26      | 4.4980%  | 0.0000% | $614000.00         | $621485.98         | Corporate Debt Securities                         |
| KNOC                                                          | 2029-04-03      | 4.8750%  | 0.0000% | $1000000.00        | $1046300.00        | Corporate Debt Securities                         |
| CARGILL INC                                                   | 2030-10-23      | 4.1250%  | 0.0000% | $5000.00           | $5079.54           | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP                                    | 2031-01-15      | 3.8750%  | 0.0000% | $218000.00         | $218861.28         | Corporate Debt Securities                         |
| MISSION LANE CREDIT CARD MASTER TRUST                         | 2029-08-15      | 5.3600%  | 0.0000% | $1449000.00        | $1452653.65        | Asset-Backed Securities                           |
| MLANE_25-C                                                    | 2030-12-15      | 4.7800%  | 0.0000% | $11064000.00       | $11121713.52       | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                               | 2049-10-15      | 3.6210%  | 0.0000% | $98145.00          | $95425.13          | Private Label Collateralized Mortgage Obligations |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NELS_05-2                                                    | 2037-03-22      | 4.5094%  | 0.0000% | $25405000.00       | $8682704.17        | Asset-Backed Securities                           |
| VALLOUREC SA                                                 | 2032-04-15      | 7.5000%  | 0.0000% | $5228000.00        | $5696951.60        | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | 2030-05-13      | 3.7500%  | 0.0000% | $200000.00         | $196702.67         | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                          | 2043-04-15      | 4.7500%  | 0.0000% | $479000.00         | $463852.42         | Corporate Debt Securities                         |
| APPALACHIAN POWER CO                                         | 2036-04-01      | 6.3750%  | 0.0000% | $881000.00         | $987296.32         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                           | 2030-03-15      | 5.2500%  | 0.0000% | $3084000.00        | $3263164.98        | Corporate Debt Securities                         |
| TD SYNNEX CORP                                               | 2034-04-12      | 6.1000%  | 0.0000% | $1399000.00        | $1517390.38        | Corporate Debt Securities                         |
| ABN AMRO BANK NV                                             | 2029-12-13      | 2.4700%  | 0.0000% | $500000.00         | $480088.61         | Corporate Debt Securities                         |
| AEP TRANSMISSION COMPANY LLC                                 | 2047-12-01      | 3.7500%  | 0.0000% | $905000.00         | $712296.84         | Corporate Debt Securities                         |
| AIB GROUP PLC                                                | 2035-03-28      | 5.8710%  | 0.0000% | $755000.00         | $822564.51         | Corporate Debt Securities                         |
| AMSR TRUST AMSR_24-SFR1                                      | 2041-07-17      | 4.2900%  | 0.0000% | $1500000.00        | $1487867.00        | Private Label Collateralized Mortgage Obligations |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                     | 2027-07-17      | 3.4500%  | 0.0000% | $300000.00         | $299890.00         | Corporate Debt Securities                         |
| AERCAP IRELAND CAPITAL DAC                                   | 2027-07-21      | 3.6500%  | 0.0000% | $195000.00         | $194896.65         | Corporate Debt Securities                         |
| AKER BP ASA                                                  | 2033-06-13      | 6.0000%  | 0.0000% | $157000.00         | $167706.35         | Corporate Debt Securities                         |
| ALEDO TEX INDPT SCH DIST                                     | 2028-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21153.53          | Other Instrument                                  |
| ALESC_6                                                      | 2035-03-23      | 5.1466%  | 0.0000% | $5000000.00        | $4849607.94        | Asset-Backed Securities                           |
| ALTRIA GROUP INC                                             | 2029-02-14      | 4.8000%  | 0.0000% | $298000.00         | $304843.07         | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                                  | 2035-03-01      | 5.2500%  | 0.0000% | $35000.00          | $37173.38          | Corporate Debt Securities                         |
| AMGEN INC                                                    | 2042-06-15      | 5.6500%  | 0.0000% | $92000.00          | $95940.36          | Corporate Debt Securities                         |
| ARES STRATEGIC INCOME FUND                                   | 2028-09-09      | 5.4500%  | 0.0000% | $8383000.00        | $8617081.30        | Corporate Debt Securities                         |
| ARIZONA INDUSTRIAL DEV AUTH                                  | 2029-11-01      | 5.0000%  | 0.0000% | $25000.00          | $27317.78          | Other Instrument                                  |
| ASCENSION HEALTH                                             | 2039-11-15      | 3.1060%  | 0.0000% | $92000.00          | $75356.31          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FUNDING LTD                                  | 2029-04-15      | 4.2000%  | 0.0000% | $200000.00         | $199399.33         | Corporate Debt Securities                         |
| BAT CAPITAL CORP                                             | 2055-08-15      | 6.2500%  | 0.0000% | $42000.00          | $43919.12          | Corporate Debt Securities                         |
| BINOM_22-RPL1                                                | 2061-02-25      | 3.0000%  | 0.0000% | $10551000.00       | $5534276.89        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS PLC                                                 | 2046-08-11      | 5.8600%  | 0.0000% | $1726000.00        | $1791785.53        | Corporate Debt Securities                         |
| BNP PARIBAS SA                                               | 2035-11-19      | 5.9060%  | 0.0000% | $200000.00         | $211541.49         | Corporate Debt Securities                         |
| BORGWARNER INC                                               | 2045-03-15      | 4.3750%  | 0.0000% | $120000.00         | $104903.70         | Corporate Debt Securities                         |
| BOULDER LARIMER & WELD CNTYS COLO ST VRAIN VY SCH DIST       | 2030-12-15      | 5.0000%  | 0.0000% | $20000.00          | $22834.00          | Other Instrument                                  |
| BRAVO_25-CES3                                                | 2055-12-25      | 5.0360%  | 0.0000% | $29128000.00       | $28277523.53       | Private Label Collateralized Mortgage Obligations |
| BRISTOL-MYERS SQUIBB CO                                      | 2044-03-01      | 4.5000%  | 0.0000% | $84000.00          | $77298.48          | Corporate Debt Securities                         |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                    | 2030-12-15      | 3.3500%  | 0.0000% | $18000.00          | $6934.10           | Corporate Debt Securities                         |
| BROWARD CNTY FLA SCH DIST                                    | 2033-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11588.58          | Other Instrument                                  |
| BROWN & BROWN INC                                            | 2030-06-23      | 4.9000%  | 0.0000% | $1634000.00        | $1672743.96        | Corporate Debt Securities                         |
| CSX CORP                                                     | 2050-04-15      | 3.8000%  | 0.0000% | $289000.00         | $228206.92         | Corporate Debt Securities                         |
| CANADIAN NTL RAIL CO                                         | 2036-06-01      | 6.2000%  | 0.0000% | $264000.00         | $298399.49         | Corporate Debt Securities                         |
| CHASE AUTO OWNER TRUST CHAOT_24-4                            | 2029-07-25      | 4.9400%  | 0.0000% | $211500.00         | $202990.97         | Asset-Backed Securities                           |
| CHICAGO ILL O HARE INTL ARPT                                 | 2033-01-01      | 5.0000%  | 0.0000% | $25000.00          | $28584.69          | Other Instrument                                  |
| CLEAR CREEK TEX INDPT SCH DIST                               | 2035-02-15      | 5.0000%  | 0.0000% | $20000.00          | $23136.93          | Other Instrument                                  |
| CLEVELAND OHIO                                               | 2034-12-01      | 5.0000%  | 0.0000% | $50000.00          | $58363.22          | Other Instrument                                  |
| CLEVELAND PUBLIC LIBRARY                                     | 2038-12-01      | 4.0000%  | 0.0000% | $5000.00           | $5168.28           | Other Instrument                                  |
| COMISION FEDERAL DE ELECTRICIDAD                             | 2035-01-24      | 6.4500%  | 0.0000% | $250000.00         | $260460.63         | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH                                          | 2035-09-01      | 4.9750%  | 0.0000% | $242000.00         | $246800.34         | Corporate Debt Securities                         |
| CONNECTICUT LIGHT & PWR CO                                   | 2037-03-01      | 5.7500%  | 0.0000% | $172000.00         | $184198.43         | Corporate Debt Securities                         |
| CORPUS CHRISTI TEX                                           | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11645.14          | Other Instrument                                  |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST                         | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11326.17          | Other Instrument                                  |
| DTE ENERGY COMPANY                                           | 2029-03-01      | 5.1000%  | 0.0000% | $37000.00          | $38944.10          | Corporate Debt Securities                         |
| DTE ENERGY COMPANY                                           | 2034-06-01      | 5.8500%  | 0.0000% | $42000.00          | $45668.91          | Corporate Debt Securities                         |
| DALLAS FORT WORTH TEX INTL ARPT                              | 2035-11-01      | 5.0000%  | 0.0000% | $70000.00          | $82353.68          | Other Instrument                                  |
| DALLAS FORT WORTH TEX INTL ARPT                              | 2042-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11321.11          | Other Instrument                                  |
| DU PAGE CNTY ILL SCH DIST NO 58 DOWNERS GROVE                | 2033-12-15      | 5.0000%  | 0.0000% | $100000.00         | $117020.00         | Other Instrument                                  |
| DUKE ENERGY OHIO INC                                         | 2053-04-01      | 5.6500%  | 0.0000% | $25000.00          | $25693.35          | Corporate Debt Securities                         |
| ECOLAB INC                                                   | 2035-09-01      | 5.0000%  | 0.0000% | $6000.00           | $6326.10           | Corporate Debt Securities                         |
| EL PASO COUNTY SCHOOL DISTRICT NO 49 EL PASO COUNTY COLORADO | 2032-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11662.00          | Other Instrument                                  |
| EXELON CORPORATION                                           | 2034-03-15      | 5.4500%  | 0.0000% | $646000.00         | $693451.93         | Corporate Debt Securities                         |
| FMR LLC                                                      | 2039-11-15      | 6.4500%  | 0.0000% | $520000.00         | $588694.60         | Corporate Debt Securities                         |
| FYI PROPERTIES WASH LEASE                                    | 2034-06-01      | 5.0000%  | 0.0000% | $25000.00          | $26699.11          | Other Instrument                                  |
| FIGRE TRUST FIGRE_25-HE5                                     | 2055-08-25      | 5.4850%  | 0.0000% | $2500000.00        | $2255995.22        | Asset-Backed Securities                           |
| FLEX INTERMEDIATE HOLDCO LLC                                 | 2039-12-30      | 4.3170%  | 0.0000% | $95000.00          | $81807.85          | Corporate Debt Securities                         |
| FLORIDA ST BRD ED                                            | 2029-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11043.84          | Other Instrument                                  |
| FLOWERS FOODS INC                                            | 2055-03-15      | 6.2000%  | 0.0000% | $350000.00         | $316767.50         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC                                        | 2036-01-25      | 6.1000%  | 0.0000% | $700000.00         | $748882.56         | Corporate Debt Securities                         |
| FRASER MICH PUB SCH DIST                                     | 2031-05-01      | 5.0000%  | 0.0000% | $15000.00          | $17151.02          | Other Instrument                                  |
| GLENDALE ARIZ                                                | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11693.18          | Other Instrument                                  |
| GLM_19-R                                                     | 2039-07-20      | 5.3213%  | 0.0000% | $3000000.00        | $3001773.78        | Asset-Backed Securities                           |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD_23-3          | 2055-07-20      | 6.5000%  | 0.0000% | $8770000.00        | $6776823.33        | Asset-Backed Securities                           |
| GREAT LAKES WATER AUTH MICH                                  | 2028-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10715.28          | Other Instrument                                  |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                   | 2070-01-22      | 3.7000%  | 0.0000% | $108000.00         | $74136.30          | Corporate Debt Securities                         |
| HSBC HOLDINGS PLC                                            | 2029-03-03      | 4.8990%  | 0.0000% | $200000.00         | $207881.70         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC                                    | 2040-12-15      | 6.1500%  | 0.0000% | $28000.00          | $31143.56          | Corporate Debt Securities                         |
| HONOLULU CITY AND COUNTY OF                                  | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11086.74          | Other Instrument                                  |
| HOUSTON CITY OF                                              | 2039-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11543.24          | Other Instrument                                  |
| HOUSTON CITY OF                                              | 2032-11-15      | 5.0000%  | 0.0000% | $35000.00          | $7753.19           | Other Instrument                                  |
| HUTTO TEX                                                    | 2038-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17277.17          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                          | 2035-02-01      | 6.6300%  | 0.0000% | $55000.00          | $40812.30          | Other Instrument                                  |
| INTERNATIONAL BUSINESS MACHINES CORP                         | 2052-07-27      | 4.9000%  | 0.0000% | $237000.00         | $209949.61         | Corporate Debt Securities                         |
| JPMMT_25-HE1                                                 | 2055-08-25      | 4.8115%  | 0.0000% | $12262000.00       | $7874683.66        | Private Label Collateralized Mortgage Obligations |
| KANSAS CITY MO SPECIAL OBLIGATION                            | 2034-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11684.64          | Other Instrument                                  |
| KILLEEN TEX                                                  | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11624.27          | Other Instrument                                  |
| KYNDRYL HOLDINGS INC                                         | 2031-10-15      | 3.1500%  | 0.0000% | $1771000.00        | $1520846.25        | Corporate Debt Securities                         |
| LEXINGTON PARKER CAPITAL COMPANY LLC                         | 2026-03-02      | 0.0000%  | 0.0000% | $1246218.00        | $1245440.36        | Money Market                                      |
| LINCOLN NATIONAL CORPORATION                                 | 2037-10-09      | 6.3000%  | 0.0000% | $85000.00          | $92145.10          | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORPORATION                                  | 2046-05-15      | 4.7000%  | 0.0000% | $11000.00          | $10276.49          | Corporate Debt Securities                         |
| LONG ISLAND POWER AUTHORITY                                  | 2030-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10383.94          | Other Instrument                                  |
| LOUISIANA (STATE OF)                                         | 2029-05-01      | 5.0000%  | 0.0000% | $35000.00          | $38665.24          | Other Instrument                                  |
| LOUISVILLE GAS & ELEC CO                                     | 2049-04-01      | 4.2500%  | 0.0000% | $10000.00          | $8455.16           | Corporate Debt Securities                         |
| MANSFIELD TEX                                                | 2039-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11219.97          | Other Instrument                                  |
| MARB BONDCO PLC                                              | 2031-01-29      | 3.9500%  | 0.0000% | $400000.00         | $365768.89         | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                                   | 2030-03-15      | 4.8000%  | 0.0000% | $23000.00          | $24080.31          | Corporate Debt Securities                         |
| MARYLAND (STATE OF)                                          | 2032-08-01      | 5.0000%  | 0.0000% | $30000.00          | $34350.03          | Other Instrument                                  |
| MERCER ISLAND WASH                                           | 2040-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11571.94          | Other Instrument                                  |
| MIDAMERICAN ENERGY COMPANY                                   | 2047-08-01      | 3.9500%  | 0.0000% | $13000.00          | $10564.36          | Corporate Debt Securities                         |
| MILL CITY MORTGAGE TRUST MCMLT_19-1                          | 2069-10-25      | 3.5000%  | 0.0000% | $1070000.00        | $1006603.59        | Private Label Collateralized Mortgage Obligations |
| MINNEAPOLIS MINN                                             | 2048-11-15      | 2.0200%  | 0.0000% | $800000.00         | $801246.91         | Money Market                                      |
| MITSUBISHI UFJ FINANCIAL GROUP                               | 2034-02-22      | 5.4410%  | 0.0000% | $201000.00         | $211595.85         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP                               | 2031-04-24      | 5.1590%  | 0.0000% | $376000.00         | $395994.40         | Corporate Debt Securities                         |
| NXP BV                                                       | 2032-08-19      | 4.8500%  | 0.0000% | $1905000.00        | $1934675.67        | Corporate Debt Securities                         |
| NATIONAL GRID PLC                                            | 2028-06-12      | 5.6020%  | 0.0000% | $429000.00         | $448502.70         | Corporate Debt Securities                         |
| NNN REIT INC                                                 | 2034-06-15      | 5.5000%  | 0.0000% | $4923000.00        | $5191401.96        | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                                  | 2027-10-18      | 6.5570%  | 0.0000% | $386000.00         | $401183.66         | Corporate Debt Securities                         |
| NATWEST GROUP PLC                                            | 2035-03-01      | 5.7780%  | 0.0000% | $1500000.00        | $1639527.00        | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                                 | 2118-08-01      | 5.1000%  | 0.0000% | $125000.00         | $110870.42         | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                                 | 2053-03-15      | 3.7000%  | 0.0000% | $247000.00         | $186741.88         | Corporate Debt Securities                         |
| NORTHERN TRUST CORPORATION                                   | 2032-11-02      | 6.1250%  | 0.0000% | $94000.00          | $104615.04         | Corporate Debt Securities                         |
| NORTHWESTERN UNIVERSITY                                      | 2044-12-01      | 4.6430%  | 0.0000% | $373000.00         | $364529.77         | Corporate Debt Securities                         |
| NUVEEN CHURCHILL DIRECT LENDING CORP                         | 2030-03-15      | 6.6500%  | 0.0000% | $14000.00          | $14749.07          | Corporate Debt Securities                         |
| OHIO ST WTR DEV AUTH                                         | 2030-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11301.24          | Other Instrument                                  |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                          | 2033-11-15      | 5.6500%  | 0.0000% | $110000.00         | $119487.32         | Corporate Debt Securities                         |
| ONEOK INC                                                    | 2034-09-01      | 5.6500%  | 0.0000% | $44000.00          | $47123.22          | Corporate Debt Securities                         |
| PECO ENERGY CO                                               | 2051-09-15      | 2.8500%  | 0.0000% | $3569000.00        | $2321152.69        | Corporate Debt Securities                         |
| PPL ELECTRIC UTILITIES CORPORATION                           | 2045-10-01      | 4.1500%  | 0.0000% | $79000.00          | $68545.18          | Corporate Debt Securities                         |
| PACIFIC GAS AND ELECTRIC COMPANY                             | 2040-07-01      | 4.5000%  | 0.0000% | $6874352.00        | $6135496.64        | Corporate Debt Securities                         |
| PALM BEACH CNTY FLA SCH BRD                                  | 2036-08-01      | 5.2500%  | 0.0000% | $30000.00          | $34570.25          | Other Instrument                                  |
| PFIZER INC                                                   | 2040-09-15      | 5.6000%  | 0.0000% | $66000.00          | $71271.42          | Corporate Debt Securities                         |
| CITY OF PHILADELPHIA                                         | 2041-08-01      | 5.2500%  | 0.0000% | $50000.00          | $57815.58          | Other Instrument                                  |
| PHILIP MORRIS INTERNATIONAL INC                              | 2042-03-20      | 4.5000%  | 0.0000% | $36000.00          | $33526.26          | Corporate Debt Securities                         |
| PIEDMONT OPERATING PARTNERSHIP LP                            | 2028-07-20      | 9.2500%  | 0.0000% | $225000.00         | $250030.56         | Corporate Debt Securities                         |
| PORT HOUSTON AUTH TEX HARRIS CNT                             | 2037-10-01      | 5.0000%  | 0.0000% | $15000.00          | $17393.82          | Other Instrument                                  |
| PRINCIPAL FINANCIAL GROUP INC                                | 2043-05-15      | 4.3500%  | 0.0000% | $1249000.00        | $1097490.06        | Corporate Debt Securities                         |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                      | 2041-08-19      | 3.2500%  | 0.0000% | $750000.00         | $718425.17         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR7               | 2039-10-27      | 5.5000%  | 0.0000% | $505000.00         | $506882.75         | Private Label Collateralized Mortgage Obligations |
| PROSPER TEX INDPT SCH DIST                                   | 2034-02-15      | 5.0000%  | 0.0000% | $20000.00          | $23728.93          | Other Instrument                                  |
| PUBLIC SERVICE COMPANY OF COLORADO                           | 2037-09-01      | 6.2500%  | 0.0000% | $155000.00         | $175277.96         | Corporate Debt Securities                         |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                 | 2031-04-15      | 8.6250%  | 0.0000% | $4151000.00        | $4910944.33        | Corporate Debt Securities                         |
| QUEENS HEALTH SYSTEMS                                        | 2045-07-01      | 4.4640%  | 0.0000% | $205000.00         | $190587.27         | Other Instrument                                  |
| ROUND ROCK TEX INDPT SCH DIST                                | 2030-08-01      | 5.0000%  | 0.0000% | $30000.00          | $32804.73          | Other Instrument                                  |
| S&P GLOBAL INC                                               | 2049-12-01      | 3.2500%  | 0.0000% | $518000.00         | $372185.01         | Corporate Debt Securities                         |
| ST CHARLES CNTY MO FRANCIS HOWELL SCH DIST                   | 2031-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11523.64          | Other Instrument                                  |
| SLMR_26-1A                                                   | 2076-04-26      | 0.0000%  | 0.0000% | $3373691.00        | $3386501.26        | Asset-Backed Securities                           |
| SAN ANTONIO TX                                               | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11534.81          | Other Instrument                                  |
| SAN DIEGO CALIF CMNTY COLLEGE DIST                           | 2034-08-01      | 3.0000%  | 0.0000% | $45000.00          | $39717.29          | Other Instrument                                  |
| SANDS CHINA LTD                                              | 2028-08-08      | 5.4000%  | 0.0000% | $290000.00         | $297090.50         | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                          | 2036-11-14      | 4.9140%  | 0.0000% | $85000.00          | $86036.96          | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                          | 2029-01-10      | 6.4460%  | 0.0000% | $1252000.00        | $1312516.19        | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                           | 2051-02-01      | 2.9500%  | 0.0000% | $209000.00         | $130867.56         | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                           | 2029-06-01      | 5.1500%  | 0.0000% | $91000.00          | $94614.77          | Corporate Debt Securities                         |
| SOUTHERN COMPANY (THE)                                       | 2028-06-15      | 4.8500%  | 0.0000% | $43000.00          | $44226.79          | Corporate Debt Securities                         |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                          | 2054-06-01      | 6.0000%  | 0.0000% | $3675000.00        | $3857549.50        | Corporate Debt Securities                         |
| STARBUCKS CORP                                               | 2049-08-15      | 4.4500%  | 0.0000% | $2680000.00        | $2285539.73        | Corporate Debt Securities                         |
| STATE STREET CORP                                            | 2027-11-18      | 1.6840%  | 0.0000% | $281000.00         | $277971.10         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC                                    | 2027-01-29      | 1.7110%  | 0.0000% | $450000.00         | $439789.85         | Corporate Debt Securities                         |
| STRYKER CORP                                                 | 2035-02-10      | 5.2000%  | 0.0000% | $60000.00          | $62289.33          | Corporate Debt Securities                         |
| SUMITOMO MITSUI TRUST GROUP INC                              | 2036-09-11      | 5.4160%  | 0.0000% | $180000.00         | $187389.68         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                             | 2028-02-15      | 2.0500%  | 0.0000% | $66000.00          | $63723.88          | Corporate Debt Securities                         |
| TAKEDA PHARMACEUTICAL CO LTD                                 | 2028-11-26      | 5.0000%  | 0.0000% | $330000.00         | $341988.53         | Corporate Debt Securities                         |
| TAPESTRY INC                                                 | 2035-03-11      | 5.5000%  | 0.0000% | $257000.00         | $272764.67         | Corporate Debt Securities                         |
| TARGET CORPORATION                                           | 2033-01-15      | 4.4000%  | 0.0000% | $21000.00          | $21357.91          | Corporate Debt Securities                         |
| TELEFONICA EURO BV                                           | 2030-09-15      | 8.2500%  | 0.0000% | $7358000.00        | $8764812.81        | Corporate Debt Securities                         |
| TELEFONICA EMISIONES SAU                                     | 2038-03-06      | 4.6650%  | 0.0000% | $265000.00         | $251606.57         | Corporate Debt Securities                         |
| TENCENT HOLDINGS LTD                                         | 2029-04-11      | 3.9750%  | 0.0000% | $200000.00         | $204143.33         | Corporate Debt Securities                         |
| TRANSCANADA PIPELINES LTD                                    | 2037-10-15      | 6.2000%  | 0.0000% | $17832000.00       | $19775569.12       | Corporate Debt Securities                         |
| TYSON FOODS INC                                              | 2029-03-01      | 4.3500%  | 0.0000% | $75000.00          | $77189.00          | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                                    | 2063-01-20      | 5.1500%  | 0.0000% | $2176000.00        | $2032673.53        | Corporate Debt Securities                         |
| UNIVERSITY OF SOUTHERN CALIFORNIA                            | 2039-10-01      | 3.0280%  | 0.0000% | $48000.00          | $41050.57          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                   | 2050-03-22      | 4.0000%  | 0.0000% | $38000.00          | $30645.94          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                   | 2031-01-20      | 1.7500%  | 0.0000% | $82000.00          | $73341.51          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                   | 2050-11-20      | 2.8750%  | 0.0000% | $175000.00         | $111722.89         | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                   | 2037-07-02      | 5.4010%  | 0.0000% | $994000.00         | $1029447.56        | Corporate Debt Securities                         |
| WASHINGTON MORGAN CAPITAL COMPANY LLC                        | 2026-05-07      | 0.0000%  | 0.0000% | $366000.00         | $364170.00         | Money Market                                      |
| WELLS FARGO & COMPANY                                        | 2037-01-23      | 4.9600%  | 0.0000% | $25579000.00       | $25762515.11       | Corporate Debt Securities                         |
| WISCONSIN (STATE OF)                                         | 2034-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11810.71          | Other Instrument                                  |
| XCEL ENERGY INC                                              | 2027-03-15      | 1.7500%  | 0.0000% | $80000.00          | $78860.40          | Corporate Debt Securities                         |
| DRSLF_17-54X                                                 | 2029-10-19      | 7.0292%  | 0.0000% | $7375000.00        | $7260198.93        | Asset-Backed Securities                           |
| REDE DOR FINANCE SARL                                        | 2030-01-22      | 4.5000%  | 0.0000% | $200000.00         | $195857.00         | Corporate Debt Securities                         |
| EMPRESAS PUBLICAS DE MEDELLIN ES                             | 2031-02-15      | 4.3750%  | 0.0000% | $243000.00         | $224660.38         | Corporate Debt Securities                         |
| ROLLS-ROYCE PLC                                              | 2027-10-15      | 5.7500%  | 0.0000% | $350000.00         | $365327.67         | Corporate Debt Securities                         |
| BANCO DE CHILE                                               | 2031-12-09      | 2.9900%  | 0.0000% | $269000.00         | $249096.24         | Corporate Debt Securities                         |
| SITIOS LATINOAMERICA SAB DE CV                               | 2032-04-04      | 5.3750%  | 0.0000% | $334000.00         | $343659.51         | Corporate Debt Securities                         |
| EMBRAER NETHERLANDS FINANCE BV                               | 2030-07-28      | 7.0000%  | 0.0000% | $300000.00         | $331907.67         | Corporate Debt Securities                         |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                      | 2026-08-03      | 5.2000%  | 0.0000% | $200000.00         | $201791.33         | Corporate Debt Securities                         |
| UBS GROUP AG                                                 | 2027-12-22      | 6.3270%  | 0.0000% | $200000.00         | $205970.75         | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN AB                             | 2028-06-02      | 4.3750%  | 0.0000% | $300000.00         | $306503.96         | Corporate Debt Securities                         |

### Security 288: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.110000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| LENNAR CORP                                                 | 2026-06-01      | 5.2500%  | 0.0000% | $84000.00          | $85154.30          | Corporate Debt Securities                         |
| PPL ELECTRIC UTILITIES CORPORATION                          | 2049-10-01      | 3.0000%  | 0.0000% | $266000.00         | $182903.37         | Corporate Debt Securities                         |
| TEXAS WATER DEV BRD                                         | 2031-04-15      | 5.0000%  | 0.0000% | $20000.00          | $22307.67          | Other Instrument                                  |
| WELLS FARGO & COMPANY                                       | 2030-10-30      | 2.8790%  | 0.0000% | $5346000.00        | $5162989.05        | Corporate Debt Securities                         |
| AMAZON.COM INC                                              | 2061-05-12      | 3.2500%  | 0.0000% | $198000.00         | $129392.84         | Corporate Debt Securities                         |
| ASSURED GUARANTY US HOLDINGS INC                            | 2031-06-15      | 3.1500%  | 0.0000% | $45000.00          | $42675.75          | Corporate Debt Securities                         |
| AMCOR FLEXIBLES NORTH AMERICA INC                           | 2030-06-19      | 2.6300%  | 0.0000% | $69000.00          | $65209.68          | Corporate Debt Securities                         |
| DUKE ENERGY FLORIDA LLC                                     | 2053-11-15      | 6.2000%  | 0.0000% | $3459000.00        | $3814608.26        | Corporate Debt Securities                         |
| META PLATFORMS INC                                          | 2064-08-15      | 5.5500%  | 0.0000% | $89000.00          | $83942.13          | Corporate Debt Securities                         |
| HCA INC                                                     | 2029-03-15      | 3.3750%  | 0.0000% | $68000.00          | $67776.11          | Corporate Debt Securities                         |
| HCA INC                                                     | 2028-06-01      | 5.2000%  | 0.0000% | $103000.00         | $106787.54         | Corporate Debt Securities                         |
| MARATHON PETROLEUM CORP                                     | 2048-04-01      | 4.5000%  | 0.0000% | $57000.00          | $47923.89          | Corporate Debt Securities                         |
| MISSOURI ST HEALTH & EDL FACS AUTH                          | 2035-10-01      | 1.8700%  | 0.0000% | $1010000.00        | $640710.27         | Money Market                                      |
| MORGAN STANLEY                                              | 2031-01-22      | 2.6990%  | 0.0000% | $260000.00         | $246431.65         | Corporate Debt Securities                         |
| NRG ENERGY INC                                              | 2033-03-15      | 7.0000%  | 0.0000% | $27000.00          | $30805.92          | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                                         | 2028-07-14      | 2.1720%  | 0.0000% | $965000.00         | $925468.13         | Corporate Debt Securities                         |
| QUALCOMM INC                                                | 2053-05-20      | 6.0000%  | 0.0000% | $32000.00          | $34410.45          | Corporate Debt Securities                         |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                  | 2030-05-15      | 3.2500%  | 0.0000% | $3283000.00        | $3199934.63        | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                       | 2045-05-01      | 3.9000%  | 0.0000% | $45000.00          | $37440.30          | Corporate Debt Securities                         |
| CARDINAL HEALTH INC                                         | 2034-02-15      | 5.4500%  | 0.0000% | $98000.00          | $102893.79         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                       | 2034-07-25      | 5.5570%  | 0.0000% | $81000.00          | $85689.86          | Corporate Debt Securities                         |
| HEICO CORP                                                  | 2033-08-01      | 5.3500%  | 0.0000% | $84000.00          | $88232.25          | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC                                       | 2035-11-01      | 6.0500%  | 0.0000% | $4535000.00        | $5010424.21        | Corporate Debt Securities                         |
| AFLAC INC                                                   | 2049-01-15      | 4.7500%  | 0.0000% | $1288000.00        | $1153586.47        | Corporate Debt Securities                         |
| AT&T INC                                                    | 2035-08-15      | 5.3750%  | 0.0000% | $1654000.00        | $1718029.10        | Corporate Debt Securities                         |
| ABBOTT LABORATORIES                                         | 2037-11-30      | 6.1500%  | 0.0000% | $1303000.00        | $1477435.87        | Corporate Debt Securities                         |
| ALABAMA POWER COMPANY                                       | 2039-03-01      | 6.0000%  | 0.0000% | $87000.00          | $97482.05          | Corporate Debt Securities                         |
| AMERICAN INTERNATIONAL GROUP INC                            | 2050-06-30      | 4.3750%  | 0.0000% | $156000.00         | $132607.34         | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC                                         | 2036-01-15      | 5.0000%  | 0.0000% | $479000.00         | $483643.11         | Corporate Debt Securities                         |
| BANK OF AMERICA CORP                                        | 2029-04-25      | 5.2020%  | 0.0000% | $75000.00          | $78146.93          | Corporate Debt Securities                         |
| BANK OZK                                                    | 2031-10-01      | 2.7500%  | 0.0000% | $115000.00         | $111804.47         | Corporate Debt Securities                         |
| BERK HATH FIN                                               | 2043-05-15      | 4.3000%  | 0.0000% | $12000.00          | $10952.80          | Corporate Debt Securities                         |
| BOEING CO                                                   | 2034-05-01      | 3.6000%  | 0.0000% | $598000.00         | $557383.84         | Corporate Debt Securities                         |
| CAPITAL POWER US HOLDING INC                                | 2035-06-01      | 6.1890%  | 0.0000% | $3140000.00        | $3364085.58        | Corporate Debt Securities                         |
| CHILE (REPUBLIC OF)                                         | 2041-05-07      | 3.1000%  | 0.0000% | $2297000.00        | $1827728.00        | Corporate Debt Securities                         |
| CLARK CNTY NEV ARPT                                         | 2029-07-01      | 5.0000%  | 0.0000% | $30000.00          | $32984.63          | Other Instrument                                  |
| CONROE TEX INDPT SCH DIST                                   | 2039-02-15      | 5.0000%  | 0.0000% | $305000.00         | $346881.58         | Other Instrument                                  |
| CONSTELLATION SOFTWARE INC                                  | 2034-02-16      | 5.4610%  | 0.0000% | $345000.00         | $343754.08         | Corporate Debt Securities                         |
| CREDIT AGRICOLE SA                                          | 2032-01-12      | 4.6560%  | 0.0000% | $256000.00         | $259146.24         | Corporate Debt Securities                         |
| DALLAS TEX                                                  | 2032-02-15      | 5.0000%  | 0.0000% | $40000.00          | $46019.47          | Other Instrument                                  |
| DARDEN RESTAURANTS INC                                      | 2048-02-15      | 4.5500%  | 0.0000% | $27000.00          | $22660.74          | Corporate Debt Securities                         |
| Entergy Tx                                                  | 2031-03-15      | 1.7500%  | 0.0000% | $39000.00          | $35042.87          | Corporate Debt Securities                         |
| FLORIDA ST DEPT TRANSN                                      | 2029-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16450.77          | Other Instrument                                  |
| FOOTHILL EASTERN TRANSN CORRIDOR AGY CALIF                  | 2053-01-15      | 3.9240%  | 0.0000% | $40000.00          | $32689.92          | Other Instrument                                  |
| GENERAL DYNAMICS CORP                                       | 2031-06-01      | 2.2500%  | 0.0000% | $1388000.00        | $1278715.82        | Corporate Debt Securities                         |
| GENERAL MOTORS CO                                           | 2043-10-02      | 6.2500%  | 0.0000% | $11000.00          | $11552.68          | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC                        | 2034-09-06      | 5.4500%  | 0.0000% | $15000.00          | $15767.36          | Corporate Debt Securities                         |
| HERSHEY COMPANY THE                                         | 2032-02-24      | 4.9500%  | 0.0000% | $15000.00          | $15636.94          | Corporate Debt Securities                         |
| HUMANA INC                                                  | 2034-03-15      | 5.9500%  | 0.0000% | $470000.00         | $504368.75         | Corporate Debt Securities                         |
| INTEL CORP                                                  | 2047-05-11      | 4.1000%  | 0.0000% | $82000.00          | $64275.88          | Corporate Debt Securities                         |
| INTEL CORP                                                  | 2030-02-10      | 5.1250%  | 0.0000% | $56000.00          | $57831.21          | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                                         | 2033-11-21      | 8.2480%  | 0.0000% | $2405000.00        | $2927665.82        | Corporate Debt Securities                         |
| MACOMB CNTY MICH                                            | 2034-11-01      | 2.1190%  | 0.0000% | $1850000.00        | $1593604.59        | Other Instrument                                  |
| MASCO CORP                                                  | 2051-02-15      | 3.1250%  | 0.0000% | $73000.00          | $49038.60          | Corporate Debt Securities                         |
| MORGAN STANLEY                                              | 2032-02-13      | 1.7940%  | 0.0000% | $1000.00           | $885.99            | Corporate Debt Securities                         |
| NEWMONT CORPORATION                                         | 2034-03-15      | 5.3500%  | 0.0000% | $70000.00          | $75581.45          | Corporate Debt Securities                         |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                   | 2055-05-15      | 5.6500%  | 0.0000% | $712000.00         | $734797.05         | Corporate Debt Securities                         |
| OKLAHOMA STATE CAPITAL IMPROVEMENT AUTH                     | 2027-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10453.68          | Other Instrument                                  |
| URUGUAY (ORIENTAL REPUBLIC OF)                              | 2034-10-28      | 5.7500%  | 0.0000% | $750998.00         | $820620.73         | Corporate Debt Securities                         |
| ROYAL CARIBBEAN CRUISES LTD                                 | 2036-01-15      | 5.3750%  | 0.0000% | $20000.00          | $20509.02          | Corporate Debt Securities                         |
| SOUTH WASHINGTON CNTY INDPT SCH DIST NO 833 MINN            | 2034-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11465.41          | Other Instrument                                  |
| SULLIVAN CNTY N Y                                           | 2032-04-01      | 3.0000%  | 0.0000% | $15000.00          | $15226.90          | Other Instrument                                  |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                  | 2050-11-15      | 1.5500%  | 0.0000% | $5150000.00        | $5154215.03        | Money Market                                      |
| TRANE TECHNOLOGIES FINANCING LTD                            | 2033-03-03      | 5.2500%  | 0.0000% | $1455000.00        | $1566678.53        | Corporate Debt Securities                         |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                        | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $11458.97          | Other Instrument                                  |
| TRITON CONTAINER INTERNATIONAL LTD                          | 2033-02-15      | 5.1500%  | 0.0000% | $98000.00          | $98509.60          | Corporate Debt Securities                         |
| UDR INC                                                     | 2031-08-15      | 3.0000%  | 0.0000% | $65000.00          | $60814.65          | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2050-01-31      | 4.5000%  | 0.0000% | $400000.00         | $310570.00         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2033-05-19      | 4.8750%  | 0.0000% | $7300000.00        | $7174592.08        | Corporate Debt Securities                         |
| VALERO ENERGY CORP                                          | 2032-04-15      | 7.5000%  | 0.0000% | $235000.00         | $278569.00         | Corporate Debt Securities                         |
| VODAFONE GROUP PLC                                          | 2059-06-19      | 5.1250%  | 0.0000% | $92000.00          | $84412.81          | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                       | 2029-09-15      | 4.0780%  | 0.0000% | $70000.00          | $71281.07          | Corporate Debt Securities                         |
| ABN AMRO BANK NV                                            | 2036-02-26      | 4.8310%  | 0.0000% | $10500000.00       | $10476629.04       | Corporate Debt Securities                         |
| AEP TRANSMISSION COMPANY LLC                                | 2048-09-15      | 4.2500%  | 0.0000% | $5275000.00        | $4508463.38        | Corporate Debt Securities                         |
| AT&T INC                                                    | 2026-03-25      | 1.7000%  | 0.0000% | $250000.00         | $251396.94         | Corporate Debt Securities                         |
| AT&T INC                                                    | 2033-12-01      | 2.5500%  | 0.0000% | $225000.00         | $196117.13         | Corporate Debt Securities                         |
| AFFILIATED MANAGERS GROUP INC                               | 2036-02-15      | 5.5000%  | 0.0000% | $348000.00         | $355336.23         | Corporate Debt Securities                         |
| AGREE LP                                                    | 2033-06-15      | 2.6000%  | 0.0000% | $281000.00         | $246052.03         | Corporate Debt Securities                         |
| AIRCASTLE LTD                                               | 2029-02-15      | 5.9500%  | 0.0000% | $152000.00         | $159334.51         | Corporate Debt Securities                         |
| ALABAMA POWER COMPANY                                       | 2044-08-15      | 4.1500%  | 0.0000% | $78000.00          | $66748.76          | Corporate Debt Securities                         |
| ALBEMARLE CORP                                              | 2032-06-01      | 5.0500%  | 0.0000% | $1991000.00        | $2047591.96        | Corporate Debt Securities                         |
| ALLEGAN MICH PUB SCH DIST                                   | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11649.21          | Other Instrument                                  |
| ALLEGAN MICH PUB SCH DIST                                   | 2035-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11689.61          | Other Instrument                                  |
| ALTRIA GROUP INC                                            | 2044-01-31      | 5.3750%  | 0.0000% | $714000.00         | $697243.31         | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST LP                                    | 2031-02-01      | 3.3750%  | 0.0000% | $3419000.00        | $3151728.22        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC                                 | 2035-07-15      | 6.0000%  | 0.0000% | $252000.00         | $252015.12         | Corporate Debt Securities                         |
| AMERICAN EXPRESS COMPANY                                    | 2038-03-19      | 8.1500%  | 0.0000% | $499000.00         | $660356.36         | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC                                 | 2032-06-13      | 6.1440%  | 0.0000% | $78000.00          | $81684.67          | Corporate Debt Securities                         |
| AMERICAN TOWER CORP                                         | 2028-11-15      | 5.8000%  | 0.0000% | $87000.00          | $92297.72          | Corporate Debt Securities                         |
| AMERICAN WATER CAPITAL CORP                                 | 2034-03-01      | 5.1500%  | 0.0000% | $983000.00         | $1044789.20        | Corporate Debt Securities                         |
| CENCORA INC                                                 | 2033-02-13      | 4.6000%  | 0.0000% | $1000000.00        | $1006988.89        | Corporate Debt Securities                         |
| AMGEN INC                                                   | 2028-03-02      | 5.1500%  | 0.0000% | $5413000.00        | $5673986.29        | Corporate Debt Securities                         |
| AMHERST VA INDL DEV AUTH                                    | 2030-09-01      | 4.7500%  | 0.0000% | $10000.00          | $10182.92          | Other Instrument                                  |
| ELEVANCE HEALTH INC                                         | 2027-12-01      | 3.6500%  | 0.0000% | $36000.00          | $36160.54          | Corporate Debt Securities                         |
| APPALACHIAN POWER CO                                        | 2031-04-01      | 2.7000%  | 0.0000% | $76000.00          | $71193.76          | Corporate Debt Securities                         |
| APPALACHIAN POWER CO                                        | 2034-04-01      | 5.6500%  | 0.0000% | $21000.00          | $22622.54          | Corporate Debt Securities                         |
| APPLOVIN CORP                                               | 2054-12-01      | 5.9500%  | 0.0000% | $18791000.00       | $18309083.93       | Corporate Debt Securities                         |
| ARGYLE TEX INDPT SCH DIST                                   | 2042-08-15      | 5.2500%  | 0.0000% | $10000.00          | $11482.60          | Other Instrument                                  |
| ARIZONA PUBLIC SERVICE COMPANY                              | 2050-09-15      | 2.6500%  | 0.0000% | $959000.00         | $592983.27         | Corporate Debt Securities                         |
| ASTRAZENECA PLC                                             | 2050-08-06      | 2.1250%  | 0.0000% | $150000.00         | $85606.44          | Corporate Debt Securities                         |
| AUBREY TEX INDPT SCH DIST                                   | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11769.47          | Other Instrument                                  |
| AUSTIN TEX CMNTY COLLEGE DIST                               | 2031-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17108.57          | Other Instrument                                  |
| AUTOZONE INC                                                | 2027-06-01      | 3.7500%  | 0.0000% | $22000.00          | $22139.22          | Corporate Debt Securities                         |
| AUTOZONE INC                                                | 2030-04-15      | 4.0000%  | 0.0000% | $95000.00          | $95818.58          | Corporate Debt Securities                         |
| AUTOZONE INC                                                | 2034-07-15      | 5.4000%  | 0.0000% | $60000.00          | $62912.40          | Corporate Debt Securities                         |
| AVALONBAY COMMUNITIES INC                                   | 2035-08-01      | 5.0000%  | 0.0000% | $25000.00          | $25603.03          | Corporate Debt Securities                         |
| AVOLON HOLDINGS FUNDING LTD                                 | 2031-01-30      | 4.7000%  | 0.0000% | $130000.00         | $131535.59         | Corporate Debt Securities                         |
| BAT CAPITAL CORP                                            | 2033-03-22      | 4.6250%  | 0.0000% | $65000.00          | $66416.56          | Corporate Debt Securities                         |
| BALTIMORE CNTY MD                                           | 2034-07-01      | 2.9880%  | 0.0000% | $985000.00         | $906995.88         | Other Instrument                                  |
| BALTIMORE MD                                                | 2041-07-01      | 5.0000%  | 0.0000% | $25000.00          | $27589.19          | Other Instrument                                  |
| BANCO SANTANDER SA                                          | 2034-03-14      | 6.3500%  | 0.0000% | $1400000.00        | $1556213.94        | Corporate Debt Securities                         |
| BANK OF NEW YORK MELLON CORP/THE                            | 2036-06-06      | 5.3160%  | 0.0000% | $84000.00          | $88602.44          | Corporate Debt Securities                         |
| BARCLAYS PLC                                                | 2045-08-17      | 5.2500%  | 0.0000% | $200000.00         | $196629.67         | Corporate Debt Securities                         |
| BAY AREA TOLL AUTHORITY                                     | 2055-04-01      | 3.1260%  | 0.0000% | $463000.00         | $327330.66         | Other Instrument                                  |
| BEREA COLLEGE                                               | 2071-06-01      | 3.5920%  | 0.0000% | $210000.00         | $143770.39         | Corporate Debt Securities                         |
| BERK HATH FIN                                               | 2048-08-15      | 4.2000%  | 0.0000% | $98000.00          | $82693.38          | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND                              | 2031-03-12      | 5.3500%  | 0.0000% | $3020000.00        | $2959079.05        | Corporate Debt Securities                         |
| BOSTON PROP                                                 | 2032-04-01      | 2.5500%  | 0.0000% | $44000.00          | $39153.91          | Corporate Debt Securities                         |
| BP CAPITAL MARKETS AMERICA INC                              | 2034-11-17      | 5.2270%  | 0.0000% | $91000.00          | $96304.34          | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO                                     | 2044-02-22      | 5.5000%  | 0.0000% | $60000.00          | $61299.83          | Corporate Debt Securities                         |
| BROADLANDS MET DIST NO 2 COLO                               | 2028-12-01      | 3.1250%  | 0.0000% | $400000.00         | $403146.11         | Other Instrument                                  |
| BROADCOM INC                                                | 2037-05-15      | 4.9260%  | 0.0000% | $487000.00         | $493319.80         | Corporate Debt Securities                         |
| BROADCOM INC                                                | 2030-10-15      | 4.2000%  | 0.0000% | $10000.00          | $10213.57          | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                                      | 2052-02-15      | 3.6250%  | 0.0000% | $85000.00          | $59623.11          | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                                      | 2036-01-15      | 5.3300%  | 0.0000% | $30000.00          | $30287.65          | Corporate Debt Securities                         |
| BUCKS CNTY PA INDL DEV AUTH                                 | 2054-07-01      | 5.0000%  | 0.0000% | $25000.00          | $25124.44          | Other Instrument                                  |
| BURLINGTON NORTHERN SANTA FE LLC                            | 2040-05-01      | 5.7500%  | 0.0000% | $35000.00          | $38021.47          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                            | 2041-06-01      | 5.4000%  | 0.0000% | $84000.00          | $87516.24          | Corporate Debt Securities                         |
| BURLINGTON NORTHERN SANTA FE LLC                            | 2051-09-15      | 3.3000%  | 0.0000% | $347000.00         | $248767.77         | Corporate Debt Securities                         |
| CCL INDS INC                                                | 2030-06-01      | 3.0500%  | 0.0000% | $75000.00          | $71598.46          | Corporate Debt Securities                         |
| CBRE SERVICES INC                                           | 2034-08-15      | 5.9500%  | 0.0000% | $64000.00          | $68535.89          | Corporate Debt Securities                         |
| CK HUTCHISON INTERNATIONAL 21 LTD                           | 2031-04-15      | 2.5000%  | 0.0000% | $475000.00         | $443211.42         | Corporate Debt Securities                         |
| CME GROUP INC                                               | 2048-06-15      | 4.1500%  | 0.0000% | $85000.00          | $73016.70          | Corporate Debt Securities                         |
| CNA FINANCIAL CORP                                          | 2030-08-15      | 2.0500%  | 0.0000% | $13000.00          | $11831.99          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                             | 2040-04-01      | 4.1250%  | 0.0000% | $14000.00          | $12391.53          | Corporate Debt Securities                         |
| CVS HEALTH CORP                                             | 2053-06-01      | 5.8750%  | 0.0000% | $2952000.00        | $2943128.42        | Corporate Debt Securities                         |
| CALIFORNIA PUB FIN AUTH                                     | 2062-07-15      | 1.2500%  | 0.0000% | $1260000.00        | $1260843.75        | Money Market                                      |
| CALIFORNIA (STATE OF)                                       | 2027-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10162.81          | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                       | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10390.04          | Other Instrument                                  |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2029-09-01      | 5.0000%  | 0.0000% | $15000.00          | $16048.57          | Other Instrument                                  |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2030-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22743.02          | Other Instrument                                  |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2047-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $1011958.89        | Other Instrument                                  |
| CAMINO REAL REGL MOBILITY AUTHTEX                           | 2039-06-01      | 5.0000%  | 0.0000% | $15000.00          | $17145.52          | Other Instrument                                  |
| CANADIAN NTL RAIL CO                                        | 2049-01-20      | 4.4500%  | 0.0000% | $1761000.00        | $1545600.84        | Corporate Debt Securities                         |
| CANADIAN NTL RAIL CO                                        | 2053-11-01      | 6.1250%  | 0.0000% | $72000.00          | $79644.68          | Corporate Debt Securities                         |
| CAPITAL ONE FIN CORP                                        | 2035-07-26      | 5.8840%  | 0.0000% | $80000.00          | $84731.74          | Corporate Debt Securities                         |
| CARLISLE CO INC                                             | 2040-09-15      | 5.5500%  | 0.0000% | $15000.00          | $15968.99          | Corporate Debt Securities                         |
| CATERPILLAR INC                                             | 2035-09-15      | 5.3000%  | 0.0000% | $29000.00          | $31660.75          | Corporate Debt Securities                         |
| CATERPILLAR INC                                             | 2031-03-12      | 1.9000%  | 0.0000% | $3097000.00        | $2836784.90        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                     | 2035-08-15      | 4.9500%  | 0.0000% | $98000.00          | $99492.54          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RESOURCES COR                            | 2028-03-01      | 5.2500%  | 0.0000% | $79000.00          | $83065.08          | Corporate Debt Securities                         |
| CENTRAL FLORIDA TOURISM OVERSIGHT DISTRICT                  | 2042-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5649.89           | Other Instrument                                  |
| CHARLOTTE-MECKLENBERG HOSP AUTH N C                         | 2037-01-15      | 1.9000%  | 0.0000% | $100000.00         | $100104.17         | Money Market                                      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL1             | 2064-03-25      | 3.2500%  | 0.0000% | $974998.00         | $755205.22         | Private Label Collateralized Mortgage Obligations |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                        | 2027-06-30      | 5.1250%  | 0.0000% | $192000.00         | $195345.52         | Corporate Debt Securities                         |
| CHICAGO ILL MET WTR RECLAMATION DIST                        | 2032-12-01      | 5.2500%  | 0.0000% | $20000.00          | $23843.83          | Other Instrument                                  |
| CHICAGO ILL O HARE INTL ARPT                                | 2054-01-01      | 4.5720%  | 0.0000% | $310000.00         | $251631.92         | Other Instrument                                  |
| CHICAGO (CITY OF)                                           | 2032-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11433.28          | Other Instrument                                  |
| CINCINNATI CHILDRENS HOSPITAL MEDICAL CENTER                | 2050-11-15      | 2.8200%  | 0.0000% | $1000.00           | $654.87            | Corporate Debt Securities                         |
| CITIGROUP INC                                               | 2026-05-01      | 3.4000%  | 0.0000% | $655000.00         | $661645.34         | Corporate Debt Securities                         |
| CITIGROUP INC                                               | 2036-09-11      | 5.1740%  | 0.0000% | $90000.00          | $93625.01          | Corporate Debt Securities                         |
| CITIZENS FINANCIAL GROUP INC                                | 2035-04-25      | 6.6450%  | 0.0000% | $640000.00         | $722649.07         | Corporate Debt Securities                         |
| CLARK COUNTY OF (NEVADA)                                    | 2033-07-01      | 5.0000%  | 0.0000% | $20000.00          | $23268.96          | Other Instrument                                  |
| CLECO POWER LLC                                             | 2036-01-15      | 5.3000%  | 0.0000% | $95000.00          | $98330.07          | Corporate Debt Securities                         |
| COCA-COLA CO                                                | 2050-03-25      | 4.2000%  | 0.0000% | $83000.00          | $72531.49          | Corporate Debt Securities                         |
| COCA-COLA CO                                                | 2032-01-05      | 2.2500%  | 0.0000% | $109000.00         | $99544.25          | Corporate Debt Securities                         |
| COLONIAL PIPELINE CO                                        | 2032-04-15      | 7.6300%  | 0.0000% | $3193000.00        | $3675268.06        | Corporate Debt Securities                         |
| COLORADO SPRINGS COLO SCH DIST NO 11 FACS CORP              | 2034-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11766.70          | Other Instrument                                  |
| COLORADO (STATE OF)                                         | 2032-12-15      | 5.0000%  | 0.0000% | $20000.00          | $23073.40          | Other Instrument                                  |
| COMCAST CORPORATION                                         | 2035-08-15      | 4.4000%  | 0.0000% | $28000.00          | $27187.91          | Corporate Debt Securities                         |
| COMCAST CORPORATION                                         | 2032-11-15      | 5.5000%  | 0.0000% | $98000.00          | $105863.85         | Corporate Debt Securities                         |
| COMCAST CORPORATION                                         | 2033-02-15      | 4.6500%  | 0.0000% | $801000.00         | $814168.44         | Corporate Debt Securities                         |
| COMMONWEALTH EDISON COMPANY                                 | 2055-06-01      | 5.9500%  | 0.0000% | $40000.00          | $42475.36          | Corporate Debt Securities                         |
| CONNECTICUT (STATE OF)                                      | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11477.68          | Other Instrument                                  |
| CONOCOPHILLIPS CO                                           | 2033-09-15      | 5.0500%  | 0.0000% | $233000.00         | $247339.98         | Corporate Debt Securities                         |
| CONOCOPHILLIPS CO                                           | 2032-01-15      | 4.8500%  | 0.0000% | $56000.00          | $58260.63          | Corporate Debt Securities                         |
| CONROE TEX INDPT SCH DIST                                   | 2037-02-15      | 5.0000%  | 0.0000% | $620000.00         | $725714.13         | Other Instrument                                  |
| CONSTELLATION ENERGY GENERATION LLC                         | 2028-03-01      | 5.6000%  | 0.0000% | $148000.00         | $156601.43         | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATION LLC                         | 2031-03-01      | 3.7500%  | 0.0000% | $21000.00          | $20744.71          | Corporate Debt Securities                         |
| CONSTELLATION ENERGY GENERATION LLC                         | 2066-01-15      | 5.8750%  | 0.0000% | $4935000.00        | $4984579.61        | Corporate Debt Securities                         |
| COOPR_25-CES3                                               | 2060-09-25      | 5.1720%  | 0.0000% | $44830500.00       | $42797477.30       | Private Label Collateralized Mortgage Obligations |
| CROWLEY TEX INDPT SCH DIST                                  | 2035-02-01      | 5.0000%  | 0.0000% | $20000.00          | $23111.62          | Other Instrument                                  |
| CROWN CASTLE INC                                            | 2029-02-15      | 4.3000%  | 0.0000% | $95000.00          | $95442.07          | Corporate Debt Securities                         |
| CROWN CASTLE INC                                            | 2049-11-15      | 4.0000%  | 0.0000% | $127000.00         | $99209.01          | Corporate Debt Securities                         |
| DALLAS FORT WORTH TEX INTL ARPT                             | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11368.41          | Other Instrument                                  |
| DALLAS FORT WORTH TEX INTL ARPT                             | 2032-11-01      | 5.0000%  | 0.0000% | $15000.00          | $17655.77          | Other Instrument                                  |
| DALLAS TEX INDPT SCH DIST                                   | 2042-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22132.13          | Other Instrument                                  |
| DEUTSCHE BANK AG (NEW YORK BRANC                            | 2033-01-07      | 3.7420%  | 0.0000% | $461000.00         | $434154.69         | Corporate Debt Securities                         |
| DEVON ENERGY CORPORATION                                    | 2045-06-15      | 5.0000%  | 0.0000% | $35000.00          | $32081.70          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC                                      | 2031-03-24      | 3.1250%  | 0.0000% | $465000.00         | $446168.08         | Corporate Debt Securities                         |
| Digital Rlty                                                | 2029-07-01      | 3.6000%  | 0.0000% | $76000.00          | $75306.88          | Corporate Debt Securities                         |
| WALT DISNEY CO                                              | 2034-12-15      | 6.2000%  | 0.0000% | $552000.00         | $629793.36         | Corporate Debt Securities                         |
| WALT DISNEY CO                                              | 2035-12-15      | 6.4000%  | 0.0000% | $55000.00          | $63188.40          | Corporate Debt Securities                         |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11145.88          | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2033-06-01      | 4.7180%  | 0.0000% | $685000.00         | $718716.23         | Other Instrument                                  |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                        | 2031-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10479.68          | Other Instrument                                  |
| DOMINION ENERGY SOUTH CAROLINA INC                          | 2031-12-01      | 2.3000%  | 0.0000% | $49000.00          | $44565.23          | Corporate Debt Securities                         |
| DOW CHEMICAL CO                                             | 2034-02-15      | 5.1500%  | 0.0000% | $473000.00         | $470354.35         | Corporate Debt Securities                         |
| DUKE ENERGY CORP                                            | 2045-12-15      | 4.8000%  | 0.0000% | $58000.00          | $52079.94          | Corporate Debt Securities                         |
| DUKE ENERGY FLORIDA LLC                                     | 2033-11-15      | 5.8750%  | 0.0000% | $98000.00          | $107830.95         | Corporate Debt Securities                         |
| ERAC USA FINANCE LLC                                        | 2037-10-15      | 7.0000%  | 0.0000% | $8000.00           | $9596.48           | Corporate Debt Securities                         |
| ERP OPERATING LP                                            | 2034-09-15      | 4.6500%  | 0.0000% | $104000.00         | $106215.72         | Corporate Debt Securities                         |
| EQT CORP                                                    | 2031-01-15      | 4.7500%  | 0.0000% | $7944000.00        | $8081603.32        | Corporate Debt Securities                         |
| EBAY INC                                                    | 2042-07-15      | 4.0000%  | 0.0000% | $1979000.00        | $1654734.25        | Corporate Debt Securities                         |
| EBAY INC                                                    | 2026-05-10      | 1.4000%  | 0.0000% | $4000.00           | $3996.00           | Corporate Debt Securities                         |
| EBAY INC                                                    | 2035-11-06      | 5.1250%  | 0.0000% | $306000.00         | $313583.32         | Corporate Debt Securities                         |
| EL PASO ELEC CO                                             | 2044-12-01      | 5.0000%  | 0.0000% | $29000.00          | $26434.50          | Corporate Debt Securities                         |
| EMERA US FINANCE LP                                         | 2046-06-15      | 4.7500%  | 0.0000% | $133000.00         | $116260.62         | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                          | 2028-05-15      | 4.9500%  | 0.0000% | $55000.00          | $56775.13          | Corporate Debt Securities                         |
| ENBRIDGE INC                                                | 2030-06-20      | 4.9000%  | 0.0000% | $121000.00         | $125518.07         | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                          | 2030-12-01      | 6.4000%  | 0.0000% | $1145000.00        | $1263540.58        | Corporate Debt Securities                         |
| ENERGY TRANSFER LP                                          | 2054-09-01      | 6.0500%  | 0.0000% | $3376000.00        | $3404485.94        | Corporate Debt Securities                         |
| ENTERGY LOUISIANA LLC                                       | 2054-03-15      | 5.7000%  | 0.0000% | $460000.00         | $473054.80         | Corporate Debt Securities                         |
| Entergy Tx                                                  | 2035-04-15      | 5.2500%  | 0.0000% | $86000.00          | $90565.74          | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                           | 2045-02-15      | 5.1000%  | 0.0000% | $310000.00         | $297076.10         | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                           | 2048-02-15      | 4.2500%  | 0.0000% | $55000.00          | $45944.62          | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                           | 2055-02-16      | 5.5500%  | 0.0000% | $4840000.00        | $4793999.83        | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                           | 2036-01-15      | 5.2000%  | 0.0000% | $752000.00         | $778693.49         | Corporate Debt Securities                         |
| ESCAMBIA CNTY FLA SCH BRD                                   | 2032-02-01      | 5.0000%  | 0.0000% | $15000.00          | $17210.72          | Other Instrument                                  |
| EVEREST REINSURANCE HOLDINGS INC                            | 2044-06-01      | 4.8680%  | 0.0000% | $72000.00          | $64656.66          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                           | 2033-05-15      | 5.1250%  | 0.0000% | $25000.00          | $25871.77          | Corporate Debt Securities                         |
| EVERSOURCE ENERGY                                           | 2031-04-15      | 5.8500%  | 0.0000% | $92000.00          | $99730.76          | Corporate Debt Securities                         |
| EXTRA SPACE STORAGE LP                                      | 2033-01-15      | 4.9500%  | 0.0000% | $70000.00          | $71333.15          | Corporate Debt Securities                         |
| EXXON MOBIL CORP                                            | 2051-04-15      | 3.4520%  | 0.0000% | $125000.00         | $93208.42          | Corporate Debt Securities                         |
| FEDEX CORP                                                  | 2028-02-15      | 3.4000%  | 0.0000% | $100000.00         | $99164.33          | Corporate Debt Securities                         |
| FEDEX CORP                                                  | 2043-04-15      | 4.1000%  | 0.0000% | $17000.00          | $14511.77          | Corporate Debt Securities                         |
| FERRIS ST UNIV MICH                                         | 2035-10-01      | 5.0000%  | 0.0000% | $25000.00          | $30257.69          | Other Instrument                                  |
| FIDELITY NATIONAL FINANCIAL INC                             | 2028-08-15      | 4.5000%  | 0.0000% | $9000.00           | $9066.87           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP                                         | 2033-04-25      | 4.3370%  | 0.0000% | $95000.00          | $95178.37          | Corporate Debt Securities                         |
| FIRST AMERICAN FINANCIAL CORP                               | 2034-09-30      | 5.4500%  | 0.0000% | $56000.00          | $57628.71          | Corporate Debt Securities                         |
| FLORIDA POWER & LIGHT CO                                    | 2036-02-15      | 4.7000%  | 0.0000% | $13000.00          | $13134.75          | Corporate Debt Securities                         |
| DUKE ENERGY FLORIDA LLC                                     | 2037-09-15      | 6.3500%  | 0.0000% | $632000.00         | $722682.52         | Corporate Debt Securities                         |
| FLORIDA ST TPK AUTH                                         | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11449.69          | Other Instrument                                  |
| FLORIDA ST TPK AUTH                                         | 2042-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22751.18          | Other Instrument                                  |
| FLORIDA ST TPK AUTH                                         | 2030-07-01      | 5.0000%  | 0.0000% | $75000.00          | $84467.08          | Other Instrument                                  |
| FORT COLLINS-LOVELAND WTR DIST COLO                         | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11828.64          | Other Instrument                                  |
| FORT COLLINS-LOVELAND WTR DIST COLO                         | 2039-12-01      | 5.0000%  | 0.0000% | $75000.00          | $88720.08          | Other Instrument                                  |
| FORT PAYNE ALA WTRWKS BRD                                   | 2035-07-01      | 5.0000%  | 0.0000% | $25000.00          | $29454.69          | Other Instrument                                  |
| FOX CORP                                                    | 2029-01-25      | 4.7090%  | 0.0000% | $33000.00          | $33634.78          | Corporate Debt Securities                         |
| FOX CORP                                                    | 2039-01-25      | 5.4760%  | 0.0000% | $7370000.00        | $7356200.08        | Corporate Debt Securities                         |
| FRANKLIN CNTY OHIO                                          | 2042-11-01      | 1.9000%  | 0.0000% | $6875000.00        | $5186973.46        | Money Market                                      |
| FRISCO TEX                                                  | 2039-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22730.13          | Other Instrument                                  |
| FULTON CNTY GA DEV AUTH                                     | 2035-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11931.31          | Other Instrument                                  |
| GARLAND TEX INDPT SCH DIST                                  | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11602.87          | Other Instrument                                  |
| GENERAL DYNAMICS CORP                                       | 2042-11-15      | 3.6000%  | 0.0000% | $112000.00         | $94075.52          | Corporate Debt Securities                         |
| GENERAL MILLS INC                                           | 2030-04-15      | 2.8750%  | 0.0000% | $35000.00          | $33597.96          | Corporate Debt Securities                         |
| GENERAL MILLS INC                                           | 2051-02-01      | 3.0000%  | 0.0000% | $357000.00         | $234237.22         | Corporate Debt Securities                         |
| GENERAL MILLS INC                                           | 2031-10-14      | 2.2500%  | 0.0000% | $39000.00          | $35221.78          | Corporate Debt Securities                         |
| GENERAL MILLS INC                                           | 2033-03-29      | 4.9500%  | 0.0000% | $287000.00         | $298821.53         | Corporate Debt Securities                         |
| GENERAL MOTORS CO                                           | 2032-10-15      | 5.6000%  | 0.0000% | $7000.00           | $7505.28           | Corporate Debt Securities                         |
| GENERAL MOTORS FINANCIAL COMPANY INC                        | 2034-01-07      | 6.1000%  | 0.0000% | $53000.00          | $57249.66          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                 | 2030-10-23      | 4.6920%  | 0.0000% | $9316000.00        | $9615428.66        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC/THE                                 | 2030-03-15      | 3.8000%  | 0.0000% | $13000.00          | $13081.25          | Corporate Debt Securities                         |
| GOLUB CAPITAL BDC INC.                                      | 2029-07-15      | 6.0000%  | 0.0000% | $369000.00         | $374332.05         | Corporate Debt Securities                         |
| GRAFORD TEX INDPT SCH DIST                                  | 2040-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11222.77          | Other Instrument                                  |
| GREGORY PORTLAND TEX INDPT SCH DIST                         | 2034-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22759.73          | Other Instrument                                  |
| HPS CORPORATE LENDING FUND                                  | 2032-04-14      | 5.9500%  | 0.0000% | $35000.00          | $35727.37          | Corporate Debt Securities                         |
| HARRIS COUNTY TEXAS                                         | 2032-08-15      | 5.0000%  | 0.0000% | $30000.00          | $34991.60          | Other Instrument                                  |
| HEALTHCARE REALTY HOLDINGS LP                               | 2030-02-15      | 3.1000%  | 0.0000% | $9000.00           | $8612.13           | Corporate Debt Securities                         |
| HEALTHPEAK OP LLC                                           | 2027-02-01      | 1.3500%  | 0.0000% | $5725000.00        | $5597819.13        | Corporate Debt Securities                         |
| HIDALGO CNTY TEX                                            | 2041-08-15      | 5.2500%  | 0.0000% | $10000.00          | $11433.30          | Other Instrument                                  |
| HOME DEPOT INC                                              | 2044-02-15      | 4.8750%  | 0.0000% | $60000.00          | $57199.50          | Corporate Debt Securities                         |
| HOME DEPOT INC                                              | 2051-03-15      | 2.3750%  | 0.0000% | $42000.00          | $24868.52          | Corporate Debt Securities                         |
| HOME DEPOT INC                                              | 2032-09-15      | 4.5000%  | 0.0000% | $36000.00          | $37456.92          | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD                                          | 2035-07-08      | 5.3370%  | 0.0000% | $20000.00          | $20804.69          | Corporate Debt Securities                         |
| HORRY CNTY S C                                              | 2033-03-01      | 5.0000%  | 0.0000% | $10000.00          | $12022.04          | Other Instrument                                  |
| HUMANA INC                                                  | 2047-03-15      | 4.8000%  | 0.0000% | $73000.00          | $62738.39          | Corporate Debt Securities                         |
| HUMANA INC                                                  | 2028-03-01      | 5.7500%  | 0.0000% | $10000.00          | $10548.81          | Corporate Debt Securities                         |
| HUMANA INC                                                  | 2055-05-01      | 6.0000%  | 0.0000% | $285000.00         | $280241.45         | Corporate Debt Securities                         |
| HUNTINGTON BANCSHARES INC                                   | 2033-05-17      | 5.0230%  | 0.0000% | $8000.00           | $8271.06           | Corporate Debt Securities                         |
| HYUNDAI CAPITAL AMERICA                                     | 2032-06-23      | 5.4000%  | 0.0000% | $1000000.00        | $1056610.00        | Corporate Debt Securities                         |
| ITC MIDWEST LLC                                             | 2038-01-31      | 6.1500%  | 0.0000% | $280000.00         | $298956.70         | Corporate Debt Securities                         |
| ILLINOIS FINANCE AUTHORITY                                  | 2031-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22678.96          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                         | 2030-01-01      | 5.5000%  | 0.0000% | $45000.00          | $50512.30          | Other Instrument                                  |
| ILLINOIS (STATE OF)                                         | 2031-03-01      | 5.0000%  | 0.0000% | $15000.00          | $17103.07          | Other Instrument                                  |
| INDIANAPOLIS POWER & LIGHT CO                               | 2035-08-15      | 5.0500%  | 0.0000% | $10000.00          | $10223.43          | Corporate Debt Securities                         |
| INDONESIA (REPUBLIC OF)                                     | 2031-07-28      | 2.1500%  | 0.0000% | $460000.00         | $412105.69         | Corporate Debt Securities                         |
| INSTITUTE FOR ADVANCED STUDY                                | 2037-11-01      | 3.6320%  | 0.0000% | $2965000.00        | $2721968.17        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC                               | 2031-06-15      | 5.2500%  | 0.0000% | $36000.00          | $38174.04          | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                        | 2040-05-15      | 2.8500%  | 0.0000% | $600000.00         | $458043.00         | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP                        | 2036-02-03      | 4.9500%  | 0.0000% | $6752000.00        | $6774821.76        | Corporate Debt Securities                         |
| INTESA SANPAOLO SPA                                         | 2033-06-20      | 6.6250%  | 0.0000% | $1700000.00        | $1913961.76        | Corporate Debt Securities                         |
| IOWA FINANCE AUTHORITY                                      | 2033-08-01      | 5.0000%  | 0.0000% | $225000.00         | $256194.25         | Other Instrument                                  |
| IRVING TEX INDPT SCH DIST                                   | 2035-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11440.47          | Other Instrument                                  |
| JOHNS HOPKINS UNIVERSITY                                    | 2060-01-01      | 2.8130%  | 0.0000% | $27000.00          | $16666.72          | Corporate Debt Securities                         |
| KANE CNTY ILL CMNTY UNIT SCH DIST NO 304 GENEVA             | 2030-01-01      | 5.0000%  | 0.0000% | $45000.00          | $46398.95          | Other Instrument                                  |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                | 2042-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11454.64          | Other Instrument                                  |
| KATY TEX INDPT SCH DIST                                     | 2034-02-15      | 5.0000%  | 0.0000% | $35000.00          | $39954.48          | Other Instrument                                  |
| KENTUCKY PWR CO                                             | 2033-11-15      | 7.0000%  | 0.0000% | $36000.00          | $40278.36          | Corporate Debt Securities                         |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION            | 2041-05-01      | 5.0000%  | 0.0000% | $25000.00          | $27918.28          | Other Instrument                                  |
| KENTUCKY UTILITIES COMPANY                                  | 2040-11-01      | 5.1250%  | 0.0000% | $2081000.00        | $2106958.16        | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC                                        | 2029-03-15      | 5.0500%  | 0.0000% | $35000.00          | $36614.38          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS LP                            | 2044-09-01      | 5.4000%  | 0.0000% | $20000.00          | $19810.20          | Corporate Debt Securities                         |
| KINDER MORGAN INC                                           | 2051-02-15      | 3.6000%  | 0.0000% | $67000.00          | $48207.84          | Corporate Debt Securities                         |
| KYNDRYL HOLDINGS INC                                        | 2026-10-15      | 2.0500%  | 0.0000% | $65000.00          | $64379.68          | Corporate Debt Securities                         |
| LKQ CORP                                                    | 2033-06-15      | 6.2500%  | 0.0000% | $124000.00         | $132944.12         | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC                                   | 2053-07-31      | 5.6000%  | 0.0000% | $284000.00         | $286703.68         | Corporate Debt Securities                         |
| LINCOLN NATIONAL CORPORATION                                | 2028-03-01      | 3.8000%  | 0.0000% | $192000.00         | $191761.49         | Corporate Debt Securities                         |
| LINCOLN NATIONAL CORPORATION                                | 2035-11-15      | 5.3500%  | 0.0000% | $1500000.00        | $1496912.08        | Corporate Debt Securities                         |
| LONGVIEW TEX                                                | 2031-09-01      | 5.0000%  | 0.0000% | $15000.00          | $17198.62          | Other Instrument                                  |
| LOS ANGELES CALIF                                           | 2038-09-01      | 4.7500%  | 0.0000% | $5000.00           | $5163.01           | Other Instrument                                  |
| LOWER COLORADO RIVER AUTHORITY                              | 2032-05-15      | 5.0000%  | 0.0000% | $15000.00          | $17441.05          | Other Instrument                                  |
| LOWES COMPANIES INC                                         | 2035-10-15      | 5.5000%  | 0.0000% | $92000.00          | $98815.05          | Corporate Debt Securities                         |
| LOWES COMPANIES INC                                         | 2051-04-01      | 3.5000%  | 0.0000% | $53000.00          | $38369.06          | Corporate Debt Securities                         |
| LOWES COMPANIES INC                                         | 2033-04-15      | 5.0000%  | 0.0000% | $1557000.00        | $1634574.93        | Corporate Debt Securities                         |
| LUBBOCK CNTY TEX                                            | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11492.87          | Other Instrument                                  |
| MPLX LP                                                     | 2047-12-01      | 5.2000%  | 0.0000% | $27000.00          | $24796.05          | Corporate Debt Securities                         |
| MARICOPA CNTY ARIZ UN HIGH SCH DIST NO 216                  | 2040-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16954.17          | Other Instrument                                  |
| MARION CNTY FLA SCH BRD                                     | 2035-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11790.14          | Other Instrument                                  |
| MARKEL GROUP INC                                            | 2049-05-20      | 5.0000%  | 0.0000% | $90000.00          | $82469.00          | Corporate Debt Securities                         |
| MARKEL GROUP INC                                            | 2050-09-17      | 4.1500%  | 0.0000% | $15000.00          | $12067.87          | Corporate Debt Securities                         |
| MARSH & MCLENNAN COMPANIES INC                              | 2049-03-15      | 4.9000%  | 0.0000% | $19000.00          | $17711.80          | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                                  | 2028-04-15      | 4.0000%  | 0.0000% | $99000.00          | $100610.40         | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                                  | 2031-04-15      | 2.8500%  | 0.0000% | $3409000.00        | $3221641.36        | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                                  | 2028-10-15      | 5.5500%  | 0.0000% | $9000.00           | $9520.65           | Corporate Debt Securities                         |
| MARRIOTT INTERNATIONAL INC                                  | 2035-03-15      | 5.3500%  | 0.0000% | $21000.00          | $22276.49          | Corporate Debt Securities                         |
| MARTIN MARIETTA MATERIALS INC                               | 2054-12-01      | 5.5000%  | 0.0000% | $15000.00          | $14918.68          | Corporate Debt Securities                         |
| MASSACHUSETTS ST DEV FIN AGY                                | 2037-10-01      | 5.0000%  | 0.0000% | $35000.00          | $40664.67          | Other Instrument                                  |
| MCDONALDS CORP                                              | 2033-08-14      | 4.9500%  | 0.0000% | $94000.00          | $97842.49          | Corporate Debt Securities                         |
| MC GREGOR TEX INDPT SCH DIST                                | 2039-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16991.80          | Other Instrument                                  |
| MEMORIAL SLOAN-KETTERING CANCER CENTER                      | 2052-07-01      | 4.1250%  | 0.0000% | $10000.00          | $8370.87           | Corporate Debt Securities                         |
| MERCK & CO INC                                              | 2049-03-07      | 4.0000%  | 0.0000% | $61000.00          | $50678.12          | Corporate Debt Securities                         |
| MERCK & CO INC                                              | 2035-09-15      | 4.9500%  | 0.0000% | $8760000.00        | $9164011.20        | Corporate Debt Securities                         |
| METLIFE INC                                                 | 2042-08-13      | 4.1250%  | 0.0000% | $10000.00          | $8580.14           | Corporate Debt Securities                         |
| METLIFE INC                                                 | 2043-11-13      | 4.8750%  | 0.0000% | $20000.00          | $18879.27          | Corporate Debt Securities                         |
| METROPOLITAN NASHVILLE ARPT AUTH TENN                       | 2037-07-01      | 5.0000%  | 0.0000% | $870000.00         | $1004784.27        | Other Instrument                                  |
| METROPOLITAN ST LOUIS MO SWR DIST                           | 2047-05-01      | 5.0000%  | 0.0000% | $25000.00          | $26682.53          | Other Instrument                                  |
| MIAMI-DADE CNTY FLA SCH DIST                                | 2036-03-15      | 5.0000%  | 0.0000% | $165000.00         | $190718.55         | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY                            | 2039-06-01      | 3.2670%  | 0.0000% | $105000.00         | $88564.79          | Other Instrument                                  |
| MICROSOFT CORP                                              | 2039-06-01      | 5.2000%  | 0.0000% | $35000.00          | $37449.03          | Corporate Debt Securities                         |
| MICROSOFT CORP                                              | 2047-06-15      | 4.5000%  | 0.0000% | $26000.00          | $23944.96          | Corporate Debt Securities                         |
| MID-AMERICA APARTMENTS LP                                   | 2032-02-15      | 5.3000%  | 0.0000% | $80000.00          | $83983.73          | Corporate Debt Securities                         |
| MITSUBISHI CORP                                             | 2035-09-09      | 4.8750%  | 0.0000% | $80000.00          | $80986.40          | Corporate Debt Securities                         |
| OHIO HOUSING FINANCE AGENCY                                 | 2058-02-01      | 0.0000%  | 0.0000% | $1399999.00        | $1404223.19        | Money Market                                      |
| MONT BELVIEU TEX                                            | 2038-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11404.87          | Other Instrument                                  |
| MORGAN STANLEY                                              | 2033-07-20      | 4.8890%  | 0.0000% | $30000.00          | $30700.64          | Corporate Debt Securities                         |
| MORGAN STANLEY                                              | 2029-04-12      | 4.9940%  | 0.0000% | $44000.00          | $45629.21          | Corporate Debt Securities                         |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-H3                    | 2051-07-15      | 0.7799%  | 0.0000% | $1000000.00        | $10294.06          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY DIRECT LENDING FUND                          | 2030-05-19      | 6.0000%  | 0.0000% | $4291000.00        | $4383270.80        | Corporate Debt Securities                         |
| NYU LANGONE HOSPITALS                                       | 2043-07-01      | 5.7500%  | 0.0000% | $70000.00          | $73953.91          | Corporate Debt Securities                         |
| NTT FINANCE CORP                                            | 2035-07-16      | 5.5020%  | 0.0000% | $1000000.00        | $1049386.17        | Corporate Debt Securities                         |
| NASDAQ INC                                                  | 2063-06-28      | 6.1000%  | 0.0000% | $16000.00          | $16789.40          | Corporate Debt Securities                         |
| NOV INC                                                     | 2042-12-01      | 3.9500%  | 0.0000% | $93000.00          | $75968.55          | Corporate Debt Securities                         |
| NNN REIT INC                                                | 2028-10-15      | 4.3000%  | 0.0000% | $352000.00         | $359873.07         | Corporate Debt Securities                         |
| NNN REIT INC                                                | 2050-04-15      | 3.1000%  | 0.0000% | $30000.00          | $20239.10          | Corporate Debt Securities                         |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP           | 2033-01-15      | 5.8000%  | 0.0000% | $1355000.00        | $1469249.08        | Corporate Debt Securities                         |
| NATIONWIDE BUILDING SOCIETY                                 | 2036-07-14      | 5.5370%  | 0.0000% | $1692000.00        | $1773679.00        | Corporate Debt Securities                         |
| NEW HAMPSHIRE MUN BD BK                                     | 2031-08-15      | 5.0000%  | 0.0000% | $15000.00          | $17190.70          | Other Instrument                                  |
| NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY                   | 2029-09-01      | 5.5000%  | 0.0000% | $35000.00          | $39922.36          | Other Instrument                                  |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY              | 2030-06-15      | 5.0000%  | 0.0000% | $20000.00          | $22459.20          | Other Instrument                                  |
| NEW MEXICO FINANCE AUTHORITY                                | 2031-06-01      | 5.0000%  | 0.0000% | $20000.00          | $23046.29          | Other Instrument                                  |
| NEW MEXICO (STATE OF)                                       | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10981.38          | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY             | 2048-06-15      | 1.8500%  | 0.0000% | $4700000.00        | $4702350.00        | Money Market                                      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY             | 2030-06-15      | 5.0000%  | 0.0000% | $20000.00          | $22638.60          | Other Instrument                                  |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY             | 2032-06-15      | 5.0000%  | 0.0000% | $5000.00           | $5747.30           | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2056-03-15      | 5.0000%  | 0.0000% | $45000.00          | $47716.65          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2030-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11381.50          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2030-09-15      | 5.0000%  | 0.0000% | $10000.00          | $10932.20          | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2029-03-15      | 5.0000%  | 0.0000% | $15000.00          | $16649.85          | Other Instrument                                  |
| NEWMONT CORPORATION                                         | 2044-06-09      | 5.4500%  | 0.0000% | $305000.00         | $312301.19         | Corporate Debt Securities                         |
| NEWTON CNTY GA SCH DIST                                     | 2033-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11938.28          | Other Instrument                                  |
| NIAGARA MOHAWK PWR CORP                                     | 2030-10-03      | 4.6470%  | 0.0000% | $1109000.00        | $1145894.21        | Corporate Debt Securities                         |
| NISOURCE INC.                                               | 2033-06-30      | 5.4000%  | 0.0000% | $93000.00          | $98172.66          | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                                         | 2027-07-02      | 5.5940%  | 0.0000% | $442000.00         | $454560.04         | Corporate Debt Securities                         |
| NOMURA HOLDINGS INC                                         | 2035-06-29      | 5.4910%  | 0.0000% | $1698000.00        | $1784201.71        | Corporate Debt Securities                         |
| NORFOLK SOUTHERN CORPORATION                                | 2033-03-01      | 4.4500%  | 0.0000% | $45000.00          | $46197.70          | Corporate Debt Securities                         |
| NORTHWELL HEALTHCARE INC                                    | 2043-11-01      | 6.1500%  | 0.0000% | $20000.00          | $21082.93          | Corporate Debt Securities                         |
| NORTH TEXAS TOLLWAY AUTHORITY                               | 2034-01-01      | 5.0000%  | 0.0000% | $70000.00          | $82965.24          | Other Instrument                                  |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                   | 2042-08-15      | 3.4000%  | 0.0000% | $1000.00           | $798.46            | Corporate Debt Securities                         |
| NOVANT HEALTH INC                                           | 2051-11-01      | 3.1680%  | 0.0000% | $25000.00          | $17377.45          | Corporate Debt Securities                         |
| NSTAR ELECTRIC CO                                           | 2052-06-01      | 4.5500%  | 0.0000% | $138000.00         | $119731.48         | Corporate Debt Securities                         |
| NUCOR CORP                                                  | 2032-04-01      | 3.1250%  | 0.0000% | $140000.00         | $133074.71         | Corporate Debt Securities                         |
| NUCOR CORP                                                  | 2035-06-01      | 5.1000%  | 0.0000% | $4000.00           | $4179.33           | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP                                       | 2044-06-01      | 4.5500%  | 0.0000% | $14000.00          | $12094.17          | Corporate Debt Securities                         |
| OHIO (STATE OF)                                             | 2034-05-01      | 5.0000%  | 0.0000% | $100000.00         | $116249.11         | Other Instrument                                  |
| OKALOOSA FLA GAS DIST                                       | 2034-10-01      | 5.0000%  | 0.0000% | $30000.00          | $35830.73          | Other Instrument                                  |
| OMNICOM GROUP INC                                           | 2034-11-01      | 5.3000%  | 0.0000% | $200000.00         | $204677.56         | Corporate Debt Securities                         |
| ONE GAS INC                                                 | 2026-03-02      | 0.0000%  | 0.0000% | $10.00             | $9.98              | Money Market                                      |
| ONEOK INC                                                   | 2047-06-01      | 5.4500%  | 0.0000% | $2682000.00        | $2566967.53        | Corporate Debt Securities                         |
| ORACLE CORPORATION                                          | 2033-05-04      | 5.3500%  | 0.0000% | $24000.00          | $24201.79          | Corporate Debt Securities                         |
| OTIS WORLDWIDE CORP                                         | 2050-02-15      | 3.3620%  | 0.0000% | $24000.00          | $17261.30          | Corporate Debt Securities                         |
| OXNARD CALIF UN HIGH SCH DIST                               | 2030-02-01      | 6.0000%  | 0.0000% | $10000.00          | $11661.83          | Other Instrument                                  |
| PACIFIC GAS AND ELECTRIC COMPANY                            | 2045-03-15      | 4.3000%  | 0.0000% | $43000.00          | $35679.68          | Corporate Debt Securities                         |
| PACIFICORP                                                  | 2052-06-15      | 2.9000%  | 0.0000% | $223000.00         | $135441.28         | Corporate Debt Securities                         |
| MASS GENERAL BRIGHAM INC                                    | 2049-07-01      | 3.1920%  | 0.0000% | $37000.00          | $26614.67          | Corporate Debt Securities                         |
| PAYCHEX INC                                                 | 2032-04-15      | 5.3500%  | 0.0000% | $88000.00          | $91849.71          | Corporate Debt Securities                         |
| PENDER CNTY N C                                             | 2032-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11795.44          | Other Instrument                                  |
| PENN MUTUAL LIFE INSURANCE                                  | 2061-04-29      | 3.8000%  | 0.0000% | $229000.00         | $158552.73         | Corporate Debt Securities                         |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11575.14          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5871.57           | Other Instrument                                  |
| PEPSICO INC                                                 | 2049-10-15      | 2.8750%  | 0.0000% | $2247000.00        | $1539670.62        | Corporate Debt Securities                         |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                       | 2043-05-19      | 5.1100%  | 0.0000% | $9113000.00        | $8979864.13        | Corporate Debt Securities                         |
| PHILIP MORRIS INTERNATIONAL INC                             | 2034-11-01      | 4.9000%  | 0.0000% | $95000.00          | $98260.29          | Corporate Debt Securities                         |
| PHILLIPS 66 CO                                              | 2045-02-15      | 4.6800%  | 0.0000% | $60000.00          | $52294.80          | Corporate Debt Securities                         |
| PIEDMONT NATURAL GAS COMPANY INC                            | 2034-09-18      | 4.1000%  | 0.0000% | $7688000.00        | $7493912.17        | Corporate Debt Securities                         |
| SEATTLE WASHINGTON PORT OF                                  | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11395.94          | Other Instrument                                  |
| POTOMAC ELECTRIC POWER CO                                   | 2043-11-15      | 4.9500%  | 0.0000% | $95000.00          | $88890.08          | Corporate Debt Securities                         |
| PRESIDENT AND FELLOWS OF HARVARD                            | 2050-10-15      | 2.5170%  | 0.0000% | $10000.00          | $6391.59           | Corporate Debt Securities                         |
| PROGRESS ENERGY INC                                         | 2039-12-01      | 6.0000%  | 0.0000% | $13000.00          | $14122.07          | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                                    | 2050-10-01      | 3.7000%  | 0.0000% | $65000.00          | $62042.21          | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                                    | 2052-09-01      | 6.0000%  | 0.0000% | $60000.00          | $64003.40          | Corporate Debt Securities                         |
| PRUDENTIAL FINANCIAL INC                                    | 2044-05-15      | 4.6000%  | 0.0000% | $15000.00          | $13589.45          | Corporate Debt Securities                         |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                | 2030-08-15      | 1.6000%  | 0.0000% | $68000.00          | $60875.19          | Corporate Debt Securities                         |
| QUALCOMM INC                                                | 2032-05-20      | 4.2500%  | 0.0000% | $212000.00         | $215368.97         | Corporate Debt Securities                         |
| QUANTA SERV INC.                                            | 2034-08-09      | 5.2500%  | 0.0000% | $9767000.00        | $10147082.81       | Corporate Debt Securities                         |
| RALPH LAUREN CORP                                           | 2032-06-15      | 5.0000%  | 0.0000% | $50000.00          | $52387.50          | Corporate Debt Securities                         |
| RAYMOND JAMES FINANCIAL INC.                                | 2055-09-11      | 5.6500%  | 0.0000% | $2691000.00        | $2713288.96        | Corporate Debt Securities                         |
| RTX CORP                                                    | 2054-03-15      | 6.4000%  | 0.0000% | $27000.00          | $30895.83          | Corporate Debt Securities                         |
| URUGUAY (ORIENTAL REPUBLIC OF)                              | 2060-09-10      | 5.2500%  | 0.0000% | $1.00              | $0.97              | Corporate Debt Securities                         |
| ROCKEFELLER FOUNDATION                                      | 2050-10-01      | 2.4920%  | 0.0000% | $100000.00         | $63750.64          | Corporate Debt Securities                         |
| ROCKWELL AUTOMATION INC                                     | 2061-08-15      | 2.8000%  | 0.0000% | $413000.00         | $241486.61         | Corporate Debt Securities                         |
| S&P GLOBAL INC                                              | 2033-09-15      | 5.2500%  | 0.0000% | $794000.00         | $854117.71         | Corporate Debt Securities                         |
| SABINE PASS LIQUEFACTION LLC                                | 2027-03-15      | 5.0000%  | 0.0000% | $159000.00         | $163404.30         | Corporate Debt Securities                         |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2031-01-01      | 5.0000%  | 0.0000% | $20000.00          | $22751.56          | Other Instrument                                  |
| SAN MARCOS TEX CONS INDPT SCH DIST                          | 2032-08-15      | 5.0000%  | 0.0000% | $45000.00          | $52320.90          | Other Instrument                                  |
| SANTANDER HOLDINGS USA INC                                  | 2035-05-31      | 6.3420%  | 0.0000% | $110000.00         | $120143.82         | Corporate Debt Securities                         |
| SARASOTA CNTY FLA SCH BRD                                   | 2037-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17236.17          | Other Instrument                                  |
| MERCK & CO INC                                              | 2033-12-01      | 6.5000%  | 0.0000% | $41000.00          | $47300.79          | Corporate Debt Securities                         |
| CHARLES SCHWAB CORP                                         | 2031-11-14      | 4.3430%  | 0.0000% | $54000.00          | $54885.37          | Corporate Debt Securities                         |
| SEATTLE (CITY OF)                                           | 2030-03-01      | 5.0000%  | 0.0000% | $25000.00          | $28333.11          | Other Instrument                                  |
| SEGUIN TEX                                                  | 2031-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11614.34          | Other Instrument                                  |
| 7-ELEVEN INC                                                | 2041-02-10      | 2.5000%  | 0.0000% | $125000.00         | $88262.57          | Corporate Debt Securities                         |
| SNAM SPA                                                    | 2035-05-28      | 5.7500%  | 0.0000% | $1700000.00        | $1819535.97        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                         | 2028-09-14      | 4.7500%  | 0.0000% | $2296000.00        | $2376215.22        | Corporate Debt Securities                         |
| SOCIETE GENERALE SA                                         | 2031-05-22      | 5.5120%  | 0.0000% | $5500000.00        | $5799395.56        | Corporate Debt Securities                         |
| SONOCO PRODUCTS COMPANY                                     | 2034-09-01      | 5.0000%  | 0.0000% | $370000.00         | $381471.64         | Corporate Debt Securities                         |
| SOUTH JERSEY PORT CORP N J                                  | 2040-01-01      | 7.3650%  | 0.0000% | $15000.00          | $17702.05          | Other Instrument                                  |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2049-03-01      | 4.8750%  | 0.0000% | $51000.00          | $45357.53          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2034-06-01      | 5.2000%  | 0.0000% | $92000.00          | $94467.64          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2055-03-01      | 5.9000%  | 0.0000% | $1012000.00        | $1029795.46        | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA GAS COMPANY                             | 2049-01-15      | 4.3000%  | 0.0000% | $30000.00          | $24924.80          | Corporate Debt Securities                         |
| SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY                  | 2033-11-01      | 5.0000%  | 0.0000% | $20000.00          | $22973.42          | Other Instrument                                  |
| SOUTHWEST HIGHER ED AUTH INC TEX                            | 2037-10-01      | 5.0000%  | 0.0000% | $35000.00          | $40610.07          | Other Instrument                                  |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                         | 2041-08-15      | 4.5000%  | 0.0000% | $45000.00          | $40619.70          | Corporate Debt Securities                         |
| SPIRE INC                                                   | 2031-09-01      | 4.6000%  | 0.0000% | $700000.00         | $706230.00         | Corporate Debt Securities                         |
| SPRING TEX INDPT SCH DIST                                   | 2034-08-15      | 5.0000%  | 0.0000% | $15000.00          | $17822.05          | Other Instrument                                  |
| SPRINT CAPITAL CORPORATION                                  | 2032-03-15      | 8.7500%  | 0.0000% | $3245000.00        | $4086022.88        | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC                                      | 2036-08-12      | 5.4000%  | 0.0000% | $480000.00         | $493449.60         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC                                  | 2026-03-02      | 0.0000%  | 0.0000% | $2000.00           | $1995.61           | Money Market                                      |
| STATE STREET CORP                                           | 2030-04-24      | 4.8340%  | 0.0000% | $75000.00          | $78636.46          | Corporate Debt Securities                         |
| STRYKER CORP                                                | 2034-09-11      | 4.6250%  | 0.0000% | $2046000.00        | $2095649.03        | Corporate Debt Securities                         |
| SULLIVAN CNTY TENN                                          | 2035-05-01      | 3.2500%  | 0.0000% | $10000.00          | $10108.32          | Other Instrument                                  |
| SUMTER CNTY FLA SCH BRD                                     | 2038-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5754.74           | Other Instrument                                  |
| SUN COMMUNITIES OPERATING LP                                | 2031-07-15      | 2.7000%  | 0.0000% | $10475000.00       | $9631762.50        | Corporate Debt Securities                         |
| TD SYNNEX CORP                                              | 2035-10-10      | 5.3000%  | 0.0000% | $335000.00         | $340245.91         | Corporate Debt Securities                         |
| SYNCHRONY FINANCIAL                                         | 2036-07-29      | 6.0000%  | 0.0000% | $4994000.00        | $5130569.25        | Corporate Debt Securities                         |
| SYSCO CORP                                                  | 2048-03-15      | 4.4500%  | 0.0000% | $1541000.00        | $1352312.26        | Corporate Debt Securities                         |
| SYSCO CORP                                                  | 2034-01-17      | 6.0000%  | 0.0000% | $503000.00         | $550567.03         | Corporate Debt Securities                         |
| T-MOBILE USA INC                                            | 2050-04-15      | 4.5000%  | 0.0000% | $22382000.00       | $19108184.86       | Corporate Debt Securities                         |
| T-MOBILE USA INC                                            | 2032-03-15      | 2.7000%  | 0.0000% | $42000.00          | $38689.14          | Corporate Debt Securities                         |
| T-MOBILE USA INC                                            | 2054-01-15      | 5.7500%  | 0.0000% | $33000.00          | $32923.38          | Corporate Debt Securities                         |
| TAMPA BAY WTR FLA                                           | 2035-10-01      | 5.0000%  | 0.0000% | $10000.00          | $12039.48          | Other Instrument                                  |
| TARGA RESOURCES CORP                                        | 2035-08-15      | 5.5500%  | 0.0000% | $99000.00          | $102568.95         | Corporate Debt Securities                         |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA       | 2047-05-15      | 4.2700%  | 0.0000% | $25000.00          | $21233.71          | Corporate Debt Securities                         |
| TELEFONICA EMISIONES SAU                                    | 2036-06-20      | 7.0450%  | 0.0000% | $2426000.00        | $2772412.25        | Corporate Debt Securities                         |
| TELEFONICA EMISIONES SAU                                    | 2048-03-06      | 4.8950%  | 0.0000% | $411000.00         | $361902.45         | Corporate Debt Securities                         |
| TENDER OPT BD TR RCPTS / CTFS                               | 2055-05-01      | 0.0000%  | 0.0000% | $5360000.00        | $5389867.11        | Money Market                                      |
| TENDER OPT BD TR RCPTS / CTFS                               | 2044-05-01      | 0.0000%  | 0.0000% | $20175000.00       | $20287419.58       | Money Market                                      |
| TENDER OPT BD TR RCPTS / CTFS                               | 2055-05-01      | 0.0000%  | 0.0000% | $1500000.00        | $1508216.67        | Money Market                                      |
| TEXAS EASTERN TRNSMSN LP                                    | 2032-07-15      | 7.0000%  | 0.0000% | $90000.00          | $102829.20         | Corporate Debt Securities                         |
| TEXAS HEALTH RESOURCES                                      | 2050-11-15      | 2.3280%  | 0.0000% | $403000.00         | $239066.05         | Corporate Debt Securities                         |
| TEXAS MUNICIPAL GAS ACQUISITION AND SUPPLY CORPORATION IV   | 2032-01-01      | 5.5000%  | 0.0000% | $105000.00         | $118985.53         | Other Instrument                                  |
| TEXAS WATER DEV BRD                                         | 2032-08-01      | 5.0000%  | 0.0000% | $25000.00          | $29163.03          | Other Instrument                                  |
| TEXAS WATER DEV BRD                                         | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11665.21          | Other Instrument                                  |
| THERMO FISHER                                               | 2041-10-15      | 2.8000%  | 0.0000% | $53000.00          | $40288.83          | Corporate Debt Securities                         |
| THERMO FISHER                                               | 2046-02-12      | 5.5460%  | 0.0000% | $35000.00          | $35756.38          | Corporate Debt Securities                         |
| TORONTO-DOMINION BANK/THE                                   | 2032-06-08      | 4.4560%  | 0.0000% | $79000.00          | $80346.83          | Corporate Debt Securities                         |
| TOTALENERGIES CAPITAL USA LLC                               | 2036-01-13      | 4.8570%  | 0.0000% | $35000.00          | $35519.62          | Corporate Debt Securities                         |
| TOYOTA MOTOR CREDIT CORP                                    | 2033-01-12      | 4.7000%  | 0.0000% | $97000.00          | $99726.19          | Corporate Debt Securities                         |
| TRIBOROUGH BRIDGE & TUNNEL AUTHORITY                        | 2030-11-15      | 5.0000%  | 0.0000% | $10000.00          | $10487.87          | Other Instrument                                  |
| TRUIST FINANCIAL CORP                                       | 2032-01-27      | 4.5970%  | 0.0000% | $5352000.00        | $5421794.54        | Corporate Debt Securities                         |
| TRUIST FINANCIAL CORP                                       | 2033-07-28      | 4.9160%  | 0.0000% | $102000.00         | $103237.27         | Corporate Debt Securities                         |
| TRUSTEES OF AMHERST COLLEGE                                 | 2039-11-01      | 5.8750%  | 0.0000% | $15000.00          | $16418.71          | Corporate Debt Securities                         |
| TSASC INC N Y                                               | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $203752.89         | Other Instrument                                  |
| UBS GROUP AG                                                | 2043-02-11      | 3.1790%  | 0.0000% | $1910000.00        | $1474831.12        | Corporate Debt Securities                         |
| UBS AG (STAMFORD BRANCH)                                    | 2028-01-10      | 4.8640%  | 0.0000% | $1358000.00        | $1377745.62        | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC                                       | 2054-09-15      | 5.3500%  | 0.0000% | $5000000.00        | $4894875.00        | Corporate Debt Securities                         |
| UNION CNTY PA HIGHER EDL FACS FING AUTH                     | 2035-04-01      | 5.0000%  | 0.0000% | $30000.00          | $36388.43          | Other Instrument                                  |
| UNION ELECTRIC CO                                           | 2056-03-15      | 5.5500%  | 0.0000% | $35000.00          | $34737.50          | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                                   | 2051-10-01      | 3.7990%  | 0.0000% | $40000.00          | $31302.28          | Corporate Debt Securities                         |
| UNION PACIFIC CORPORATION                                   | 2059-08-15      | 3.9500%  | 0.0000% | $1000.00           | $757.48            | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2033-04-08      | 7.5000%  | 0.0000% | $524000.00         | $619346.17         | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2052-02-12      | 4.4000%  | 0.0000% | $922000.00         | $685030.63         | Corporate Debt Securities                         |
| UNITED PARCEL SERVICE INC                                   | 2064-05-22      | 5.6000%  | 0.0000% | $95000.00          | $94722.39          | Corporate Debt Securities                         |
| RTX CORP                                                    | 2047-05-04      | 4.0500%  | 0.0000% | $95000.00          | $79492.44          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                      | 2040-10-15      | 5.7000%  | 0.0000% | $99000.00          | $105529.05         | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                      | 2048-12-15      | 4.4500%  | 0.0000% | $59000.00          | $50550.02          | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC                                      | 2033-04-15      | 4.5000%  | 0.0000% | $1396000.00        | $1416339.72        | Corporate Debt Securities                         |
| UNIVERSAL HEALTH SERVICES INC                               | 2034-10-15      | 5.0500%  | 0.0000% | $38000.00          | $38400.77          | Corporate Debt Securities                         |
| UNIVERSITY OF CALIFORNIA                                    | 2112-05-15      | 4.8580%  | 0.0000% | $97000.00          | $85042.26          | Other Instrument                                  |
| UNIVERSITY OF ILLINOIS                                      | 2027-04-01      | 5.0000%  | 0.0000% | $10000.00          | $10510.28          | Other Instrument                                  |
| UNIVERSITY OF TEXAS SYSTEM                                  | 2030-07-01      | 5.0000%  | 0.0000% | $75000.00          | $84371.08          | Other Instrument                                  |
| UNIVERSITY OF UTAH                                          | 2033-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11587.01          | Other Instrument                                  |
| UNIVERSITY OF WASHINGTON                                    | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11472.88          | Other Instrument                                  |
| UTAH TRANSIT AUTH                                           | 2031-06-15      | 5.0000%  | 0.0000% | $10000.00          | $7694.84           | Other Instrument                                  |
| VALERO ENERGY PARTNERS LP                                   | 2028-03-15      | 4.5000%  | 0.0000% | $18000.00          | $18525.24          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC                                  | 2028-09-21      | 4.3290%  | 0.0000% | $205000.00         | $210823.85         | Corporate Debt Securities                         |
| VERISK ANALYTICS INC                                        | 2029-03-15      | 4.1250%  | 0.0000% | $35000.00          | $35716.54          | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                          | 2032-05-15      | 5.1250%  | 0.0000% | $294000.00         | $301891.20         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                          | 2052-05-15      | 5.6250%  | 0.0000% | $145000.00         | $138842.94         | Corporate Debt Securities                         |
| VICI PROPERTIES LP                                          | 2028-04-01      | 4.7500%  | 0.0000% | $144000.00         | $148180.88         | Corporate Debt Securities                         |
| VMWARE LLC                                                  | 2031-08-15      | 2.2000%  | 0.0000% | $26000.00          | $23271.13          | Corporate Debt Securities                         |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                     | 2030-09-11      | 4.8500%  | 0.0000% | $440000.00         | $456409.31         | Corporate Debt Securities                         |
| WRKCO INC                                                   | 2033-06-15      | 3.0000%  | 0.0000% | $60000.00          | $54452.40          | Corporate Debt Securities                         |
| WAKE CNTY N C                                               | 2027-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10532.14          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                       | 2034-02-01      | 5.0000%  | 0.0000% | $25000.00          | $27622.78          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                       | 2035-08-01      | 5.0000%  | 0.0000% | $30000.00          | $33319.23          | Other Instrument                                  |
| WASHINGTON (STATE OF)                                       | 2034-08-01      | 5.0000%  | 0.0000% | $60000.00          | $69471.67          | Other Instrument                                  |
| WAYNE CNTY MICH ARPT AUTH                                   | 2032-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11736.14          | Other Instrument                                  |
| WEIBO CORP                                                  | 2030-07-08      | 3.3750%  | 0.0000% | $485000.00         | $466164.42         | Corporate Debt Securities                         |
| WELLS FARGO & COMPANY                                       | 2026-10-23      | 3.0000%  | 0.0000% | $226000.00         | $227015.49         | Corporate Debt Securities                         |
| WESLACO TEX INDPT SCH DIST                                  | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11645.47          | Other Instrument                                  |
| WESTROCK MWV LLC                                            | 2031-02-15      | 7.9500%  | 0.0000% | $58000.00          | $67025.96          | Corporate Debt Securities                         |
| WEYERHAEUSER COMPANY                                        | 2030-04-15      | 4.0000%  | 0.0000% | $474000.00         | $476586.46         | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                      | 2030-11-15      | 3.5000%  | 0.0000% | $1777000.00        | $1738433.18        | Corporate Debt Securities                         |
| WILLIAMS COMPANIES INC                                      | 2032-08-15      | 4.6500%  | 0.0000% | $98000.00          | $99280.86          | Corporate Debt Securities                         |
| WILLIS NORTH AMERICA INC                                    | 2028-09-15      | 4.5000%  | 0.0000% | $33000.00          | $33873.51          | Corporate Debt Securities                         |
| WOODSIDE FIN LTD                                            | 2026-09-15      | 3.7000%  | 0.0000% | $175000.00         | $177483.25         | Corporate Debt Securities                         |
| WYETH LLC                                                   | 2037-04-01      | 5.9500%  | 0.0000% | $73000.00          | $81415.48          | Corporate Debt Securities                         |
| ZIMMER BIOMET HOLDINGS INC                                  | 2035-02-19      | 5.5000%  | 0.0000% | $5014000.00        | $5241396.04        | Corporate Debt Securities                         |
| ZOETIS INC                                                  | 2027-09-12      | 3.0000%  | 0.0000% | $96000.00          | $96193.92          | Corporate Debt Securities                         |
| ZOETIS INC                                                  | 2035-08-17      | 5.0000%  | 0.0000% | $90000.00          | $91730.60          | Corporate Debt Securities                         |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                 | 2026-05-19      | 4.4000%  | 0.0000% | $423000.00         | $428506.52         | Corporate Debt Securities                         |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                          | 2027-06-05      | 4.3750%  | 0.0000% | $540000.00         | $544733.25         | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH                                         | 2027-09-19      | 4.8750%  | 0.0000% | $200000.00         | $205337.17         | Corporate Debt Securities                         |
| BOOZ ALLEN HAMILTON INC                                     | 2028-09-01      | 3.8750%  | 0.0000% | $815000.00         | $817114.47         | Corporate Debt Securities                         |
| CORPORACION FINANCIERA DE DESARR                            | 2027-09-28      | 2.4000%  | 0.0000% | $1350000.00        | $1330618.50        | Corporate Debt Securities                         |
| COSTA RICA (REPUBLIC OF)                                    | 2034-04-03      | 6.5500%  | 0.0000% | $3390000.00        | $3763578.00        | Corporate Debt Securities                         |
| AP MOELLER - MAERSK A/S                                     | 2033-09-14      | 5.8750%  | 0.0000% | $4000000.00        | $4406242.78        | Corporate Debt Securities                         |
| BAYER US FINANCE LLC                                        | 2033-11-21      | 6.5000%  | 0.0000% | $800000.00         | $889674.67         | Corporate Debt Securities                         |
| ENGIE ENERGIA CHILE SA                                      | 2034-04-17      | 6.3750%  | 0.0000% | $2617000.00        | $2866873.34        | Corporate Debt Securities                         |
| SHELL REQUIRES SEC MASTER REVIEW                            | 2047-05-06      | 0.0000%  | 0.0000% | $325000.00         | $331504.77         | Corporate Debt Securities                         |

### Security 289: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| BROOKFIELD INFRASTRUCTURE HOLDINGS (CANADA) INC (PRE-REINCORPORA | 2026-03-05      | 0.0000%  | 0.0000% | $55599999.00       | $55557520.60       | Money Market |
| GLOBAL PAYMENTS INC.                                             | 2026-03-06      | 0.0000%  | 0.0000% | $4575993.00        | $4571920.37        | Money Market |
| HCA INC                                                          | 2026-05-13      | 0.0000%  | 0.0000% | $530000.00         | $525316.92         | Money Market |
| HEALTHPEAK OP LLC                                                | 2026-03-26      | 0.0000%  | 0.0000% | $32155000.00       | $32058438.54       | Money Market |
| MACQUARIE GROUP LTD                                              | 2026-06-05      | 0.0000%  | 0.0000% | $52082200.00       | $51533514.02       | Money Market |
| PARKER HANNIFIN CORPORATION                                      | 2026-04-09      | 0.0000%  | 0.0000% | $1099940.00        | $1095029.87        | Money Market |
| PARKER HANNIFIN CORPORATION                                      | 2026-03-02      | 0.0000%  | 0.0000% | $30000000.00       | $29843970.00       | Money Market |
| PARKER HANNIFIN CORPORATION                                      | 2026-03-02      | 0.0000%  | 0.0000% | $35000000.00       | $34814290.00       | Money Market |

### Security 290: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| JOHNSON CONTROLS INTERNATIONAL PLC          | 2029-04-19      | 5.5000%  | 0.0000% | $16279000.00       | $17331365.00       | Corporate Debt Securities |
| MA INSTITUTE OF TECH                        | 2051-07-01      | 2.2940%  | 0.0000% | $269000.00         | $160562.99         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2041-08-14      | 4.2800%  | 0.0000% | $917000.00         | $745654.47         | Corporate Debt Securities |
| BERMUDA                                     | 2030-08-20      | 2.3750%  | 0.0000% | $724000.00         | $663771.75         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP              | 2030-04-01      | 7.2500%  | 0.0000% | $2100000.00        | $2285038.00        | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                       | 2027-11-16      | 5.5000%  | 0.0000% | $1700000.00        | $1774681.94        | Corporate Debt Securities |
| SUMITOMO MITSUI TRUST GROUP INC             | 2036-09-11      | 5.4160%  | 0.0000% | $28341000.00       | $29504505.12       | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                  | 2031-01-15      | 5.1500%  | 0.0000% | $30044000.00       | $29284137.17       | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                          | 2050-09-01      | 2.6500%  | 0.0000% | $250000.00         | $155656.39         | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                 | 2055-07-01      | 6.3750%  | 0.0000% | $740000.00         | $775014.33         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                     | 2071-03-12      | 3.3500%  | 0.0000% | $390000.00         | $253642.03         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                     | 2052-03-31      | 4.3000%  | 0.0000% | $400000.00         | $336563.33         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                       | 2053-04-04      | 5.5000%  | 0.0000% | $900000.00         | $901986.50         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                       | 2029-03-18      | 4.6250%  | 0.0000% | $450000.00         | $470172.19         | Corporate Debt Securities |
| QATAR (STATE OF)                            | 2048-04-23      | 5.1030%  | 0.0000% | $30000.00          | $30511.41          | Corporate Debt Securities |
| URUGUAY (ORIENTAL REPUBLIC OF)              | 2045-11-20      | 4.1250%  | 0.0000% | $654380.00         | $586922.96         | Corporate Debt Securities |
| POLAND  (REPUBLIC OF)                       | 2032-11-16      | 5.7500%  | 0.0000% | $731000.00         | $799664.25         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2034-09-27      | 6.7500%  | 0.0000% | $346000.00         | $385611.81         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2051-04-27      | 5.0000%  | 0.0000% | $1350000.00        | $1124707.50        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2034-09-10      | 4.9500%  | 0.0000% | $3414000.00        | $3497173.58        | Corporate Debt Securities |
| AON CORP                                    | 2052-02-28      | 3.9000%  | 0.0000% | $1305000.00        | $999566.93         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                    | 2027-06-15      | 2.8750%  | 0.0000% | $278000.00         | $274683.46         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                     | 2027-12-15      | 4.6000%  | 0.0000% | $519000.00         | $529229.49         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC                  | 2029-07-15      | 3.9000%  | 0.0000% | $1110000.00        | $1107635.70        | Corporate Debt Securities |
| BERMUDA                                     | 2032-07-15      | 5.0000%  | 0.0000% | $417000.00         | $424144.60         | Corporate Debt Securities |
| BLACKSTONE SECURED LENDING FUND             | 2026-09-16      | 2.7500%  | 0.0000% | $3707000.00        | $3711517.39        | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                         | 2061-01-22      | 3.1000%  | 0.0000% | $1301000.00        | $839826.58         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                         | 2042-03-07      | 4.3400%  | 0.0000% | $1786000.00        | $1667310.38        | Corporate Debt Securities |
| CITADEL FINANCE LLC                         | 2030-02-10      | 5.9000%  | 0.0000% | $26719000.00       | $27481456.35       | Corporate Debt Securities |
| CITADEL LP                                  | 2030-01-23      | 6.0000%  | 0.0000% | $80000.00          | $84011.73          | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                | 2032-09-30      | 2.6380%  | 0.0000% | $474000.00         | $420709.05         | Corporate Debt Securities |
| CLAREMONT MCKENNA COLLEGE                   | 2122-01-01      | 3.7750%  | 0.0000% | $162000.00         | $108376.74         | Corporate Debt Securities |
| COMCAST CORPORATION                         | 2056-11-01      | 2.9370%  | 0.0000% | $795000.00         | $470126.17         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV               | 2047-05-25      | 4.7500%  | 0.0000% | $14930000.00       | $13319185.71       | Corporate Debt Securities |
| HANOVER INSURANCE GROUP INC                 | 2030-09-01      | 2.5000%  | 0.0000% | $79000.00          | $73779.86          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                     | 2048-01-11      | 4.3500%  | 0.0000% | $883000.00         | $759343.21         | Corporate Debt Securities |
| KNOC                                        | 2029-09-30      | 4.2500%  | 0.0000% | $200000.00         | $205342.83         | Corporate Debt Securities |
| LAKESHORE MICH PUB SCHS                     | 2038-05-01      | 5.0000%  | 0.0000% | $100000.00         | $114544.11         | Other Instrument          |
| MACQUARIE GROUP LTD                         | 2027-09-23      | 3.6700%  | 0.0000% | $500000.00         | $505323.44         | Corporate Debt Securities |
| MIAMI-DADE CNTY FLA                         | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5079.89           | Other Instrument          |
| NEVADA (STATE OF)                           | 2028-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5217.39           | Other Instrument          |
| NEW HAMPSHIRE MUN BD BK                     | 2032-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11666.67          | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH         | 2044-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5507.66           | Other Instrument          |
| PACKAGING CORP OF AMERICA                   | 2049-12-15      | 4.0500%  | 0.0000% | $147000.00         | $120122.52         | Corporate Debt Securities |
| PERNOD RICARD INTERNATIONAL FINANCE LLC     | 2028-04-01      | 1.2500%  | 0.0000% | $332000.00         | $315187.34         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                   | 2030-02-02      | 9.5000%  | 0.0000% | $91000.00          | $109694.79         | Corporate Debt Securities |
| PROTECTIVE LIFE CORP                        | 2031-01-15      | 4.7000%  | 0.0000% | $675000.00         | $689095.13         | Corporate Debt Securities |
| SHARP HEALTHCARE                            | 2050-08-01      | 2.6800%  | 0.0000% | $68000.00          | $43512.22          | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA       | 2034-09-10      | 5.5000%  | 0.0000% | $325000.00         | $340035.76         | Corporate Debt Securities |
| STEEL DYNAMICS INC                          | 2030-04-15      | 3.4500%  | 0.0000% | $12416000.00       | $12230629.12       | Corporate Debt Securities |
| STRYKER CORP                                | 2050-06-15      | 2.9000%  | 0.0000% | $2068000.00        | $1388765.40        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2044-03-08      | 4.7500%  | 0.0000% | $2080000.00        | $1777357.11        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT) | 2029-04-22      | 4.5000%  | 0.0000% | $500000.00         | $508662.50         | Corporate Debt Securities |
| WASHINGTON (STATE OF)                       | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10858.61          | Other Instrument          |
| INDONESIA (REPUBLIC OF)                     | 2027-07-18      | 3.8500%  | 0.0000% | $290000.00         | $291331.34         | Corporate Debt Securities |
| CELULOSA ARAUCO                             | 2030-01-29      | 4.2000%  | 0.0000% | $335000.00         | $322124.83         | Corporate Debt Securities |
| AES ANDES SA                                | 2032-03-14      | 6.2500%  | 0.0000% | $8245000.00        | $8814553.15        | Corporate Debt Securities |

### Security 291: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MCDONALDS CORP                                     | 2030-05-15      | 4.6000%  | 0.0000% | $5843000.00        | $6041915.20        | Corporate Debt Securities                 |
| BARINGS BDC INC                                    | 2029-02-15      | 7.0000%  | 0.0000% | $139000.00         | $143110.69         | Corporate Debt Securities                 |
| COLORADO (STATE OF)                                | 2029-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11123.20          | Other Instrument                          |
| NORTH TEXAS TOLLWAY AUTHORITY                      | 2037-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11414.48          | Other Instrument                          |
| PENNSYLVANIA STATE UNIVERSITY                      | 2050-09-01      | 2.8880%  | 0.0000% | $1015000.00        | $739457.05         | Other Instrument                          |
| SOCIETE GENERALE SA                                | 2027-02-19      | 5.2500%  | 0.0000% | $49849000.00       | $50506840.64       | Corporate Debt Securities                 |
| AMERICAN HOMES 4 RENT LP                           | 2028-02-15      | 4.2500%  | 0.0000% | $272000.00         | $272752.53         | Corporate Debt Securities                 |
| ARLINGTON TEX HIGHER ED FIN CO                     | 2036-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11365.57          | Other Instrument                          |
| AUSTIN TEX INDPT SCH DIST                          | 2030-08-01      | 5.0000%  | 0.0000% | $70000.00          | $78586.28          | Other Instrument                          |
| CVS HEALTH CORP                                    | 2039-09-15      | 6.1250%  | 0.0000% | $90000.00          | $97855.43          | Corporate Debt Securities                 |
| CABARRUS CNTY N C                                  | 2030-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16888.52          | Other Instrument                          |
| CALIFORNIA (STATE OF)                              | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11121.58          | Other Instrument                          |
| CELINA TEX                                         | 2034-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11656.04          | Other Instrument                          |
| CENTRAL MICHIGAN UNIV                              | 2035-10-01      | 5.0000%  | 0.0000% | $35000.00          | $41958.27          | Other Instrument                          |
| CHARLOTTE N C                                      | 2030-07-01      | 5.0000%  | 0.0000% | $90000.00          | $101523.40         | Other Instrument                          |
| CHESTER CNTY PA                                    | 2027-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5229.52           | Other Instrument                          |
| CHICAGO ILL MET WTR RECLAMATION DIST               | 2030-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11357.64          | Other Instrument                          |
| CHICAGO (CITY OF)                                  | 2033-11-01      | 5.0000%  | 0.0000% | $150000.00         | $173125.67         | Other Instrument                          |
| CLARK COUNTY OF (NEVADA)                           | 2030-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15727.42          | Other Instrument                          |
| CLEAR CREEK TEX INDPT SCH DIST                     | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11268.77          | Other Instrument                          |
| COLUMBUS OHIO                                      | 2030-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11230.37          | Other Instrument                          |
| COLUMBUS OHIO                                      | 2029-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11072.78          | Other Instrument                          |
| CONROE TEX INDPT SCH DIST                          | 2030-02-15      | 5.0000%  | 0.0000% | $100000.00         | $110889.67         | Other Instrument                          |
| COOK CNTY ILL                                      | 2032-11-15      | 5.0000%  | 0.0000% | $15000.00          | $15826.45          | Other Instrument                          |
| CYPRESS-FAIRBANKS TEX INDPT SCH DIST               | 2029-02-15      | 5.0000%  | 0.0000% | $115000.00         | $124728.62         | Other Instrument                          |
| DALLAS FORT WORTH TEX INTL ARPT                    | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11368.41          | Other Instrument                          |
| DALLAS TEX INDPT SCH DIST                          | 2032-02-15      | 5.0000%  | 0.0000% | $45000.00          | $51873.15          | Other Instrument                          |
| DALLAS TEX INDPT SCH DIST                          | 2036-02-15      | 5.0000%  | 0.0000% | $20000.00          | $23384.53          | Other Instrument                          |
| DISTRICT OF COLUMBIA (WASHINGTON DC)               | 2028-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10610.18          | Other Instrument                          |
| DONNA TEX INDPT SCH DIST                           | 2031-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28215.17          | Other Instrument                          |
| DUVAL CNTY FLA SCH BRD                             | 2027-07-01      | 5.0000%  | 0.0000% | $40000.00          | $41803.91          | Other Instrument                          |
| FEDERAL HOME LOAN MORTGAGE CORPORATION             | 2042-11-25      | 4.5336%  | 0.0000% | $1499999.00        | $1565658.52        | Agency Collateralized Mortgage Obligation |
| FIDELITY NATIONAL FINANCIAL INC                    | 2030-06-15      | 3.4000%  | 0.0000% | $126000.00         | $121335.48         | Corporate Debt Securities                 |
| FLORIDA ST TPK AUTH                                | 2034-07-01      | 5.0000%  | 0.0000% | $55000.00          | $63749.28          | Other Instrument                          |
| FORT BEND CNTY TEX MUNI UTILITY DUST NO 206        | 2034-03-01      | 5.0000%  | 0.0000% | $15000.00          | $17690.77          | Other Instrument                          |
| FORT WORTH TEX INDPT SCH DIST                      | 2031-02-15      | 5.0000%  | 0.0000% | $25000.00          | $28290.42          | Other Instrument                          |
| GOLUB CAPITAL BDC INC.                             | 2028-12-05      | 7.0500%  | 0.0000% | $821000.00         | $868312.86         | Corporate Debt Securities                 |
| GRANT CNTY WASH PUB UTIL DIST NO 2                 | 2034-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11669.08          | Other Instrument                          |
| HARRIS CNTY TEX MET TRAN AUTH                      | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $10891.81          | Other Instrument                          |
| HONOLULU HAWAII                                    | 2027-03-01      | 5.0000%  | 0.0000% | $15000.00          | $15809.47          | Other Instrument                          |
| HOUSTON CITY OF                                    | 2030-03-01      | 5.0000%  | 0.0000% | $25000.00          | $26301.11          | Other Instrument                          |
| ILLINOIS FINANCE AUTHORITY                         | 2030-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11244.88          | Other Instrument                          |
| LEANDER TEX INDPT SCH DIST                         | 2036-02-15      | 5.0000%  | 0.0000% | $120000.00         | $137680.40         | Other Instrument                          |
| MANATEE CNTY FLA SCH BRD                           | 2041-07-01      | 5.0000%  | 0.0000% | $35000.00          | $40116.57          | Other Instrument                          |
| MARICOPA CNTY ARIZ UN HIGH SCH DIST NO 210 PHOENIX | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22030.36          | Other Instrument                          |
| MARYLAND (STATE OF)                                | 2030-03-15      | 5.0000%  | 0.0000% | $115000.00         | $130541.10         | Other Instrument                          |
| MARYLAND ST DEPT TRANSN                            | 2028-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10901.24          | Other Instrument                          |
| MASSACHUSETTS (COMMONWEALTH OF)                    | 2027-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10506.21          | Other Instrument                          |
| MASSACHUSETTS (COMMONWEALTH OF)                    | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11287.18          | Other Instrument                          |
| METROPOLITAN TRANSPORTATION AUTHORITY              | 2030-11-15      | 5.0000%  | 0.0000% | $15000.00          | $17051.95          | Other Instrument                          |
| MICHIGAN ST BLDG AUTH                              | 2033-04-15      | 5.0000%  | 0.0000% | $25000.00          | $29754.58          | Other Instrument                          |
| MINNESOTA (STATE OF)                               | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10981.21          | Other Instrument                          |
| OHIO HOUSING FINANCE AGENCY                        | 2057-07-01      | 0.0000%  | 0.0000% | $499303.00         | $500869.64         | Money Market                              |
| NAPLES FLA                                         | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $12002.78          | Other Instrument                          |
| NEW CANEY TEX INDPT SCH DIST                       | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11291.07          | Other Instrument                          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY     | 2029-06-15      | 5.0000%  | 0.0000% | $15000.00          | $16484.10          | Other Instrument                          |
| NEW MEXICO (STATE OF)                              | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11641.98          | Other Instrument                          |
| NEW YORK CITY OF                                   | 2044-10-01      | 5.2640%  | 0.0000% | $3155000.00        | $3215665.74        | Other Instrument                          |
| NEW YORK ST URBAN DEV CORP                         | 2029-09-15      | 5.0000%  | 0.0000% | $20000.00          | $22486.20          | Other Instrument                          |
| NORTH CAROLINA (STATE OF)                          | 2030-05-01      | 5.0000%  | 0.0000% | $40000.00          | $45274.84          | Other Instrument                          |
| NORTH SLOPE BORO ALASKA                            | 2030-06-30      | 5.0000%  | 0.0000% | $60000.00          | $67742.80          | Other Instrument                          |
| NORTH TEXAS TOLLWAY AUTHORITY                      | 2029-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10848.78          | Other Instrument                          |
| NORTH TEXAS TOLLWAY AUTHORITY                      | 2031-01-01      | 5.0000%  | 0.0000% | $30000.00          | $33962.33          | Other Instrument                          |
| OHIO (STATE OF)                                    | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11419.61          | Other Instrument                          |
| OHIO ST WTR DEV AUTH                               | 2029-06-01      | 5.0000%  | 0.0000% | $25000.00          | $27593.11          | Other Instrument                          |
| PALM BEACH CNTY FLA SCH BRD                        | 2035-08-01      | 5.2500%  | 0.0000% | $15000.00          | $17421.78          | Other Instrument                          |
| PHILADELPHIA PA CITY OF                            | 2033-06-01      | 5.0000%  | 0.0000% | $320000.00         | $372913.42         | Other Instrument                          |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY          | 2069-08-01      | 3.2870%  | 0.0000% | $60000.00          | $40005.24          | Other Instrument                          |
| PORT OF PORTLAND OR ARPT                           | 2049-07-01      | 4.2370%  | 0.0000% | $1005000.00        | $881617.04         | Other Instrument                          |
| ST CLOUD MINN                                      | 2028-05-01      | 5.0000%  | 0.0000% | $250000.00         | $255187.78         | Other Instrument                          |
| SAN ANTONIO TX                                     | 2043-02-01      | 5.0000%  | 0.0000% | $65000.00          | $71919.97          | Other Instrument                          |
| SAN ANTONIO TEX INDPT SCH DIST                     | 2029-08-15      | 5.0000%  | 0.0000% | $20000.00          | $21894.33          | Other Instrument                          |
| SAN ANTONIO TX                                     | 2029-05-15      | 5.0000%  | 0.0000% | $40000.00          | $44120.27          | Other Instrument                          |
| SNOHOMISH CNTY WASH SCH DIST NO 15 EDMONDS         | 2030-12-01      | 5.0000%  | 0.0000% | $160000.00         | $182216.71         | Other Instrument                          |
| SOUTHEASTERN PA TRANSN AUTH PA                     | 2027-06-01      | 5.0000%  | 0.0000% | $15000.00          | $15704.62          | Other Instrument                          |
| TARGA RESOURCES CORP                               | 2035-02-15      | 5.5000%  | 0.0000% | $5000.00           | $5171.62           | Corporate Debt Securities                 |
| TEXAS ST TECHNICAL COLLEGE                         | 2033-08-01      | 5.2500%  | 0.0000% | $15000.00          | $17518.08          | Other Instrument                          |
| WILLIAMS COMPANIES INC                             | 2029-03-15      | 4.9000%  | 0.0000% | $34600000.00       | $36217550.00       | Corporate Debt Securities                 |
| UNION CNTY NC                                      | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11943.14          | Other Instrument                          |
| CONNECTICUT (STATE OF) UCONN 2000                  | 2030-05-01      | 5.0000%  | 0.0000% | $25000.00          | $28265.03          | Other Instrument                          |
| UNIVERSITY OF KENTUCKY                             | 2033-04-01      | 5.0000%  | 0.0000% | $15000.00          | $17864.67          | Other Instrument                          |
| UNIVERSITY OF TEXAS SYSTEM                         | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10997.88          | Other Instrument                          |
| VIRGINIA (COMMONWEALTH OF)                         | 2027-06-01      | 5.0000%  | 0.0000% | $10000.00          | $10484.94          | Other Instrument                          |
| WASHINGTON (STATE OF)                              | 2033-08-01      | 5.0000%  | 0.0000% | $25000.00          | $27368.78          | Other Instrument                          |
| WASHINGTON (STATE OF)                              | 2037-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17298.72          | Other Instrument                          |
| WASHINGTON (STATE OF)                              | 2030-08-01      | 5.0000%  | 0.0000% | $95000.00          | $106837.11         | Other Instrument                          |
| WEST VIRGINIA (STATE OF)                           | 2029-12-01      | 5.0000%  | 0.0000% | $20000.00          | $22058.49          | Other Instrument                          |
| WESTERN MINN MUN PWR AGY MINN                      | 2046-01-01      | 6.7700%  | 0.0000% | $750000.00         | $845948.33         | Other Instrument                          |
| WISCONSIN HSG & ECONOMIC DEV AUTH                  | 2035-09-01      | 2.1000%  | 0.0000% | $800000.00         | $40655.52          | Money Market                              |
| WISCONSIN (STATE OF)                               | 2030-05-01      | 5.0000%  | 0.0000% | $15000.00          | $16957.07          | Other Instrument                          |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SG RESDTL MRTG TR 2022-2       A-1    20620825 FLT     | 2062-08-25      | 5.3530%  | 0.0000% | $2285481.00        | $1644633.82        | Private Label Collateralized Mortgage Obligations |
| MS BOA MERRILL LYNCH TR 25-C35 X-A    20580816 FLT     | 2058-08-16      | 0.9656%  | 0.0000% | $51980932.00       | $3743722.90        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2A   20430108 3.65900 | 2043-01-08      | 3.6590%  | 0.0000% | $501254.00         | $445061.73         | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM2   M-1    20670325 FLT     | 2067-03-25      | 4.2000%  | 0.0000% | $4502428.00        | $4097589.18        | Private Label Collateralized Mortgage Obligations |
| BWAY MTG TR 2013-1515          A-2    20330310 3.45430 | 2033-03-10      | 3.4543%  | 0.0000% | $10083032.00       | $9124485.46        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-NQM1 TRUST           A-1    20650525 FLT     | 2065-05-25      | 0.8090%  | 0.0000% | $2242728.00        | $409719.12         | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-3     A-1    20560625 FLT     | 2056-06-25      | 1.1270%  | 0.0000% | $30669000.00       | $9528237.24        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2026-NQM1           A-1    20710225 FLT     | 2071-02-25      | 4.9120%  | 0.0000% | $853381.00         | $849909.57         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2025-FPM            A      20421010 FLT     | 2042-10-10      | 5.1778%  | 0.0000% | $4159106.00        | $4264620.43        | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2025-FL5              C      20421020 FLT     | 2042-10-20      | 6.6093%  | 0.0000% | $11084467.00       | $11029081.63       | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2025-C12            X-A    20580617 FLT     | 2058-06-17      | 0.7381%  | 0.0000% | $107742000.00      | $5969846.76        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MTG TR 2025-VOLT C      20441215 FLT     | 2044-12-15      | 6.0096%  | 0.0000% | $209000.00         | $209875.96         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.28000 | 2060-07-15      | 2.2800%  | 0.0000% | $481861.00         | $280014.32         | Asset-Backed Securities                           |
| COLT MTG TR 2023-4             M-1    20681025 FLT     | 2068-10-25      | 8.2233%  | 0.0000% | $1415711.00        | $1444161.13        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LDG MTG TR 2024-5   A-4    20550425 FLT     | 2055-04-25      | 6.0000%  | 0.0000% | $60590.00          | $41239.92          | Private Label Collateralized Mortgage Obligations |
| CHNGE MTG TR 2023-3            M-1    20580725 FLT     | 2058-07-25      | 8.2164%  | 0.0000% | $799253.00         | $807917.04         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2024-CMI1  A-11   20540625 FLT     | 2054-06-25      | 5.5000%  | 0.0000% | $177908.00         | $67363.66          | Private Label Collateralized Mortgage Obligations |
| GSAMP TRUST 2007-HSBC1         M-5    20370225 FLT     | 2037-02-25      | 7.1632%  | 0.0000% | $26977.00          | $25274.26          | Asset-Backed Securities                           |
| MORGAN STANLEY RES LN 2023-3   A-3    20530925 FLT     | 2053-09-25      | 6.5000%  | 0.0000% | $10559616.00       | $4258015.60        | Private Label Collateralized Mortgage Obligations |
| NEW ORLEANS HOTEL 2019-HNLA    F      20320415 FLT     | 2032-04-15      | 7.3957%  | 0.0000% | $600000.00         | $594618.14         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM4       B-1    20590925 FLT     | 2059-09-25      | 3.7372%  | 0.0000% | $5154000.00        | $4711787.07        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG TR 2019-NQM5       B-2    20591125 FLT     | 2059-11-25      | 4.7655%  | 0.0000% | $3122970.00        | $2860742.75        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-R1                 A-1    20620925 FLT     | 2062-09-25      | 4.9400%  | 0.0000% | $188661.00         | $183781.26         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM2               M-1    20651225 FLT     | 2065-12-25      | 5.6110%  | 0.0000% | $1455060.00        | $1467870.91        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  A      20320210 3.61390 | 2032-02-10      | 3.6139%  | 0.0000% | $1803167.00        | $1281895.62        | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2025-12                C      20421218 FLT     | 2042-12-18      | 6.2075%  | 0.0000% | $6900000.00        | $6897239.45        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2026-CNF1          A-1    20570125 FLT     | 2057-01-25      | 5.0000%  | 0.0000% | $7163000.00        | $7112774.88        | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2026-J1              A-2    20570125 5.00000 | 2057-01-25      | 5.0000%  | 0.0000% | $626185.00         | $613498.10         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1NV1       A-2    20560125 FLT     | 2056-01-25      | 4.5000%  | 0.0000% | $8181991.00        | $7917051.01        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2026-1   A-1    20660125 FLT     | 2066-01-25      | 4.7820%  | 0.0000% | $7462000.00        | $7485838.60        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV4   A-9    20511225 FLT     | 2051-12-25      | 4.6172%  | 0.0000% | $9016000.00        | $6340135.99        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C7  X-A    20581217 FLT     | 2058-12-17      | 1.4368%  | 0.0000% | $21958211.00       | $1335119.46        | Private Label Collateralized Mortgage Obligations |

### Security 293: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 3.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| HOWMET AEROSPACE INC                              | 2037-02-01      | 5.9500%  | 0.0000% | $1000.00           | $1095.76           | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2051-02-04      | 3.7000%  | 0.0000% | $2283000.00        | $1644499.44        | Corporate Debt Securities |
| APPLE INC                                         | 2051-02-08      | 2.6500%  | 0.0000% | $2000.00           | $1263.48           | Corporate Debt Securities |
| BAT CAPITAL CORP                                  | 2031-03-25      | 2.7260%  | 0.0000% | $102000.00         | $96068.68          | Corporate Debt Securities |
| BANK OF AMERICA CORP                              | 2042-02-07      | 5.8750%  | 0.0000% | $304000.00         | $328096.22         | Corporate Debt Securities |
| DOW CHEMICAL CO                                   | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $390842.73         | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                       | 2031-03-15      | 6.6500%  | 0.0000% | $5000000.00        | $5200775.00        | Corporate Debt Securities |
| TYSON FOODS INC                                   | 2047-06-02      | 4.5500%  | 0.0000% | $717000.00         | $636741.21         | Corporate Debt Securities |
| FEDEX CORP                                        | 2043-04-15      | 4.1000%  | 0.0000% | $3000.00           | $2560.90           | Corporate Debt Securities |
| ACCIDENT FUND INSURANCE COMPANY OF AMERICA        | 2032-08-01      | 8.5000%  | 0.0000% | $537000.00         | $554865.39         | Corporate Debt Securities |
| ARCELORMITTAL SA                                  | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2360.47           | Corporate Debt Securities |
| ARES FINANCE CO IV LLC                            | 2052-02-01      | 3.6500%  | 0.0000% | $479000.00         | $330100.99         | Corporate Debt Securities |
| BARRICK NORTH AMERICA FINANCE LLC                 | 2043-05-01      | 5.7500%  | 0.0000% | $3941000.00        | $4164918.86        | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                              | 2049-05-30      | 6.5810%  | 0.0000% | $600000.00         | $644087.95         | Corporate Debt Securities |
| BELROSE FUNDING TRUST II                          | 2055-05-15      | 6.7920%  | 0.0000% | $100000.00         | $105036.40         | Corporate Debt Securities |
| BOEING CO                                         | 2029-03-01      | 3.2000%  | 0.0000% | $6921000.00        | $6861371.74        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                    | 2033-02-13      | 4.8120%  | 0.0000% | $12101000.00       | $12409954.66       | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2032-01-10      | 7.5070%  | 0.0000% | $783000.00         | $357277.79         | Corporate Debt Securities |
| CVS HEALTH CORP                                   | 2048-03-25      | 5.0500%  | 0.0000% | $155000.00         | $141847.04         | Corporate Debt Securities |
| CATERPILLAR INC                                   | 2097-03-01      | 7.3750%  | 0.0000% | $1000.00           | $1269.94           | Corporate Debt Securities |
| Doctors                                           | 2032-01-18      | 4.5000%  | 0.0000% | $3000000.00        | $2760645.00        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                           | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $251339.55         | Corporate Debt Securities |
| HCA INC                                           | 2027-03-15      | 3.1250%  | 0.0000% | $746000.00         | $750201.85         | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                        | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $499317.22         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                               | 2030-07-22      | 4.9950%  | 0.0000% | $15000.00          | $15500.34          | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2053-09-15      | 7.1250%  | 0.0000% | $42000.00          | $45605.81          | Corporate Debt Securities |
| ONEOK INC                                         | 2045-04-01      | 5.0500%  | 0.0000% | $177000.00         | $163328.62         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                  | 2029-03-01      | 4.2000%  | 0.0000% | $900000.00         | $917445.00         | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                  | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $221706.88         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                       | 2034-04-15      | 6.8750%  | 0.0000% | $100000.00         | $111736.83         | Corporate Debt Securities |
| SHELL FINANCE US INC                              | 2035-05-11      | 4.1250%  | 0.0000% | $2000.00           | $1968.73           | Corporate Debt Securities |
| VENTAS REALTY LP                                  | 2043-09-30      | 5.7000%  | 0.0000% | $1054000.00        | $1104007.03        | Corporate Debt Securities |
| VICI PROPERTIES LP                                | 2028-01-15      | 4.5000%  | 0.0000% | $1280000.00        | $1289932.80        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                     | 2033-10-15      | 6.9500%  | 0.0000% | $798000.00         | $913656.80         | Corporate Debt Securities |
| AMGEN INC                                         | 2045-05-01      | 4.4000%  | 0.0000% | $4783000.00        | $4240549.34        | Corporate Debt Securities |
| BANNER HEALTH                                     | 2031-01-01      | 1.8970%  | 0.0000% | $43000.00          | $39016.09          | Corporate Debt Securities |
| CITIGROUP INC                                     | 2042-11-03      | 2.9040%  | 0.0000% | $3363000.00        | $2535923.96        | Corporate Debt Securities |
| FS KKR CAPITAL CORP                               | 2029-01-15      | 7.8750%  | 0.0000% | $1652000.00        | $1704033.87        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2031-04-23      | 5.2180%  | 0.0000% | $28000.00          | $29457.21          | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC                             | 2029-01-28      | 5.1000%  | 0.0000% | $218000.00         | $216552.12         | Corporate Debt Securities |
| NISOURCE INC.                                     | 2043-02-15      | 5.2500%  | 0.0000% | $7321000.00        | $7113083.60        | Corporate Debt Securities |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SUMITOMO MITSUI FIN GRP INC                         | 2043-07-13      | 6.1840%  | 0.0000% | $32000.00          | $35662.66          | Corporate Debt Securities                         |
| BROADCOM INC                                        | 2030-10-15      | 4.2000%  | 0.0000% | $51000.00          | $52089.19          | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RESOURCES COR                    | 2030-10-01      | 1.7500%  | 0.0000% | $55000.00          | $49908.50          | Corporate Debt Securities                         |
| CENTRAL TEX REGL MOBILITY AUTH                      | 2042-01-01      | 3.5930%  | 0.0000% | $1000000.00        | $614294.96         | Other Instrument                                  |
| CONSTELLATION BRANDS INC                            | 2048-02-15      | 4.1000%  | 0.0000% | $184000.00         | $148032.91         | Corporate Debt Securities                         |
| KINDER MORGAN INC                                   | 2033-06-01      | 5.2000%  | 0.0000% | $219000.00         | $230916.28         | Corporate Debt Securities                         |
| AT&T INC                                            | 2036-04-30      | 5.1250%  | 0.0000% | $85000.00          | $86220.77          | Corporate Debt Securities                         |
| AIR LIQUIDE FINANCE SA                              | 2046-09-27      | 3.5000%  | 0.0000% | $310000.00         | $244219.03         | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2016-3 CLASS A                    | 2030-04-15      | 3.0000%  | 0.0000% | $64000.00          | $36175.93          | Corporate Debt Securities                         |
| ARTHUR J GALLAGHER & CO                             | 2054-07-15      | 5.7500%  | 0.0000% | $198000.00         | $195172.23         | Corporate Debt Securities                         |
| ATHENE HOLDING LTD                                  | 2054-04-01      | 6.2500%  | 0.0000% | $8286000.00        | $8048914.52        | Corporate Debt Securities                         |
| ATMOS ENERGY CORP                                   | 2041-06-15      | 5.5000%  | 0.0000% | $99000.00          | $103287.69         | Corporate Debt Securities                         |
| ATLXT_24-RPL1                                       | 2064-04-25      | 4.4125%  | 0.0000% | $1784146.00        | $1420042.92        | Private Label Collateralized Mortgage Obligations |
| BPCE SA                                             | 2027-10-23      | 3.5000%  | 0.0000% | $1000000.00        | $1004045.56        | Corporate Debt Securities                         |
| BANK OF NOVA SCOTIA                                 | 2031-08-01      | 2.1500%  | 0.0000% | $29000.00          | $26185.05          | Corporate Debt Securities                         |
| CAMERON LNG LLC                                     | 2039-01-15      | 3.7010%  | 0.0000% | $174000.00         | $151685.86         | Corporate Debt Securities                         |
| CHICAGO (CITY OF)                                   | 2031-01-01      | 0.0000%  | 0.0000% | $40000.00          | $7707.42           | Other Instrument                                  |
| CECLO_29-RR                                         | 2034-10-20      | 7.0676%  | 0.0000% | $999630.00         | $986675.08         | Asset-Backed Securities                           |
| CROSSM_24-H2                                        | 2068-12-25      | 6.5180%  | 0.0000% | $100000.00         | $56900.67          | Private Label Collateralized Mortgage Obligations |
| DILWORTH-GLYNDON-FELTON MINN INDPT SCH DIST NO 2164 | 2032-02-01      | 5.0000%  | 0.0000% | $25000.00          | $29200.06          | Other Instrument                                  |
| DUKE ENERGY OHIO INC                                | 2049-02-01      | 4.3000%  | 0.0000% | $68000.00          | $56852.46          | Corporate Debt Securities                         |
| ENTERPRISE PRODUCTS OPERATING LLC                   | 2034-01-31      | 4.8500%  | 0.0000% | $27000.00          | $27643.61          | Corporate Debt Securities                         |
| FS KKR CAPITAL CORP                                 | 2031-01-15      | 6.1250%  | 0.0000% | $2864000.00        | $2753323.11        | Corporate Debt Securities                         |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-1             | 2035-08-15      | 4.8500%  | 0.0000% | $31495000.00       | $32159722.99       | Asset-Backed Securities                           |
| HONEYWELL INTERNATIONAL INC                         | 2035-03-01      | 5.0000%  | 0.0000% | $189000.00         | $199163.37         | Corporate Debt Securities                         |
| JPMMT_25-HE2                                        | 2055-11-20      | 4.9115%  | 0.0000% | $12668000.00       | $9757958.74        | Private Label Collateralized Mortgage Obligations |
| KING CNTY WASH SCH DIST NO 414 LAKE WASHINGTON      | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $10476.04          | Other Instrument                                  |
| MERCK & CO INC                                      | 2055-09-15      | 5.7000%  | 0.0000% | $17000.00          | $17806.65          | Corporate Debt Securities                         |
| NEW YORK CITY OF                                    | 2044-08-01      | 1.9000%  | 0.0000% | $235000.00         | $235253.53         | Money Market                                      |
| NEW YORK CITY OF                                    | 2055-02-01      | 6.3850%  | 0.0000% | $890000.00         | $956297.34         | Other Instrument                                  |
| NEW YORK ST URBAN DEV CORP                          | 2030-03-15      | 5.0000%  | 0.0000% | $10000.00          | $11369.10          | Other Instrument                                  |
| RIO TINTO FINANCE (USA) PLC                         | 2032-03-14      | 5.0000%  | 0.0000% | $84000.00          | $89091.15          | Corporate Debt Securities                         |
| SLMA_05-8                                           | 2040-01-25      | 4.3186%  | 0.0000% | $200000000.00      | $89444266.18       | Asset-Backed Securities                           |
| TRI-CNTY REGL VOCATIONAL TECHNICAL SCH DIST MASS    | 2037-06-01      | 5.0000%  | 0.0000% | $50000.00          | $58722.22          | Other Instrument                                  |
| UBSCMT_17-C6                                        | 2050-12-15      | 1.2180%  | 0.0000% | $1000000.00        | $9127.61           | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND       | 2029-07-01      | 5.2500%  | 0.0000% | $20000.00          | $22150.53          | Other Instrument                                  |
| VALERO ENERGY CORP                                  | 2030-06-15      | 8.7500%  | 0.0000% | $90000.00          | $107320.50         | Corporate Debt Securities                         |
| WASHINGTON (STATE OF)                               | 2028-08-01      | 5.0000%  | 0.0000% | $95000.00          | $96545.76          | Other Instrument                                  |

### Security 295: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-04
- **C.13 - Final Legal Maturity Date:** 2026-04-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                | 2061-09-25      | 2.7500%  | 0.0000% | $13618000.00       | $8391681.92        | Private Label Collateralized Mortgage Obligations |
| CMLTI_25-3                                                   | 2055-06-25      | 6.6686%  | 0.0000% | $728400.00         | $752866.21         | Private Label Collateralized Mortgage Obligations |
| ELMW5_30                                                     | 2037-07-17      | 5.4176%  | 0.0000% | $676394.00         | $682412.96         | Asset-Backed Securities                           |
| GSAA_06-1                                                    | 2036-01-25      | 4.5482%  | 0.0000% | $9606000.00        | $494946.05         | Asset-Backed Securities                           |
| MSC_20-CNP                                                   | 2042-04-05      | 2.4276%  | 0.0000% | $3025000.00        | $2441009.43        | Private Label Collateralized Mortgage Obligations |
| MSRM_24-1                                                    | 2053-12-25      | 6.8205%  | 0.0000% | $100002.00         | $89326.23          | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM5                                                  | 2062-05-25      | 4.2361%  | 0.0000% | $6357008.00        | $5555182.77        | Private Label Collateralized Mortgage Obligations |
| SM_22-IND                                                    | 2039-02-15      | 7.6097%  | 0.0000% | $2157000.00        | $1989452.07        | Private Label Collateralized Mortgage Obligations |
| VENTR_13-15A                                                 | 2032-07-15      | 11.1238% | 0.0000% | $746440.00         | $209568.08         | Asset-Backed Securities                           |
| BARC_26-CES1                                                 | 2056-01-25      | 0.0000%  | 0.0000% | $1583321.00        | $1443790.84        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM1                    | 2063-01-25      | 6.0310%  | 0.0000% | $518381.00         | $328119.90         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                 | 2053-04-01      | 6.1552%  | 0.0000% | $450000.00         | $449642.94         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                    | 2063-10-25      | 7.9161%  | 0.0000% | $390400.00         | $397339.07         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                                 | 2053-07-25      | 6.6000%  | 0.0000% | $2347137.00        | $1315593.84        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31    | 2057-12-15      | 1.0611%  | 0.0000% | $46026000.00       | $1676061.42        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                         | 2051-10-10      | 0.3923%  | 0.0000% | $67161000.00       | $477315.53         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B23                                                 | 2054-02-15      | 1.2044%  | 0.0000% | $2066000.00        | $109716.38         | Private Label Collateralized Mortgage Obligations |
| BENEFIT STREET PARTNERS CLO XXXVIII LTD BSP_24-38A           | 2038-01-25      | 4.9780%  | 0.0000% | $1995761.00        | $2011397.61        | Asset-Backed Securities                           |
| BRAVO_20-TAC1-A1                                             | 2057-10-25      | 2.0000%  | 0.0000% | $175400.00         | $38169.54          | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                | 2057-10-25      | 0.0000%  | 0.0000% | $61892255.00       | $762176.91         | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                | 2057-10-25      | 3.8971%  | 0.0000% | $197945.00         | $122875.11         | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                                | 2057-10-25      | 3.8971%  | 0.0000% | $100001.00         | $59144.99          | Private Label Collateralized Mortgage Obligations |
| CFCRE_17-C8                                                  | 2027-05-04      | 1.9081%  | 0.0000% | $8321000.00        | $172416.18         | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-CMI1                                                | 2054-06-25      | 6.3650%  | 0.0000% | $2455000.00        | $2374785.07        | Private Label Collateralized Mortgage Obligations |
| FREMF_22-K148                                                | 2032-08-25      | 0.0000%  | 0.0000% | $22111526.00       | $8130076.44        | Agency Collateralized Mortgage Obligation         |
| GCAT_21-NQM6                                                 | 2066-08-25      | 0.5000%  | 0.0000% | $24268416.00       | $175349.53         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-NQM5                                                 | 2067-09-26      | 5.7066%  | 0.0000% | $4832319.00        | $4773166.23        | Private Label Collateralized Mortgage Obligations |
| GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST GOOD_22-3CS | 2049-07-20      | 4.9500%  | 0.0000% | $125025.00         | $87761.73          | Asset-Backed Securities                           |
| JPMMT_24-7                                                   | 2053-04-25      | 3.4104%  | 0.0000% | $2399205.00        | $1414549.50        | Private Label Collateralized Mortgage Obligations |
| JPMCC_22-NLP                                                 | 2037-04-15      | 8.1845%  | 0.0000% | $6223000.00        | $5628325.53        | Private Label Collateralized Mortgage Obligations |
| JPMCC_18-MINN                                                | 2035-11-15      | 4.7267%  | 0.0000% | $4584000.00        | $4263193.35        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-11                                                  | 2055-04-26      | 6.7949%  | 0.0000% | $481660.00         | $464711.22         | Private Label Collateralized Mortgage Obligations |
| MLA_07-A1                                                    | 2037-01-25      | 4.1082%  | 0.0000% | $16172436.00       | $1118960.26        | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                 | 2058-03-15      | 1.1560%  | 0.0000% | $26182594.00       | $1093722.58        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1             | 2059-11-25      | 3.8279%  | 0.0000% | $7300000.00        | $6494695.94        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                  | 2065-07-25      | 5.1620%  | 0.0000% | $1126766.00        | $955488.00         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                  | 2065-07-27      | 2.1027%  | 0.0000% | $7873625.00        | $172549.38         | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO 2021-4 LTD PLMRS_21-4AR                    | 2038-07-15      | 4.9922%  | 0.0000% | $1479917.00        | $1497103.12        | Asset-Backed Securities                           |
| PFMLT_25-1                                                   | 2055-02-25      | 5.9854%  | 0.0000% | $284248.00         | $278109.75         | Private Label Collateralized Mortgage Obligations |
| QTS ISSUER ABS II LLC QTSII_25-1                             | 2055-10-05      | 5.7780%  | 0.0000% | $708000.00         | $701322.15         | Asset-Backed Securities                           |
| RMCT_25-J4                                                   | 2056-03-25      | 6.4876%  | 0.0000% | $832800.00         | $857204.80         | Private Label Collateralized Mortgage Obligations |
| SMB_22-B                                                     | 2055-02-16      | 5.9500%  | 0.0000% | $735000.00         | $354324.07         | Asset-Backed Securities                           |
| STAR_20-3                                                    | 2065-04-25      | 3.5440%  | 0.0000% | $282320.00         | $261543.10         | Private Label Collateralized Mortgage Obligations |
| VNO MORTGAGE TRUST VNDO_16-350P                              | 2035-01-12      | 3.9026%  | 0.0000% | $100271.00         | $98623.80          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP            | 2034-12-15      | 4.5820%  | 0.0000% | $5498000.00        | $5121441.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C51            | 2052-06-15      | 1.4486%  | 0.0000% | $1882500.00        | $81849.41          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                              | 2049-11-15      | 1.4842%  | 0.0000% | $33249708.00       | $43411.03          | Private Label Collateralized Mortgage Obligations |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ING GROEP NV                                 | 2079-12-31      | 5.7500%  | 0.0000% | $14540000.00       | $14850457.27       | Corporate Debt Securities |
| EQUINIX INC                                  | 2028-05-15      | 2.0000%  | 0.0000% | $239000.00         | $230304.38         | Corporate Debt Securities |
| ALTRIA GROUP INC                             | 2051-02-04      | 3.7000%  | 0.0000% | $382000.00         | $275163.73         | Corporate Debt Securities |
| ARCELORMITTAL SA                             | 2039-10-15      | 7.0000%  | 0.0000% | $4182000.00        | $4935749.74        | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING FUND           | 2030-05-19      | 6.0000%  | 0.0000% | $380000.00         | $388171.27         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                     | 2030-09-01      | 5.5000%  | 0.0000% | $2946000.00        | $3015581.25        | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC                   | 2045-04-01      | 5.1500%  | 0.0000% | $31000.00          | $29557.45          | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE             | 2079-12-31      | 5.9500%  | 0.0000% | $311000.00         | $322918.64         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER             | 2086-07-28      | 6.5000%  | 0.0000% | $5695000.00        | $5769345.06        | Corporate Debt Securities |
| CENTENE CORP                                 | 2031-03-01      | 2.5000%  | 0.0000% | $7960000.00        | $6996380.09        | Corporate Debt Securities |
| EXELON CORPORATION                           | 2055-03-15      | 5.8750%  | 0.0000% | $1536000.00        | $1588389.12        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                     | 2072-06-15      | 3.6700%  | 0.0000% | $1351000.00        | $1339887.94        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC            | 2051-04-01      | 3.6250%  | 0.0000% | $2479000.00        | $1654785.52        | Corporate Debt Securities |
| PACIFICORP                                   | 2050-02-15      | 4.1500%  | 0.0000% | $12125000.00       | $9309736.67        | Corporate Debt Securities |
| PINNACLE BANK (TENNESSEE)                    | 2036-01-15      | 5.9570%  | 0.0000% | $12349000.00       | $12699549.00       | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                 | 2046-12-17      | 3.7348%  | 0.0000% | $3072000.00        | $3081606.48        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                 | 2055-12-01      | 3.7540%  | 0.0000% | $14554000.00       | $14615655.43       | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC      | 2027-09-11      | 4.4500%  | 0.0000% | $170000.00         | $174287.31         | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                       | 2056-03-15      | 5.9500%  | 0.0000% | $2123000.00        | $2171698.67        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                   | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $202017.97         | Corporate Debt Securities |
| AT&T INC                                     | 2057-12-01      | 3.8000%  | 0.0000% | $12213000.00       | $8663752.93        | Corporate Debt Securities |
| AEGEA FINANCE SARL                           | 2036-01-20      | 7.6250%  | 0.0000% | $21000.00          | $20161.57          | Corporate Debt Securities |
| BANCO BTG PACTUAL SA (CAYMAN ISLANDS BRANCH) | 2031-01-27      | 5.5000%  | 0.0000% | $256000.00         | $257685.33         | Corporate Debt Securities |
| BANISTMO SA                                  | 2027-07-31      | 4.2500%  | 0.0000% | $150000.00         | $148970.62         | Corporate Debt Securities |
| BANK OF AMERICA CORP                         | 2032-02-06      | 4.4560%  | 0.0000% | $25503000.00       | $25747301.74       | Corporate Debt Securities |
| BANK OF NOVA SCOTIA                          | 2081-10-27      | 3.6250%  | 0.0000% | $5501000.00        | $5391699.71        | Corporate Debt Securities |
| BARINGS PRIVATE CREDIT CORP                  | 2030-06-11      | 6.1500%  | 0.0000% | $1880000.00        | $1889481.47        | Corporate Debt Securities |
| BLACKSTONE SECURED LENDING FUND              | 2027-02-15      | 2.1250%  | 0.0000% | $9213000.00        | $8981369.82        | Corporate Debt Securities |
| BUCKEYE PARTNERS                             | 2026-12-01      | 3.9500%  | 0.0000% | $4772000.00        | $4779091.72        | Corporate Debt Securities |
| CTR PARTNERSHIP LP                           | 2028-06-30      | 3.8750%  | 0.0000% | $6255000.00        | $6158143.93        | Corporate Debt Securities |
| CAMPBELLS CO                                 | 2050-04-24      | 3.1250%  | 0.0000% | $6083000.00        | $4070482.54        | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER             | 2030-01-29      | 2.0316%  | 0.0000% | $1330000.00        | $1337380.60        | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD               | 2032-01-15      | 7.2000%  | 0.0000% | $14416000.00       | $16386523.04       | Corporate Debt Securities |
| CELANESE US HOLDINGS LLC                     | 2026-08-05      | 1.4000%  | 0.0000% | $230000.00         | $226868.68         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPERATING             | 2053-04-01      | 5.2500%  | 0.0000% | $21409000.00       | $17771860.67       | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC        | 2065-08-01      | 3.6700%  | 0.0000% | $5328000.00        | $5289168.75        | Corporate Debt Securities |
| CITIGROUP INC                                | 2029-04-23      | 4.0750%  | 0.0000% | $1416000.00        | $1437262.81        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC  | 2053-11-15      | 5.9000%  | 0.0000% | $402000.00         | $422637.34         | Corporate Debt Securities |
| CONSUMERS ENERGY COMPANY                     | 2069-09-15      | 4.2848%  | 0.0000% | $6336000.00        | $6316707.72        | Corporate Debt Securities |
| COTY INC                                     | 2029-01-15      | 4.7500%  | 0.0000% | $1646000.00        | $1627353.56        | Corporate Debt Securities |
| UBS GROUP AG                                 | 2037-08-10      | 5.1990%  | 0.0000% | $7249000.00        | $7332545.33        | Corporate Debt Securities |
| DHAFRAH PV2 ENERGY CO LLC                    | 2053-06-30      | 5.7940%  | 0.0000% | $1016000.00        | $1050391.26        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                 | 2047-09-20      | 5.2000%  | 0.0000% | $376000.00         | $219274.84         | Corporate Debt Securities |
| DOVER CORP                                   | 2041-03-01      | 5.3750%  | 0.0000% | $263000.00         | $279347.50         | Corporate Debt Securities |
| DUKE ENERGY CORP                             | 2082-01-15      | 3.2500%  | 0.0000% | $866000.00         | $851643.16         | Corporate Debt Securities |
| EDISON INTL                                  | 2031-03-15      | 4.8000%  | 0.0000% | $3188000.00        | $3180136.27        | Corporate Debt Securities |
| EMERSON ELECTRIC CO                          | 2039-05-20      | 3.4500%  | 0.0000% | $936000.00         | $929270.94         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                | 2030-06-10      | 7.2000%  | 0.0000% | $748000.00         | $818573.80         | Corporate Debt Securities |
| GLP CAPITAL LP                               | 2031-01-15      | 4.0000%  | 0.0000% | $12256000.00       | $11855923.31       | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC         | 2028-06-23      | 5.8000%  | 0.0000% | $1364000.00        | $1427072.88        | Corporate Debt Securities |
| GS FINANCE CORP                              | 2062-12-23      | 3.6600%  | 0.0000% | $3478000.00        | $3459998.15        | Corporate Debt Securities |
| HEXCEL CORP                                  | 2027-02-15      | 4.2000%  | 0.0000% | $1148000.00        | $1149090.60        | Corporate Debt Securities |
| HUMANA INC                                   | 2033-03-01      | 5.8750%  | 0.0000% | $527000.00         | $565972.82         | Corporate Debt Securities |
| INDUSTRIAL SUBORDINATED TRUST 2 0            | 2036-04-15      | 6.5500%  | 0.0000% | $172000.00         | $177700.37         | Corporate Debt Securities |
| KAISER FOUNDATION HOSPITALS                  | 2047-05-01      | 4.1500%  | 0.0000% | $198000.00         | $171900.08         | Corporate Debt Securities |
| LENNAR CORP                                  | 2027-06-15      | 5.0000%  | 0.0000% | $1411000.00        | $1434831.79        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                        | 2055-10-15      | 5.5500%  | 0.0000% | $5882000.00        | $6137038.62        | Corporate Debt Securities |
| MACYS RETAIL HOLDINGS LLC                    | 2042-01-15      | 5.1250%  | 0.0000% | $876000.00         | $732405.35         | Corporate Debt Securities |
| MERCADOLIBRE INC                             | 2031-01-14      | 3.1250%  | 0.0000% | $357000.00         | $335441.71         | Corporate Debt Securities |
| 3M CO                                        | 2040-12-21      | 3.6062%  | 0.0000% | $4533000.00        | $4547603.93        | Corporate Debt Securities |
| MYLAN INC                                    | 2043-11-29      | 5.4000%  | 0.0000% | $4228000.00        | $3811922.52        | Corporate Debt Securities |
| MYLAN INC                                    | 2048-04-15      | 5.2000%  | 0.0000% | $4538000.00        | $3876571.37        | Corporate Debt Securities |
| UTAH ACQUISITION SUB INC                     | 2046-06-15      | 5.2500%  | 0.0000% | $12713000.00       | $10871013.43       | Corporate Debt Securities |
| NOVA SECURITISATION SARL                     | 2031-02-03      | 5.7500%  | 0.0000% | $125000.00         | $123309.17         | Corporate Debt Securities |
| NUTRIEN LTD                                  | 2040-12-01      | 5.6250%  | 0.0000% | $2244000.00        | $2307836.19        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION             | 2045-06-15      | 4.6250%  | 0.0000% | $1305000.00        | $1080683.55        | Corporate Debt Securities |
| OCCIDENTAL PETROLEUM CORPORATION             | 2040-03-15      | 6.2000%  | 0.0000% | $2394000.00        | $2552004.00        | Corporate Debt Securities |
| OCEANEERING INTL INC.                        | 2028-02-01      | 6.0000%  | 0.0000% | $648000.00         | $662044.32         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                         | 2031-05-15      | 7.5000%  | 0.0000% | $5913000.00        | $6253943.58        | Corporate Debt Securities |
| ORACLE CORPORATION                           | 2029-02-04      | 5.0494%  | 0.0000% | $11061000.00       | $11078162.90       | Corporate Debt Securities |
| ORACLE CORPORATION                           | 2033-05-04      | 5.3500%  | 0.0000% | $12000.00          | $12100.90          | Corporate Debt Securities |
| ORBIA ADVANCE CORPORATION SAB DE CV          | 2030-05-13      | 6.8000%  | 0.0000% | $5813000.00        | $5953351.66        | Corporate Debt Securities |
| PRESIDENT AND FELLOWS OF HARVARD             | 2050-10-15      | 2.5170%  | 0.0000% | $46000.00          | $29401.31          | Corporate Debt Securities |
| PROCTER & GAMBLE CO                          | 2072-02-08      | 3.2651%  | 0.0000% | $70387000.00       | $69277881.89       | Corporate Debt Securities |
| PUGET SOUND ENRG INC                         | 2049-09-15      | 3.2500%  | 0.0000% | $121000.00         | $86249.41          | Corporate Debt Securities |
| PULTE GROUP INC                              | 2031-03-01      | 4.2500%  | 0.0000% | $12691000.00       | $12674075.14       | Corporate Debt Securities |
| RWE FINANCE US LLC                           | 2055-09-18      | 5.8750%  | 0.0000% | $2637000.00        | $2690446.50        | Corporate Debt Securities |
| REGAL REXNORD CORP                           | 2033-04-15      | 6.4000%  | 0.0000% | $6627000.00        | $7359990.38        | Corporate Debt Securities |
| REPSOL E&P CAPITAL MARKETS US LLC            | 2035-09-16      | 5.9760%  | 0.0000% | $705000.00         | $749997.33         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY           | 2045-02-01      | 3.6000%  | 0.0000% | $58000.00          | $42969.88          | Corporate Debt Securities |
| THERMO FISHER                                | 2046-02-12      | 5.5460%  | 0.0000% | $24457000.00       | $24985536.15       | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401              | 2034-02-13      | 7.3750%  | 0.0000% | $274000.00         | $303555.85         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                 | 2047-08-09      | 4.1715%  | 0.0000% | $4188000.00        | $4111928.12        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                    | 2049-10-26      | 3.3320%  | 0.0000% | $1280000.00        | $1275581.32        | Corporate Debt Securities |
| VENTAS REALTY LP                             | 2036-02-15      | 5.0000%  | 0.0000% | $3089000.00        | $3124609.31        | Corporate Debt Securities |
| PARAMOUNT GLOBAL                             | 2043-03-15      | 4.3750%  | 0.0000% | $930000.00         | $646170.98         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                             | 2050-05-19      | 4.9500%  | 0.0000% | $89055000.00       | $62174193.53       | Corporate Debt Securities |
| VICI PROPERTIES LP                           | 2027-02-15      | 3.7500%  | 0.0000% | $308000.00         | $307097.56         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                        | 2079-12-31      | 3.9000%  | 0.0000% | $116000.00         | $116646.12         | Corporate Debt Securities |

### Security 297: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| LAMB WESTON HOLDINGS INC                                        | 2032-01-31      | 4.3750%  | 0.0000% | $420000.00         | $402373.13         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                   | 2032-04-15      | 6.8750%  | 0.0000% | $386000.00         | $416014.72         | Corporate Debt Securities |
| AT&T INC                                                        | 2041-08-15      | 5.5500%  | 0.0000% | $25816000.00       | $25948952.40       | Corporate Debt Securities |
| CARVANA CO                                                      | 2031-06-01      | 9.0000%  | 0.0000% | $1625000.00        | $1801307.08        | Corporate Debt Securities |
| ACADEMY LTD                                                     | 2027-11-15      | 6.0000%  | 0.0000% | $26000.00          | $26535.34          | Corporate Debt Securities |
| BOMBARDIER INC                                                  | 2031-07-01      | 7.2500%  | 0.0000% | $20000.00          | $21517.36          | Corporate Debt Securities |
| CNX RESOURCES CORP                                              | 2032-03-01      | 7.2500%  | 0.0000% | $4644000.00        | $5034441.72        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                                           | 2028-08-01      | 4.0000%  | 0.0000% | $121000.00         | $119558.76         | Corporate Debt Securities |
| HILCORP ENERGY I LP                                             | 2033-11-01      | 8.3750%  | 0.0000% | $198000.00         | $214241.17         | Corporate Debt Securities |
| MEDLINE BORROWER LP                                             | 2029-04-01      | 6.2500%  | 0.0000% | $585000.00         | $618115.22         | Corporate Debt Securities |
| BLOCK INC                                                       | 2032-05-15      | 6.5000%  | 0.0000% | $198000.00         | $206333.16         | Corporate Debt Securities |
| UWM HOLDINGS LLC                                                | 2030-02-01      | 6.6250%  | 0.0000% | $236000.00         | $236180.47         | Corporate Debt Securities |
| UNITI SERVICES LLC                                              | 2029-02-15      | 6.5000%  | 0.0000% | $3750000.00        | $3674950.00        | Corporate Debt Securities |
| VIKING CRUISES LTD                                              | 2031-07-15      | 9.1250%  | 0.0000% | $275000.00         | $295593.60         | Corporate Debt Securities |
| IRON MOUNTAIN INC                                               | 2027-09-15      | 4.8750%  | 0.0000% | $9300000.00        | $9503460.75        | Corporate Debt Securities |
| ORACLE CORPORATION                                              | 2030-09-26      | 4.4500%  | 0.0000% | $14495000.00       | $14510441.20       | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                                            | 2049-05-30      | 6.5810%  | 0.0000% | $3202000.00        | $3437282.69        | Corporate Debt Securities |
| APLD COMPUTECO LLC                                              | 2030-12-15      | 9.2500%  | 0.0000% | $1906000.00        | $2058353.46        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                                            | 2034-06-08      | 6.3770%  | 0.0000% | $23009000.00       | $25274557.54       | Corporate Debt Securities |
| CENTENE CORP                                                    | 2031-03-01      | 2.5000%  | 0.0000% | $1450000.00        | $1274466.22        | Corporate Debt Securities |
| HAT HOLDINGS I LLC                                              | 2026-06-15      | 3.3750%  | 0.0000% | $336000.00         | $337014.72         | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                                          | 2036-01-15      | 5.1500%  | 0.0000% | $6000.00           | $6168.17           | Corporate Debt Securities |
| ASGN INC                                                        | 2028-05-15      | 4.6250%  | 0.0000% | $8000000.00        | $7879313.33        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                                        | 2033-03-15      | 6.2500%  | 0.0000% | $120000.00         | $127224.60         | Corporate Debt Securities |
| ANTERO RESOURCES CORP                                           | 2030-03-01      | 5.3750%  | 0.0000% | $6000.00           | $6248.99           | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                                    | 2032-02-01      | 6.6250%  | 0.0000% | $248000.00         | $258908.21         | Corporate Debt Securities |
| ARDONAGH GROUP FINANCE LTD                                      | 2032-02-15      | 8.8750%  | 0.0000% | $2400000.00        | $2404882.00        | Corporate Debt Securities |
| BAE SYSTEMS PLC                                                 | 2030-04-15      | 3.4000%  | 0.0000% | $2471000.00        | $2439091.15        | Corporate Debt Securities |
| LBM ACQUISITION LLC                                             | 2029-01-15      | 6.2500%  | 0.0000% | $750000.00         | $582151.25         | Corporate Debt Securities |
| BOMBARDIER INC                                                  | 2030-11-15      | 8.7500%  | 0.0000% | $251000.00         | $275279.65         | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                                  | 2052-03-17      | 3.0010%  | 0.0000% | $1114000.00        | $743291.74         | Corporate Debt Securities |
| BRAND INDUSTRIAL SERVICES INC                                   | 2030-08-01      | 10.3750% | 0.0000% | $1494000.00        | $1422531.61        | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                                         | 2048-04-04      | 4.5000%  | 0.0000% | $985000.00         | $869296.98         | Corporate Debt Securities |
| CNX RESOURCES CORP                                              | 2031-01-15      | 7.3750%  | 0.0000% | $155000.00         | $161814.45         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                                       | 2030-02-15      | 7.0000%  | 0.0000% | $218000.00         | $225733.19         | Corporate Debt Securities |
| CARNIVAL CORP                                                   | 2033-02-15      | 6.1250%  | 0.0000% | $649000.00         | $673098.45         | Corporate Debt Securities |
| CARNIVAL CORP                                                   | 2032-08-01      | 5.7500%  | 0.0000% | $180000.00         | $187918.70         | Corporate Debt Securities |
| CITRIX SYST INC                                                 | 2027-12-01      | 4.5000%  | 0.0000% | $10404000.00       | $9972442.08        | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                                   | 2032-01-15      | 3.7500%  | 0.0000% | $155000.00         | $145017.23         | Corporate Debt Securities |
| COMSTOCK RES INC                                                | 2029-03-01      | 6.7500%  | 0.0000% | $5214000.00        | $5353839.48        | Corporate Debt Securities |
| CONSENSUS CLOUD SOLUTIONS INC                                   | 2028-10-15      | 6.5000%  | 0.0000% | $6010000.00        | $6130700.83        | Corporate Debt Securities |
| CONSTELLATION SOFTWARE INC                                      | 2029-02-16      | 5.1580%  | 0.0000% | $33317000.00       | $33901248.76       | Corporate Debt Securities |
| CORECIVIC INC                                                   | 2029-04-15      | 8.2500%  | 0.0000% | $8615000.00        | $9224166.65        | Corporate Debt Securities |
| DAVITA INC                                                      | 2030-06-01      | 4.6250%  | 0.0000% | $100000.00         | $98857.86          | Corporate Debt Securities |
| DELUXE CORP                                                     | 2029-06-01      | 8.0000%  | 0.0000% | $4000000.00        | $4132964.44        | Corporate Debt Securities |
| EDGEWELL PERSONAL CARE CO                                       | 2028-06-01      | 5.5000%  | 0.0000% | $4279000.00        | $4334836.20        | Corporate Debt Securities |
| ENCORE CAP GRP                                                  | 2030-05-15      | 8.5000%  | 0.0000% | $5750000.00        | $6299144.17        | Corporate Debt Securities |
| FIRSTCASH INC                                                   | 2032-03-01      | 6.8750%  | 0.0000% | $213000.00         | $227626.95         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                                     | 2030-12-01      | 7.8750%  | 0.0000% | $671000.00         | $722957.21         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                                     | 2031-05-01      | 7.0000%  | 0.0000% | $838000.00         | $899530.62         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                                     | 2033-04-15      | 5.8750%  | 0.0000% | $367000.00         | $380546.58         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                                           | 2031-01-15      | 6.7500%  | 0.0000% | $254000.00         | $268446.25         | Corporate Debt Securities |
| GGAM FINANCE LIMITED                                            | 2029-04-15      | 6.8750%  | 0.0000% | $7395000.00        | $7822122.87        | Corporate Debt Securities |
| GO DADDY OPERATING COMPANY LLC                                  | 2027-12-01      | 5.2500%  | 0.0000% | $4700000.00        | $4737043.83        | Corporate Debt Securities |
| HILCORP ENERGY I LP                                             | 2029-02-01      | 5.7500%  | 0.0000% | $670000.00         | $674490.86         | Corporate Debt Securities |
| HILCORP ENERGY I LP                                             | 2030-04-15      | 6.0000%  | 0.0000% | $82000.00          | $82738.00          | Corporate Debt Securities |
| HILCORP ENERGY I LP                                             | 2032-04-15      | 6.2500%  | 0.0000% | $200000.00         | $199419.33         | Corporate Debt Securities |
| HILCORP ENERGY I LP                                             | 2034-05-15      | 6.8750%  | 0.0000% | $87000.00          | $87167.84          | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC                           | 2033-03-15      | 5.8750%  | 0.0000% | $152000.00         | $160429.54         | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC                           | 2034-03-31      | 5.5000%  | 0.0000% | $2730000.00        | $2792036.22        | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                                     | 2028-05-01      | 5.0000%  | 0.0000% | $313000.00         | $294153.23         | Corporate Debt Securities |
| IRON MOUNTAIN INC                                               | 2033-01-15      | 6.2500%  | 0.0000% | $78000.00          | $80119.39          | Corporate Debt Securities |
| JAZZ SECURITIES DAC                                             | 2029-01-15      | 4.3750%  | 0.0000% | $5217000.00        | $5167877.60        | Corporate Debt Securities |
| KINETIK HOLDINGS LP                                             | 2030-06-15      | 5.8750%  | 0.0000% | $97000.00          | $99284.35          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                                           | 2036-01-15      | 8.5000%  | 0.0000% | $137.00            | $145.14            | Corporate Debt Securities |
| MORGAN STANLEY                                                  | 2029-10-18      | 3.6700%  | 0.0000% | $13788000.00       | $13928003.05       | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BANK NA                                  | 2028-11-17      | 3.6700%  | 0.0000% | $15000.00          | $15056.51          | Corporate Debt Securities |
| MURPHY OIL CORP                                                 | 2032-10-01      | 6.0000%  | 0.0000% | $400000.00         | $410817.33         | Corporate Debt Securities |
| NCR ATLEOS CORP                                                 | 2029-04-01      | 9.5000%  | 0.0000% | $8300000.00        | $9193891.56        | Corporate Debt Securities |
| NAVIENT CORP                                                    | 2029-03-15      | 5.5000%  | 0.0000% | $147000.00         | $142348.92         | Corporate Debt Securities |
| NEXSTAR MEDIA INC                                               | 2027-07-15      | 5.6250%  | 0.0000% | $3525000.00        | $3547533.56        | Corporate Debt Securities |
| NISSAN MTR CO LTD                                               | 2027-09-17      | 4.3450%  | 0.0000% | $800000.00         | $808968.89         | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                             | 2028-09-29      | 5.6250%  | 0.0000% | $273000.00         | $281278.73         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO                               | 2030-10-15      | 4.0000%  | 0.0000% | $2045000.00        | $1994338.53        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO                               | 2029-09-15      | 5.6250%  | 0.0000% | $615000.00         | $642061.54         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                                            | 2030-03-15      | 7.8750%  | 0.0000% | $370000.00         | $401330.67         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                                            | 2032-03-15      | 6.7500%  | 0.0000% | $484000.00         | $504848.30         | Corporate Debt Securities |
| FIBERCOP SPA                                                    | 2036-07-18      | 7.2000%  | 0.0000% | $200000.00         | $205560.00         | Corporate Debt Securities |
| ORACLE CORPORATION                                              | 2037-11-15      | 3.8000%  | 0.0000% | $2950000.00        | $2470379.17        | Corporate Debt Securities |
| PERMIAN RESOURCES OPERATING LLC                                 | 2032-01-15      | 7.0000%  | 0.0000% | $548000.00         | $579957.53         | Corporate Debt Securities |
| PHINIA INC                                                      | 2032-10-15      | 6.6250%  | 0.0000% | $133000.00         | $141540.15         | Corporate Debt Securities |
| PITNEY BOWES INC                                                | 2029-03-15      | 7.2500%  | 0.0000% | $5688000.00        | $5842116.36        | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP                                 | 2045-02-15      | 4.9000%  | 0.0000% | $23114000.00       | $20635793.97       | Corporate Debt Securities |
| POST HOLDINGS INC                                               | 2033-03-01      | 6.3750%  | 0.0000% | $475000.00         | $499655.67         | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC                            | 2027-08-31      | 3.3750%  | 0.0000% | $9700000.00        | $9611924.00        | Corporate Debt Securities |
| PRIMO WATER HOLDINGS INC                                        | 2029-04-30      | 4.3750%  | 0.0000% | $73000.00          | $72791.86          | Corporate Debt Securities |
| PROGRESS ENERGY INC                                             | 2031-10-30      | 7.0000%  | 0.0000% | $2000.00           | $2304.76           | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                                       | 2032-04-30      | 6.7500%  | 0.0000% | $320000.00         | $338207.20         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                                         | 2029-02-15      | 4.5000%  | 0.0000% | $162000.00         | $160090.02         | Corporate Debt Securities |
| RELIANCE INC                                                    | 2030-08-15      | 2.1500%  | 0.0000% | $2000.00           | $1828.87           | Corporate Debt Securities |
| ROCKET COMPANIES INC                                            | 2029-08-01      | 6.5000%  | 0.0000% | $409000.00         | $421885.32         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                                    | 2029-07-15      | 4.9500%  | 0.0000% | $900000.00         | $905242.50         | Corporate Debt Securities |
| ROYAL BANK OF CANADA                                            | 2029-01-24      | 4.4980%  | 0.0000% | $24884000.00       | $25081760.35       | Corporate Debt Securities |
| SABRE GLBL INC                                                  | 2030-07-15      | 11.1250% | 0.0000% | $2799000.00        | $2103838.03        | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                                        | 2032-07-15      | 6.6250%  | 0.0000% | $227000.00         | $239076.21         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL                               | 2030-08-15      | 3.3750%  | 0.0000% | $263000.00         | $247870.93         | Corporate Debt Securities |
| SHEA HOMES LIMITED PARTNERSHIP A CALIFORNIA LP                  | 2028-02-15      | 4.7500%  | 0.0000% | $1196000.00        | $1192057.19        | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                                   | 2032-12-31      | 4.3750%  | 0.0000% | $7486000.00        | $6123184.10        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                                             | 2027-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5019.11           | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                                             | 2030-07-01      | 4.1250%  | 0.0000% | $30000.00          | $28631.60          | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                       | 2029-10-01      | 5.0260%  | 0.0000% | $22994000.00       | $23950854.43       | Corporate Debt Securities |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                             | 2047-08-15      | 3.7000%  | 0.0000% | $600000.00         | $459176.00         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                                            | 2029-11-15      | 5.3750%  | 0.0000% | $189000.00         | $189990.20         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                                 | 2032-08-15      | 6.5000%  | 0.0000% | $494000.00         | $510191.67         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                                 | 2030-07-15      | 4.3750%  | 0.0000% | $6000000.00        | $5832805.00        | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC                                 | 2031-01-15      | 3.3750%  | 0.0000% | $50000.00          | $46391.88          | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                                     | 2030-07-01      | 6.5000%  | 0.0000% | $98000.00          | $103133.35         | Corporate Debt Securities |
| SUNOCO LP                                                       | 2029-05-01      | 7.0000%  | 0.0000% | $576000.00         | $610701.44         | Corporate Debt Securities |
| SUPERIOR PLUS LP                                                | 2029-03-15      | 4.5000%  | 0.0000% | $373000.00         | $370292.02         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                                    | 2031-09-01      | 6.0000%  | 0.0000% | $240000.00         | $249240.80         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                                    | 2034-03-15      | 6.7500%  | 0.0000% | $600000.00         | $636718.50         | Corporate Debt Securities |
| TASEKO MINES LTD                                                | 2030-05-01      | 8.2500%  | 0.0000% | $4523000.00        | $4909595.89        | Corporate Debt Securities |
| TENET HEALTHCARE CORP                                           | 2032-11-15      | 5.5000%  | 0.0000% | $5000000.00        | $5146325.00        | Corporate Debt Securities |
| TEXAS CAPITAL                                                   | 2031-05-06      | 4.0000%  | 0.0000% | $4720000.00        | $4752819.73        | Corporate Debt Securities |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                       | 2041-04-01      | 5.1690%  | 0.0000% | $9000.00           | $9533.10           | Other Instrument          |
| TRANSDIGM INC                                                   | 2029-03-01      | 6.3750%  | 0.0000% | $630000.00         | $667445.10         | Corporate Debt Securities |
| TRANSDIGM INC                                                   | 2033-05-31      | 6.3750%  | 0.0000% | $1668000.00        | $1728942.47        | Corporate Debt Securities |
| TRAVEL + LEISURE CO                                             | 2033-09-01      | 6.1250%  | 0.0000% | $6200000.00        | $6505573.89        | Corporate Debt Securities |
| TWILIO INC                                                      | 2029-03-15      | 3.6250%  | 0.0000% | $632000.00         | $617977.50         | Corporate Debt Securities |
| US FOODS INC                                                    | 2028-09-15      | 6.8750%  | 0.0000% | $4220000.00        | $4485807.25        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                       | 2041-05-20      | 3.2000%  | 0.0000% | $24000.00          | $19406.21          | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC                              | 2032-01-15      | 3.7500%  | 0.0000% | $46000.00          | $43628.93          | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                              | 2030-12-15      | 6.1250%  | 0.0000% | $12000.00          | $12620.77          | Corporate Debt Securities |
| PARAMOUNT GLOBAL                                                | 2032-05-19      | 4.2000%  | 0.0000% | $6000000.00        | $5462000.00        | Corporate Debt Securities |
| VIKING CRUISES LTD                                              | 2033-10-15      | 5.8750%  | 0.0000% | $536000.00         | $559829.07         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                   | 2031-10-15      | 7.7500%  | 0.0000% | $172000.00         | $186462.91         | Corporate Debt Securities |
| WESCO DISTRIBUTION INC                                          | 2033-03-15      | 6.3750%  | 0.0000% | $800000.00         | $858046.00         | Corporate Debt Securities |
| WESTERN ALLIANCE BANK                                           | 2035-11-15      | 6.5370%  | 0.0000% | $3490000.00        | $3611616.90        | Corporate Debt Securities |
| WESTPAC BANKING CORP                                            | 2031-11-23      | 4.3220%  | 0.0000% | $1932000.00        | $1954401.97        | Corporate Debt Securities |
| WESTPAC BANKING CORP                                            | 2033-11-17      | 6.8200%  | 0.0000% | $304000.00         | $348619.43         | Corporate Debt Securities |
| TRAVEL + LEISURE CO                                             | 2030-03-01      | 4.6250%  | 0.0000% | $5150000.00        | $5150108.72        | Corporate Debt Securities |
| XPO INC                                                         | 2028-06-01      | 6.2500%  | 0.0000% | $789000.00         | $814437.80         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                                    | 2030-04-23      | 6.7500%  | 0.0000% | $150000.00         | $154696.50         | Corporate Debt Securities |
| ZEGONA FINANCE PLC                                              | 2029-07-15      | 8.6250%  | 0.0000% | $625000.00         | $667095.31         | Corporate Debt Securities |
| RAND PARENT LLC                                                 | 2030-02-15      | 8.5000%  | 0.0000% | $600000.00         | $627746.00         | Corporate Debt Securities |
| AEP TEXAS INC                                                   | 2052-05-15      | 5.2500%  | 0.0000% | $23000.00          | $21624.49          | Corporate Debt Securities |
| ALEXANDER FUNDING TRUST II                                      | 2028-07-31      | 7.4670%  | 0.0000% | $483000.00         | $517041.96         | Corporate Debt Securities |
| AMERICAN AIRLINES 2015-1 PASS THROUGH TRUSTS                    | 2028-11-01      | 3.3750%  | 0.0000% | $3301000.00        | $1563731.99        | Corporate Debt Securities |
| AMERIGAS PARTNERS LP                                            | 2030-06-01      | 9.5000%  | 0.0000% | $1280000.00        | $1401055.29        | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM LLC                                      | 2030-10-15      | 7.5000%  | 0.0000% | $2000.00           | $2100.12           | Corporate Debt Securities |
| BROOKFIELD BRP HOLDINGS (CANADA) INC                            | 2026-04-22      | 0.0000%  | 0.0000% | $110.00            | $109.36            | Money Market              |
| CVR ENERGY INC                                                  | 2034-02-15      | 7.8750%  | 0.0000% | $2191000.00        | $2162103.45        | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                               | 2062-03-15      | 4.0250%  | 0.0000% | $1368000.00        | $1039190.94        | Corporate Debt Securities |
| GILDAN ACTIVEWEAR INC.                                          | 2035-10-07      | 5.4000%  | 0.0000% | $9595000.00        | $9889854.35        | Corporate Debt Securities |
| GTA FUNDING LLC                                                 | 2026-03-02      | 0.0000%  | 0.0000% | $250000.00         | $247909.25         | Money Market              |
| HASBRO INC                                                      | 2040-03-15      | 6.3500%  | 0.0000% | $2365000.00        | $2617735.73        | Corporate Debt Securities |
| INDIANA FINANCE AUTHORITY                                       | 2039-02-01      | 6.5960%  | 0.0000% | $3000.00           | $3400.39           | Other Instrument          |
| KODIAK GAS SERVICES LLC                                         | 2033-10-01      | 6.5000%  | 0.0000% | $998000.00         | $1060420.46        | Corporate Debt Securities |
| LSEG US FIN CORP                                                | 2026-03-17      | 0.0000%  | 0.0000% | $3.00              | $2.99              | Money Market              |
| LXP INDUSTRIAL TRUST                                            | 2028-11-15      | 6.7500%  | 0.0000% | $102000.00         | $109949.37         | Corporate Debt Securities |
| LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY | 2039-12-01      | 5.1980%  | 0.0000% | $6000.00           | $6351.34           | Other Instrument          |
| MPT Opt Partner                                                 | 2032-02-15      | 8.5000%  | 0.0000% | $1328000.00        | $1430924.43        | Corporate Debt Securities |
| MICHAELS COMPANIES INC                                          | 2028-05-01      | 5.2500%  | 0.0000% | $2127000.00        | $2162535.08        | Corporate Debt Securities |
| MORGAN STANLEY                                                  | 2030-01-09      | 3.6700%  | 0.0000% | $16743000.00       | $16810183.52       | Corporate Debt Securities |
| MORGAN STANLEY                                                  | 2037-01-30      | 5.0730%  | 0.0000% | $23727000.00       | $24000404.24       | Corporate Debt Securities |
| PITNEY BOWES INC                                                | 2027-03-15      | 6.8750%  | 0.0000% | $2000.00           | $2063.42           | Corporate Debt Securities |
| RAKUTEN GROUP INC                                               | 2027-02-15      | 11.2500% | 0.0000% | $3058000.00        | $3244690.90        | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                              | 2040-09-02      | 3.3000%  | 0.0000% | $271000.00         | $217740.82         | Corporate Debt Securities |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC     | 2055-01-01      | 5.2500%  | 0.0000% | $950000.00         | $1028685.33        | Other Instrument          |
| STANDARD BUILDING SOLUTIONS INC                                 | 2034-03-15      | 5.8750%  | 0.0000% | $12000.00          | $12155.19          | Corporate Debt Securities |
| STONEX ESCROW ISSUER LLC                                        | 2032-07-15      | 6.8750%  | 0.0000% | $2339000.00        | $2451671.58        | Corporate Debt Securities |

### Security 298: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLSTATE CORP                        | 2067-05-15      | 6.5000%  | 0.0000% | $18455000.00       | $19745865.73       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC               | 2055-02-15      | 7.0000%  | 0.0000% | $640000.00         | $675381.33         | Corporate Debt Securities |
| NISOURCE INC.                        | 2056-07-15      | 5.7500%  | 0.0000% | $9016000.00        | $9236977.15        | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2062-02-15      | 3.8750%  | 0.0000% | $600000.00         | $593431.00         | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2056-03-15      | 5.8000%  | 0.0000% | $315000.00         | $325048.15         | Corporate Debt Securities |
| CMS ENERGY CORP                      | 2055-06-01      | 6.5000%  | 0.0000% | $73000.00          | $77490.80          | Corporate Debt Securities |
| NISOURCE INC.                        | 2055-03-31      | 6.3750%  | 0.0000% | $3033000.00        | $3242038.15        | Corporate Debt Securities |
| OCP SA                               | 2054-05-02      | 7.5000%  | 0.0000% | $200000.00         | $229549.67         | Corporate Debt Securities |

### Security 299: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.0000%  | 0.0000% | $1499361278.00     | $834712159.91      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1175513.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | 0.0000% | $1462563.00        | $1532327.43        | Agency Mortgage-Backed Securities |

### Security 300: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2038-04-15      | 7.5500%  | 0.0000% | $8271000.00        | $10332491.61       | Corporate Debt Securities |
| FRONTIER FLORIDA LLC                                             | 2028-02-01      | 6.8600%  | 0.0000% | $19772000.00       | $20685356.56       | Corporate Debt Securities |
| ALBEMARLE CORP                                                   | 2027-06-01      | 4.6500%  | 0.0000% | $4352000.00        | $4431068.59        | Corporate Debt Securities |
| ALLY FINANCIAL INC                                               | 2029-06-13      | 6.9920%  | 0.0000% | $27000.00          | $28858.48          | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE PLC                                       | 2027-12-06      | 4.0000%  | 0.0000% | $62000.00          | $62370.14          | Corporate Debt Securities |
| BARCLAYS PLC                                                     | 2028-01-10      | 4.3370%  | 0.0000% | $4286000.00        | $4319440.21        | Corporate Debt Securities |
| FEDEX CORP                                                       | 2045-02-01      | 4.1000%  | 0.0000% | $98000.00          | $80413.03          | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                                            | 2026-09-22      | 3.5000%  | 0.0000% | $250000.00         | $252484.86         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2054-03-15      | 5.5500%  | 0.0000% | $2618000.00        | $2608247.95        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2044-02-15      | 4.7500%  | 0.0000% | $20000.00          | $17369.47          | Corporate Debt Securities |
| TARGA RESOURCES CORP                                             | 2052-04-15      | 4.9500%  | 0.0000% | $3763000.00        | $3324234.20        | Corporate Debt Securities |
| ONEOK INC                                                        | 2032-10-15      | 4.9500%  | 0.0000% | $5986000.00        | $6233057.19        | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2065-09-26      | 6.1000%  | 0.0000% | $1590000.00        | $1428815.52        | Corporate Debt Securities |
| RELIANCE INC                                                     | 2030-08-15      | 2.1500%  | 0.0000% | $32000.00          | $29261.97          | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                       | 2028-10-29      | 3.0000%  | 0.0000% | $511000.00         | $501706.61         | Corporate Debt Securities |
| AETNA INC                                                        | 2047-08-15      | 3.8750%  | 0.0000% | $416000.00         | $316593.33         | Corporate Debt Securities |
| AGREE LP                                                         | 2032-10-01      | 4.8000%  | 0.0000% | $870000.00         | $900943.00         | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2052-05-15      | 4.5500%  | 0.0000% | $3836000.00        | $3254200.27        | Corporate Debt Securities |
| APTARGROUP INC                                                   | 2032-03-15      | 3.6000%  | 0.0000% | $439000.00         | $424978.34         | Corporate Debt Securities |
| BAT INTL FIN PLC                                                 | 2026-03-25      | 1.6680%  | 0.0000% | $170000.00         | $170898.05         | Corporate Debt Securities |
| BPCE SA                                                          | 2047-01-13      | 6.3470%  | 0.0000% | $17867000.00       | $18213038.13       | Corporate Debt Securities |
| BANCO SANTANDER SA                                               | 2030-03-14      | 5.5380%  | 0.0000% | $400000.00         | $425097.93         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2027-11-25      | 4.1830%  | 0.0000% | $5554000.00        | $5619925.36        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                             | 2079-12-31      | 6.2500%  | 0.0000% | $27486000.00       | $28538767.24       | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2027-11-16      | 3.5000%  | 0.0000% | $1285000.00        | $1286952.49        | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2029-09-15      | 2.1590%  | 0.0000% | $1390000.00        | $1336562.15        | Corporate Debt Securities |
| BUNGE FINANCE LTD CORP                                           | 2027-09-25      | 3.7500%  | 0.0000% | $1907000.00        | $1932884.35        | Corporate Debt Securities |
| CDW LLC                                                          | 2029-02-15      | 3.2500%  | 0.0000% | $5930000.00        | $5726442.87        | Corporate Debt Securities |
| CNA FINANCIAL CORP                                               | 2035-08-15      | 5.2000%  | 0.0000% | $2970000.00        | $2995403.40        | Corporate Debt Securities |
| CSX CORP                                                         | 2036-10-01      | 6.0000%  | 0.0000% | $11178000.00       | $12521744.64       | Corporate Debt Securities |
| CAIXABANK SA                                                     | 2034-09-13      | 6.8400%  | 0.0000% | $2806000.00        | $3238601.02        | Corporate Debt Securities |
| CAPITAL POWER US HOLDING INC                                     | 2028-06-01      | 5.2570%  | 0.0000% | $3711000.00        | $3830859.32        | Corporate Debt Securities |
| CAPITAL SOUTHWEST CORP                                           | 2030-09-18      | 5.9500%  | 0.0000% | $16304000.00       | $16623055.69       | Corporate Debt Securities |
| CENTERPOINT ENERGY RESOURCES COR                                 | 2037-02-01      | 6.2500%  | 0.0000% | $1507000.00        | $1641807.01        | Corporate Debt Securities |
| COCA-COLA CONSOLIDATED INC                                       | 2029-06-01      | 5.2500%  | 0.0000% | $237000.00         | $248608.66         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP                                 | 2040-11-15      | 7.5000%  | 0.0000% | $388000.00         | $480215.96         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                    | 2055-09-30      | 5.7500%  | 0.0000% | $2552000.00        | $2544877.79        | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATION LLC                              | 2041-10-01      | 5.7500%  | 0.0000% | $64000.00          | $67916.12          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                           | 2032-03-15      | 2.3500%  | 0.0000% | $7972000.00        | $7112259.66        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2026-08-01      | 7.5740%  | 0.0000% | $32000.00          | $32630.08          | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                            | 2032-01-25      | 6.1500%  | 0.0000% | $5351000.00        | $5759316.97        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | 2028-05-01      | 5.0000%  | 0.0000% | $58507000.00       | $59475940.93       | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2031-04-27      | 2.8500%  | 0.0000% | $3443000.00        | $3236936.45        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2031-10-21      | 4.3690%  | 0.0000% | $2039000.00        | $2071769.79        | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL                                 | 2035-07-23      | 5.6000%  | 0.0000% | $23739000.00       | $24813400.76       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                                | 2036-05-02      | 6.5000%  | 0.0000% | $2902000.00        | $3211132.33        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                                       | 2030-06-05      | 5.8500%  | 0.0000% | $4601000.00        | $4674685.02        | Corporate Debt Securities |
| INDIANA MICHIGAN POWER CO                                        | 2028-05-15      | 3.8500%  | 0.0000% | $75000.00          | $75713.12          | Corporate Debt Securities |
| JERSEY CTL PWR & LT CO                                           | 2036-05-15      | 6.4000%  | 0.0000% | $4501000.00        | $5019980.30        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE II BV                                  | 2027-03-02      | 3.5000%  | 0.0000% | $99000.00          | $100248.78         | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                                         | 2050-10-15      | 3.9510%  | 0.0000% | $250000.00         | $191039.25         | Corporate Debt Securities |
| NIAGARA ENERGY SAC                                               | 2034-10-03      | 5.7460%  | 0.0000% | $2870000.00        | $3033831.08        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                                          | 2052-09-16      | 5.7830%  | 0.0000% | $9570000.00        | $9896460.08        | Corporate Debt Securities |
| PACIFICORP                                                       | 2051-03-15      | 3.3000%  | 0.0000% | $109000.00         | $73254.54          | Corporate Debt Securities |
| RWE FINANCE US LLC                                               | 2034-04-16      | 5.8750%  | 0.0000% | $5462000.00        | $5905506.06        | Corporate Debt Securities |
| RADIAN GRP INC                                                   | 2027-03-15      | 4.8750%  | 0.0000% | $275000.00         | $281769.81         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                                      | 2032-04-08      | 4.7500%  | 0.0000% | $245000.00         | $244747.72         | Corporate Debt Securities |
| JM SMUCKER CO                                                    | 2032-03-15      | 2.1250%  | 0.0000% | $21631000.00       | $19131808.34       | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                           | 2029-01-09      | 6.3010%  | 0.0000% | $743000.00         | $777186.42         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | 2041-08-15      | 5.4000%  | 0.0000% | $22269000.00       | $22157877.69       | Corporate Debt Securities |
| BANCO INBURSA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO  | 2027-04-11      | 4.3750%  | 0.0000% | $2500000.00        | $2540219.44        | Corporate Debt Securities |
| BIOCEANICO SOVEREIGN CTF LTD                                     | 2034-06-05      | 0.0000%  | 0.0000% | $150000.00         | $85585.79          | Corporate Debt Securities |
| FRESNILLO PLC                                                    | 2050-10-02      | 4.2500%  | 0.0000% | $1479000.00        | $1196345.43        | Corporate Debt Securities |
| ABN AMRO BANK NV                                                 | 2028-12-03      | 4.9880%  | 0.0000% | $600000.00         | $616805.20         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                     | 2035-06-15      | 5.3750%  | 0.0000% | $3168000.00        | $3334541.76        | Corporate Debt Securities |
| AT&T INC                                                         | 2046-04-30      | 5.8500%  | 0.0000% | $168000.00         | $170146.20         | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                                       | 2027-01-15      | 6.1000%  | 0.0000% | $1812000.00        | $1856007.44        | Corporate Debt Securities |
| AETNA INC                                                        | 2042-11-15      | 4.1250%  | 0.0000% | $286000.00         | $231890.95         | Corporate Debt Securities |
| AGREE LP                                                         | 2030-10-01      | 2.9000%  | 0.0000% | $164000.00         | $156784.18         | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                                       | 2029-12-15      | 2.7500%  | 0.0000% | $1073000.00        | $1022354.40        | Corporate Debt Securities |
| AMCOR GROUP FINANCE PLC                                          | 2029-05-23      | 5.4500%  | 0.0000% | $15000.00          | $15813.31          | Corporate Debt Securities |
| AMERICAN ELECTRIC POWER COMPANY INC.                             | 2028-12-01      | 4.3000%  | 0.0000% | $1840000.00        | $1874632.89        | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC                                      | 2029-10-01      | 5.7500%  | 0.0000% | $3327000.00        | $3489821.53        | Corporate Debt Securities |
| AMERICAN TOWER CORP                                              | 2026-04-15      | 1.6000%  | 0.0000% | $15000.00          | $15042.55          | Corporate Debt Securities |
| ELEVANCE HEALTH INC                                              | 2032-10-15      | 5.5000%  | 0.0000% | $1155000.00        | $1238953.10        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                                        | 2028-12-08      | 5.2000%  | 0.0000% | $634000.00         | $638565.50         | Corporate Debt Securities |
| ARES CAPITAL CORPORATION                                         | 2027-01-15      | 7.0000%  | 0.0000% | $119000.00         | $122624.34         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                                   | 2031-12-15      | 2.2000%  | 0.0000% | $1330000.00        | $1188022.50        | Corporate Debt Securities |
| ASSOCIATED BANC-CORP                                             | 2030-08-29      | 6.4550%  | 0.0000% | $590000.00         | $635238.66         | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP                               | 2028-11-15      | 4.6250%  | 0.0000% | $13733000.00       | $13948348.70       | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO                                    | 2046-08-15      | 3.5000%  | 0.0000% | $414000.00         | $313951.38         | Corporate Debt Securities |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FI | 2029-12-10      | 5.6210%  | 0.0000% | $672000.00         | $702597.97         | Corporate Debt Securities |
| BANK OF IRELAND GROUP PLC                                        | 2030-03-20      | 5.6010%  | 0.0000% | $210000.00         | $223437.18         | Corporate Debt Securities |
| BANKUNITED INC                                                   | 2030-06-11      | 5.1250%  | 0.0000% | $11000.00          | $11274.55          | Corporate Debt Securities |
| BAYER US FINANCE II LLC                                          | 2028-12-15      | 4.3750%  | 0.0000% | $6220000.00        | $6291156.80        | Corporate Debt Securities |
| BLACK HILLS CORP                                                 | 2046-09-15      | 4.2000%  | 0.0000% | $1557000.00        | $1297728.36        | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                                              | 2028-07-15      | 2.5000%  | 0.0000% | $1626000.00        | $1553686.36        | Corporate Debt Securities |
| BLUE OWL TECHNOLOGY FINANCE CORP                                 | 2031-01-23      | 6.1250%  | 0.0000% | $244000.00         | $236971.51         | Corporate Debt Securities |
| BNP PARIBAS SA                                                   | 2028-01-20      | 2.5910%  | 0.0000% | $67300000.00       | $66637295.03       | Corporate Debt Securities |
| CBRE SERVICES INC                                                | 2030-06-15      | 4.8000%  | 0.0000% | $89000.00          | $91464.41          | Corporate Debt Securities |
| CNA FINANCIAL CORP                                               | 2034-02-15      | 5.1250%  | 0.0000% | $39000.00          | $39671.12          | Corporate Debt Securities |
| CRH AMERICA FINANCE INC                                          | 2048-04-04      | 4.5000%  | 0.0000% | $2400000.00        | $2118084.00        | Corporate Debt Securities |
| CAIXABANK SA                                                     | 2027-09-13      | 6.6840%  | 0.0000% | $1860000.00        | $1943177.96        | Corporate Debt Securities |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                               | 2111-11-01      | 4.7000%  | 0.0000% | $49000.00          | $40518.32          | Corporate Debt Securities |
| CINCINNATI FINL CORP                                             | 2028-05-15      | 6.9200%  | 0.0000% | $28000.00          | $30252.79          | Corporate Debt Securities |
| CITIGROUP INC                                                    | 2026-11-20      | 4.3000%  | 0.0000% | $504000.00         | $511043.96         | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                                     | 2030-02-06      | 2.5000%  | 0.0000% | $3674000.00        | $3450577.94        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD                                 | 2030-01-24      | 5.7000%  | 0.0000% | $640000.00         | $657104.00         | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                                      | 2051-09-01      | 2.7500%  | 0.0000% | $1862000.00        | $1188969.76        | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC                                         | 2029-04-05      | 3.8500%  | 0.0000% | $2729000.00        | $2743917.02        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                           | 2031-06-15      | 2.6000%  | 0.0000% | $44428000.00       | $40207784.28       | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                                             | 2046-06-01      | 3.7000%  | 0.0000% | $1213000.00        | $963375.38         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2028-02-01      | 5.2500%  | 0.0000% | $261000.00         | $267940.43         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2030-02-01      | 4.3500%  | 0.0000% | $2874000.00        | $2891938.55        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2029-02-15      | 4.1500%  | 0.0000% | $1531000.00        | $1535858.37        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                           | 2028-04-01      | 4.7500%  | 0.0000% | $22000.00          | $22754.91          | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | 2028-02-08      | 5.7060%  | 0.0000% | $2024000.00        | $2059767.12        | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | 2031-12-10      | 4.4690%  | 0.0000% | $8943000.00        | $9063629.39        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                                           | 2051-03-24      | 4.4000%  | 0.0000% | $382000.00         | $322732.70         | Corporate Debt Securities |
| Digital Rlty                                                     | 2028-01-15      | 5.5500%  | 0.0000% | $18000.00          | $18624.51          | Corporate Debt Securities |
| EQT CORP                                                         | 2027-07-01      | 6.5000%  | 0.0000% | $5051000.00        | $5206929.98        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                    | 2028-07-12      | 2.1250%  | 0.0000% | $319000.00         | $305820.91         | Corporate Debt Securities |
| ENTERGY ARKANSAS LLC                                             | 2056-01-15      | 5.7500%  | 0.0000% | $60000.00          | $61224.38          | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                                | 2078-02-15      | 5.3750%  | 0.0000% | $4900000.00        | $4911719.17        | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                                               | 2036-02-15      | 4.8750%  | 0.0000% | $700000.00         | $697456.38         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP                                           | 2027-12-15      | 3.8750%  | 0.0000% | $119000.00         | $119742.56         | Corporate Debt Securities |
| FS KKR CAPITAL CORP                                              | 2029-08-15      | 6.8750%  | 0.0000% | $821000.00         | $812142.78         | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                                   | 2028-04-17      | 4.8500%  | 0.0000% | $73000.00          | $75223.86          | Corporate Debt Securities |
| FIFTH THIRD BANCORP                                              | 2028-04-25      | 4.0550%  | 0.0000% | $285000.00         | $288745.45         | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL CORP                                    | 2031-08-15      | 2.4000%  | 0.0000% | $50000.00          | $44017.50          | Corporate Debt Securities |
| FISERV INC                                                       | 2028-08-21      | 5.3750%  | 0.0000% | $44000.00          | $45103.34          | Corporate Debt Securities |
| FRESENIUS MEDICAL CARE US FINANCE III INC                        | 2031-12-01      | 3.0000%  | 0.0000% | $1417000.00        | $1297386.31        | Corporate Debt Securities |
| GXO LOGISTICS INC                                                | 2031-07-15      | 2.6500%  | 0.0000% | $135000.00         | $123530.63         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2029-01-17      | 5.6500%  | 0.0000% | $61000.00          | $63572.23          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2027-02-26      | 4.7104%  | 0.0000% | $95000.00          | $95258.48          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2026-04-06      | 5.4000%  | 0.0000% | $224000.00         | $229082.56         | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | 2028-04-04      | 5.0500%  | 0.0000% | $487000.00         | $505900.33         | Corporate Debt Securities |
| GENPACT LUXEMBOURG SARL                                          | 2026-04-10      | 1.7500%  | 0.0000% | $95000.00          | $95321.07          | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2027-03-27      | 4.0000%  | 0.0000% | $507000.00         | $515414.51         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2027-10-27      | 3.8750%  | 0.0000% | $510000.00         | $515139.10         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2030-09-01      | 2.5000%  | 0.0000% | $119000.00         | $111542.53         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2028-05-08      | 5.4000%  | 0.0000% | $842000.00         | $878795.40         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                             | 2027-04-04      | 3.6700%  | 0.0000% | $19000.00          | $19219.28          | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                                             | 2030-05-15      | 2.9000%  | 0.0000% | $773000.00         | $725542.95         | Corporate Debt Securities |
| GLOBE LIFE INC                                                   | 2032-06-15      | 4.8000%  | 0.0000% | $35000.00          | $35724.15          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                      | 2029-01-21      | 4.1480%  | 0.0000% | $2508000.00        | $2519331.14        | Corporate Debt Securities |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                | 2031-01-31      | 5.8750%  | 0.0000% | $7178000.00        | $7168216.98        | Corporate Debt Securities |
| GRAPHIC PACKAGING INTERNATIONAL LLC                              | 2026-04-15      | 1.5120%  | 0.0000% | $9000.00           | $9013.00           | Corporate Debt Securities |
| HCA INC                                                          | 2030-11-15      | 4.3000%  | 0.0000% | $1696000.00        | $1719939.04        | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                                | 2026-07-15      | 3.2500%  | 0.0000% | $1149000.00        | $1150300.29        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                                       | 2028-01-14      | 5.4500%  | 0.0000% | $3389000.00        | $3426718.63        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                                       | 2030-11-15      | 5.4500%  | 0.0000% | $8500000.00        | $8560949.72        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                                       | 2029-04-02      | 5.1500%  | 0.0000% | $73000.00          | $72900.31          | Corporate Debt Securities |
| HEALTHPEAK OP LLC                                                | 2032-12-15      | 5.2500%  | 0.0000% | $2486000.00        | $2591679.86        | Corporate Debt Securities |
| HEINEKEN NV                                                      | 2047-03-29      | 4.3500%  | 0.0000% | $2102000.00        | $1843797.33        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                                    | 2028-07-01      | 5.2500%  | 0.0000% | $95000.00          | $98186.93          | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                                    | 2026-09-25      | 4.4500%  | 0.0000% | $63000.00          | $64379.63          | Corporate Debt Securities |
| HIGHWOODS REALTY LP                                              | 2027-03-01      | 3.8750%  | 0.0000% | $24000.00          | $24350.99          | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC                                        | 2029-08-21      | 6.2080%  | 0.0000% | $49000.00          | $51478.65          | Corporate Debt Securities |
| ILLUMINA INC                                                     | 2030-12-12      | 4.7500%  | 0.0000% | $3210000.00        | $3289187.13        | Corporate Debt Securities |
| INDIANA MICHIGAN POWER CO                                        | 2056-03-15      | 5.6000%  | 0.0000% | $2180000.00        | $2173021.58        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                                            | 2030-01-13      | 3.8500%  | 0.0000% | $554000.00         | $530740.62         | Corporate Debt Securities |
| IPALCO ENTERPRISES INC                                           | 2030-05-01      | 4.2500%  | 0.0000% | $1458000.00        | $1459522.80        | Corporate Debt Securities |
| NATIONAL GRID USA                                                | 2033-04-01      | 5.8750%  | 0.0000% | $489000.00         | $521780.79         | Corporate Debt Securities |
| KINDER MORGAN INC                                                | 2026-11-15      | 1.7500%  | 0.0000% | $51000.00          | $50493.48          | Corporate Debt Securities |
| KINDER MORGAN INC                                                | 2033-02-01      | 4.8000%  | 0.0000% | $76000.00          | $77478.71          | Corporate Debt Securities |
| LPL HOLDINGS INC                                                 | 2028-04-03      | 4.9000%  | 0.0000% | $104000.00         | $107263.52         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                                        | 2029-12-15      | 2.9000%  | 0.0000% | $722000.00         | $696542.28         | Corporate Debt Securities |
| LABORATORY CORP OF AMER HLDGS                                    | 2026-06-01      | 1.5500%  | 0.0000% | $9000.00           | $8973.03           | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                                         | 2029-02-01      | 4.5690%  | 0.0000% | $25000.00          | $25246.00          | Corporate Debt Securities |
| LINCOLN NATIONAL CORPORATION                                     | 2030-01-15      | 3.0500%  | 0.0000% | $809000.00         | $771970.72         | Corporate Debt Securities |
| LOWES COMPANIES INC                                              | 2042-04-15      | 4.6500%  | 0.0000% | $225000.00         | $212127.75         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2034-06-15      | 5.8870%  | 0.0000% | $641000.00         | $693929.93         | Corporate Debt Securities |
| MAIN STREET CAPITAL CORP                                         | 2028-08-15      | 5.4000%  | 0.0000% | $153000.00         | $153843.03         | Corporate Debt Securities |
| MAREX GROUP PLC                                                  | 2028-05-08      | 5.8290%  | 0.0000% | $480000.00         | $497826.68         | Corporate Debt Securities |
| MCDONALDS CORP                                                   | 2027-03-01      | 3.5000%  | 0.0000% | $332000.00         | $336821.01         | Corporate Debt Securities |
| MCDONALDS CORP                                                   | 2028-04-01      | 3.8000%  | 0.0000% | $1588000.00        | $1613060.40        | Corporate Debt Securities |
| MICROCHIP TECH INC                                               | 2030-02-15      | 5.0500%  | 0.0000% | $11000.00          | $11305.40          | Corporate Debt Securities |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                            | 2029-04-01      | 4.6250%  | 0.0000% | $259000.00         | $265471.62         | Corporate Debt Securities |
| NGPL PIPECO LLC                                                  | 2031-07-15      | 3.2500%  | 0.0000% | $108000.00         | $101105.46         | Corporate Debt Securities |
| NRG ENERGY INC                                                   | 2029-06-15      | 4.4500%  | 0.0000% | $1015000.00        | $1025687.95        | Corporate Debt Securities |
| NATIONWIDE BUILDING SOCIETY                                      | 2029-03-08      | 4.3020%  | 0.0000% | $350000.00         | $358058.93         | Corporate Debt Securities |
| NATWEST GROUP PLC                                                | 2035-11-28      | 3.0320%  | 0.0000% | $10823000.00       | $10167838.11       | Corporate Debt Securities |
| NEW MOUNTAIN FINANCE CORP                                        | 2027-10-15      | 6.2000%  | 0.0000% | $80000.00          | $82292.27          | Corporate Debt Securities |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                        | 2028-08-15      | 5.6500%  | 0.0000% | $96000.00          | $99755.84          | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | 2029-04-01      | 3.5000%  | 0.0000% | $67000.00          | $66952.06          | Corporate Debt Securities |
| NSTAR ELECTRIC CO                                                | 2034-06-01      | 5.4000%  | 0.0000% | $12000.00          | $12679.32          | Corporate Debt Securities |
| OAKTREE SPECIALTY LENDING CORP                                   | 2027-01-15      | 2.7000%  | 0.0000% | $83000.00          | $81080.21          | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND                                    | 2029-07-23      | 6.5000%  | 0.0000% | $56000.00          | $57715.22          | Corporate Debt Securities |
| OLD REPUB INTL CORP                                              | 2051-06-11      | 3.8500%  | 0.0000% | $40000.00          | $29139.51          | Corporate Debt Securities |
| ORACLE CORPORATION                                               | 2039-07-08      | 6.1250%  | 0.0000% | $1424000.00        | $1423810.33        | Corporate Debt Securities |
| OWENS CORNING                                                    | 2036-12-01      | 7.0000%  | 0.0000% | $315000.00         | $366503.20         | Corporate Debt Securities |
| PPL CAPITAL FUNDING INC                                          | 2026-05-15      | 3.1000%  | 0.0000% | $32000.00          | $32214.51          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2046-12-01      | 4.0000%  | 0.0000% | $1920000.00        | $1496151.47        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | 2031-06-01      | 3.2500%  | 0.0000% | $598000.00         | $567324.93         | Corporate Debt Securities |
| PACIFICORP                                                       | 2050-02-15      | 4.1500%  | 0.0000% | $7002000.00        | $5376228.96        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                       | 2028-02-01      | 5.7000%  | 0.0000% | $15000.00          | $15469.75          | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP                                       | 2031-01-15      | 4.5500%  | 0.0000% | $1645000.00        | $1663343.58        | Corporate Debt Securities |
| PENTAIR FINANCE SA                                               | 2029-07-01      | 4.5000%  | 0.0000% | $1470000.00        | $1492667.40        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                                  | 2042-08-21      | 3.8750%  | 0.0000% | $92000.00          | $77150.82          | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                                 | 2029-06-01      | 3.5000%  | 0.0000% | $40000.00          | $39716.44          | Corporate Debt Securities |
| REPSOL E&P CAPITAL MARKETS US LLC                                | 2028-09-16      | 4.8050%  | 0.0000% | $2170000.00        | $2246034.69        | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                           | 2029-10-15      | 4.5000%  | 0.0000% | $2365000.00        | $2432095.05        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS PLC                                  | 2029-09-22      | 4.3200%  | 0.0000% | $231000.00         | $235964.19         | Corporate Debt Securities |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | 2027-09-01      | 4.9110%  | 0.0000% | $92000.00          | $95154.62          | Corporate Debt Securities |
| SOCIETE GENERALE SA                                              | 2028-01-19      | 3.6700%  | 0.0000% | $250000.00         | $253273.19         | Corporate Debt Securities |
| DOMINION ENERGY SOUTH CAROLINA INC                               | 2038-01-15      | 6.0500%  | 0.0000% | $330000.00         | $364052.15         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | 2029-08-01      | 2.8500%  | 0.0000% | $82000.00          | $78659.18          | Corporate Debt Securities |
| SOUTHWEST GAS CORP                                               | 2030-06-15      | 2.2000%  | 0.0000% | $7000.00           | $6484.03           | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | 2026-10-01      | 2.7500%  | 0.0000% | $78000.00          | $78279.46          | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                           | 2028-01-12      | 2.6080%  | 0.0000% | $2366000.00        | $2345699.72        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                           | 2030-10-15      | 5.0050%  | 0.0000% | $1681000.00        | $1751352.65        | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                           | 2030-01-13      | 3.6700%  | 0.0000% | $3000000.00        | $3024543.52        | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC                                       | 2040-09-01      | 5.2000%  | 0.0000% | $158000.00         | $158493.31         | Corporate Debt Securities |
| STELLANTIS FINANCE US INC                                        | 2030-03-18      | 5.7500%  | 0.0000% | $5776000.00        | $6060559.45        | Corporate Debt Securities |
| STORE CAPITAL LLC                                                | 2030-11-18      | 2.7500%  | 0.0000% | $186000.00         | $172132.31         | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2028-03-15      | 4.9500%  | 0.0000% | $747000.00         | $778340.39         | Corporate Debt Securities |
| T-MOBILE USA INC                                                 | 2029-01-15      | 4.8500%  | 0.0000% | $46000.00          | $47343.58          | Corporate Debt Securities |
| TANGER PROPERTIES LP                                             | 2027-07-15      | 3.8750%  | 0.0000% | $94000.00          | $94125.10          | Corporate Debt Securities |
| TENNESSEE GAS PIPELINE COMPANY LLC                               | 2027-03-15      | 7.0000%  | 0.0000% | $97000.00          | $103164.35         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                       | 2056-03-15      | 5.7500%  | 0.0000% | $30020000.00       | $30663720.53       | Corporate Debt Securities |
| UNITED AIRLINES INC                                              | 2029-04-15      | 4.6250%  | 0.0000% | $4100000.00        | $4168750.17        | Corporate Debt Securities |
| VALERO ENERGY CORP                                               | 2026-09-15      | 3.4000%  | 0.0000% | $35000.00          | $35435.40          | Corporate Debt Securities |
| VENTAS REALTY LP                                                 | 2030-11-15      | 4.7500%  | 0.0000% | $125000.00         | $129189.79         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2028-04-01      | 3.8000%  | 0.0000% | $125000.00         | $126767.64         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | 2035-09-15      | 4.9000%  | 0.0000% | $158000.00         | $161779.45         | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                    | 2029-07-15      | 4.3000%  | 0.0000% | $41000.00          | $41190.10          | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC                                    | 2031-01-31      | 4.7000%  | 0.0000% | $2138000.00        | $2155359.37        | Corporate Debt Securities |
| VITALITY RE XV LTD                                               | 2028-01-07      | 6.3777%  | 0.0000% | $700000.00         | $705880.00         | Corporate Debt Securities |
| VULCAN MATERIALS COMPANY                                         | 2047-06-15      | 4.5000%  | 0.0000% | $722000.00         | $634089.28         | Corporate Debt Securities |
| WEA FINANCE LLC                                                  | 2027-01-15      | 2.8750%  | 0.0000% | $259000.00         | $256789.22         | Corporate Debt Securities |
| WP CAREY INC                                                     | 2029-07-15      | 3.8500%  | 0.0000% | $279000.00         | $277633.37         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                            | 2028-03-24      | 3.5260%  | 0.0000% | $7597000.00        | $7671036.56        | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC                                         | 2029-09-15      | 2.9500%  | 0.0000% | $658000.00         | $637625.03         | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC                                         | 2036-03-15      | 5.1500%  | 0.0000% | $1155000.00        | $1164723.50        | Corporate Debt Securities |
| YALE NEW HAVEN HEALTH SERVICES CORP                              | 2050-07-01      | 2.4960%  | 0.0000% | $74000.00          | $45177.94          | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT 2014 LTD                          | 2044-05-07      | 4.8500%  | 0.0000% | $500000.00         | $516969.72         | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV                        | 2048-01-14      | 4.8750%  | 0.0000% | $1057000.00        | $849545.69         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                              | 2027-09-23      | 3.6700%  | 0.0000% | $120000.00         | $121277.62         | Corporate Debt Securities |
| AGROSUPER SA                                                     | 2032-01-20      | 4.6000%  | 0.0000% | $855000.00         | $832964.75         | Corporate Debt Securities |

### Security 301: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.850000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORPORATION                             | 2029-10-01      | 3.2500%  | 0.0000% | $20000000.00       | $19557811.11       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2030-05-22      | 3.9730%  | 0.0000% | $11000000.00       | $11042727.36       | Corporate Debt Securities |
| BROADCOM INC                                      | 2036-11-15      | 3.1870%  | 0.0000% | $17000000.00       | $14801217.17       | Corporate Debt Securities |
| COCA-COLA CO                                      | 2027-03-25      | 3.3750%  | 0.0000% | $9149000.00        | $9266473.16        | Corporate Debt Securities |
| COMCAST CORPORATION                               | 2051-11-01      | 2.8870%  | 0.0000% | $59500000.00       | $36456992.06       | Corporate Debt Securities |
| KROGER CO                                         | 2054-09-15      | 5.5000%  | 0.0000% | $20000000.00       | $19815000.00       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-B       | 2054-06-01      | 5.0990%  | 0.0000% | $20000000.00       | $19326818.89       | Asset-Backed Securities   |
| SUMITOMO MITSUI FIN GRP INC                       | 2044-07-09      | 5.8360%  | 0.0000% | $15000000.00       | $15800120.00       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                             | 2051-04-04      | 5.0130%  | 0.0000% | $36450000.00       | $34086682.24       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                             | 2035-11-01      | 6.0500%  | 0.0000% | $4000000.00        | $4419337.78        | Corporate Debt Securities |
| FRONTIER FLORIDA LLC                              | 2028-02-01      | 6.8600%  | 0.0000% | $10998000.00       | $11506046.50       | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE III LLC                 | 2051-04-01      | 3.6250%  | 0.0000% | $3514000.00        | $2345670.16        | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                              | 2049-05-30      | 6.5810%  | 0.0000% | $126718000.00      | $136029228.08      | Corporate Debt Securities |
| EXELON CORPORATION                                | 2055-03-15      | 5.8750%  | 0.0000% | $2000000.00        | $2068215.00        | Corporate Debt Securities |
| AIA GROUP LTD                                     | 2046-03-16      | 4.5000%  | 0.0000% | $5000000.00        | $4717075.00        | Corporate Debt Securities |
| ALTRIA GROUP INC                                  | 2032-02-04      | 2.4500%  | 0.0000% | $175000.00         | $157175.42         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                | 2039-01-23      | 5.4500%  | 0.0000% | $24373000.00       | $25660314.16       | Corporate Debt Securities |
| BERKSHIRE HATHAWAY INC                            | 2026-03-15      | 3.1250%  | 0.0000% | $7000000.00        | $7095357.50        | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP                            | 2040-01-15      | 7.3750%  | 0.0000% | $4000000.00        | $4973736.67        | Corporate Debt Securities |
| BROOKFIELD FINANCE INC                            | 2054-03-04      | 5.9680%  | 0.0000% | $10000000.00       | $10329695.56       | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC           | 2052-10-01      | 4.8500%  | 0.0000% | $25429000.00       | $23587163.40       | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                     | 2039-10-07      | 6.0000%  | 0.0000% | $4000000.00        | $4322653.33        | Corporate Debt Securities |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING           | 2030-03-27      | 5.0000%  | 0.0000% | $7500000.00        | $7840075.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                       | 2032-01-21      | 3.6700%  | 0.0000% | $555000.00         | $557882.83         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2029-06-19      | 4.5830%  | 0.0000% | $10000000.00       | $10184167.78       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2079-12-31      | 4.6000%  | 0.0000% | $10000000.00       | $9655244.44        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2029-08-17      | 2.2060%  | 0.0000% | $10000000.00       | $9558227.78        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                 | 2044-03-09      | 6.3320%  | 0.0000% | $44912000.00       | $50981826.86       | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                          | 2031-12-15      | 2.9000%  | 0.0000% | $2250000.00        | $2061225.00        | Corporate Debt Securities |
| M&T BK CORP                                       | 2031-07-08      | 5.1790%  | 0.0000% | $8000000.00        | $8315193.56        | Corporate Debt Securities |
| MARS INC                                          | 2055-05-01      | 5.7000%  | 0.0000% | $19446000.00       | $20060428.78       | Corporate Debt Securities |
| MCDONALDS CORP                                    | 2031-02-12      | 4.4000%  | 0.0000% | $12000000.00       | $12194440.00       | Corporate Debt Securities |
| MICRON TECHNOLOGY INC                             | 2031-01-15      | 5.3000%  | 0.0000% | $5800000.00        | $6119309.33        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | 2029-06-15      | 5.1500%  | 0.0000% | $9810000.00        | $10260279.00       | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP                             | 2033-03-15      | 4.7000%  | 0.0000% | $12351000.00       | $12859120.14       | Corporate Debt Securities |
| PG&E WILDFIRE RECOVERY FUNDING LLC PCG_22-B       | 2037-06-01      | 4.7220%  | 0.0000% | $20000000.00       | $20214606.67       | Asset-Backed Securities   |
| PEPSICO INC                                       | 2026-10-06      | 2.3750%  | 0.0000% | $3500000.00        | $3501862.29        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                            | 2040-04-15      | 6.3000%  | 0.0000% | $9300000.00        | $10340577.00       | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                  | 2056-01-15      | 0.0000%  | 0.0000% | $25000000.00       | $25103004.28       | Corporate Debt Securities |
| ABBVIE INC                                        | 2036-05-14      | 4.3000%  | 0.0000% | $18427000.00       | $18032529.12       | Corporate Debt Securities |
| AMERICAN TOWER CORP                               | 2035-01-31      | 5.4000%  | 0.0000% | $3133000.00        | $3267437.03        | Corporate Debt Securities |
| APOLLO GLOBAL MANAGEMENT INC                      | 2035-08-12      | 5.1500%  | 0.0000% | $28999000.00       | $28860843.93       | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                           | 2049-05-01      | 4.2760%  | 0.0000% | $23323000.00       | $19593377.61       | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                | 2035-03-13      | 6.0330%  | 0.0000% | $20000000.00       | $21933073.33       | Corporate Debt Securities |
| BLUE OWL CREDIT INCOME CORP                       | 2029-09-15      | 6.6000%  | 0.0000% | $14336000.00       | $14963343.36       | Corporate Debt Securities |
| BOEING CO                                         | 2027-02-01      | 2.7000%  | 0.0000% | $3000000.00        | $2973270.00        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP                       | 2034-08-15      | 5.7500%  | 0.0000% | $1782000.00        | $1882944.36        | Corporate Debt Securities |
| CITIGROUP INC                                     | 2028-05-07      | 4.6430%  | 0.0000% | $12541000.00       | $12807081.70       | Corporate Debt Securities |
| COLUMBIA PIPELINE GROUP INC                       | 2045-06-01      | 5.8000%  | 0.0000% | $20152000.00       | $20699037.24       | Corporate Debt Securities |
| DT MIDSTREAM INC                                  | 2034-12-15      | 5.8000%  | 0.0000% | $200000.00         | $212764.00         | Corporate Debt Securities |
| DEVON FINANCING COMPANY LLC                       | 2031-09-30      | 7.8750%  | 0.0000% | $1166000.00        | $1401317.75        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                | 2034-05-15      | 5.5500%  | 0.0000% | $16781000.00       | $17711925.97       | Corporate Debt Securities |
| EUROPEAN INVESTMENT BANK                          | 2031-03-13      | 3.7500%  | 0.0000% | $9999000.00        | $10092623.97       | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                        | 2030-06-05      | 5.8500%  | 0.0000% | $23000000.00       | $23368345.00       | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                             | 2028-04-07      | 4.7000%  | 0.0000% | $10000000.00       | $10325877.78       | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP                          | 2029-12-15      | 3.3750%  | 0.0000% | $3333000.00        | $3245975.37        | Corporate Debt Securities |
| ING GROEP NV                                      | 2028-10-02      | 4.5500%  | 0.0000% | $15000000.00       | $15471095.83       | Corporate Debt Securities |
| INTEL CORP                                        | 2049-11-15      | 3.2500%  | 0.0000% | $9647000.00        | $6410704.83        | Corporate Debt Securities |
| INVITATION HOMES OPERATING PARTNERSHIP LP         | 2033-01-15      | 4.9500%  | 0.0000% | $8500000.00        | $8593967.50        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                | 2036-01-15      | 6.0000%  | 0.0000% | $16000000.00       | $17569280.00       | Corporate Debt Securities |
| KINDER MORGAN INC                                 | 2052-08-01      | 5.4500%  | 0.0000% | $15759000.00       | $15009440.67       | Corporate Debt Securities |
| LINCOLN FINANCIAL GLOBAL FUNDING                  | 2028-05-28      | 4.6250%  | 0.0000% | $1960000.00        | $1996444.29        | Corporate Debt Securities |
| MORGAN STANLEY                                    | 2037-01-30      | 5.0730%  | 0.0000% | $20000000.00       | $20230458.33       | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                            | 2032-06-15      | 4.7000%  | 0.0000% | $143000.00         | $146553.55         | Corporate Debt Securities |
| PEPSICO INC                                       | 2027-10-15      | 3.0000%  | 0.0000% | $9800000.00        | $9821364.00        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY           | 2053-08-01      | 5.4500%  | 0.0000% | $3000000.00        | $2983458.33        | Corporate Debt Securities |
| QUANTA SERV INC.                                  | 2030-10-01      | 2.9000%  | 0.0000% | $174000.00         | $166300.69         | Corporate Debt Securities |
| REPUBLIC SERVICES INC                             | 2034-11-15      | 5.2000%  | 0.0000% | $19193000.00       | $20312783.60       | Corporate Debt Securities |
| ROCKET SOFTWARE INC                               | 2028-11-28      | 9.0000%  | 0.0000% | $2000.00           | $2017.94           | Corporate Debt Securities |
| SPECTRA ENERGY PARTNERS LP                        | 2045-03-15      | 4.5000%  | 0.0000% | $35705000.00       | $31624275.55       | Corporate Debt Securities |
| THERMO FISHER                                     | 2031-02-12      | 4.2150%  | 0.0000% | $23000000.00       | $23181383.75       | Corporate Debt Securities |
| WESTERN-SOUTHERN GLOBAL FUNDING                   | 2029-01-29      | 4.2500%  | 0.0000% | $1999000.00        | $2014503.36        | Corporate Debt Securities |

### Security 302: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMGEN INC                      | 2048-06-15      | 4.5630%  | 0.0000% | $4000000.00        | $3526584.00        | Corporate Debt Securities |
| ROCKET SOFTWARE INC            | 2028-11-28      | 9.0000%  | 0.0000% | $2000.00           | $2017.94           | Corporate Debt Securities |
| CHEVRON USA INC.               | 2027-02-26      | 4.4050%  | 0.0000% | $8388000.00        | $8452942.92        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            | 2033-07-25      | 4.9120%  | 0.0000% | $35000000.00       | $35992117.78       | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  | 2031-01-15      | 0.0000%  | 0.0000% | $28313000.00       | $28566947.30       | Corporate Debt Securities |
| NORDEA BANK ABP                | 2079-12-31      | 6.6250%  | 0.0000% | $3400000.00        | $3499919.86        | Corporate Debt Securities |
| TTX CO                         | 2026-09-25      | 5.5000%  | 0.0000% | $1750000.00        | $1803571.39        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY           | 2026-12-01      | 4.8500%  | 0.0000% | $3500000.00        | $3569916.39        | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST  | 2033-01-15      | 0.0000%  | 0.0000% | $28314000.00       | $28578473.34       | Corporate Debt Securities |
| MORGAN STANLEY                 | 2030-01-09      | 3.6700%  | 0.0000% | $1999000.00        | $2007021.25        | Corporate Debt Securities |
| MORGAN STANLEY PRIVATE BANK NA | 2030-02-08      | 3.6700%  | 0.0000% | $1999000.00        | $2003615.47        | Corporate Debt Securities |
| PINE STREET TRUST III          | 2054-05-15      | 6.2230%  | 0.0000% | $10000000.00       | $10398118.33       | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC          | 2026-09-15      | 1.1250%  | 0.0000% | $3150000.00        | $3122035.88        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC  | 2029-07-15      | 4.3000%  | 0.0000% | $5000000.00        | $5023183.33        | Corporate Debt Securities |

### Security 303: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| LIVE NATION ENTERTAINMENT INC              | 2027-10-15      | 4.7500%  | 0.0000% | $158000.00         | $160653.87         | Corporate Debt Securities |
| ROBLOX CORP                                | 2030-05-01      | 3.8750%  | 0.0000% | $2714000.00        | $2623776.09        | Corporate Debt Securities |
| KINETIK HOLDINGS LP                        | 2030-06-15      | 5.8750%  | 0.0000% | $3988000.00        | $4081917.40        | Corporate Debt Securities |
| URUGUAY (ORIENTAL REPUBLIC OF)             | 2034-10-28      | 5.7500%  | 0.0000% | $898.00            | $981.25            | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                 | 2027-07-15      | 5.7500%  | 0.0000% | $938000.00         | $942585.26         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                  | 2032-10-15      | 6.0000%  | 0.0000% | $732000.00         | $733888.56         | Corporate Debt Securities |
| MATADOR RESOURCES CO                       | 2033-04-15      | 6.2500%  | 0.0000% | $2418000.00        | $2517395.92        | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2029-02-15      | 4.5000%  | 0.0000% | $1642000.00        | $1622640.82        | Corporate Debt Securities |
| XPO INC                                    | 2028-06-01      | 6.2500%  | 0.0000% | $400000.00         | $412896.22         | Corporate Debt Securities |
| DAVITA INC                                 | 2031-02-15      | 3.7500%  | 0.0000% | $321000.00         | $300597.24         | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                        | 2030-07-01      | 4.1250%  | 0.0000% | $627000.00         | $598400.44         | Corporate Debt Securities |
| APLD COMPUTECO LLC                         | 2030-12-15      | 9.2500%  | 0.0000% | $1083000.00        | $1169568.10        | Corporate Debt Securities |
| GEN DIGITAL INC                            | 2033-04-01      | 6.2500%  | 0.0000% | $1056000.00        | $1081372.75        | Corporate Debt Securities |
| SUNOCO LP                                  | 2030-05-01      | 4.6250%  | 0.0000% | $181000.00         | $179717.21         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2028-01-15      | 5.7500%  | 0.0000% | $500000.00         | $503174.17         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP               | 2034-07-01      | 5.7500%  | 0.0000% | $3000000.00        | $3072096.67        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2034-01-20      | 8.2500%  | 0.0000% | $4000.00           | $4688.68           | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2026-04-07      | 6.0000%  | 0.0000% | $1000000.00        | $1024083.33        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                  | 2029-10-15      | 4.6250%  | 0.0000% | $959000.00         | $939732.09         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER           | 2086-07-28      | 6.5000%  | 0.0000% | $1225000.00        | $1240991.69        | Corporate Debt Securities |
| COLOMBIA (REPUBLIC OF)                     | 2036-11-07      | 7.7500%  | 0.0000% | $350000.00         | $375760.19         | Corporate Debt Securities |
| COREWEAVE INC                              | 2030-06-01      | 9.2500%  | 0.0000% | $4305000.00        | $4372490.44        | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC       | 2030-10-01      | 6.5000%  | 0.0000% | $1085000.00        | $1110325.71        | Corporate Debt Securities |
| CROWN AMERICAS LLC                         | 2026-09-30      | 4.2500%  | 0.0000% | $110000.00         | $111881.46         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                 | 2031-06-01      | 8.6250%  | 0.0000% | $1200000.00        | $1284305.00        | Corporate Debt Securities |
| FLASH COMPUTE LLC                          | 2030-12-31      | 7.2500%  | 0.0000% | $220000.00         | $228197.32         | Corporate Debt Securities |
| GENESEE & WYOMING INC.                     | 2032-04-15      | 6.2500%  | 0.0000% | $639000.00         | $673893.66         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2037-01-21      | 5.0650%  | 0.0000% | $3250000.00        | $3287943.75        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2047-01-21      | 5.5410%  | 0.0000% | $2930000.00        | $2934778.83        | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC      | 2027-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3060.30           | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                | 2032-04-01      | 7.6250%  | 0.0000% | $2419000.00        | $2514704.38        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                | 2033-01-15      | 7.3750%  | 0.0000% | $2430000.00        | $2429062.43        | Corporate Debt Securities |
| LIBERTY COSTA RICA SENIOR SECURED FINANCE  | 2031-01-15      | 10.8750% | 0.0000% | $1794000.00        | $1928886.38        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC              | 2027-05-15      | 6.5000%  | 0.0000% | $1900000.00        | $1943446.67        | Corporate Debt Securities |
| MURPHY OIL CORP                            | 2034-02-15      | 6.5000%  | 0.0000% | $2000000.00        | $2014777.78        | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC         | 2031-05-15      | 7.2500%  | 0.0000% | $20000.00          | $20687.63          | Corporate Debt Securities |
| PARK INTERMEDIATE HOLDINGS LLC             | 2029-05-15      | 4.8750%  | 0.0000% | $425000.00         | $424380.56         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                    | 2027-10-15      | 4.7500%  | 0.0000% | $1565000.00        | $1591678.03        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                    | 2054-03-05      | 6.9500%  | 0.0000% | $1090000.00        | $496392.06         | Corporate Debt Securities |
| SABLE INTERNATIONAL FINANCE LTD            | 2032-10-15      | 7.1250%  | 0.0000% | $4531000.00        | $4722955.82        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD    | 2034-12-01      | 5.7500%  | 0.0000% | $3000000.00        | $3112008.33        | Corporate Debt Securities |
| BLOCK INC                                  | 2031-06-01      | 3.5000%  | 0.0000% | $50000.00          | $46976.06          | Corporate Debt Securities |
| BLOCK INC                                  | 2030-08-15      | 5.6250%  | 0.0000% | $399000.00         | $402908.21         | Corporate Debt Securities |
| BLOCK INC                                  | 2033-08-15      | 6.0000%  | 0.0000% | $1685000.00        | $1702085.90        | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC         | 2028-01-15      | 4.8750%  | 0.0000% | $763000.00         | $766996.21         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC          | 2029-08-15      | 3.8750%  | 0.0000% | $300000.00         | $287346.50         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                     | 2031-06-01      | 8.3750%  | 0.0000% | $1657000.00        | $1736298.96        | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                   | 2033-03-15      | 6.2500%  | 0.0000% | $672000.00         | $705583.20         | Corporate Debt Securities |
| WYNN MACAU LTD                             | 2034-02-15      | 6.7500%  | 0.0000% | $2345000.00        | $2389320.50        | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                 | 2032-06-15      | 8.3750%  | 0.0000% | $925000.00         | $930494.50         | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2032-02-06      | 4.4560%  | 0.0000% | $2000000.00        | $2019158.67        | Corporate Debt Securities |
| BANK OF MONTREAL                           | 2032-01-14      | 4.4390%  | 0.0000% | $1973000.00        | $1993168.28        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT) | 2054-05-13      | 7.1250%  | 0.0000% | $920000.00         | $950657.47         | Corporate Debt Securities |
| CCO HOLDINGS LLC                           | 2027-05-01      | 5.1250%  | 0.0000% | $2576000.00        | $2617612.42        | Corporate Debt Securities |
| C&W SENIOR FINANCE LTD                     | 2033-01-15      | 9.0000%  | 0.0000% | $1303000.00        | $1366755.79        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                  | 2032-02-15      | 6.5000%  | 0.0000% | $1552000.00        | $1592843.47        | Corporate Debt Securities |
| HECLA MIN CO                               | 2028-02-15      | 7.2500%  | 0.0000% | $810000.00         | $813699.00         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC                  | 2041-01-28      | 5.6050%  | 0.0000% | $1000000.00        | $1008735.14        | Corporate Debt Securities |
| NATIONAL BK OF CANADA                      | 2028-02-01      | 4.9500%  | 0.0000% | $250000.00         | $253096.25         | Corporate Debt Securities |
| OPEN TEXT INC                              | 2031-12-01      | 4.1250%  | 0.0000% | $2949000.00        | $2616571.52        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2031-08-06      | 4.6960%  | 0.0000% | $2377000.00        | $2433618.56        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                       | 2031-11-03      | 4.3050%  | 0.0000% | $4845000.00        | $4940313.26        | Corporate Debt Securities |
| SNAP INC                                   | 2033-03-01      | 6.8750%  | 0.0000% | $1606000.00        | $1656237.46        | Corporate Debt Securities |
| SUNOCO LP                                  | 2029-10-01      | 4.5000%  | 0.0000% | $2321000.00        | $2326013.36        | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                  | 2031-01-13      | 4.4110%  | 0.0000% | $424000.00         | $430682.76         | Corporate Debt Securities |
| SUNRISE FINCO I BV                         | 2031-07-15      | 4.8750%  | 0.0000% | $900000.00         | $872790.75         | Corporate Debt Securities |
| ZEBRA TECH CORP                            | 2032-06-01      | 6.5000%  | 0.0000% | $633000.00         | $659394.69         | Corporate Debt Securities |
| MILLICOM INTL CELLULAR SA                  | 2028-01-15      | 5.1250%  | 0.0000% | $300000.00         | $270939.38         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD                 | 2031-06-01      | 8.6250%  | 0.0000% | $1000000.00        | $1070254.17        | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                    | 2054-03-05      | 6.9500%  | 0.0000% | $1912000.00        | $870735.42         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA                    | 2032-07-08      | 6.2500%  | 0.0000% | $300000.00         | $146177.08         | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                      | 2057-12-09      | 6.7000%  | 0.0000% | $658000.00         | $662945.97         | Corporate Debt Securities |
| PRIO LUXEMBOURG HOLDING SARL               | 2030-10-15      | 6.7500%  | 0.0000% | $250000.00         | $252562.50         | Corporate Debt Securities |

### Security 304: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-06-07
- **C.13 - Final Legal Maturity Date:** 2026-06-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NEW RESIDENTIAL MORTGAGE LOAN TR                                 | 2056-09-25      | 3.2500%  | 0.0000% | $4040200.00        | $521234.58         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST SEMT_18-CH2                               | 2048-06-25      | 4.0000%  | 0.0000% | $830000.00         | $27961.85          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | 2061-09-15      | 4.4420%  | 0.0000% | $32000.00          | $32342.18          | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_17-JP | 2050-03-15      | 3.7232%  | 0.0000% | $1958790.00        | $1954169.17        | Private Label Collateralized Mortgage Obligations |
| MSC_14-150E                                                      | 2032-09-09      | 3.9120%  | 0.0000% | $15000000.00       | $14176505.00       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C54                | 2052-12-15      | 3.6710%  | 0.0000% | $140000.00         | $131232.40         | Private Label Collateralized Mortgage Obligations |
| PFP LTD PFP_24-11                                                | 2039-09-15      | 5.5005%  | 0.0000% | $500000.00         | $218839.96         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_20-RPL1                 | 2059-11-25      | 3.8279%  | 0.0000% | $6737050.00        | $5993848.12        | Private Label Collateralized Mortgage Obligations |
| ARES_25-IND3                                                     | 2042-04-15      | 5.1597%  | 0.0000% | $26000000.00       | $26060966.96       | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_25-EWEST                                         | 2042-06-15      | 5.2302%  | 0.0000% | $35000000.00       | $35126124.25       | Private Label Collateralized Mortgage Obligations |
| BANK OF AMERICA COMMERCIAL MORTG                                 | 2050-02-15      | 0.5885%  | 0.0000% | $7560000.00        | $34405.55          | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR8                                              | 2057-08-15      | 4.0000%  | 0.0000% | $4025000.00        | $3739985.28        | Private Label Collateralized Mortgage Obligations |
| BVINV_22-INV5                                                    | 2052-02-26      | 3.0000%  | 0.0000% | $7694000.00        | $4862337.17        | Private Label Collateralized Mortgage Obligations |
| BX_25-GW                                                         | 2042-07-15      | 6.4300%  | 0.0000% | $1876000.00        | $1884689.01        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-FACT                        | 2037-10-15      | 5.6250%  | 0.0000% | $4295000.00        | $4281135.75        | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                        | 2056-03-25      | 0.8300%  | 0.0000% | $720000.00         | $243138.30         | Private Label Collateralized Mortgage Obligations |
| CSWF TRUST CSWF_21-SOP2                                          | 2034-06-15      | 4.8411%  | 0.0000% | $7200000.00        | $461095.97         | Private Label Collateralized Mortgage Obligations |
| CHASE_24-5                                                       | 2055-04-26      | 0.1999%  | 0.0000% | $448665000.00      | $633478.15         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2048-11-10      | 3.8180%  | 0.0000% | $2334000.00        | $498181.81         | Private Label Collateralized Mortgage Obligations |
| CMLTI_21-J1                                                      | 2051-04-25      | 2.6093%  | 0.0000% | $1261000.00        | $909578.43         | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST CROSS_25-H10                                | 2071-01-25      | 5.4050%  | 0.0000% | $4125000.00        | $4105524.82        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_24-SBL                                  | 2034-08-15      | 5.5421%  | 0.0000% | $13000000.00       | $13024015.77       | Private Label Collateralized Mortgage Obligations |
| DBGS_21-W52                                                      | 2039-10-15      | 5.3398%  | 0.0000% | $5000000.00        | $4997931.34        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-15      | 4.2710%  | 0.0000% | $3600000.00        | $3468922.60        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_23-NQM4                                          | 2062-05-25      | 4.2500%  | 0.0000% | $533778.00         | $424047.76         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                                     | 2054-09-25      | 5.5000%  | 0.0000% | $350000.00         | $210189.86         | Private Label Collateralized Mortgage Obligations |
| IFUND_14-1                                                       | 2047-08-26      | 6.2234%  | 0.0000% | $1500000.00        | $1338855.75        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-BK | 2029-09-15      | 4.7741%  | 0.0000% | $8969000.00        | $3402133.92        | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURI                                 | 2049-12-15      | 0.6588%  | 0.0000% | $105206000.00      | $182622.90         | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-26      | 0.4697%  | 0.0000% | $350273000.00      | $1834295.43        | Private Label Collateralized Mortgage Obligations |
| KRE_25-AIP4                                                      | 2042-03-15      | 4.9596%  | 0.0000% | $14000000.00       | $13098794.78       | Private Label Collateralized Mortgage Obligations |
| MILL CITY MORTGAGE LOAN TRUST MCMLT_17-3                         | 2061-01-25      | 3.2500%  | 0.0000% | $756000.00         | $646704.67         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-11-15      | 0.9384%  | 0.0000% | $65730000.00       | $241881.51         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST M                                 | 2049-08-15      | 3.5000%  | 0.0000% | $144000.00         | $140569.02         | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 0.3708%  | 0.0000% | $165907000.00      | $2283677.17        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_21-APPL        | 2038-08-15      | 4.8745%  | 0.0000% | $6125000.00        | $5569654.73        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM4                             | 2064-01-25      | 6.2200%  | 0.0000% | $1511000.00        | $823995.56         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM13                                           | 2064-06-25      | 5.4210%  | 0.0000% | $2650000.00        | $1645310.57        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                                      | 2065-08-25      | 4.8480%  | 0.0000% | $8960000.00        | $7686610.16        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ17                                                      | 2065-08-25      | 5.0910%  | 0.0000% | $777000.00         | $696309.93         | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J2                                                      | 2056-08-25      | 5.5000%  | 0.0000% | $2875000.00        | $2126536.94        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-INV2                                                    | 2056-02-25      | 0.5000%  | 0.0000% | $15000000.00       | $92842.95          | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-J1                                                      | 2057-01-25      | 0.0000%  | 0.0000% | $3000000.00        | $2940748.40        | Private Label Collateralized Mortgage Obligations |
| RATE_25-J1                                                       | 2055-03-25      | 0.5000%  | 0.0000% | $18375000.00       | $73614.19          | Private Label Collateralized Mortgage Obligations |
| RATE_24-J1                                                       | 2054-07-27      | 0.4268%  | 0.0000% | $351685000.00      | $1121847.12        | Private Label Collateralized Mortgage Obligations |
| RMLT_21-1                                                        | 2065-01-25      | 4.4690%  | 0.0000% | $3340000.00        | $2981072.28        | Private Label Collateralized Mortgage Obligations |
| SEMT_25-13                                                       | 2056-01-25      | 5.0000%  | 0.0000% | $125000.00         | $122847.12         | Private Label Collateralized Mortgage Obligations |
| STAR_22-4                                                        | 2067-05-25      | 5.1920%  | 0.0000% | $25194000.00       | $25209866.63       | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TRUST VERUS_23-8                            | 2068-12-25      | 6.2591%  | 0.0000% | $1000000.00        | $476453.88         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-03-15      | 4.3110%  | 0.0000% | $675000.00         | $580726.46         | Private Label Collateralized Mortgage Obligations |
| WFCMT_17-C40                                                     | 2050-10-15      | 0.8485%  | 0.0000% | $54372838.00       | $431076.31         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2060-01-15      | 1.3740%  | 0.0000% | $1000000.00        | $5441.08           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C44                | 2051-05-15      | 0.7007%  | 0.0000% | $1008000.00        | $11159.17          | Private Label Collateralized Mortgage Obligations |
| ACRE_26-FL4                                                      | 2043-01-19      | 6.3141%  | 0.0000% | $1500000.00        | $1503757.37        | Private Label Collateralized Mortgage Obligations |
| ALEN 2021-ACEN MORTGAGE TRUST ALEN_21-ACEN                       | 2038-04-15      | 4.9250%  | 0.0000% | $5370000.00        | $5190559.66        | Private Label Collateralized Mortgage Obligations |
| AREIT CRE TRUST AREIT_25-CRE11                                   | 2043-07-16      | 5.2096%  | 0.0000% | $40000000.00       | $40147485.00       | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL       | 2037-03-15      | 4.8277%  | 0.0000% | $14134000.00       | $13186701.68       | Private Label Collateralized Mortgage Obligations |
| BINOM_22-RPL1                                                    | 2061-02-28      | 3.0000%  | 0.0000% | $10310350.00       | $6032169.92        | Private Label Collateralized Mortgage Obligations |
| BSREP COMMERCIAL MORTGAGE TRUST BSREP_21-DC                      | 2038-08-15      | 4.7241%  | 0.0000% | $8000000.00        | $6565810.66        | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_25-ARIA                          | 2042-12-13      | 5.6196%  | 0.0000% | $15550000.00       | $15969487.95       | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                                     | 2043-08-19      | 0.0000%  | 0.0000% | $2000000.00        | $2007390.00        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_23-BNK45                                               | 2056-02-15      | 6.1480%  | 0.0000% | $3766700.00        | $4012116.40        | Private Label Collateralized Mortgage Obligations |
| BANK_18-BNK12                                                    | 2061-08-15      | 0.2745%  | 0.0000% | $27415000.00       | $122480.44         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_20-BN29                                                | 2053-11-15      | 1.9970%  | 0.0000% | $32000.00          | $28655.97          | Private Label Collateralized Mortgage Obligations |
| BX COMMERCIAL MORTGAGE TRUST BX_24-AIRC                          | 2039-08-15      | 5.3512%  | 0.0000% | $65000000.00       | $56637552.94       | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_16-667M                                 | 2036-10-10      | 3.1400%  | 0.0000% | $400000.00         | $386434.31         | Private Label Collateralized Mortgage Obligations |
| CIM_19-R2                                                        | 2058-07-25      | 4.1658%  | 0.0000% | $6910000.00        | $5928126.74        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-04-12      | 4.2330%  | 0.0000% | $4604000.00        | $4101344.34        | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST DCOT_19-MTC                                      | 2045-09-15      | 3.0720%  | 0.0000% | $1000000.00        | $890114.67         | Private Label Collateralized Mortgage Obligations |
| DRMT_26-INV1                                                     | 2070-12-26      | 5.1010%  | 0.0000% | $1000000.00        | $1004669.06        | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ6                                                     | 2054-04-27      | 0.5000%  | 0.0000% | $128720000.00      | $528472.14         | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ4                                                     | 2055-09-27      | 0.4456%  | 0.0000% | $279229000.00      | $1148291.74        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ11                                                    | 2056-05-25      | 5.0000%  | 0.0000% | $10000000.00       | $9656819.91        | Private Label Collateralized Mortgage Obligations |
| GSMBS_26-PJ1                                                     | 2056-06-26      | 0.0000%  | 0.0000% | $5000000.00        | $4849241.84        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES LTD GSTNE_24-HC3          | 2041-03-15      | 5.8746%  | 0.0000% | $10250000.00       | $10279333.66       | Private Label Collateralized Mortgage Obligations |
| JPMMT_20-2                                                       | 2050-07-25      | 3.8170%  | 0.0000% | $1921000.00        | $1498942.11        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-CCM1                                                    | 2055-04-25      | 5.5000%  | 0.0000% | $5760000.00        | $3842015.32        | Private Label Collateralized Mortgage Obligations |
| KKR INDUSTRIAL PORTFOLIO TRUST KIND_24-1                         | 2041-08-15      | 5.5700%  | 0.0000% | $15000000.00       | $15046500.00       | Private Label Collateralized Mortgage Obligations |
| LBTY_26-225L                                                     | 2031-02-10      | 4.8847%  | 0.0000% | $1000000.00        | $1006303.81        | Private Label Collateralized Mortgage Obligations |
| LQR_25-CALI                                                      | 2043-01-15      | 5.2596%  | 0.0000% | $10000000.00       | $10008702.17       | Private Label Collateralized Mortgage Obligations |
| MFRA_21-INV2                                                     | 2056-11-25      | 2.2640%  | 0.0000% | $16000000.00       | $8542010.51        | Asset-Backed Securities                           |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-FL7           | 2036-10-18      | 4.8605%  | 0.0000% | $10000000.00       | $1711165.87        | Private Label Collateralized Mortgage Obligations |
| MFRA_21-AEI1                                                     | 2051-08-25      | 2.5000%  | 0.0000% | $5000000.00        | $3304744.91        | Asset-Backed Securities                           |
| MFRA_23-INV1                                                     | 2058-02-25      | 6.6000%  | 0.0000% | $14372000.00       | $14384518.01       | Private Label Collateralized Mortgage Obligations |
| MFRA_23-INV2                                                     | 2058-10-25      | 7.6500%  | 0.0000% | $5000000.00        | $5065170.00        | Private Label Collateralized Mortgage Obligations |
| NYC_25-11X                                                       | 2040-10-15      | 6.8712%  | 0.0000% | $500000.00         | $505222.28         | Private Label Collateralized Mortgage Obligations |
| OAKST_23-NLP                                                     | 2040-03-15      | 6.1880%  | 0.0000% | $3500000.00        | $2463816.16        | Private Label Collateralized Mortgage Obligations |
| PRPM_24-NQM4                                                     | 2069-12-25      | 6.1310%  | 0.0000% | $2110000.00        | $1608647.72        | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM3                                                     | 2070-05-27      | 6.1880%  | 0.0000% | $1201000.00        | $1228422.56        | Private Label Collateralized Mortgage Obligations |
| PMTLT_26-J1                                                      | 2057-01-25      | 0.0000%  | 0.0000% | $166720000.00      | $11132082.21       | Private Label Collateralized Mortgage Obligations |
| PRM6_25-PRM6                                                     | 2033-07-05      | 5.6774%  | 0.0000% | $100000.00         | $101066.03         | Private Label Collateralized Mortgage Obligations |
| RMCT_24-J2                                                       | 2055-03-25      | 0.0000%  | 0.0000% | $450000.00         | $159560.76         | Private Label Collateralized Mortgage Obligations |
| RMCT_25-J3                                                       | 2055-12-25      | 2.3027%  | 0.0000% | $63580000.00       | $3501147.39        | Private Label Collateralized Mortgage Obligations |
| SCG TRUST 2025 SNIP                                              | 2042-09-15      | 5.1597%  | 0.0000% | $30000000.00       | $30107846.49       | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 3.6590%  | 0.0000% | $11000000.00       | $9766862.72        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST SMR_22-IND                                    | 2039-02-15      | 5.3097%  | 0.0000% | $5000000.00        | $4580628.58        | Private Label Collateralized Mortgage Obligations |
| STAR_22-4                                                        | 2067-05-25      | 5.1920%  | 0.0000% | $11436000.00       | $11525803.66       | Private Label Collateralized Mortgage Obligations |
| STAR_22-2                                                        | 2067-02-25      | 4.2000%  | 0.0000% | $9761000.00        | $8468363.79        | Private Label Collateralized Mortgage Obligations |
| TPMT_19-3                                                        | 2059-02-25      | 4.2500%  | 0.0000% | $3000000.00        | $2712652.33        | Asset-Backed Securities                           |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_18-C8                        | 2051-02-15      | 3.9830%  | 0.0000% | $500000.00         | $496258.31         | Private Label Collateralized Mortgage Obligations |
| WB COMMERCIAL MORTGAGE TRUST WB_24-HQ                            | 2040-03-15      | 5.5407%  | 0.0000% | $1700000.00        | $1707732.26        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-HI                 | 2042-10-15      | 5.3530%  | 0.0000% | $33602000.00       | $33661957.39       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2050-03-15      | 3.3740%  | 0.0000% | $1135000.00        | $786364.13         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-C49                | 2052-03-15      | 4.0230%  | 0.0000% | $230000.00         | $230015.30         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47                | 2061-09-15      | 4.1750%  | 0.0000% | $500000.00         | $477754.57         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-DWHP                                                     | 2038-04-15      | 6.9997%  | 0.0000% | $2250000.00        | $2262634.28        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C5                | 2058-07-15      | 4.2500%  | 0.0000% | $1000000.00        | $896415.44         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C7                | 2058-12-15      | 5.1450%  | 0.0000% | $750000.00         | $780497.79         | Private Label Collateralized Mortgage Obligations |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | 2046-06-15      | 3.4880%  | 0.0000% | $6386002.00        | $587690.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-08-15      | 1.8244%  | 0.0000% | $27311533.00       | $58008.85          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-10-15      | 0.9415%  | 0.0000% | $4661000.00        | $21105.32          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-12-15      | 4.2970%  | 0.0000% | $300000.00         | $296824.08         | Private Label Collateralized Mortgage Obligations |

### Security 305: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CARVANA CO                 | 2031-06-01      | 9.0000%  | 0.0000% | $10379000.00       | $11505086.90       | Corporate Debt Securities |
| TRAVEL + LEISURE CO        | 2026-07-31      | 6.6250%  | 0.0000% | $13993000.00       | $14103527.21       | Corporate Debt Securities |
| CALIFORNIA RESOURCES CORP  | 2029-06-15      | 8.2500%  | 0.0000% | $13127000.00       | $13993382.00       | Corporate Debt Securities |
| FORTESCUE TREASURY PTY LTD | 2027-09-15      | 4.5000%  | 0.0000% | $13517000.00       | $13774498.85       | Corporate Debt Securities |
| FERRELLGAS LP              | 2029-04-01      | 5.8750%  | 0.0000% | $1368000.00        | $1356394.42        | Corporate Debt Securities |
| FERRELLGAS LP              | 2031-01-15      | 9.2500%  | 0.0000% | $13000000.00       | $13915503.33       | Corporate Debt Securities |
| RITHM CAPITAL CORP         | 2030-07-15      | 8.0000%  | 0.0000% | $14000000.00       | $14242806.67       | Corporate Debt Securities |
| NOVA CHEMICALS CORP        | 2027-06-01      | 5.2500%  | 0.0000% | $13852000.00       | $14101636.13       | Corporate Debt Securities |

### Security 306: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.030000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-04
- **C.13 - Final Legal Maturity Date:** 2026-04-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| APL FINANCE LLC ASHPL_25-1A          | 2036-03-20      | 4.8100%  | 0.0000% | $4793000.00        | $3915501.96        | Asset-Backed Securities                           |
| FIGURE LENDING FIGRE_24-HE6          | 2054-12-25      | 5.7240%  | 0.0000% | $5000000.00        | $3861121.79        | Private Label Collateralized Mortgage Obligations |
| LCM_38A                              | 2034-07-15      | 0.0000%  | 0.0000% | $7362500.00        | $3893113.30        | Asset-Backed Securities                           |
| PNT_23-1                             | 2053-11-25      | 6.5000%  | 0.0000% | $3750000.00        | $3344560.45        | Asset-Backed Securities                           |
| ACHVT_23-2PL                         | 2030-05-20      | 8.9100%  | 0.0000% | $49026419.00       | $3635791.56        | Asset-Backed Securities                           |
| APID_50                              | 2038-01-20      | 0.0000%  | 0.0000% | $6600000.00        | $4026000.00        | Asset-Backed Securities                           |
| FAT_22-1A                            | 2051-04-25      | 5.7500%  | 0.0000% | $7570000.00        | $4404345.51        | Asset-Backed Securities                           |
| FIGURE LENDING FIGRE_25-HE2          | 2055-03-25      | 5.7750%  | 0.0000% | $5000000.00        | $4058667.65        | Private Label Collateralized Mortgage Obligations |
| FIGRE_25-PF2                         | 2055-10-25      | 5.0170%  | 0.0000% | $4750000.00        | $4342605.48        | Asset-Backed Securities                           |
| FRCMT_25-ONE                         | 2030-01-15      | 0.0000%  | 0.0000% | $6616000.00        | $6598408.06        | Asset-Backed Securities                           |
| MOMNT_25-1                           | 2043-06-20      | 6.2400%  | 0.0000% | $6345000.00        | $4655705.95        | Asset-Backed Securities                           |
| NMC_2                                | 2034-04-17      | 0.0000%  | 0.0000% | $11960000.00       | $5142800.00        | Asset-Backed Securities                           |
| CONTINENTAL CREDIT CARD ABS LLC      | 2035-12-17      | 0.0000%  | 0.0000% | $5000000.00        | $5032825.00        | Asset-Backed Securities                           |
| PERIMETER MASTER NOTE BUSINESS TRUST | 2030-12-16      | 5.5800%  | 0.0000% | $5325000.00        | $5360283.45        | Asset-Backed Securities                           |
| GRADE_25-RTL1                        | 2040-10-25      | 6.9150%  | 0.0000% | $5283000.00        | $5354041.38        | Private Label Collateralized Mortgage Obligations |
| SUNRUN DEMETER ISSUER LLC SUNRN_21-2 | 2057-01-30      | 2.2700%  | 0.0000% | $5000000.00        | $3569381.51        | Asset-Backed Securities                           |
| TWNP_24-1A                           | 2054-10-26      | 11.0000% | 0.0000% | $5250000.00        | $4329936.33        | Asset-Backed Securities                           |
| UNLOK_25-1                           | 2041-07-25      | 8.0000%  | 0.0000% | $5000000.00        | $5062988.89        | Private Label Collateralized Mortgage Obligations |
| VITAL CARE ISSUER LLC VITAL_25-1     | 2056-01-30      | 6.7370%  | 0.0000% | $4283000.00        | $4412622.62        | Asset-Backed Securities                           |

### Security 307: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.730000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $168500000.00
- **C.18.a - Value (excl. sponsor support):** $168500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| APTIV SWISS HOLDINGS LTD                | 2051-12-01      | 3.1000%  | 0.0000% | $47000.00          | $31024.49          | Corporate Debt Securities |
| APPLE INC                               | 2028-02-08      | 1.2000%  | 0.0000% | $7097000.00        | $6785749.24        | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                | 2050-10-15      | 3.9510%  | 0.0000% | $1000.00           | $764.16            | Corporate Debt Securities |
| CHARLES SCHWAB CORP                     | 2079-12-31      | 4.0000%  | 0.0000% | $18576000.00       | $18706135.20       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                   | 2051-04-04      | 5.0130%  | 0.0000% | $567000.00         | $530237.28         | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                | 2050-10-15      | 3.9510%  | 0.0000% | $6000.00           | $4584.94           | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2079-12-31      | 6.8750%  | 0.0000% | $13802000.00       | $14913110.84       | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC    | 2034-01-07      | 6.1000%  | 0.0000% | $75000.00          | $81013.67          | Corporate Debt Securities |
| NXP BV                                  | 2032-08-19      | 4.8500%  | 0.0000% | $4587000.00        | $4658455.27        | Corporate Debt Securities |
| FLOWERS FOODS INC                       | 2055-03-15      | 6.2000%  | 0.0000% | $100000.00         | $90505.00          | Corporate Debt Securities |
| APPLE INC                               | 2047-11-13      | 3.7500%  | 0.0000% | $187000.00         | $152093.33         | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC  | 2032-11-17      | 4.9990%  | 0.0000% | $98000.00          | $101076.82         | Corporate Debt Securities |
| EAGLE MATERIALS INC                     | 2036-03-15      | 5.0000%  | 0.0000% | $7000.00           | $7021.66           | Corporate Debt Securities |
| HCA INC                                 | 2052-03-15      | 4.6250%  | 0.0000% | $1081000.00        | $915479.98         | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC           | 2031-10-15      | 2.6250%  | 0.0000% | $14000.00          | $12665.03          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2079-12-31      | 6.5000%  | 0.0000% | $331000.00         | $348775.07         | Corporate Debt Securities |
| LAZARD GROUP LLC                        | 2029-03-11      | 4.3750%  | 0.0000% | $37000.00          | $37886.65          | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING FUND      | 2029-05-17      | 6.1500%  | 0.0000% | $2810000.00        | $2922381.27        | Corporate Debt Securities |
| CHARLES SCHWAB CORP                     | 2079-12-31      | 4.0000%  | 0.0000% | $15174000.00       | $15280302.30       | Corporate Debt Securities |
| T-MOBILE USA INC                        | 2056-02-15      | 5.8500%  | 0.0000% | $868000.00         | $877810.57         | Corporate Debt Securities |
| AEP TEXAS INC                           | 2051-05-15      | 3.4500%  | 0.0000% | $380000.00         | $265640.90         | Corporate Debt Securities |
| AT&T INC                                | 2037-03-01      | 5.2500%  | 0.0000% | $195000.00         | $204226.75         | Corporate Debt Securities |
| AT&T INC                                | 2032-02-01      | 2.2500%  | 0.0000% | $343000.00         | $306105.21         | Corporate Debt Securities |
| AT&T INC                                | 2034-02-15      | 5.4000%  | 0.0000% | $5000.00           | $5242.40           | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC              | 2032-01-30      | 3.3000%  | 0.0000% | $282000.00         | $263882.91         | Corporate Debt Securities |
| AIR LEASE CORPORATION                   | 2027-12-01      | 3.6250%  | 0.0000% | $507000.00         | $507653.89         | Corporate Debt Securities |
| ALBEMARLE CORP                          | 2052-06-01      | 5.6500%  | 0.0000% | $807000.00         | $750854.77         | Corporate Debt Securities |
| ALLIANT ENERGY CORP                     | 2056-04-01      | 5.7500%  | 0.0000% | $538000.00         | $554047.49         | Corporate Debt Securities |
| ALPHABET INC                            | 2033-02-15      | 4.4000%  | 0.0000% | $804000.00         | $810674.09         | Corporate Debt Securities |
| ALPHABET INC                            | 2056-02-15      | 5.6500%  | 0.0000% | $6000.00           | $6141.70           | Corporate Debt Securities |
| ALPHABET INC                            | 2066-02-15      | 5.7500%  | 0.0000% | $999000.00         | $1017987.10        | Corporate Debt Securities |
| AMERICAN TOWER CORP                     | 2035-03-15      | 5.3500%  | 0.0000% | $3666000.00        | $3885501.75        | Corporate Debt Securities |
| APPLE INC                               | 2046-02-23      | 4.6500%  | 0.0000% | $222000.00         | $206319.40         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND              | 2030-02-15      | 5.6000%  | 0.0000% | $47000.00          | $46699.51          | Corporate Debt Securities |
| BGC GROUP INC                           | 2030-04-02      | 6.1500%  | 0.0000% | $1000.00           | $1064.43           | Corporate Debt Securities |
| BPCE SA                                 | 2035-01-18      | 6.5080%  | 0.0000% | $300000.00         | $321942.10         | Corporate Debt Securities |
| BANK OF AMERICA CORP                    | 2079-12-31      | 6.1250%  | 0.0000% | $45134000.00       | $46122171.32       | Corporate Debt Securities |
| BLOCK FINANCIAL LLC                     | 2032-09-15      | 5.3750%  | 0.0000% | $231000.00         | $232929.84         | Corporate Debt Securities |
| BOEING CO                               | 2034-05-01      | 3.6000%  | 0.0000% | $36000.00          | $33554.88          | Corporate Debt Securities |
| BOEING CO                               | 2030-05-01      | 5.1500%  | 0.0000% | $1972000.00        | $2074118.92        | Corporate Debt Securities |
| CF INDUSTRIES INC                       | 2034-03-15      | 5.1500%  | 0.0000% | $495000.00         | $514569.83         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMMER        | 2086-07-28      | 6.5000%  | 0.0000% | $2988000.00        | $3027006.68        | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                    | 2032-07-29      | 2.3590%  | 0.0000% | $11000.00          | $9716.46           | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                    | 2037-01-30      | 5.3990%  | 0.0000% | $18000.00          | $18239.21          | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS LP             | 2031-03-01      | 4.0000%  | 0.0000% | $145000.00         | $144997.91         | Corporate Debt Securities |
| CITIGROUP INC                           | 2039-01-24      | 3.8780%  | 0.0000% | $233000.00         | $208347.40         | Corporate Debt Securities |
| CITIGROUP INC                           | 2035-02-13      | 5.8270%  | 0.0000% | $6000.00           | $6259.84           | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC                | 2032-04-05      | 3.9000%  | 0.0000% | $55000.00          | $53252.28          | Corporate Debt Securities |
| COREBRIDGE FINANCIAL INC                | 2033-09-15      | 6.0500%  | 0.0000% | $70000.00          | $76672.05          | Corporate Debt Securities |
| DOW CHEMICAL CO                         | 2034-10-01      | 4.2500%  | 0.0000% | $9000.00           | $8465.99           | Corporate Debt Securities |
| DOW CHEMICAL CO                         | 2033-03-15      | 6.3000%  | 0.0000% | $447000.00         | $487431.15         | Corporate Debt Securities |
| OVINTIV INC                             | 2034-08-15      | 6.5000%  | 0.0000% | $259000.00         | $283510.90         | Corporate Debt Securities |
| ENBRIDGE INC                            | 2035-11-20      | 5.2000%  | 0.0000% | $1000.00           | $1032.57           | Corporate Debt Securities |
| ENEL AMERICAS SA                        | 2026-10-25      | 4.0000%  | 0.0000% | $320000.00         | $324036.98         | Corporate Debt Securities |
| FS KKR CAPITAL CORP                     | 2031-01-15      | 6.1250%  | 0.0000% | $9000.00           | $8652.20           | Corporate Debt Securities |
| FISERV INC                              | 2026-07-01      | 3.2000%  | 0.0000% | $11000.00          | $11013.84          | Corporate Debt Securities |
| FISERV INC                              | 2035-08-11      | 5.2500%  | 0.0000% | $20000.00          | $20019.27          | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                    | 2043-03-15      | 5.4500%  | 0.0000% | $8000.00           | $8120.92           | Corporate Debt Securities |
| FREEPORT-MCMORAN INC                    | 2043-03-15      | 5.4500%  | 0.0000% | $103000.00         | $104556.85         | Corporate Debt Securities |
| ALLY FINANCIAL INC                      | 2031-11-01      | 8.0000%  | 0.0000% | $660000.00         | $767420.13         | Corporate Debt Securities |
| GENERAL MILLS INC                       | 2043-02-15      | 4.1500%  | 0.0000% | $200000.00         | $169200.67         | Corporate Debt Securities |
| ALLY FINANCIAL INC                      | 2031-11-01      | 8.0000%  | 0.0000% | $1000.00           | $1163.99           | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC    | 2027-02-26      | 2.3500%  | 0.0000% | $1380000.00        | $1358396.48        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE             | 2041-02-02      | 5.3870%  | 0.0000% | $1306000.00        | $1305034.83        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE             | 2041-02-02      | 5.3870%  | 0.0000% | $5095000.00        | $5091234.65        | Corporate Debt Securities |
| HCA INC                                 | 2064-04-01      | 6.1000%  | 0.0000% | $170000.00         | $174712.21         | Corporate Debt Securities |
| HCA INC                                 | 2034-09-15      | 5.4500%  | 0.0000% | $22000.00          | $23343.21          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                    | 2032-03-15      | 6.7500%  | 0.0000% | $50000.00          | $57077.75          | Corporate Debt Securities |
| INTEL CORP                              | 2031-08-12      | 2.0000%  | 0.0000% | $885000.00         | $781634.95         | Corporate Debt Securities |
| JBS NV                                  | 2066-04-15      | 6.3750%  | 0.0000% | $800000.00         | $847102.00         | Corporate Debt Securities |
| JOHNSON & JOHNSON                       | 2037-03-03      | 3.6250%  | 0.0000% | $1968000.00        | $1841026.28        | Corporate Debt Securities |
| JOHNSON & JOHNSON                       | 2028-01-15      | 2.9000%  | 0.0000% | $4566000.00        | $4526564.98        | Corporate Debt Securities |
| JOHNSON & JOHNSON                       | 2060-09-01      | 2.4500%  | 0.0000% | $2606000.00        | $1491851.03        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2079-12-31      | 6.8750%  | 0.0000% | $120000.00         | $129660.43         | Corporate Debt Securities |
| KILROY REALTY LP                        | 2032-11-15      | 2.5000%  | 0.0000% | $14000.00          | $11852.31          | Corporate Debt Securities |
| KILROY REALTY LP                        | 2033-11-15      | 2.6500%  | 0.0000% | $1000000.00        | $826378.33         | Corporate Debt Securities |
| MONDELEZ INTERNATIONAL INC              | 2037-08-11      | 7.0000%  | 0.0000% | $283000.00         | $326344.59         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                    | 2035-03-15      | 5.4000%  | 0.0000% | $9000.00           | $9507.24           | Corporate Debt Securities |
| KROGER CO                               | 2064-09-15      | 5.6500%  | 0.0000% | $46000.00          | $45759.19          | Corporate Debt Securities |
| LKQ CORP                                | 2028-06-15      | 5.7500%  | 0.0000% | $297000.00         | $308666.16         | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE BV            | 2043-07-15      | 5.2500%  | 0.0000% | $749000.00         | $661393.22         | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                | 2050-10-15      | 3.9510%  | 0.0000% | $33000.00          | $25217.18          | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC                | 2079-12-31      | 6.6250%  | 0.0000% | $192000.00         | $195901.28         | Corporate Debt Securities |
| MSCI INC                                | 2035-09-01      | 5.2500%  | 0.0000% | $47000.00          | $48391.24          | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC              | 2033-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $996935.00         | Corporate Debt Securities |
| MARRIOTT INTERNATIONAL INC              | 2038-05-01      | 5.1000%  | 0.0000% | $200000.00         | $198170.33         | Corporate Debt Securities |
| METLIFE INC                             | 2055-03-15      | 6.3500%  | 0.0000% | $824000.00         | $881989.00         | Corporate Debt Securities |
| METLIFE INC                             | 2055-03-15      | 6.3500%  | 0.0000% | $3269000.00        | $3499055.88        | Corporate Debt Securities |
| MICROSOFT CORP                          | 2062-03-17      | 3.0410%  | 0.0000% | $648000.00         | $415442.88         | Corporate Debt Securities |
| MOSAIC CO/THE                           | 2030-11-15      | 4.6000%  | 0.0000% | $11000.00          | $11270.70          | Corporate Debt Securities |
| NUTRIEN LTD                             | 2035-03-15      | 4.1250%  | 0.0000% | $29000.00          | $27768.73          | Corporate Debt Securities |
| OAKTREE STRATEGIC CREDIT FUND           | 2030-07-15      | 6.1900%  | 0.0000% | $30000.00          | $30028.55          | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2032-02-03      | 5.2500%  | 0.0000% | $1135000.00        | $1148245.45        | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2030-09-26      | 4.4500%  | 0.0000% | $142000.00         | $142151.27         | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2029-02-04      | 4.5500%  | 0.0000% | $3000.00           | $3016.94           | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2029-02-04      | 4.5500%  | 0.0000% | $888000.00         | $893014.49         | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2036-02-04      | 5.7000%  | 0.0000% | $2181000.00        | $2195267.38        | Corporate Debt Securities |
| ORACLE CORPORATION                      | 2046-02-04      | 6.5500%  | 0.0000% | $412000.00         | $407317.51         | Corporate Debt Securities |
| OTIS WORLDWIDE CORP                     | 2031-11-19      | 5.1250%  | 0.0000% | $4000.00           | $4234.33           | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                   | 2026-07-15      | 3.4000%  | 0.0000% | $426000.00         | $424328.66         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY        | 2050-08-01      | 3.5000%  | 0.0000% | $4421000.00        | $3059233.76        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY        | 2036-05-01      | 5.2000%  | 0.0000% | $511000.00         | $512293.40         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY        | 2056-05-01      | 6.0000%  | 0.0000% | $3326000.00        | $3290733.31        | Corporate Debt Securities |
| OVINTIV INC                             | 2031-11-01      | 7.2000%  | 0.0000% | $428000.00         | $488472.12         | Corporate Debt Securities |
| POLARIS INC                             | 2031-03-01      | 5.6000%  | 0.0000% | $1000.00           | $1034.83           | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                | 2050-10-01      | 3.7000%  | 0.0000% | $10000.00          | $9544.96           | Corporate Debt Securities |
| PRUDENTIAL FINANCIAL INC                | 2053-03-01      | 6.7500%  | 0.0000% | $600000.00         | $663906.00         | Corporate Debt Securities |
| QUANTA SERV INC.                        | 2035-08-09      | 5.1000%  | 0.0000% | $24000.00          | $24469.44          | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                  | 2028-09-15      | 4.2500%  | 0.0000% | $22000.00          | $22584.12          | Corporate Debt Securities |
| SOUTHWESTERN ELECTRIC POWER COMPANY     | 2028-09-15      | 4.1000%  | 0.0000% | $700000.00         | $713517.00         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                     | 2031-10-28      | 2.8750%  | 0.0000% | $50000.00          | $45378.67          | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                     | 2029-07-29      | 5.0190%  | 0.0000% | $16000.00          | $16271.74          | Corporate Debt Securities |
| SYSCO CORP                              | 2031-07-25      | 4.4000%  | 0.0000% | $1000.00           | $1004.69           | Corporate Debt Securities |
| SYSCO CORP                              | 2036-03-25      | 4.9500%  | 0.0000% | $492000.00         | $493104.54         | Corporate Debt Securities |
| T-MOBILE USA INC                        | 2060-11-15      | 3.6000%  | 0.0000% | $324000.00         | $221275.80         | Corporate Debt Securities |
| TELEFONICA EURO BV                      | 2030-09-15      | 8.2500%  | 0.0000% | $44000.00          | $52412.58          | Corporate Debt Securities |
| TELUS CORP                              | 2027-02-16      | 2.8000%  | 0.0000% | $349000.00         | $345180.39         | Corporate Debt Securities |
| TOLEDO HOSPITAL                         | 2048-11-15      | 6.0150%  | 0.0000% | $279000.00         | $279714.94         | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE               | 2082-10-31      | 8.1250%  | 0.0000% | $245000.00         | $258561.67         | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                | 2026-05-18      | 4.4500%  | 0.0000% | $13000.00          | $13178.72          | Corporate Debt Securities |
| TYSON FOODS INC                         | 2036-02-20      | 4.9500%  | 0.0000% | $999000.00         | $1004367.13        | Corporate Debt Securities |
| VERISK ANALYTICS INC                    | 2031-03-15      | 4.4500%  | 0.0000% | $500000.00         | $501231.81         | Corporate Debt Securities |
| VERISK ANALYTICS INC                    | 2036-03-15      | 5.1250%  | 0.0000% | $519000.00         | $518191.59         | Corporate Debt Securities |
| WPP FINANCE 2010                        | 2043-11-15      | 5.6250%  | 0.0000% | $2464000.00        | $2214168.88        | Corporate Debt Securities |
| Newcastle Coal                          | 2027-09-29      | 4.4000%  | 0.0000% | $244000.00         | $239991.21         | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE | 2029-09-30      | 3.0000%  | 0.0000% | $250000.00         | $242647.50         | Corporate Debt Securities |

### Security 308: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-04-03
- **C.13 - Final Legal Maturity Date:** 2026-04-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS COMMERCIAL MORTGAGE SECUIRITIES LLC BBCMS_18-TALL   | 2037-03-15      | 4.5787%  | 0.0000% | $3000000.00        | $2886970.01        | Private Label Collateralized Mortgage Obligations |
| ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF                    | 2035-04-15      | 5.0820%  | 0.0000% | $2439000.00        | $2432461.05        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                  | 2051-10-25      | 0.0000%  | 0.0000% | $6353000.00        | $4843772.44        | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM8                         | 2064-05-25      | 6.2330%  | 0.0000% | $16731500.00       | $9860436.09        | Private Label Collateralized Mortgage Obligations |
| GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST GOOD_22-3CS | 2049-07-20      | 4.9500%  | 0.0000% | $29750000.00       | $20883114.38       | Asset-Backed Securities                           |
| BFLD TRUST BFLD_25-660F                                      | 2042-11-15      | 6.4097%  | 0.0000% | $10500000.00       | $10555246.28       | Private Label Collateralized Mortgage Obligations |
| BANK_18-BK15                                                 | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $340268.61         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                                | 2063-05-25      | 5.0401%  | 0.0000% | $1035000.00        | $837432.60         | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-INV2                                                | 2054-06-25      | 0.5000%  | 0.0000% | $200499999.00      | $795966.23         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                                 | 2054-06-25      | 7.3999%  | 0.0000% | $3253000.00        | $2959069.07        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                                 | 2055-12-27      | 0.5000%  | 0.0000% | $16145000.00       | $217689.51         | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                  | 2051-10-25      | 0.0000%  | 0.0000% | $5882000.00        | $4590745.41        | Private Label Collateralized Mortgage Obligations |
| OBX_24-J1                                                    | 2054-09-25      | 6.8618%  | 0.0000% | $4831000.00        | $5006471.66        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                                   | 2055-11-25      | 0.5000%  | 0.0000% | $34901000.00       | $344513.49         | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P                   | 2034-09-15      | 5.4444%  | 0.0000% | $9365800.00        | $9301036.91        | Private Label Collateralized Mortgage Obligations |
| ADMT_23-NQM4                                                 | 2068-09-25      | 8.1000%  | 0.0000% | $9600000.00        | $6348890.34        | Private Label Collateralized Mortgage Obligations |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_20-1       | 2040-01-16      | 6.4130%  | 0.0000% | $9825000.00        | $6276627.90        | Asset-Backed Securities                           |
| BAMLL_24-BHP                                                 | 2039-08-15      | 8.1600%  | 0.0000% | $46178000.00       | $46218221.04       | Private Label Collateralized Mortgage Obligations |
| BX_26-VLT9                                                   | 2045-03-15      | 0.0000%  | 0.0000% | $20000000.00       | $20032672.40       | Private Label Collateralized Mortgage Obligations |
| BXMT_26-FL6                                                  | 2043-08-19      | 5.1500%  | 0.0000% | $20000000.00       | $20069700.00       | Private Label Collateralized Mortgage Obligations |
| BANK5 BANK5_24-5YR7                                          | 2057-06-15      | 6.4890%  | 0.0000% | $5000000.00        | $5313642.50        | Private Label Collateralized Mortgage Obligations |
| BARC_26-NQM1                                                 | 2065-12-26      | 4.8360%  | 0.0000% | $1280000.00        | $1275666.45        | Private Label Collateralized Mortgage Obligations |
| BATLN_16-RR                                                  | 2038-01-20      | 7.0676%  | 0.0000% | $450000.00         | $449532.12         | Asset-Backed Securities                           |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_19-2                   | 2044-10-25      | 3.5000%  | 0.0000% | $18517000.00       | $2789508.98        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                                   | 2044-10-25      | 3.9918%  | 0.0000% | $14055000.00       | $5550198.11        | Private Label Collateralized Mortgage Obligations |
| BRAVO_22-NQM3                                                | 2062-07-25      | 5.5238%  | 0.0000% | $11601000.00       | $11347571.71       | Private Label Collateralized Mortgage Obligations |
| CANYON CLO LTD CANYC_21-4                                    | 2034-10-15      | 6.5222%  | 0.0000% | $9000000.00        | $8699403.55        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-P2                   | 2030-08-12      | 5.3800%  | 0.0000% | $100000.00         | $103769.66         | Asset-Backed Securities                           |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-6                 | 2055-05-25      | 6.0000%  | 0.0000% | $8000000.00        | $3744413.41        | Private Label Collateralized Mortgage Obligations |
| CML_05-6                                                     | 2035-09-25      | 6.0208%  | 0.0000% | $200000.00         | $348.14            | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_19-GC41            | 2056-08-10      | 2.6896%  | 0.0000% | $49999899.00       | $17179359.05       | Private Label Collateralized Mortgage Obligations |
| COLT_25-1                                                    | 2070-01-27      | 5.6990%  | 0.0000% | $3640000.00        | $2937529.10        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_19-1735                             | 2037-04-10      | 3.8430%  | 0.0000% | $1715000.00        | $1637719.53        | Private Label Collateralized Mortgage Obligations |
| EFMT_25-NQM4                                                 | 2070-09-25      | 2.1328%  | 0.0000% | $50048000.00       | $2030380.48        | Private Label Collateralized Mortgage Obligations |
| ELMWOOD CLO 15 LTD ELM15_22-2A                               | 2035-04-22      | 4.8192%  | 0.0000% | $250000.00         | $251512.30         | Asset-Backed Securities                           |
| FSRIA_25-FL10                                                | 2042-08-19      | 5.2590%  | 0.0000% | $2500000.00        | $2501646.69        | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD FLAT_23-1AR                                 | 2036-04-17      | 6.3676%  | 0.0000% | $1400000.00        | $1396459.94        | Asset-Backed Securities                           |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-A                      | 2028-06-15      | 4.7200%  | 0.0000% | $361000.00         | $364422.04         | Asset-Backed Securities                           |
| GCAT_24-INV2                                                 | 2054-06-25      | 6.5000%  | 0.0000% | $13154200.00       | $8108203.18        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                                 | 2055-02-25      | 6.6107%  | 0.0000% | $328000.00         | $317324.39         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                                 | 2055-12-27      | 6.6139%  | 0.0000% | $286000.00         | $275129.27         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC39                    | 2052-05-10      | 3.0000%  | 0.0000% | $2361116.00        | $1868810.72        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP        | 2038-09-10      | 4.3223%  | 0.0000% | $820000.00         | $821533.96         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED SECURITIES TRUST GSMBS_26-NQM1            | 2066-03-25      | 4.8690%  | 0.0000% | $1100000.00        | $1105941.65        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                                 | 2055-08-25      | 6.6726%  | 0.0000% | $183000.00         | $176713.66         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-NQM5                                                 | 2070-08-25      | 4.9810%  | 0.0000% | $2310000.00        | $2079775.34        | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_25-NQM6                                      | 2070-10-25      | 4.9350%  | 0.0000% | $300000.00         | $277121.34         | Private Label Collateralized Mortgage Obligations |
| GOLUB CAPITAL PARTNERS CLO LTD GOCAP_24-72B                  | 2037-04-25      | 7.8580%  | 0.0000% | $3000000.00        | $3018618.05        | Asset-Backed Securities                           |
| HOMES TRUST HOMES_26-NQM1                                    | 2070-09-25      | 4.8000%  | 0.0000% | $1000000.00        | $1002791.67        | Private Label Collateralized Mortgage Obligations |
| HOUSTON GALLERIA MALL TRUST HGMT_25-HGLR                     | 2045-02-05      | 5.4619%  | 0.0000% | $5620000.00        | $5932503.86        | Private Label Collateralized Mortgage Obligations |
| JPMMT_21-12                                                  | 2052-02-25      | 0.4527%  | 0.0000% | $40000000.00       | $1188345.78        | Private Label Collateralized Mortgage Obligations |
| JPMMT_24-11                                                  | 2055-04-25      | 6.0000%  | 0.0000% | $5000000.00        | $3220114.74        | Private Label Collateralized Mortgage Obligations |
| LOANCORE 2024-CRE8 ISSUER LTD LNCR_25-CRE9                   | 2042-08-18      | 5.1141%  | 0.0000% | $10000000.00       | $10015585.15       | Private Label Collateralized Mortgage Obligations |
| MTN COMMERCIAL MORTGAGE TRUST MTN_22-LPFL                    | 2039-03-15      | 6.0540%  | 0.0000% | $4000000.00        | $4011684.40        | Private Label Collateralized Mortgage Obligations |
| NRTH PARK MORTGAGE TRUST NRTH_25-PARK                        | 2040-10-15      | 5.0529%  | 0.0000% | $19060000.00       | $19127840.39       | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                                  | 2052-02-26      | 3.1726%  | 0.0000% | $3639000.00        | $2818395.45        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                                  | 2051-10-25      | 0.1776%  | 0.0000% | $439988000.00      | $3190243.09        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM23                                                 | 2065-10-25      | 4.8720%  | 0.0000% | $4100000.00        | $4012608.95        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                                    | 2055-10-25      | 6.5925%  | 0.0000% | $4492000.00        | $3701106.66        | Private Label Collateralized Mortgage Obligations |
| OCP_24-36                                                    | 2037-10-16      | 6.6211%  | 0.0000% | $2000000.00        | $2018309.30        | Asset-Backed Securities                           |
| PMT LOAN TRUST PMTLT_21-INV1                                 | 2051-07-25      | 2.5000%  | 0.0000% | $399998.00         | $234198.83         | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                                | 2051-07-25      | 3.0888%  | 0.0000% | $9538000.00        | $7074512.81        | Private Label Collateralized Mortgage Obligations |
| PEARL STREET MORTGAGE COMPANY TRUST PSMC PSMC_21-3           | 2051-08-25      | 2.5000%  | 0.0000% | $3282212.00        | $1777181.22        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-CNF1                                                | 2056-10-25      | 5.8702%  | 0.0000% | $3938000.00        | $3710010.42        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-CNF1                                                | 2056-10-25      | 5.8702%  | 0.0000% | $3208000.00        | $2814328.39        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-CNF2                                                | 2056-12-25      | 6.0298%  | 0.0000% | $14202000.00       | $14162717.51       | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV2                                                | 2051-11-27      | 3.2336%  | 0.0000% | $2986000.00        | $2265048.10        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8               | 2038-09-17      | 2.0820%  | 0.0000% | $1150000.00        | $1133126.82        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV1                                                | 2051-08-25      | 0.2776%  | 0.0000% | $269011200.00      | $3204048.71        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-6                                                   | 2055-12-25      | 0.3671%  | 0.0000% | $325171000.00      | $2444083.13        | Private Label Collateralized Mortgage Obligations |
| RCKT_22-3                                                    | 2052-05-27      | 0.1854%  | 0.0000% | $130810089.00      | $1073863.62        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES8                                                 | 2044-11-25      | 5.6590%  | 0.0000% | $1122000.00        | $1137159.44        | Private Label Collateralized Mortgage Obligations |
| RATE_21-J2                                                   | 2051-08-25      | 2.5000%  | 0.0000% | $229830.00         | $145036.46         | Private Label Collateralized Mortgage Obligations |
| REGATTA XVIII FUNDING LTD REG18_21-1A                        | 2038-04-15      | 6.2722%  | 0.0000% | $6000000.00        | $5839450.69        | Asset-Backed Securities                           |
| SEMT_26-INV1                                                 | 2056-01-25      | 0.0000%  | 0.0000% | $12426000.00       | $10634871.00       | Private Label Collateralized Mortgage Obligations |
| THUNDERBOLT AIRCRAFT LEASE LTD TBOLT_18-A                    | 2038-09-15      | 4.1470%  | 0.0000% | $11300000.00       | $851349.48         | Asset-Backed Securities                           |
| TPMT_23-CES1                                                 | 2063-07-25      | 0.0000%  | 0.0000% | $1000000.00        | $1005850.00        | Private Label Collateralized Mortgage Obligations |
| TXT_24-HOU                                                   | 2039-06-15      | 6.9192%  | 0.0000% | $2951000.00        | $2970088.70        | Private Label Collateralized Mortgage Obligations |
| VENTURE CDO LTD VENTR_22-45A                                 | 2035-07-20      | 5.5676%  | 0.0000% | $7500000.00        | $7566427.07        | Asset-Backed Securities                           |
| VERUS_23-7                                                   | 2068-10-25      | 7.8976%  | 0.0000% | $3000000.00        | $3053558.48        | Private Label Collateralized Mortgage Obligations |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC_4923                                           | 2049-11-25      | 2.2183%  | 0.0000% | $13000000.00       | $649040.71         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2047-08-15      | 2.5000%  | 0.0000% | $100392.00         | $51705.99          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 4.5000%  | 0.0000% | $1008.00           | $987.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-11-20      | 4.0000%  | 0.0000% | $699000.00         | $36167.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-06-15      | 5.5000%  | 0.0000% | $2715811.00        | $29598.63          | Agency Mortgage-Backed Securities         |
| GNMA_21-154E                                         | 2051-09-20      | 2.5183%  | 0.0000% | $500000.00         | $47516.37          | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                           | 2046-03-25      | 2.3683%  | 0.0000% | $75000000.00       | $897099.15         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-45                                | 2048-06-25      | 2.4183%  | 0.0000% | $55413670.00       | $908751.08         | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                          | 2049-04-25      | 2.2183%  | 0.0000% | $22000000.00       | $642021.75         | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                           | 2059-07-25      | 2.2683%  | 0.0000% | $15000000.00       | $640434.54         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                          | 2050-06-25      | 3.0000%  | 0.0000% | $8333333.00        | $767354.42         | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                          | 2050-06-25      | 3.0000%  | 0.0000% | $5000000.00        | $483023.28         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | 0.0000% | $34769874.00       | $907598.25         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | 0.0000% | $40019492.00       | $1045570.01        | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                          | 2050-09-25      | 3.5000%  | 0.0000% | $23000000.00       | $1933462.62        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89G                                          | 2050-12-25      | 3.0000%  | 0.0000% | $17000000.00       | $1798928.46        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                          | 2051-01-25      | 3.0000%  | 0.0000% | $16179000.00       | $1768702.65        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                | 2051-01-25      | 3.0000%  | 0.0000% | $10000000.00       | $942352.09         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                          | 2051-09-25      | 2.5000%  | 0.0000% | $35552900.00       | $1756685.83        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                          | 2051-09-25      | 2.5000%  | 0.0000% | $12171500.00       | $496934.10         | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                          | 2051-07-25      | 3.0000%  | 0.0000% | $5750000.00        | $739455.14         | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                          | 2051-11-25      | 3.0000%  | 0.0000% | $18665764.00       | $1472842.25        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                          | 2054-08-25      | 1.5328%  | 0.0000% | $9503195.00        | $595281.63         | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                          | 2054-11-25      | 2.3828%  | 0.0000% | $55520663.00       | $1446402.52        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                          | 2055-03-25      | 1.4328%  | 0.0000% | $23953010.00       | $1072689.35        | Agency Collateralized Mortgage Obligation |
| FNMA_25-26D                                          | 2054-06-25      | 1.6328%  | 0.0000% | $75000000.00       | $2051008.81        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                          | 2054-08-25      | 1.2328%  | 0.0000% | $24200000.00       | $479154.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                          | 2050-11-25      | 2.0000%  | 0.0000% | $8750000.00        | $636400.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                          | 2050-11-25      | 2.5828%  | 0.0000% | $8909091.00        | $773957.04         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056    | 2050-12-25      | 2.5000%  | 0.0000% | $11099121.00       | $930708.96         | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                          | 2035-12-25      | 1.5000%  | 0.0000% | $33333333.00       | $654897.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                          | 2050-12-25      | 2.5000%  | 0.0000% | $6250000.00        | $547259.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                          | 2050-12-25      | 3.0000%  | 0.0000% | $11644739.00       | $1288717.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                          | 2050-11-25      | 3.0000%  | 0.0000% | $12302666.00       | $1301252.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                          | 2050-12-25      | 3.0000%  | 0.0000% | $267334.00         | $31620.80          | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                          | 2050-04-25      | 2.0000%  | 0.0000% | $15140396.00       | $881681.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                          | 2050-11-25      | 3.0000%  | 0.0000% | $21700000.00       | $1464492.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | 0.0000% | $8159241.00        | $959624.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                          | 2051-02-25      | 2.5000%  | 0.0000% | $12076634.00       | $871140.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | 0.0000% | $15000000.00       | $1678096.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                          | 2051-03-25      | 3.0000%  | 0.0000% | $14000000.00       | $1451663.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 2.2183%  | 0.0000% | $22870000.00       | $1284856.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                          | 2050-05-25      | 3.5000%  | 0.0000% | $5700000.00        | $418010.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                          | 2050-06-25      | 2.2683%  | 0.0000% | $15000000.00       | $511422.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                          | 2050-07-25      | 4.0000%  | 0.0000% | $16000000.00       | $1404733.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                           | 2050-06-25      | 2.5000%  | 0.0000% | $13500000.00       | $1137302.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                          | 2050-07-25      | 3.5000%  | 0.0000% | $17087913.00       | $1224571.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                          | 2043-03-15      | 2.4273%  | 0.0000% | $18925757.00       | $664743.85         | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                          | 2048-05-25      | 5.0000%  | 0.0000% | $19466144.00       | $777966.02         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                          | 2050-11-25      | 2.5000%  | 0.0000% | $12500000.00       | $841850.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                          | 2048-11-25      | 4.0000%  | 0.0000% | $15300000.00       | $1859855.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                          | 2050-01-25      | 3.0000%  | 0.0000% | $15244249.00       | $1119430.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                          | 2051-01-25      | 3.0000%  | 0.0000% | $14000000.00       | $1504093.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                          | 2041-04-25      | 3.5000%  | 0.0000% | $38764420.00       | $1775869.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                          | 2049-06-25      | 3.5000%  | 0.0000% | $12500000.00       | $1050531.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                          | 2051-06-25      | 4.0000%  | 0.0000% | $14000000.00       | $1174285.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                          | 2051-09-25      | 3.0000%  | 0.0000% | $11250000.00       | $1037618.49        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                          | 2054-06-25      | 1.4828%  | 0.0000% | $28400000.00       | $429323.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                          | 2054-08-25      | 1.4628%  | 0.0000% | $17564171.00       | $642595.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                          | 2054-08-25      | 1.4828%  | 0.0000% | $6571000.00        | $279464.59         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                          | 2054-10-25      | 2.3328%  | 0.0000% | $5405656.00        | $483218.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                          | 2054-10-25      | 2.3328%  | 0.0000% | $9506621.00        | $580393.82         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                          | 2054-10-25      | 1.7328%  | 0.0000% | $39906276.00       | $950612.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_5476A                                          | 2054-11-25      | 1.7328%  | 0.0000% | $49973910.00       | $2187865.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 1.4328%  | 0.0000% | $10500000.00       | $191124.74         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                          | 2055-02-25      | 1.4328%  | 0.0000% | $75000000.00       | $1462977.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 1.2828%  | 0.0000% | $50000000.00       | $1039206.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2054-05-25      | 1.6328%  | 0.0000% | $20000000.00       | $589898.20         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 1.2328%  | 0.0000% | $54700000.00       | $1104203.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-08-20      | 4.5000%  | 0.0000% | $130704635.00      | $10271411.73       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 3.5000%  | 0.0000% | $260022.00         | $32467.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 3.5000%  | 0.0000% | $176994.00         | $22000.94          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 3.0000%  | 0.0000% | $45938716.00       | $7232752.04        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 3.5000%  | 0.0000% | $1001.00           | $250.91            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 2.0000%  | 0.0000% | $1024.00           | $631.73            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 4.0000%  | 0.0000% | $599000.00         | $375311.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 4.5000%  | 0.0000% | $1007.00           | $741.09            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 7.0000%  | 0.0000% | $1321250.00        | $1191521.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-09-15      | 5.3100%  | 0.0000% | $748813.00         | $781438.12         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | 0.0000% | $1695336.00        | $1430170.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | 0.0000% | $1024.00           | $1048.54           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | 0.0000% | $1002.00           | $1052.21           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.0000%  | 0.0000% | $9185953.00        | $9272696.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.5000%  | 0.0000% | $3059444.00        | $3183846.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 3.5000%  | 0.0000% | $301528.00         | $282029.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 4.5000%  | 0.0000% | $33340.00          | $32968.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-05-20      | 6.0000%  | 0.0000% | $3326.00           | $2993.98           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | 0.0000% | $1078808.00        | $1128382.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.5000%  | 0.0000% | $999816.00         | $1067151.71        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.5000%  | 0.0000% | $1753624.00        | $1873995.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2044-05-15      | 4.0000%  | 0.0000% | $601010.00         | $57589.34          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-03-20      | 4.5000%  | 0.0000% | $996000.00         | $38815.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | 0.0000% | $7296000.00        | $344366.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2039-09-15      | 4.0000%  | 0.0000% | $547000.00         | $95057.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2041-05-15      | 4.5000%  | 0.0000% | $5602024.00        | $455429.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 5.5000%  | 0.0000% | $1008.00           | $26.15             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-11-15      | 6.0000%  | 0.0000% | $219698.00         | $14585.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-04-15      | 6.0000%  | 0.0000% | $349978.00         | $17498.68          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2043-05-15      | 2.5000%  | 0.0000% | $491471.00         | $177647.11         | Agency Mortgage-Backed Securities         |
| GNMA_09-61                                           | 2039-08-20      | 2.9183%  | 0.0000% | $258300000.00      | $436996.42         | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                           | 2040-03-20      | 1.9683%  | 0.0000% | $473125000.00      | $1454425.94        | Agency Collateralized Mortgage Obligation |
| GNMA_12-20                                           | 2042-02-20      | 2.8683%  | 0.0000% | $21428571.00       | $358302.95         | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                          | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1787337.29        | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                          | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $281294.61         | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2044-08-20      | 2.4183%  | 0.0000% | $47506714.00       | $766384.06         | Agency Collateralized Mortgage Obligation |
| GNMA_15-10                                           | 2045-01-20      | 4.5000%  | 0.0000% | $91548595.00       | $1382792.83        | Agency Collateralized Mortgage Obligation |
| GNMA_15-31                                           | 2045-02-20      | 4.0000%  | 0.0000% | $25170500.00       | $277044.43         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                          | 2057-03-16      | 0.4873%  | 0.0000% | $64102666.00       | $191111.04         | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                          | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1255874.15        | Agency Collateralized Mortgage Obligation |
| GNMA_15-53                                           | 2045-04-20      | 4.5000%  | 0.0000% | $22918959.00       | $727027.33         | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                          | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $855306.78         | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                          | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $477532.77         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                          | 2045-08-20      | 2.4183%  | 0.0000% | $22237939.00       | $266693.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112 | 2045-08-20      | 1.9583%  | 0.0000% | $161020746.00      | $1640495.71        | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                          | 2045-10-20      | 1.8683%  | 0.0000% | $18160000.00       | $136196.37         | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                         | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $409004.71         | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                          | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $459020.60         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-51  | 2046-04-20      | 2.2683%  | 0.0000% | $9700000.00        | $211373.74         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                           | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $192484.78         | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                           | 2046-06-20      | 3.5000%  | 0.0000% | $60441000.00       | $470009.73         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                           | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $161413.90         | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                          | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $351290.72         | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                          | 2046-06-20      | 2.3183%  | 0.0000% | $66122517.00       | $1659224.56        | Agency Collateralized Mortgage Obligation |
| GNMA_16-141C                                         | 2046-10-20      | 3.5000%  | 0.0000% | $81428569.00       | $25231.34          | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                           | 2047-01-20      | 2.3183%  | 0.0000% | $25259773.00       | $733453.36         | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                            | 2061-01-16      | 0.9046%  | 0.0000% | $52000000.00       | $518834.45         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                          | 2061-07-16      | 1.0045%  | 0.0000% | $37500000.00       | $731477.24         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                          | 2062-01-16      | 0.6184%  | 0.0000% | $25700000.00       | $662771.40         | Agency Collateralized Mortgage Obligation |
| GNMA_19-146                                          | 2062-03-16      | 0.5456%  | 0.0000% | $70000000.00       | $1662712.30        | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                           | 2060-01-16      | 1.7941%  | 0.0000% | $7200000.00        | $544912.77         | Agency Collateralized Mortgage Obligation |
| GNMA_20-69                                           | 2062-04-16      | 1.3039%  | 0.0000% | $9100000.00        | $585524.93         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                          | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $550242.37         | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                          | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $752541.72         | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                           | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $325611.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 | 2044-07-20      | 1.8183%  | 0.0000% | $56774729.00       | $1157230.90        | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                         | 2048-08-20      | 2.4183%  | 0.0000% | $22045674.00       | $421814.48         | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                           | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $74976.89          | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                           | 2065-10-16      | 0.9250%  | 0.0000% | $8840000.00        | $574005.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                          | 2065-05-16      | 0.9076%  | 0.0000% | $20254243.00       | $1270222.63        | Agency Collateralized Mortgage Obligation |
| GNMA_24-170B                                         | 2066-03-16      | 1.0032%  | 0.0000% | $4571000.00        | $331165.61         | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                          | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1953371.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                          | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $640813.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                          | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $112546.90         | Agency Collateralized Mortgage Obligation |
| GNMA_19-22A                                          | 2049-02-20      | 2.2683%  | 0.0000% | $655000.00         | $23037.46          | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                          | 2049-02-20      | 2.2683%  | 0.0000% | $33304063.00       | $716784.71         | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                           | 2049-04-20      | 1.7583%  | 0.0000% | $50000000.00       | $944011.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 2.2885%  | 0.0000% | $26007186.00       | $1037266.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-160C                                         | 2055-09-20      | 0.1885%  | 0.0000% | $50000000.00       | $816045.46         | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                          | 2049-06-20      | 2.3183%  | 0.0000% | $19160664.00       | $532375.98         | Agency Collateralized Mortgage Obligation |
| GNMA_19-89E                                          | 2046-04-20      | 4.0000%  | 0.0000% | $17927522.00       | $773340.53         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 2.3183%  | 0.0000% | $34167000.00       | $885967.62         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                         | 2049-10-20      | 3.5000%  | 0.0000% | $10731815.00       | $588958.88         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                         | 2049-10-20      | 2.2183%  | 0.0000% | $15292399.00       | $577063.32         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $393459.25         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151   | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $356642.66         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17H                                          | 2050-02-20      | 5.0000%  | 0.0000% | $1175000.00        | $75620.64          | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                          | 2050-03-20      | 2.2683%  | 0.0000% | $10560142.00       | $557723.91         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                          | 2050-03-20      | 2.2683%  | 0.0000% | $41545861.00       | $1734401.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                          | 2050-07-20      | 2.4183%  | 0.0000% | $3037000.00        | $225497.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-97X                                          | 2050-07-20      | 4.5000%  | 0.0000% | $43167996.00       | $1745862.70        | Agency Collateralized Mortgage Obligation |
| GNMA_20-115C                                         | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $1979993.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-122Q                                         | 2050-08-20      | 2.5000%  | 0.0000% | $22000000.00       | $1657356.20        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                         | 2050-08-20      | 2.4183%  | 0.0000% | $3823000.00        | $224564.73         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1614073.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                         | 2050-09-20      | 2.5183%  | 0.0000% | $8000000.00        | $656343.64         | Agency Collateralized Mortgage Obligation |
| GNMA_20-138                                          | 2050-09-20      | 2.5183%  | 0.0000% | $15000000.00       | $973080.30         | Agency Collateralized Mortgage Obligation |
| GNMA_20-153G                                         | 2050-10-20      | 2.5000%  | 0.0000% | $17599796.00       | $1136404.35        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                         | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1869317.47        | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                         | 2050-11-20      | 2.5183%  | 0.0000% | $1611000.00        | $125797.09         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                         | 2050-12-20      | 2.5183%  | 0.0000% | $2848000.00        | $244792.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                         | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $168319.97         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                         | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $183550.71         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188A                                         | 2050-12-20      | 2.5000%  | 0.0000% | $11695000.00       | $1093403.51        | Agency Collateralized Mortgage Obligation |
| GNR_21-1                                             | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1705703.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77K                                          | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $954839.96         | Agency Collateralized Mortgage Obligation |
| GNMA_21-73                                           | 2051-04-20      | 2.6885%  | 0.0000% | $16250000.00       | $1436851.53        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98F                                          | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $181648.20         | Agency Collateralized Mortgage Obligation |
| GNMA_21-116E                                         | 2051-07-20      | 2.5000%  | 0.0000% | $1645000.00        | $177410.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173P                                         | 2050-08-20      | 3.5000%  | 0.0000% | $902285.00         | $123433.85         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173R                                         | 2055-08-20      | 6.0000%  | 0.0000% | $4606824.00        | $451575.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                         | 2055-08-20      | 6.0000%  | 0.0000% | $8572930.00        | $623106.03         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173V                                         | 2055-03-20      | 6.5000%  | 0.0000% | $687777.00         | $85310.64          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                                         | 2054-10-20      | 6.5000%  | 0.0000% | $2374474.00        | $266169.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173X                                         | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $902873.16         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173E                                         | 2055-10-20      | 0.2885%  | 0.0000% | $21357605.00       | $459215.40         | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                         | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1664957.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                          | 2051-11-20      | 3.5000%  | 0.0000% | $9825019.00        | $948237.39         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                           | 2052-01-20      | 0.0000%  | 0.0000% | $67000000.00       | $840730.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-215F                                         | 2047-08-20      | 2.3183%  | 0.0000% | $16980859.00       | $1530232.49        | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                         | 2052-07-20      | 0.4385%  | 0.0000% | $30000000.00       | $513595.63         | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                         | 2052-07-20      | 0.3385%  | 0.0000% | $20000000.00       | $311282.08         | Agency Collateralized Mortgage Obligation |
| GNMA_22-127C                                         | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1218773.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                          | 2048-10-20      | 1.8183%  | 0.0000% | $20573726.00       | $1484158.73        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 2.2385%  | 0.0000% | $30000000.00       | $828768.17         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                         | 2049-09-20      | 2.2683%  | 0.0000% | $4600000.00        | $432850.61         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                         | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1135741.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                         | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1454852.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                          | 2054-02-20      | 2.2285%  | 0.0000% | $46010169.00       | $1762156.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                          | 2054-05-20      | 2.0885%  | 0.0000% | $47000000.00       | $1436687.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92C                                          | 2054-05-20      | 2.2885%  | 0.0000% | $18000000.00       | $1143122.72        | Agency Collateralized Mortgage Obligation |
| GNMA_26-13                                           | 2060-09-16      | 0.2500%  | 0.0000% | $17039936.00       | $416976.70         | Agency Collateralized Mortgage Obligation |
| GNMA_24-126R                                         | 2064-08-20      | 2.2385%  | 0.0000% | $52000000.00       | $827500.55         | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                         | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1323566.24        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97BB                                         | 2054-12-20      | 2.9885%  | 0.0000% | $18800000.00       | $1568572.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 2.3885%  | 0.0000% | $17000000.00       | $1320943.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1AA                                          | 2055-01-20      | 1.5585%  | 0.0000% | $100000000.00      | $1471328.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25H                                          | 2055-02-20      | 1.5185%  | 0.0000% | $36307661.00       | $2118309.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.5885%  | 0.0000% | $200000000.00      | $1809700.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23E                                          | 2051-07-20      | 2.3385%  | 0.0000% | $13438826.00       | $1591101.87        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43B                                          | 2055-03-20      | 3.4385%  | 0.0000% | $14314632.00       | $1060007.34        | Agency Collateralized Mortgage Obligation |
| GNMA_25-64E                                          | 2055-04-20      | 2.1885%  | 0.0000% | $50000000.00       | $1206746.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                          | 2055-05-20      | 2.7885%  | 0.0000% | $109656.00         | $7306.08           | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                         | 2055-11-20      | 2.0000%  | 0.0000% | $1000000.00        | $41740.22          | Agency Collateralized Mortgage Obligation |
| GNMA_25-196E                                         | 2055-11-20      | 1.9185%  | 0.0000% | $30000000.00       | $1109556.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-196A                                         | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $59237.84          | Agency Collateralized Mortgage Obligation |
| GNMA_25-196C                                         | 2055-11-20      | 6.0000%  | 0.0000% | $1875000.00        | $395605.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-208A                                         | 2055-12-20      | 1.7885%  | 0.0000% | $38107672.00       | $1916391.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-208C                                         | 2065-12-20      | 6.0000%  | 0.0000% | $416666.00         | $72632.20          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2C                                           | 2056-01-20      | 2.0185%  | 0.0000% | $24026905.00       | $1533415.87        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2F                                           | 2066-01-20      | 1.3885%  | 0.0000% | $70000000.00       | $2353170.58        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 5.5000%  | 0.0000% | $409090.00         | $75123.55          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 5.5000%  | 0.0000% | $3545454.00        | $651070.81         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 0.0500%  | 0.0000% | $12999994.00       | $16954.89          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2G                                           | 2056-01-20      | 0.0100%  | 0.0000% | $154945917.00      | $40385.92          | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                           | 2056-01-20      | 0.0700%  | 0.0000% | $71377367.00       | $123349.25         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                           | 2056-01-20      | 1.8885%  | 0.0000% | $111377367.00      | $4966154.54        | Agency Collateralized Mortgage Obligation |
| GNMA_26-2H                                           | 2056-01-20      | 0.0500%  | 0.0000% | $91377367.00       | $112716.11         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2J                                           | 2056-01-20      | 0.1500%  | 0.0000% | $50000000.00       | $175578.20         | Agency Collateralized Mortgage Obligation |
| GNMA_26-2Q                                           | 2056-01-20      | 5.5000%  | 0.0000% | $3727273.00        | $503334.74         | Agency Collateralized Mortgage Obligation |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $531405000.00
- **C.18.a - Value (excl. sponsor support):** $531405000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| BIOMARIN PHARMACEUTICAL INC. | 2027-05-15      | 1.2500%  | 0.0000% | $16060000.00       | $15546909.77       | Corporate Debt Securities |
| BLOOM ENERGY CORPORATION     | 2030-11-15      | 0.0000%  | 0.0000% | $4000.00           | $4916.00           | Corporate Debt Securities |
| CMS ENERGY CORP              | 2028-05-01      | 3.3750%  | 0.0000% | $1000.00           | $1139.92           | Corporate Debt Securities |
| CALLAWAY GOLF CO             | 2026-05-01      | 2.7500%  | 0.0000% | $50795000.00       | $51321292.64       | Corporate Debt Securities |
| CENTURY ALUMINUM CO.         | 2028-05-01      | 2.7500%  | 0.0000% | $2620000.00        | $7352666.11        | Corporate Debt Securities |
| CHEFS WAREHOUSE INC          | 2028-12-15      | 2.3750%  | 0.0000% | $13523000.00       | $23401957.19       | Corporate Debt Securities |
| COINBASE GLOBAL INC          | 2029-10-01      | 0.0000%  | 0.0000% | $96053000.00       | $85053970.97       | Corporate Debt Securities |
| HAEMONETICS CORP             | 2029-06-01      | 2.5000%  | 0.0000% | $5159000.00        | $5077034.95        | Corporate Debt Securities |
| LIFE360 INC                  | 2030-06-01      | 0.0000%  | 0.0000% | $1000.00           | $1002.00           | Corporate Debt Securities |
| LUCID GROUP INC              | 2031-11-01      | 7.0000%  | 0.0000% | $1000.00           | $758.82            | Corporate Debt Securities |
| LUMENTUM HOLDINGS INC        | 2032-03-15      | 0.3750%  | 0.0000% | $107710000.00      | $398985889.48      | Corporate Debt Securities |
| STRATEGY INC                 | 2030-03-01      | 0.0000%  | 0.0000% | $3000.00           | $2587.14           | Corporate Debt Securities |
| SUNRUN INC                   | 2030-03-01      | 4.0000%  | 0.0000% | $5411000.00        | $8422522.11        | Corporate Debt Securities |
| TELADOC HEALTH INC           | 2027-06-01      | 1.2500%  | 0.0000% | $1000.00           | $955.49            | Corporate Debt Securities |

### Security 311: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC        COM     | 2500-12-31      | 0.0000%  | 0.0000% | $32164.00          | $29880356.00       | Equities   |
| TESLA INC                      COM     | 2500-12-31      | 0.0000%  | 0.0000% | $248296.00         | $101448779.68      | Equities   |
| SLB LIMITED                    COM STK | 2500-12-31      | 0.0000%  | 0.0000% | $81652.00          | $4204261.48        | Equities   |
| AVERY DENNISON CORP            COM     | 2500-12-31      | 0.0000%  | 0.0000% | $5304.00           | $1023353.76        | Equities   |
| BANK AMERICA CORP              COM     | 2500-12-31      | 0.0000%  | 0.0000% | $5200.00           | $271960.00         | Equities   |
| CROWDSTRIKE HLDGS INC          CL A    | 2500-12-31      | 0.0000%  | 0.0000% | $31143.00          | $11868597.30       | Equities   |
| FIRSTENERGY CORP               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $27202.00          | $1377509.28        | Equities   |
| GENUINE PARTS CO               COM     | 2500-12-31      | 0.0000%  | 0.0000% | $13273.00          | $1551082.78        | Equities   |
| HORMEL FOODS CORP              COM     | 2500-12-31      | 0.0000%  | 0.0000% | $67650.00          | $1679073.00        | Equities   |
| MGM RESORTS INTERNATIONAL      COM     | 2500-12-31      | 0.0000%  | 0.0000% | $64957.00          | $2443682.34        | Equities   |
| PALO ALTO NETWORKS INC         COM     | 2500-12-31      | 0.0000%  | 0.0000% | $1310898.00        | $195848161.20      | Equities   |
| RTX CORPORATION                COM     | 2500-12-31      | 0.0000%  | 0.0000% | $662660.00         | $130961495.80      | Equities   |
| MEDTRONIC PLC                  SHS     | 2500-12-31      | 0.0000%  | 0.0000% | $71546.00          | $6942108.38        | Equities   |

### Security 312: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                 | 2045-05-15      | 3.0000%  | 0.0000% | $9000.00           | $7242.20           | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2029-12-01      | 3.5000%  | 0.0000% | $133000.00         | $5868.18           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 2.5000%  | 0.0000% | $3341680.00        | $426714.20         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2040-02-15      | 4.6250%  | 0.0000% | $3000.00           | $3110.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2046-05-15      | 2.5000%  | 0.0000% | $16000.00          | $11632.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-04-30      | 2.3750%  | 0.0000% | $850100.00         | $854818.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-01-31      | 3.7209%  | 0.0000% | $535900.00         | $537587.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2042-05-15      | 3.2500%  | 0.0000% | $10400.00          | $9033.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2030-10-15      | 1.1250%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| LUMENTUM HOLDINGS INC                  | 2032-03-15      | 0.3750%  | 0.0000% | $250000.00         | $926065.10         | Corporate Debt Securities          |
| UNITED STATES TREASURY                 | 2027-12-31      | 3.3750%  | 0.0000% | $28338600.00       | $28472002.79       | U.S. Treasuries (including strips) |
| BLACKSTONE MORTGAGE TRUST INC          | 2027-03-15      | 5.5000%  | 0.0000% | $160000.00         | $161720.00         | Corporate Debt Securities          |
| COINBASE GLOBAL INC                    | 2026-06-01      | 0.5000%  | 0.0000% | $6431000.00        | $6361509.47        | Corporate Debt Securities          |
| COINBASE GLOBAL INC                    | 2030-04-01      | 0.2500%  | 0.0000% | $96000.00          | $90241.33          | Corporate Debt Securities          |
| CONFLUENT INC                          | 2027-01-15      | 0.0000%  | 0.0000% | $12000.00          | $11736.00          | Corporate Debt Securities          |
| ETSY INC                               | 2030-06-15      | 1.0000%  | 0.0000% | $47000.00          | $47977.60          | Corporate Debt Securities          |
| EXACT SCIENCES CORP                    | 2028-03-01      | 0.3750%  | 0.0000% | $8000.00           | $8322.67           | Corporate Debt Securities          |
| FRESHPET INC                           | 2028-04-01      | 3.0000%  | 0.0000% | $2298000.00        | $3109577.00        | Corporate Debt Securities          |
| IONIS PHARMACEUTICALS INC              | 2026-04-01      | 0.0000%  | 0.0000% | $111000.00         | $154507.56         | Corporate Debt Securities          |
| LIBERTY BROADBAND CORP                 | 2053-03-31      | 3.1250%  | 0.0000% | $8572000.00        | $8580125.54        | Corporate Debt Securities          |
| STRATEGY INC                           | 2031-03-15      | 0.8750%  | 0.0000% | $2500000.00        | $2432343.75        | Corporate Debt Securities          |
| SNOWFLAKE INC                          | 2027-10-01      | 0.0000%  | 0.0000% | $163000.00         | $208477.00         | Corporate Debt Securities          |
| SOFI TECHNOLOGIES INC                  | 2029-03-15      | 1.2500%  | 0.0000% | $21000.00          | $44806.13          | Corporate Debt Securities          |
| UBER TECHNOLOGIES INC                  | 2028-05-15      | 0.0000%  | 0.0000% | $309000.00         | $315025.50         | Corporate Debt Securities          |
| WEC ENERGY GROUP INC                   | 2029-06-01      | 4.3750%  | 0.0000% | $30000.00          | $37543.54          | Corporate Debt Securities          |
| WAYFAIR INC                            | 2026-08-15      | 1.0000%  | 0.0000% | $37000.00          | $34977.33          | Corporate Debt Securities          |
| AKAMAI TECH INC                        | 2027-09-01      | 0.3750%  | 0.0000% | $25000.00          | $27168.33          | Corporate Debt Securities          |
| BILL HOLDINGS INC                      | 2030-04-01      | 0.0000%  | 0.0000% | $15000.00          | $13790.70          | Corporate Debt Securities          |
| CORE SCIENTIFIC INC                    | 2029-09-01      | 3.0000%  | 0.0000% | $520000.00         | $963126.67         | Corporate Debt Securities          |
| CYTOKINETICS INCORPORATED              | 2031-10-01      | 1.7500%  | 0.0000% | $505000.00         | $630709.93         | Corporate Debt Securities          |
| ECHOSTAR CORP                          | 2030-11-30      | 3.8750%  | 0.0000% | $57900.00          | $193458.06         | Corporate Debt Securities          |
| ENPHASE ENERGY INC                     | 2028-03-01      | 0.0000%  | 0.0000% | $69000.00          | $61857.12          | Corporate Debt Securities          |
| FREDDIE MAC GOLD                       | 2048-06-01      | 3.5000%  | 0.0000% | $5082070.00        | $443435.78         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2029-03-01      | 3.5000%  | 0.0000% | $100000.00         | $5403.71           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-09-01      | 6.0000%  | 0.0000% | $630608.00         | $2619.15           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.0000%  | 0.0000% | $5219490.00        | $1086458.88        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2027-12-01      | 5.0000%  | 0.0000% | $886871.00         | $1687.50           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 4.0000%  | 0.0000% | $2827408.00        | $322294.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 3.5000%  | 0.0000% | $43000.00          | $23676.20          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1101.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | 0.0000% | $65900.00          | $50259.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | 0.0000% | $115000.00         | $100215.50         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.0000%  | 0.0000% | $12000.00          | $8990.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1703.95           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 2.5000%  | 0.0000% | $899999.00         | $419573.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1834.95           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2043-10-01      | 4.5000%  | 0.0000% | $433933.00         | $10414.55          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.0000%  | 0.0000% | $40639.00          | $16872.85          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 3.0000%  | 0.0000% | $10548.00          | $4699.58           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $128296.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-10-01      | 3.0000%  | 0.0000% | $54340.00          | $16591.06          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 3.0000%  | 0.0000% | $4139312.00        | $1988159.54        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | 0.0000% | $2178.00           | $1364.34           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | 0.0000% | $840000.00         | $607686.15         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 4.5000%  | 0.0000% | $3000.00           | $2687.31           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.0000%  | 0.0000% | $6564472.00        | $6775553.34        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $1993844.00        | $2041735.46        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $9026656.00        | $9368567.80        | Agency Mortgage-Backed Securities  |
| LIBERTY MEDIA CORP                     | 2053-09-30      | 2.3750%  | 0.0000% | $4000000.00        | $6325041.67        | Corporate Debt Securities          |
| MKS INCORPORATED                       | 2030-06-01      | 1.2500%  | 0.0000% | $12000.00          | $20921.83          | Corporate Debt Securities          |
| STRATEGY INC                           | 2029-12-01      | 0.0000%  | 0.0000% | $905000.00         | $739819.40         | Corporate Debt Securities          |
| OSI SYSTEMS INC                        | 2029-08-01      | 2.2500%  | 0.0000% | $60000.00          | $98467.50          | Corporate Debt Securities          |
| POST HOLDINGS INC                      | 2027-08-15      | 2.5000%  | 0.0000% | $2000.00           | $2252.67           | Corporate Debt Securities          |
| SOFI TECHNOLOGIES INC                  | 2026-10-15      | 0.0000%  | 0.0000% | $1750000.00        | $1902250.00        | Corporate Debt Securities          |
| UPSTART HOLDINGS INC                   | 2026-08-15      | 0.2500%  | 0.0000% | $150000.00         | $144012.50         | Corporate Debt Securities          |
| VENTAS REALTY LP                       | 2026-06-01      | 3.7500%  | 0.0000% | $1000.00           | $1585.41           | Corporate Debt Securities          |

### Security 313: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC_21-NQM6                                                    | 2066-07-25      | 1.5850%  | 0.0000% | $16943090.00       | $7372667.58        | Private Label Collateralized Mortgage Obligations |
| ACREC_25-FL3                                                    | 2042-08-18      | 6.7051%  | 0.0000% | $3556918.00        | $3565899.80        | Private Label Collateralized Mortgage Obligations |
| BMARK_22-B37                                                    | 2032-10-15      | 2.7500%  | 0.0000% | $4564070.00        | $3364888.50        | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                                    | 2065-05-25      | 0.8090%  | 0.0000% | $13651465.00       | $2493956.59        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE              | 2043-01-05      | 4.1440%  | 0.0000% | $244019.00         | $219552.16         | Private Label Collateralized Mortgage Obligations |
| SPIRIT AIRLINES CLASS A PASS THROUGH CERTIFICATES SERIES 2015-1 | 2029-10-01      | 4.1000%  | 0.0000% | $406000.00         | $185558.69         | Corporate Debt Securities                         |
| BBCMS_25-C37                                                    | 2058-09-11      | 1.6600%  | 0.0000% | $1522578.00        | $100034.73         | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                                    | 2042-10-20      | 6.6133%  | 0.0000% | $2887734.00        | $2873304.96        | Private Label Collateralized Mortgage Obligations |
| BX TRUST BX_25-VOLT                                             | 2044-12-15      | 6.0096%  | 0.0000% | $138000.00         | $138578.38         | Private Label Collateralized Mortgage Obligations |
| WFCM_25-5YR14                                                   | 2058-04-15      | 0.9831%  | 0.0000% | $20067703.00       | $745906.81         | Private Label Collateralized Mortgage Obligations |
| BBCMS_25-C32                                                    | 2062-02-15      | 1.1281%  | 0.0000% | $25450000.00       | $2094798.23        | Private Label Collateralized Mortgage Obligations |
| BMO_26-C14                                                      | 2059-02-15      | 1.1278%  | 0.0000% | $17313489.00       | $1436145.97        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM1                   | 2061-09-25      | 3.6260%  | 0.0000% | $1386217.00        | $717758.52         | Private Label Collateralized Mortgage Obligations |
| CSMC_20-NQM1                                                    | 2060-09-01      | 4.4620%  | 0.0000% | $1120000.00        | $1073938.38        | Private Label Collateralized Mortgage Obligations |
| CMLTI_24-CMI1                                                   | 2054-06-25      | 5.5000%  | 0.0000% | $14879397.00       | $5633983.15        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-NQM1                                                    | 2071-02-25      | 0.0000%  | 0.0000% | $2209497.00        | $2208328.71        | Private Label Collateralized Mortgage Obligations |
| GSMBS_26-PJ1                                                    | 2056-06-26      | 0.0000%  | 0.0000% | $7202102.00        | $6992274.01        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM2                                                   | 2067-03-25      | 4.2000%  | 0.0000% | $7119207.00        | $6479078.76        | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-C35                                                    | 2058-08-15      | 0.9655%  | 0.0000% | $2769068.00        | $199431.27         | Private Label Collateralized Mortgage Obligations |
| PRPM LLC PRPM_22-INV1                                           | 2067-04-25      | 4.4000%  | 0.0000% | $7172296.00        | $4968359.52        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MORTGAGE TRUST SGR_22-2                          | 2062-08-25      | 5.3530%  | 0.0000% | $2807394.00        | $2020202.81        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-1                                                       | 2056-02-25      | 4.5000%  | 0.0000% | $2811655.00        | $2752239.90        | Private Label Collateralized Mortgage Obligations |
| SURF_06-BC4                                                     | 2037-09-25      | 4.0882%  | 0.0000% | $2552880.00        | $473519.10         | Asset-Backed Securities                           |
| TPMT_26-1                                                       | 2066-01-25      | 4.1981%  | 0.0000% | $10946611.00       | $10939606.47       | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                                      | 2055-08-25      | 5.5000%  | 0.0000% | $10231000.00       | $10175918.56       | Private Label Collateralized Mortgage Obligations |

### Security 314: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| AGILENT TECH INC                  | 2026-03-02      | 0.0000%  | 0.0000% | $66696.00          | $8068215.12        | Equities   |
| AIR LEASE CORPORATION             | 2026-03-02      | 0.0000%  | 0.0000% | $148498.00         | $9639005.18        | Equities   |
| OPTIMUM COMMUNICATIONS INC        | 2026-03-02      | 0.0000%  | 0.0000% | $55.00             | $78.10             | Equities   |
| AMAZON.COM INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $39200.00          | $8150464.00        | Equities   |
| AMENTUM HOLDINGS INC              | 2026-03-02      | 0.0000%  | 0.0000% | $398.00            | $12031.54          | Equities   |
| APPLE INC                         | 2026-03-02      | 0.0000%  | 0.0000% | $47697.00          | $13018896.15       | Equities   |
| APPLIED MAT INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $47.00             | $17658.84          | Equities   |
| BANK OF AMERICA CORP              | 2026-03-02      | 0.0000%  | 0.0000% | $208310.00         | $10894613.00       | Equities   |
| BRIGHTHOUSE FINANCIAL INC         | 2026-03-02      | 0.0000%  | 0.0000% | $153640.00         | $9250664.40        | Equities   |
| CANNAE HOLDINGS INC               | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $25.14             | Equities   |
| CANTALOUPE INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $240374.00         | $2487870.90        | Equities   |
| CHART INDUSTRIES                  | 2026-03-02      | 0.0000%  | 0.0000% | $110881.00         | $23000045.83       | Equities   |
| CHEWY INC                         | 2026-03-02      | 0.0000%  | 0.0000% | $69346.00          | $1870261.62        | Equities   |
| CIRCLE INTERNET GROUP INC         | 2026-03-02      | 0.0000%  | 0.0000% | $54208.00          | $4727479.68        | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC | 2026-03-02      | 0.0000%  | 0.0000% | $893383.00         | $20958765.18       | Equities   |
| COMPASS DIVERSIFIED HOLDINGS      | 2026-03-02      | 0.0000%  | 0.0000% | $53.00             | $443.08            | Equities   |
| EQUINIX INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $11006.00          | $10433908.12       | Equities   |
| EVENTBRITE INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $1065914.00        | $4700680.74        | Equities   |
| EVOLV TECHNOLOGIES HOLDINGS INC   | 2026-03-02      | 0.0000%  | 0.0000% | $122.00            | $653.92            | Equities   |
| EXXON MOBIL CORP                  | 2026-03-02      | 0.0000%  | 0.0000% | $66597.00          | $9892318.38        | Equities   |
| META PLATFORMS INC                | 2026-03-02      | 0.0000%  | 0.0000% | $273297.00         | $179558861.97      | Equities   |
| FIVE BELOW INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $2909.00           | $654874.08         | Equities   |
| GREENBRIER CO INC                 | 2026-03-02      | 0.0000%  | 0.0000% | $362840.00         | $21102774.40       | Equities   |
| HOLOGIC INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $138061.00         | $10386329.03       | Equities   |
| INTEL CORP                        | 2026-03-02      | 0.0000%  | 0.0000% | $5.00              | $227.30            | Equities   |
| INTERNATIONAL MONEY EXPRESS INC   | 2026-03-02      | 0.0000%  | 0.0000% | $13018.00          | $204903.32         | Equities   |
| KLA CORP                          | 2026-03-02      | 0.0000%  | 0.0000% | $87.00             | $132614.97         | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC | 2026-03-02      | 0.0000%  | 0.0000% | $2503.00           | $42150.52          | Equities   |
| MICROSOFT CORP                    | 2026-03-02      | 0.0000%  | 0.0000% | $211422.00         | $84932445.84       | Equities   |
| NORFOLK SOUTHERN CORPORATION      | 2026-03-02      | 0.0000%  | 0.0000% | $694.00            | $217228.94         | Equities   |
| NORTHERN TRUST CORPORATION        | 2026-03-02      | 0.0000%  | 0.0000% | $70815.00          | $10451585.85       | Equities   |
| NVIDIA CORP                       | 2026-03-02      | 0.0000%  | 0.0000% | $369906.00         | $68391920.34       | Equities   |
| ORACLE CORPORATION                | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $150.31            | Equities   |
| PALANTIR TECHNOLOGIES INC         | 2026-03-02      | 0.0000%  | 0.0000% | $2712.00           | $368669.28         | Equities   |
| PEBBLEBROOK HOTEL TRUST           | 2026-03-02      | 0.0000%  | 0.0000% | $411992.00         | $5430054.56        | Equities   |
| PROASSURANCE CORPORATION          | 2026-03-02      | 0.0000%  | 0.0000% | $58686.00          | $1441328.16        | Equities   |
| PROCTER & GAMBLE CO               | 2026-03-02      | 0.0000%  | 0.0000% | $7.00              | $1146.25           | Equities   |
| RAYONIER INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $21.52             | Equities   |
| REPLIMUNE GROUP INC               | 2026-03-02      | 0.0000%  | 0.0000% | $762.00            | $5859.78           | Equities   |
| ROPER TECHNOLOGIES INC            | 2026-03-02      | 0.0000%  | 0.0000% | $2700.00           | $950805.00         | Equities   |
| SIMON PROPERTY GROUP INC          | 2026-03-02      | 0.0000%  | 0.0000% | $31854.00          | $6453620.40        | Equities   |
| SYNOPSYS INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $365.00            | $155490.00         | Equities   |
| TERADYNE INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $9110.00           | $3030897.00        | Equities   |
| UNITEDHEALTH GROUP INC            | 2026-03-02      | 0.0000%  | 0.0000% | $6168.00           | $1768118.88        | Equities   |
| VIASAT INC                        | 2026-03-02      | 0.0000%  | 0.0000% | $20481.00          | $943559.67         | Equities   |
| ORGANOGENESIS HOLDINGS INC        | 2026-03-02      | 0.0000%  | 0.0000% | $133802.00         | $495067.40         | Equities   |
| ALPHABET INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $112176.00         | $34454858.40       | Equities   |
| UROGEN PHARMA LTD                 | 2026-03-02      | 0.0000%  | 0.0000% | $216574.00         | $4587037.32        | Equities   |
| ALPHABET INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $59701.00          | $18350893.38       | Equities   |
| AMERICAN AIRLINES GROUP INC       | 2026-03-02      | 0.0000%  | 0.0000% | $2091.00           | $29148.54          | Equities   |
| AMERICAN ASSETS TRUST INC         | 2026-03-02      | 0.0000%  | 0.0000% | $14.00             | $280.84            | Equities   |
| AMICUS THERAPEUTICS INC           | 2026-03-02      | 0.0000%  | 0.0000% | $135734.00         | $1945068.22        | Equities   |
| AMKOR TECHNOLOGY INC              | 2026-03-02      | 0.0000%  | 0.0000% | $2111.00           | $102425.72         | Equities   |
| AUTODESK INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $63299.00          | $14777151.55       | Equities   |
| BOEING CO                         | 2026-03-02      | 0.0000%  | 0.0000% | $5797.00           | $1329889.77        | Equities   |
| CONNECTONE BANCORP INC            | 2026-03-02      | 0.0000%  | 0.0000% | $1300.00           | $36101.00          | Equities   |
| CROWDSTRIKE HOLDINGS INC          | 2026-03-02      | 0.0000%  | 0.0000% | $1641.00           | $625385.10         | Equities   |
| EBAY INC                          | 2026-03-02      | 0.0000%  | 0.0000% | $395501.00         | $34764537.90       | Equities   |
| EMCOR GRP INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $128.00            | $95511.04          | Equities   |
| ENTRADA THERAPEUTICS INC          | 2026-03-02      | 0.0000%  | 0.0000% | $8.00              | $102.32            | Equities   |
| FORD MOTOR COMPANY                | 2026-03-02      | 0.0000%  | 0.0000% | $5836.00           | $84096.76          | Equities   |
| FUBOTV INC                        | 2026-03-02      | 0.0000%  | 0.0000% | $549.00            | $653.31            | Equities   |
| GENERAL DYNAMICS CORP             | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $350.72            | Equities   |
| HOME DEPOT INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $7144.00           | $2679642.96        | Equities   |
| HORIZON BANCORP/IN                | 2026-03-02      | 0.0000%  | 0.0000% | $1594.00           | $28102.22          | Equities   |
| INVESCO S&P 500 EQL WGHT ETF      | 2026-03-02      | 0.0000%  | 0.0000% | $4898.00           | $1002767.54        | Equities   |
| JACOBS SOLUTIONS INC              | 2026-03-02      | 0.0000%  | 0.0000% | $4.00              | $559.04            | Equities   |
| KINDER MORGAN INC                 | 2026-03-02      | 0.0000%  | 0.0000% | $24491.00          | $809672.46         | Equities   |
| LABCORP HOLDINGS INC              | 2026-03-02      | 0.0000%  | 0.0000% | $98.00             | $28186.76          | Equities   |
| LAM RSRCH CORP                    | 2026-03-02      | 0.0000%  | 0.0000% | $4.00              | $956.28            | Equities   |
| LATTICE SEMICONDUCTOR CORP        | 2026-03-02      | 0.0000%  | 0.0000% | $8080.00           | $785780.00         | Equities   |
| Mitek Syst Inc.                   | 2026-03-02      | 0.0000%  | 0.0000% | $5.00              | $73.35             | Equities   |
| OKTA INC                          | 2026-03-02      | 0.0000%  | 0.0000% | $96.00             | $7224.00           | Equities   |
| PHILLIPS 66                       | 2026-03-02      | 0.0000%  | 0.0000% | $42197.00          | $6433354.62        | Equities   |
| PINNACLE FINANCIAL PARTNERS INC   | 2026-03-02      | 0.0000%  | 0.0000% | $376.00            | $36137.36          | Equities   |
| RHYTHM PHARMACEUTICALS INC        | 2026-03-02      | 0.0000%  | 0.0000% | $10914.00          | $1070335.98        | Equities   |
| RIVIAN AUTOMOTIVE INC             | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $15.61             | Equities   |
| FINANCIAL SELECT SECTOR SPDR FUND | 2026-03-02      | 0.0000%  | 0.0000% | $18498.00          | $971145.00         | Equities   |
| SOFI TECHNOLOGIES INC             | 2026-03-02      | 0.0000%  | 0.0000% | $24767.00          | $473049.70         | Equities   |
| SYNCHRONY FINANCIAL               | 2026-03-02      | 0.0000%  | 0.0000% | $11.00             | $813.78            | Equities   |
| VANECK VECTORS SEMICONDUCTOR ETF  | 2026-03-02      | 0.0000%  | 0.0000% | $592.00            | $243909.92         | Equities   |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| META PLATFORMS INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $14057.00          | $9235589.57        | Equities   |
| PHILLIPS 66                              | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $152.46            | Equities   |
| NVIDIA CORP                              | 2026-03-02      | 0.0000%  | 0.0000% | $299030.00         | $55287656.70       | Equities   |
| ALPHABET INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $4380.00           | $1346324.40        | Equities   |
| AMAZON.COM INC                           | 2026-03-02      | 0.0000%  | 0.0000% | $162187.00         | $33721921.04       | Equities   |
| APPLE INC                                | 2026-03-02      | 0.0000%  | 0.0000% | $23894.00          | $6521867.30        | Equities   |
| CANTALOUPE INC                           | 2026-03-02      | 0.0000%  | 0.0000% | $141817.00         | $1467805.95        | Equities   |
| GREENBRIER CO INC                        | 2026-03-02      | 0.0000%  | 0.0000% | $400.00            | $23264.00          | Equities   |
| INTEL CORP                               | 2026-03-02      | 0.0000%  | 0.0000% | $90842.00          | $4129677.32        | Equities   |
| KLA CORP                                 | 2026-03-02      | 0.0000%  | 0.0000% | $20394.00          | $31086778.14       | Equities   |
| MICROSOFT CORP                           | 2026-03-02      | 0.0000%  | 0.0000% | $102450.00         | $41156214.00       | Equities   |
| NORFOLK SOUTHERN CORPORATION             | 2026-03-02      | 0.0000%  | 0.0000% | $58459.00          | $18298251.59       | Equities   |
| ORACLE CORPORATION                       | 2026-03-02      | 0.0000%  | 0.0000% | $629638.00         | $94640887.78       | Equities   |
| PALANTIR TECHNOLOGIES INC                | 2026-03-02      | 0.0000%  | 0.0000% | $351171.00         | $47738185.74       | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC        | 2026-03-02      | 0.0000%  | 0.0000% | $20247.00          | $340959.48         | Equities   |
| BANK OF AMERICA CORP                     | 2026-03-02      | 0.0000%  | 0.0000% | $83842.00          | $4384936.60        | Equities   |
| CANNAE HOLDINGS INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $288595.00         | $3627639.15        | Equities   |
| EQUINIX INC                              | 2026-03-02      | 0.0000%  | 0.0000% | $438.00            | $415232.76         | Equities   |
| EVOLV TECHNOLOGIES HOLDINGS INC          | 2026-03-02      | 0.0000%  | 0.0000% | $22.00             | $117.92            | Equities   |
| PROCTER & GAMBLE CO                      | 2026-03-02      | 0.0000%  | 0.0000% | $3.00              | $491.25            | Equities   |
| RHYTHM PHARMACEUTICALS INC               | 2026-03-02      | 0.0000%  | 0.0000% | $1000.00           | $98070.00          | Equities   |
| ORGANOGENESIS HOLDINGS INC               | 2026-03-02      | 0.0000%  | 0.0000% | $13941.00          | $51581.70          | Equities   |
| ALPHABET INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $8678.00           | $2665447.70        | Equities   |
| ABBOTT LABORATORIES                      | 2026-03-02      | 0.0000%  | 0.0000% | $499135.00         | $58029435.10       | Equities   |
| ADVANCED MICRO DEVICES INC               | 2026-03-02      | 0.0000%  | 0.0000% | $165731.00         | $33756090.08       | Equities   |
| ALBEMARLE CORP                           | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $184.93            | Equities   |
| ALIGHT INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $8.00              | $7.14              | Equities   |
| AMEREN CORPORATION                       | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $112.03            | Equities   |
| AMPHENOL CORP                            | 2026-03-02      | 0.0000%  | 0.0000% | $29321.00          | $4353288.87        | Equities   |
| ANALOG DEVICES INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $13360.00          | $4734116.00        | Equities   |
| ANTERO RESOURCES CORP                    | 2026-03-02      | 0.0000%  | 0.0000% | $32093.00          | $1103357.34        | Equities   |
| BLACKBAUD INC                            | 2026-03-02      | 0.0000%  | 0.0000% | $165.00            | $8056.95           | Equities   |
| BLACKSTONE GROUP INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $93145.00          | $10986452.75       | Equities   |
| BROADCOM INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $49597.00          | $15955354.90       | Equities   |
| CADENCE DESIGN SYST INC                  | 2026-03-02      | 0.0000%  | 0.0000% | $51253.00          | $15252892.80       | Equities   |
| CHIPOTLE MEXICAN GRILL INC               | 2026-03-02      | 0.0000%  | 0.0000% | $613.00            | $23324.65          | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC        | 2026-03-02      | 0.0000%  | 0.0000% | $15.00             | $351.90            | Equities   |
| CONSTELLATION BRANDS INC                 | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $155.76            | Equities   |
| COSTCO WHSLE CORP                        | 2026-03-02      | 0.0000%  | 0.0000% | $16578.00          | $16358175.72       | Equities   |
| COUSINS PROPERTIES INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $13799.00          | $330762.03         | Equities   |
| DATADOG INC                              | 2026-03-02      | 0.0000%  | 0.0000% | $10234.00          | $1191851.64        | Equities   |
| WALT DISNEY CO                           | 2026-03-02      | 0.0000%  | 0.0000% | $179.00            | $18893.45          | Equities   |
| DOORDASH INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $21300.00          | $3842733.00        | Equities   |
| ECOLAB INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $100.00            | $30676.00          | Equities   |
| EQUITY RESIDENTIAL                       | 2026-03-02      | 0.0000%  | 0.0000% | $21941.00          | $1406856.92        | Equities   |
| EVERSOURCE ENERGY                        | 2026-03-02      | 0.0000%  | 0.0000% | $166.00            | $12458.30          | Equities   |
| EXACT SCIENCES CORP                      | 2026-03-02      | 0.0000%  | 0.0000% | $23570.00          | $2433602.50        | Equities   |
| FIRSTCASH HOLDINGS INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $7100.00           | $1343817.00        | Equities   |
| FISERV INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $11.00             | $680.79            | Equities   |
| FORTINET INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $23.00             | $1821.60           | Equities   |
| FOX CORP                                 | 2026-03-02      | 0.0000%  | 0.0000% | $500.00            | $26015.00          | Equities   |
| GE VERNOVA INC                           | 2026-03-02      | 0.0000%  | 0.0000% | $36006.00          | $31557818.76       | Equities   |
| HERITAGE COMMERCE CORP                   | 2026-03-02      | 0.0000%  | 0.0000% | $81.00             | $1049.76           | Equities   |
| INSMED                                   | 2026-03-02      | 0.0000%  | 0.0000% | $40884.00          | $6132600.00        | Equities   |
| JPMORGAN CHASE & CO                      | 2026-03-02      | 0.0000%  | 0.0000% | $8780.00           | $2687821.40        | Equities   |
| KBR INC                                  | 2026-03-02      | 0.0000%  | 0.0000% | $3520.00           | $147980.80         | Equities   |
| KENVUE INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $1831.00           | $34789.00          | Equities   |
| KINSALE CAPITAL GROUP INC                | 2026-03-02      | 0.0000%  | 0.0000% | $100.00            | $38246.00          | Equities   |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC | 2026-03-02      | 0.0000%  | 0.0000% | $3494.00           | $215579.80         | Equities   |
| LAMB WESTON HOLDINGS INC                 | 2026-03-02      | 0.0000%  | 0.0000% | $3901.00           | $185102.45         | Equities   |
| ELI LILLY AND COMPANY                    | 2026-03-02      | 0.0000%  | 0.0000% | $9949.00           | $10168076.98       | Equities   |
| LOCKHEED MARTIN CORPORATION              | 2026-03-02      | 0.0000%  | 0.0000% | $6.00              | $3849.78           | Equities   |
| MGIC INVESTMENT CORPORATION              | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $26.81             | Equities   |
| MICROCHIP TECH INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $68100.00          | $5105457.00        | Equities   |
| MICRON TECHNOLOGY INC                    | 2026-03-02      | 0.0000%  | 0.0000% | $169174.00         | $70301947.44       | Equities   |
| MOODYS CORP                              | 2026-03-02      | 0.0000%  | 0.0000% | $170.00            | $81509.90          | Equities   |
| NETFLIX INC                              | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $84.59             | Equities   |
| NEUROGENE INC                            | 2026-03-02      | 0.0000%  | 0.0000% | $19822.00          | $390096.96         | Equities   |
| OCEANFIRST FINL CORP.                    | 2026-03-02      | 0.0000%  | 0.0000% | $100.00            | $1904.00           | Equities   |
| PTC THERAPEUTICS INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $585246.00         | $39855252.60       | Equities   |
| PEPSICO INC                              | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $335.16            | Equities   |
| Piedmont Realty                          | 2026-03-02      | 0.0000%  | 0.0000% | $87390.00          | $688633.20         | Equities   |
| QUALCOMM INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $7808.00           | $1136766.72        | Equities   |
| RBC BEARINGS                             | 2026-03-02      | 0.0000%  | 0.0000% | $5578.00           | $3215717.00        | Equities   |
| STOKE THERAPEUTICS INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $64250.00          | $2284087.50        | Equities   |
| STRYKER CORP                             | 2026-03-02      | 0.0000%  | 0.0000% | $2010.00           | $775980.60         | Equities   |
| TARSUS PHARMACEUTICALS INC               | 2026-03-02      | 0.0000%  | 0.0000% | $396.00            | $30044.52          | Equities   |
| TESLA INC                                | 2026-03-02      | 0.0000%  | 0.0000% | $34469.00          | $14083344.02       | Equities   |
| VERISIGN INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $225.29            | Equities   |
| VIASAT INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $92.14             | Equities   |
| WILLIAMS COMPANIES INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $2432.00           | $181840.64         | Equities   |
| ACUITY BRANDS INC.                       | 2026-03-02      | 0.0000%  | 0.0000% | $631.00            | $194051.43         | Equities   |
| AMERICAN AIRLINES GROUP INC              | 2026-03-02      | 0.0000%  | 0.0000% | $12.00             | $167.28            | Equities   |
| AMKOR TECHNOLOGY INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $858.00            | $41630.16          | Equities   |
| APELLIS PHARMACEUTICALS INC              | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $43.28             | Equities   |
| Astronics                                | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $160.40            | Equities   |
| AUTODESK INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $233.45            | Equities   |
| BERKSHIRE HATHAWAY INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $502.67            | Equities   |
| CSX CORP                                 | 2026-03-02      | 0.0000%  | 0.0000% | $5.00              | $213.25            | Equities   |
| CELCUITY INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $6.00              | $666.72            | Equities   |
| CENTENE CORP                             | 2026-03-02      | 0.0000%  | 0.0000% | $65521.00          | $2812816.53        | Equities   |
| CIRCLE INTERNET GROUP INC                | 2026-03-02      | 0.0000%  | 0.0000% | $10.00             | $872.10            | Equities   |
| CISCO SYSTEMS INC                        | 2026-03-02      | 0.0000%  | 0.0000% | $94098.00          | $7349053.80        | Equities   |
| COGNIZANT TECH SOLUTIONS CORP            | 2026-03-02      | 0.0000%  | 0.0000% | $4.00              | $259.88            | Equities   |
| COINBASE GLOBAL INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $24311.00          | $4401749.66        | Equities   |
| CONAGRA BRANDS INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $6026.00           | $112866.98         | Equities   |
| DXC TECHNOLOGY CO                        | 2026-03-02      | 0.0000%  | 0.0000% | $18.00             | $227.52            | Equities   |
| DOUBLEVERIFY HOLDINGS INC                | 2026-03-02      | 0.0000%  | 0.0000% | $16.00             | $152.48            | Equities   |
| EBAY INC                                 | 2026-03-02      | 0.0000%  | 0.0000% | $11144.00          | $979557.60         | Equities   |
| FREEPORT-MCMORAN INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $68.38             | Equities   |
| FUBOTV INC                               | 2026-03-02      | 0.0000%  | 0.0000% | $253.00            | $301.07            | Equities   |
| ARTHUR J GALLAGHER & CO                  | 2026-03-02      | 0.0000%  | 0.0000% | $99.00             | $22296.78          | Equities   |
| GENERAL DYNAMICS CORP                    | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $350.72            | Equities   |
| GENERAL ELECTRIC CO                      | 2026-03-02      | 0.0000%  | 0.0000% | $21835.00          | $7442241.40        | Equities   |
| GENERAL MOTORS CO                        | 2026-03-02      | 0.0000%  | 0.0000% | $130842.00         | $10570725.18       | Equities   |
| GILEAD SCIENCES INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $287.54            | Equities   |
| GOLDMAN SACHS GROUP INC/THE              | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $929.00            | Equities   |
| HALOZYME THERAPEUTICS INC                | 2026-03-02      | 0.0000%  | 0.0000% | $1200.00           | $83064.00          | Equities   |
| HILTON WORLDWIDE HOLDINGS INC            | 2026-03-02      | 0.0000%  | 0.0000% | $2083.00           | $662039.89         | Equities   |
| HUBSPOT INC                              | 2026-03-02      | 0.0000%  | 0.0000% | $90431.00          | $24282532.12       | Equities   |
| ISHARES CORE S&P 500 ETF                 | 2026-03-02      | 0.0000%  | 0.0000% | $58542.00          | $40535066.22       | Equities   |
| KINDER MORGAN INC                        | 2026-03-02      | 0.0000%  | 0.0000% | $3.00              | $99.18             | Equities   |
| LATTICE SEMICONDUCTOR CORP               | 2026-03-02      | 0.0000%  | 0.0000% | $25864.00          | $2515274.00        | Equities   |
| FORMULA ONE GROUP                        | 2026-03-02      | 0.0000%  | 0.0000% | $51696.00          | $4473771.84        | Equities   |
| LOWES COMPANIES INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $1540.00           | $407160.60         | Equities   |
| MASTERCARD INC                           | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $514.77            | Equities   |
| MCKESSON CORP                            | 2026-03-02      | 0.0000%  | 0.0000% | $727.00            | $708425.15         | Equities   |
| OLLIES BARGAIN OUTLET HOLDINGS I         | 2026-03-02      | 0.0000%  | 0.0000% | $599.00            | $64620.12          | Equities   |
| PAYLOCITY HOLDING CORP                   | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $112.62            | Equities   |
| PENN ENTERTAINMENT INC                   | 2026-03-02      | 0.0000%  | 0.0000% | $5.00              | $73.20             | Equities   |
| RIOT PLATFORMS INC                       | 2026-03-02      | 0.0000%  | 0.0000% | $2999.00           | $51252.91          | Equities   |
| SEMRUSH HOLDINGS INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $3.00              | $35.43             | Equities   |
| SYNOPSYS INC                             | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $426.00            | Equities   |
| SYNCHRONY FINANCIAL                      | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $73.98             | Equities   |
| UDR INC                                  | 2026-03-02      | 0.0000%  | 0.0000% | $4.00              | $152.36            | Equities   |
| UNITED PARCEL SERVICE INC                | 2026-03-02      | 0.0000%  | 0.0000% | $12.00             | $1399.56           | Equities   |
| UNIVERSAL HEALTH SERVICES INC            | 2026-03-02      | 0.0000%  | 0.0000% | $2510.00           | $512868.30         | Equities   |
| WEYERHAEUSER COMPANY                     | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $24.52             | Equities   |
| DOCGO INC                                | 2026-03-02      | 0.0000%  | 0.0000% | $30591.00          | $21750.20          | Equities   |

### Security 316: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: H85Z6XZP8B10ES0M2G89, C.5 - Other ID: BYDUP3CP3
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP                                           | 2026-09-06      | 3.2150%  | 0.0000% | $16000.00          | $16187.86          | Agency Debentures and Agency Strips |
| FORD MOTOR COMPANY                                         | 2043-01-15      | 4.7500%  | 0.0000% | $30000.00          | $24318.05          | Agency Debentures and Agency Strips |
| AIR LEASE CORPORATION                                      | 2026-06-01      | 3.7500%  | 0.0000% | $7000.00           | $7055.71           | Agency Debentures and Agency Strips |
| BIO-RAD LABS INC                                           | 2027-03-15      | 3.3000%  | 0.0000% | $10000.00          | $10075.20          | Agency Debentures and Agency Strips |
| CSX CORP                                                   | 2048-03-01      | 4.3000%  | 0.0000% | $402000.00         | $351188.09         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                                     | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $178.45            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-09-30      | 1.2500%  | 0.0000% | $25000000.00       | $23805102.47       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-05-15      | 3.7500%  | 0.0000% | $499700.00         | $508714.33         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2030-06-30      | 3.8750%  | 0.0000% | $7295400.00        | $7450307.34        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2030-07-31      | 3.8750%  | 0.0000% | $39765000.00       | $40486821.97       | U.S. Treasuries (including strips)  |
| GOLDMAN SACHS GROUP INC/THE                                | 2029-04-23      | 3.8140%  | 0.0000% | $75000.00          | $75546.53          | Agency Debentures and Agency Strips |
| PHINIA INC                                                 | 2032-10-15      | 6.6250%  | 0.0000% | $50000.00          | $53210.58          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                                     | 2029-10-31      | 4.1250%  | 0.0000% | $553000.00         | $573096.62         | U.S. Treasuries (including strips)  |
| EBAY INC                                                   | 2042-07-15      | 4.0000%  | 0.0000% | $27000.00          | $22575.96          | Agency Debentures and Agency Strips |
| EBAY INC                                                   | 2026-05-10      | 1.4000%  | 0.0000% | $10000.00          | $9990.01           | Agency Debentures and Agency Strips |
| LABORATORY CORP OF AMER HLDGS                              | 2026-06-01      | 1.5500%  | 0.0000% | $5000.00           | $4985.01           | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                                     | 2028-12-31      | 1.3750%  | 0.0000% | $5554900.00        | $5264956.65        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2032-08-31      | 3.8750%  | 0.0000% | $99458800.00       | $102402278.79      | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2030-10-31      | 3.6250%  | 0.0000% | $4097600.00        | $4164892.58        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2030-10-15      | 1.1250%  | 0.0000% | $939000.00         | $947758.18         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2035-11-15      | 4.0000%  | 0.0000% | $14066800.00       | $14269582.94       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2055-11-15      | 4.6250%  | 0.0000% | $7818100.00        | $7907267.72        | U.S. Treasuries (including strips)  |
| ASP UNIFRAX HOLDINGS INC                                   | 2029-09-30      | 7.1000%  | 0.0000% | $13.00             | $1.06              | Agency Debentures and Agency Strips |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                         | 2034-06-15      | 5.0000%  | 0.0000% | $2000.00           | $2099.84           | Agency Debentures and Agency Strips |
| ANTERO RESOURCES CORP                                      | 2036-02-01      | 5.4000%  | 0.0000% | $16997000.00       | $17130596.42       | Agency Debentures and Agency Strips |
| ASURION LLC                                                | 2034-02-01      | 8.3750%  | 0.0000% | $822000.00         | $825247.93         | Agency Debentures and Agency Strips |
| BANK OF NEW YORK MELLON CORP/THE                           | 2079-12-31      | 3.7500%  | 0.0000% | $162000.00         | $161421.53         | Agency Debentures and Agency Strips |
| CENTENE CORP                                               | 2031-08-01      | 2.6250%  | 0.0000% | $3176000.00        | $2752689.49        | Agency Debentures and Agency Strips |
| CHARTER COMMUNICATIONS OPERATING                           | 2047-05-01      | 5.3750%  | 0.0000% | $3000000.00        | $2556148.33        | Agency Debentures and Agency Strips |
| CHOBANI LLC                                                | 2029-07-01      | 7.6250%  | 0.0000% | $1323000.00        | $1392141.45        | Agency Debentures and Agency Strips |
| CLOUD SOFTWARE GROUP INC                                   | 2029-09-30      | 9.0000%  | 0.0000% | $500000.00         | $511720.00         | Agency Debentures and Agency Strips |
| COMPOSECURE HOLDINGS LLC                                   | 2033-02-01      | 5.6250%  | 0.0000% | $1500000.00        | $1508203.13        | Agency Debentures and Agency Strips |
| DISCOVERY COMMUNICATIONS LLC                               | 2026-03-11      | 4.9000%  | 0.0000% | $125000.00         | $127836.81         | Agency Debentures and Agency Strips |
| ENERGY TRANSFER LP                                         | 2056-02-15      | 6.7500%  | 0.0000% | $102000.00         | $104467.38         | Agency Debentures and Agency Strips |
| FAIR ISAAC CORP                                            | 2026-05-15      | 5.2500%  | 0.0000% | $162000.00         | $164409.75         | Agency Debentures and Agency Strips |
| FORD MOTOR COMPANY                                         | 2032-02-12      | 3.2500%  | 0.0000% | $141000.00         | $126876.62         | Agency Debentures and Agency Strips |
| FORD MOTOR CREDIT COMPANY LLC                              | 2033-04-06      | 5.7530%  | 0.0000% | $3071000.00        | $3150110.41        | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                 | 2028-03-15      | 6.5000%  | 0.0000% | $25030.00          | $29.73             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                 | 2031-08-15      | 7.0000%  | 0.0000% | $25000.00          | $37.22             | Agency Mortgage-Backed Securities   |
| IRON MOUNTAIN INC                                          | 2031-02-15      | 4.5000%  | 0.0000% | $262000.00         | $253490.24         | Agency Debentures and Agency Strips |
| KRAFT HEINZ FOODS CO                                       | 2026-06-01      | 3.0000%  | 0.0000% | $25000.00          | $25117.67          | Agency Debentures and Agency Strips |
| MORGAN STANLEY                                             | 2026-09-08      | 4.3500%  | 0.0000% | $26000.00          | $26578.78          | Agency Debentures and Agency Strips |
| MORGAN STANLEY                                             | 2028-01-21      | 2.4750%  | 0.0000% | $7000.00           | $6922.97           | Agency Debentures and Agency Strips |
| NRG ENERGY INC                                             | 2036-01-15      | 6.0000%  | 0.0000% | $595000.00         | $619988.02         | Agency Debentures and Agency Strips |
| ORACLE CORPORATION                                         | 2065-09-26      | 6.1000%  | 0.0000% | $224000.00         | $201292.25         | Agency Debentures and Agency Strips |
| PHH CORP                                                   | 2029-11-01      | 9.8750%  | 0.0000% | $279000.00         | $290904.77         | Agency Debentures and Agency Strips |
| PRIME SECURITY SERVICES BORROWER LLC                       | 2026-04-15      | 5.7500%  | 0.0000% | $44000.00          | $45285.02          | Agency Debentures and Agency Strips |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-2       | 2033-04-20      | 5.0500%  | 0.0000% | $1000000.00        | $1023240.94        | Agency Mortgage-Backed Securities   |
| SHERWIN-WILLIAMS COMPANY (THE)                             | 2030-05-15      | 2.3000%  | 0.0000% | $3000.00           | $2804.75           | Agency Debentures and Agency Strips |
| T-MOBILE USA INC                                           | 2036-02-15      | 5.0000%  | 0.0000% | $3000000.00        | $3031380.00        | Agency Debentures and Agency Strips |
| UNITED AIRLINES 2014-1 PASS THROUGH TRUSTS                 | 2027-10-11      | 4.0000%  | 0.0000% | $82000.00          | $35690.37          | Agency Debentures and Agency Strips |
| UNITED PARCEL SERVICE INC                                  | 2049-03-15      | 4.2500%  | 0.0000% | $220000.00         | $188140.70         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                                     | 2027-01-21      | 0.0000%  | 0.0000% | $506100.00         | $490737.33         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $239665.86         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2026-09-30      | 0.0000%  | 0.0000% | $88000.00          | $86190.19          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2029-01-15      | 3.5000%  | 0.0000% | $50000000.00       | $50336822.93       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-12-31      | 0.0000%  | 0.0000% | $192694.37         | $174596.51         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2026-03-31      | 0.0000%  | 0.0000% | $287879.09         | $286996.16         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2026-10-31      | 0.0000%  | 0.0000% | $249.33            | $243.41            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2027-12-31      | 0.0000%  | 0.0000% | $191919.48         | $180119.69         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-06-30      | 0.0000%  | 0.0000% | $192999.52         | $178086.64         | U.S. Treasuries (including strips)  |
| WEC ENERGY GROUP INC                                       | 2027-10-01      | 5.1500%  | 0.0000% | $1000.00           | $1038.04           | Agency Debentures and Agency Strips |
| WALMART INC                                                | 2051-09-22      | 2.6500%  | 0.0000% | $115000.00         | $75144.42          | Agency Debentures and Agency Strips |
| WALMART INC                                                | 2053-04-15      | 4.5000%  | 0.0000% | $134000.00         | $122221.40         | Agency Debentures and Agency Strips |
| WASTE CONNECTIONS INC                                      | 2035-09-01      | 5.2500%  | 0.0000% | $2100000.00        | $2276576.75        | Agency Debentures and Agency Strips |
| WELLS FARGO & COMPANY                                      | 2028-01-24      | 4.9000%  | 0.0000% | $189000.00         | $191374.16         | Agency Debentures and Agency Strips |
| ZIPRECRUITER INC                                           | 2030-01-15      | 5.0000%  | 0.0000% | $2521000.00        | $1640750.83        | Agency Debentures and Agency Strips |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | 2026-06-15      | 3.2500%  | 0.0000% | $125000.00         | $125505.00         | Agency Debentures and Agency Strips |
| AT&T INC                                                   | 2059-09-15      | 3.6500%  | 0.0000% | $4875000.00        | $3365383.13        | Agency Debentures and Agency Strips |
| AT&T INC                                                   | 2056-04-30      | 6.0000%  | 0.0000% | $1000.00           | $1015.74           | Agency Debentures and Agency Strips |
| ALPHABET INC                                               | 2036-02-15      | 4.8000%  | 0.0000% | $1544000.00        | $1567895.97        | Agency Debentures and Agency Strips |
| AMERICAN EXPRESS COMPANY                                   | 2030-04-25      | 5.5320%  | 0.0000% | $6336000.00        | $6732236.54        | Agency Debentures and Agency Strips |
| BANK OF NEW YORK MELLON CORP/THE                           | 2026-05-04      | 2.8000%  | 0.0000% | $4000.00           | $4027.12           | Agency Debentures and Agency Strips |
| TRUIST BANK                                                | 2026-10-30      | 3.8000%  | 0.0000% | $816000.00         | $825432.96         | Agency Debentures and Agency Strips |
| AMCOR FLEXIBLES NORTH AMERICA INC                          | 2026-09-15      | 3.1000%  | 0.0000% | $2000.00           | $2015.34           | Agency Debentures and Agency Strips |
| BOSTON SCIENTIFIC CORP                                     | 2028-03-01      | 4.0000%  | 0.0000% | $15000.00          | $15339.83          | Agency Debentures and Agency Strips |
| CSX CORP                                                   | 2027-06-01      | 3.2500%  | 0.0000% | $5000.00           | $5004.37           | Agency Debentures and Agency Strips |
| CABOT CORP                                                 | 2032-06-30      | 5.0000%  | 0.0000% | $2000.00           | $2057.67           | Agency Debentures and Agency Strips |
| COMERICA INCORPORATED                                      | 2026-07-22      | 3.8000%  | 0.0000% | $41000.00          | $41035.44          | Agency Debentures and Agency Strips |
| JOHN DEERE CAPITAL CORP                                    | 2026-06-08      | 4.7500%  | 0.0000% | $40000.00          | $40518.14          | Agency Debentures and Agency Strips |
| EIDP INC                                                   | 2026-05-15      | 4.5000%  | 0.0000% | $18000.00          | $18238.32          | Agency Debentures and Agency Strips |
| ESSEX PORTFOLIO LP                                         | 2048-03-15      | 4.5000%  | 0.0000% | $328000.00         | $288380.88         | Agency Debentures and Agency Strips |
| GLOBAL ATLANTIC (FIN) CO                                   | 2054-03-15      | 6.7500%  | 0.0000% | $70000.00          | $70313.95          | Agency Debentures and Agency Strips |
| GOLDMAN SACHS GROUP INC/THE                                | 2028-08-23      | 4.4820%  | 0.0000% | $2542000.00        | $2558594.18        | Agency Debentures and Agency Strips |
| HP INC                                                     | 2033-01-15      | 5.5000%  | 0.0000% | $4000.00           | $4121.99           | Agency Debentures and Agency Strips |
| INTEL CORP                                                 | 2053-02-10      | 5.7000%  | 0.0000% | $3000.00           | $2853.46           | Agency Debentures and Agency Strips |
| ITC HOLDINGS                                               | 2026-06-30      | 3.2500%  | 0.0000% | $40000.00          | $40076.23          | Agency Debentures and Agency Strips |
| L3HARRIS TECHNOLOGIES INC                                  | 2026-12-15      | 3.8500%  | 0.0000% | $6000.00           | $6045.18           | Agency Debentures and Agency Strips |
| LEVEL 3 FINANCING INC                                      | 2036-01-15      | 8.5000%  | 0.0000% | $2895760.00        | $3067800.32        | Agency Debentures and Agency Strips |
| MARS INC                                                   | 2035-03-01      | 5.2000%  | 0.0000% | $939000.00         | $994731.74         | Agency Debentures and Agency Strips |
| MARSH & MCLENNAN COMPANIES INC                             | 2034-03-15      | 5.1500%  | 0.0000% | $4000.00           | $4219.70           | Agency Debentures and Agency Strips |
| MCDONALDS CORP                                             | 2049-09-01      | 3.6250%  | 0.0000% | $7000.00           | $5402.90           | Agency Debentures and Agency Strips |
| ORACLE CORPORATION                                         | 2026-07-15      | 2.6500%  | 0.0000% | $21000.00          | $20942.71          | Agency Debentures and Agency Strips |
| ORACLE CORPORATION                                         | 2065-08-03      | 6.1250%  | 0.0000% | $552000.00         | $488400.40         | Agency Debentures and Agency Strips |
| PLAINS ALL AMERICAN PIPELINE LP                            | 2026-12-15      | 4.5000%  | 0.0000% | $39000.00          | $39478.14          | Agency Debentures and Agency Strips |
| Securian Fin Grp                                           | 2048-04-15      | 4.8000%  | 0.0000% | $2000000.00        | $1774320.00        | Agency Debentures and Agency Strips |
| SNAP-ON INC                                                | 2048-03-01      | 4.1000%  | 0.0000% | $525000.00         | $446572.58         | Agency Debentures and Agency Strips |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | 2026-03-15      | 1.6500%  | 0.0000% | $11000.00          | $11069.03          | Agency Debentures and Agency Strips |
| SUMMIT MIDSTREAM HOLDINGS LLC                              | 2029-10-31      | 8.6250%  | 0.0000% | $2065000.00        | $2172638.13        | Agency Debentures and Agency Strips |
| T-MOBILE USA INC                                           | 2056-02-15      | 5.8500%  | 0.0000% | $25000.00          | $25282.56          | Agency Debentures and Agency Strips |
| CLOUD SOFTWARE GROUP INC                                   | 2029-03-31      | 6.5000%  | 0.0000% | $56000.00          | $56757.77          | Agency Debentures and Agency Strips |
| TOLL BROS FIN                                              | 2027-03-15      | 4.8750%  | 0.0000% | $4000.00           | $4114.91           | Agency Debentures and Agency Strips |
| UNITED PARCEL SERVICE INC                                  | 2047-11-15      | 3.7500%  | 0.0000% | $1744000.00        | $1388895.44        | Agency Debentures and Agency Strips |
| UNITED PARCEL SERVICE INC                                  | 2064-05-22      | 5.6000%  | 0.0000% | $633000.00         | $631150.23         | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                                     | 2056-02-15      | 2.3750%  | 0.0000% | $5265000.00        | $5204948.46        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2033-01-31      | 4.0000%  | 0.0000% | $5699200.00        | $5810598.99        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2036-02-15      | 4.1250%  | 0.0000% | $7442000.00        | $7545171.45        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2029-02-15      | 3.5000%  | 0.0000% | $16523600.00       | $16586756.85       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-09-30      | 0.0000%  | 0.0000% | $293914.12         | $268775.65         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2029-03-31      | 0.0000%  | 0.0000% | $293197.03         | $263290.93         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2029-09-30      | 0.0000%  | 0.0000% | $290999.99         | $256749.87         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2026-09-30      | 0.0000%  | 0.0000% | $292980.06         | $286897.79         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2027-03-31      | 0.0000%  | 0.0000% | $293000.00         | $282141.42         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2027-09-30      | 0.0000%  | 0.0000% | $187000.00         | $176984.28         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                                     | 2028-03-31      | 0.0000%  | 0.0000% | $187000.00         | $174061.66         | U.S. Treasuries (including strips)  |
| UNITEDHEALTH GROUP INC                                     | 2048-06-15      | 4.2500%  | 0.0000% | $3000.00           | $2502.18           | Agency Debentures and Agency Strips |
| UNITEDHEALTH GROUP INC                                     | 2049-08-15      | 3.7000%  | 0.0000% | $3430000.00        | $2575461.23        | Agency Debentures and Agency Strips |
| UNITEDHEALTH GROUP INC                                     | 2051-05-15      | 3.2500%  | 0.0000% | $1000000.00        | $693158.33         | Agency Debentures and Agency Strips |
| VERIZON COMMUNICATIONS INC                                 | 2056-10-30      | 2.9870%  | 0.0000% | $23000000.00       | $14189798.25       | Agency Debentures and Agency Strips |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_25-B                     | 2029-01-22      | 4.0100%  | 0.0000% | $148000.00         | $148650.27         | Agency Mortgage-Backed Securities   |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_24-A | 2029-09-17      | 5.2500%  | 0.0000% | $2000.00           | $2024.54           | Agency Mortgage-Backed Securities   |
| CASH & EQUIVALENTS                                         | 2026-03-02      | 0.0000%  | 0.0000% | $39819710.52       | $39819710.52       | Cash                                |

### Security 317: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| Entergy Tx                                | 2035-04-15      | 5.2500%  | 0.0000% | $17657000.00       | $18594410.13       | Corporate Debt Securities |
| OHIO POWER CO                             | 2051-10-01      | 2.9000%  | 0.0000% | $28000000.00       | $17874671.11       | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                  | 2029-02-01      | 4.5690%  | 0.0000% | $1500000.00        | $1514759.75        | Corporate Debt Securities |
| BMW US CAPITAL LLC                        | 2027-08-13      | 4.6000%  | 0.0000% | $2000000.00        | $2023477.78        | Corporate Debt Securities |
| BANK OF AMERICA CORP                      | 2032-07-21      | 2.2990%  | 0.0000% | $89957000.00       | $81267063.84       | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE          | 2034-04-26      | 4.9670%  | 0.0000% | $15000000.00       | $15622869.58       | Corporate Debt Securities |
| BARCLAYS PLC                              | 2032-03-10      | 2.6670%  | 0.0000% | $5000000.00        | $4658109.58        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                  | 2046-10-15      | 3.7000%  | 0.0000% | $19500000.00       | $15498730.00       | Corporate Debt Securities |
| ENERGY TRANSFER LP                        | 2033-12-01      | 6.5500%  | 0.0000% | $20000000.00       | $22417744.44       | Corporate Debt Securities |
| META PLATFORMS INC                        | 2053-05-15      | 5.6000%  | 0.0000% | $14529000.00       | $14399934.05       | Corporate Debt Securities |
| HCA INC                                   | 2035-11-15      | 4.9000%  | 0.0000% | $10000000.00       | $10097650.00       | Corporate Debt Securities |
| KINDER MORGAN INC                         | 2033-06-01      | 5.2000%  | 0.0000% | $17070000.00       | $17998816.63       | Corporate Debt Securities |
| MARKEL GROUP INC                          | 2054-05-16      | 6.0000%  | 0.0000% | $2000000.00        | $2075686.67        | Corporate Debt Securities |
| MORGAN STANLEY                            | 2028-10-18      | 6.2960%  | 0.0000% | $15499000.00       | $16410661.51       | Corporate Debt Securities |
| NXP BV                                    | 2041-05-11      | 3.2500%  | 0.0000% | $37926000.00       | $29480617.25       | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                     | 2027-04-13      | 3.1250%  | 0.0000% | $9928000.00        | $9771554.02        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY          | 2034-03-15      | 6.9500%  | 0.0000% | $21834000.00       | $25215759.09       | Corporate Debt Securities |
| REALTY INCOME CORP                        | 2032-12-15      | 2.8500%  | 0.0000% | $4600000.00        | $4207574.00        | Corporate Debt Securities |
| EQUINOR ASA                               | 2040-08-17      | 5.1000%  | 0.0000% | $3200000.00        | $3208117.33        | Corporate Debt Securities |
| AT&T INC                                  | 2045-11-01      | 5.5500%  | 0.0000% | $700000.00         | $705213.25         | Corporate Debt Securities |
| AIR LEASE CORPORATION                     | 2026-08-15      | 1.8750%  | 0.0000% | $10000000.00       | $9906450.00        | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                | 2053-04-15      | 5.1500%  | 0.0000% | $5000000.00        | $4632416.67        | Corporate Debt Securities |
| AMGEN INC                                 | 2046-02-19      | 5.5000%  | 0.0000% | $1000.00           | $995.49            | Corporate Debt Securities |
| BPCE SA                                   | 2027-10-23      | 3.5000%  | 0.0000% | $1500000.00        | $1506068.33        | Corporate Debt Securities |
| BANK OF AMERICA CORP                      | 2042-04-22      | 3.3110%  | 0.0000% | $3931000.00        | $3173600.58        | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND            | 2031-03-12      | 5.3500%  | 0.0000% | $8917000.00        | $8737121.82        | Corporate Debt Securities |
| CATERPILLAR FINANCIAL SERVICES CORP       | 2028-08-15      | 4.1000%  | 0.0000% | $10000000.00       | $10091766.67       | Corporate Debt Securities |
| COCA-COLA CO                              | 2027-05-25      | 2.9000%  | 0.0000% | $2000000.00        | $1997842.22        | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)         | 2034-02-14      | 5.0000%  | 0.0000% | $10000000.00       | $10324055.56       | Corporate Debt Securities |
| FEDERAL REALTY OP LP                      | 2027-07-15      | 3.2500%  | 0.0000% | $10000000.00       | $9941016.67        | Corporate Debt Securities |
| HCA INC                                   | 2026-06-15      | 5.2500%  | 0.0000% | $9984000.00        | $10098816.00       | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY                | 2044-10-15      | 4.4000%  | 0.0000% | $21356000.00       | $19076531.75       | Corporate Debt Securities |
| ORACLE CORPORATION                        | 2036-02-04      | 5.7000%  | 0.0000% | $15000000.00       | $15098125.00       | Corporate Debt Securities |
| PHILLIPS 66                               | 2042-05-01      | 5.8750%  | 0.0000% | $18410000.00       | $19234778.23       | Corporate Debt Securities |
| CARLYLE SECURED LENDING INC               | 2031-02-15      | 5.7500%  | 0.0000% | $10000000.00       | $9759866.67        | Corporate Debt Securities |
| TYSON FOODS INC                           | 2034-03-15      | 5.7000%  | 0.0000% | $14850000.00       | $16157245.50       | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION | 2028-08-18      | 4.7040%  | 0.0000% | $8000000.00        | $8048848.00        | Corporate Debt Securities |
| MISC CAPITAL TWO (LABUAN) LTD             | 2027-04-06      | 3.7500%  | 0.0000% | $1800000.00        | $1819579.50        | Corporate Debt Securities |

### Security 318: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVYH065
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| COINBASE GLOBAL INC                | 2026-03-02      | 0.0000%  | 0.0000% | $26632.00          | $4821989.92        | Equities                           |
| ELI LILLY AND COMPANY              | 2026-03-02      | 0.0000%  | 0.0000% | $4007.00           | $4095234.14        | Equities                           |
| EMCOR GRP INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $219.00            | $163413.42         | Equities                           |
| APPLOVIN CORP                      | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $444.93            | Equities                           |
| HONEYWELL INTERNATIONAL INC        | 2026-03-02      | 0.0000%  | 0.0000% | $7077.00           | $1704707.76        | Equities                           |
| JOHNSON & JOHNSON                  | 2026-03-02      | 0.0000%  | 0.0000% | $57633.00          | $14031906.51       | Equities                           |
| BIOMARIN PHARMACEUTICAL INC.       | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $61.11             | Equities                           |
| CME GROUP INC                      | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $632.90            | Equities                           |
| COCA-COLA CO                       | 2026-03-02      | 0.0000%  | 0.0000% | $8.00              | $644.00            | Equities                           |
| COMMUNITY HEALTHCARE TRUST INC     | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $17.02             | Equities                           |
| DEVON ENERGY CORPORATION           | 2026-03-02      | 0.0000%  | 0.0000% | $31794.00          | $1356332.04        | Equities                           |
| DRAFTKINGS INC                     | 2026-03-02      | 0.0000%  | 0.0000% | $308.00            | $7234.92           | Equities                           |
| FIRST SOLAR                        | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $200.10            | Equities                           |
| LULULEMON ATHLETICA INC            | 2026-03-02      | 0.0000%  | 0.0000% | $13.00             | $2419.30           | Equities                           |
| NEUROCRINE BIOSCIENCES INC         | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $130.64            | Equities                           |
| NEWS CORP                          | 2026-03-02      | 0.0000%  | 0.0000% | $11.00             | $296.34            | Equities                           |
| NIKE INC                           | 2026-03-02      | 0.0000%  | 0.0000% | $187033.00         | $11960760.35       | Equities                           |
| REALTY INCOME CORP                 | 2026-03-02      | 0.0000%  | 0.0000% | $2.00              | $133.20            | Equities                           |
| SLB NV                             | 2026-03-02      | 0.0000%  | 0.0000% | $10.00             | $514.90            | Equities                           |
| SERVICE PROPERTIES TRUST           | 2026-03-02      | 0.0000%  | 0.0000% | $10.00             | $23.70             | Equities                           |
| Southern Copper                    | 2026-03-02      | 0.0000%  | 0.0000% | $8563.00           | $1847039.10        | Equities                           |
| TPG INC                            | 2026-03-02      | 0.0000%  | 0.0000% | $111.00            | $4991.67           | Equities                           |
| THERMO FISHER                      | 2026-03-02      | 0.0000%  | 0.0000% | $1.00              | $520.12            | Equities                           |
| UNITED STATES TREASURY             | 2026-04-30      | 0.0000%  | 0.0000% | $800.00            | $795.24            | U.S. Treasuries (including strips) |
| NORWEGIAN CRUISE LINE HOLDINGS LTD | 2026-03-02      | 0.0000%  | 0.0000% | $199838.00         | $4999946.76        | Equities                           |
| AON PLC                            | 2026-03-02      | 0.0000%  | 0.0000% | $15139.00          | $4999957.53        | Equities                           |
| JOHNSON CONTROLS INTERNATIONAL PLC | 2026-03-02      | 0.0000%  | 0.0000% | $34860.00          | $4999621.20        | Equities                           |

### Security 319: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.830000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDXGTTD9
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BAUSCH HEALTH COMPANIES INC                  | 2028-06-01      | 4.8750%  | 0.0000% | $18553000.00       | $17474436.81       | Corporate Debt Securities                         |
| CSC HOLDINGS LLC                             | 2028-05-15      | 11.2500% | 0.0000% | $13267000.00       | $10988591.76       | Corporate Debt Securities                         |
| DISH NETWORK CORP                            | 2027-11-15      | 11.7500% | 0.0000% | $20354000.00       | $21764159.04       | Corporate Debt Securities                         |
| WARNERMEDIA HOLDINGS INC                     | 2027-03-15      | 3.7550%  | 0.0000% | $50000.00          | $50772.88          | Corporate Debt Securities                         |
| ONSLOW BAY FINANCIAL LLC OBX_25-NQM20        | 2065-10-25      | 5.0210%  | 0.0000% | $100000.00         | $94410.69          | Private Label Collateralized Mortgage Obligations |
| AGTT_24-NLP                                  | 2041-08-15      | 8.3140%  | 0.0000% | $730000.00         | $497745.87         | Private Label Collateralized Mortgage Obligations |
| BARINGS PRIVATE CREDIT CORP                  | 2029-02-06      | 5.7500%  | 0.0000% | $955000.00         | $954650.63         | Corporate Debt Securities                         |
| BROOKFIELD FINANCE INC                       | 2055-01-15      | 6.3000%  | 0.0000% | $1999000.00        | $2005576.71        | Corporate Debt Securities                         |
| CSC HOLDINGS LLC                             | 2027-04-15      | 5.5000%  | 0.0000% | $20835000.00       | $18130339.20       | Corporate Debt Securities                         |
| CSC HOLDINGS LLC                             | 2031-02-15      | 3.3750%  | 0.0000% | $68460000.00       | $41420696.10       | Corporate Debt Securities                         |
| CVR ENERGY INC                               | 2031-02-15      | 7.5000%  | 0.0000% | $579000.00         | $580265.12         | Corporate Debt Securities                         |
| CORNERSTONE BUILDING BRANDS INC              | 2028-08-01      | 8.7500%  | 0.0000% | $17397000.00       | $13441589.08       | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC                       | 2039-09-15      | 7.6000%  | 0.0000% | $8203000.00        | $8198324.29        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPERATING             | 2035-12-01      | 5.8500%  | 0.0000% | $1000.00           | $1035.58           | Corporate Debt Securities                         |
| CONSOLIDATED ENERGY FINANCE SA               | 2026-05-15      | 6.5000%  | 0.0000% | $15288000.00       | $15461162.08       | Corporate Debt Securities                         |
| ECHOSTAR CORP                                | 2029-11-30      | 10.7500% | 0.0000% | $10740626.00       | $12011125.70       | Corporate Debt Securities                         |
| GRAY MEDIA INC                               | 2030-10-15      | 4.7500%  | 0.0000% | $873000.00         | $718545.93         | Corporate Debt Securities                         |
| SERVICE PROPERTIES TRUST                     | 2028-01-15      | 3.9500%  | 0.0000% | $13218000.00       | $12646563.83       | Corporate Debt Securities                         |
| IHEARTCOMMUNICATIONS INC                     | 2029-05-01      | 9.1250%  | 0.0000% | $11000000.00       | $10013963.06       | Corporate Debt Securities                         |
| INTERNATIONAL BUSINESS MACHINES CORP         | 2042-06-20      | 4.0000%  | 0.0000% | $1000.00           | $850.99            | Corporate Debt Securities                         |
| MPT Opt Partner                              | 2031-03-15      | 3.5000%  | 0.0000% | $25918000.00       | $20530943.70       | Corporate Debt Securities                         |
| OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA | 2031-05-15      | 2.5100%  | 0.0000% | $711000.00         | $623761.49         | Corporate Debt Securities                         |
| ORACLE CORPORATION                           | 2031-02-04      | 4.9500%  | 0.0000% | $1000.00           | $1005.32           | Corporate Debt Securities                         |
| ORACLE CORPORATION                           | 2066-02-04      | 6.8500%  | 0.0000% | $1000.00           | $976.94            | Corporate Debt Securities                         |
| PETSMART LLC                                 | 2033-09-15      | 10.0000% | 0.0000% | $21056000.00       | $22241031.68       | Corporate Debt Securities                         |
| RRD INTERMEDIATE HOLDINGS INC                | 2030-12-01      | 11.0000% | 0.0000% | $10543000.00       | $11234386.51       | Corporate Debt Securities                         |
| SERVICE PROPERTIES TRUST                     | 2027-12-15      | 5.5000%  | 0.0000% | $9485000.00        | $9608399.85        | Corporate Debt Securities                         |
| SRPT_14-STAR                                 | 2027-11-15      | 5.8675%  | 0.0000% | $129106.00         | $59479.14          | Private Label Collateralized Mortgage Obligations |
| VIASAT INC                                   | 2031-05-30      | 7.5000%  | 0.0000% | $7629000.00        | $7672142.00        | Corporate Debt Securities                         |
| CONNECT HOLDING II LLC                       | 2031-04-03      | 10.5000% | 0.0000% | $5735000.00        | $5684837.87        | Corporate Debt Securities                         |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDYPVUJ7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CHS/COMMUNITY HEALTH SYSTEMS INC              | 2032-01-15      | 10.8750% | 0.0000% | $112000.00         | $122260.88         | Corporate Debt Securities |
| ODEON FINCO PLC                               | 2027-11-01      | 12.7500% | 0.0000% | $3000000.00        | $3196570.00        | Corporate Debt Securities |
| PRIME HEALTHCARE SERVICES INC                 | 2029-09-01      | 9.3750%  | 0.0000% | $188000.00         | $205588.03         | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2033-04-15      | 6.2500%  | 0.0000% | $165000.00         | $171782.60         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                     | 2032-10-15      | 6.0000%  | 0.0000% | $178000.00         | $178459.24         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2033-01-15      | 7.3750%  | 0.0000% | $46000.00          | $45982.25          | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC             | 2028-04-15      | 6.7500%  | 0.0000% | $271000.00         | $280623.21         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $1980000.00        | $2033103.60        | Corporate Debt Securities |
| MPT Opt Partner                               | 2031-03-15      | 3.5000%  | 0.0000% | $173000.00         | $137041.95         | Corporate Debt Securities |
| OWENS-BROCKWAY GLASS CONTAINER INC            | 2031-05-15      | 7.2500%  | 0.0000% | $625000.00         | $646488.54         | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2031-09-15      | 4.5000%  | 0.0000% | $428000.00         | $418669.60         | Corporate Debt Securities |
| TASEKO MINES LTD                              | 2030-05-01      | 8.2500%  | 0.0000% | $464000.00         | $503659.63         | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                      | 2033-03-15      | 6.2500%  | 0.0000% | $138000.00         | $144896.55         | Corporate Debt Securities |
| BKV UPSTREAM MIDSTREAM LLC                    | 2030-10-15      | 7.5000%  | 0.0000% | $30000.00          | $31501.75          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP INC                 | 2032-12-31      | 4.3750%  | 0.0000% | $2000000.00        | $1635902.78        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2034-03-15      | 6.7500%  | 0.0000% | $1936000.00        | $2054478.36        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                      | 2027-12-15      | 5.5000%  | 0.0000% | $1935000.00        | $1960174.35        | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC                   | 2031-04-01      | 8.0000%  | 0.0000% | $2548000.00        | $2708696.70        | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                       | 2033-10-01      | 6.5000%  | 0.0000% | $502000.00         | $533397.87         | Corporate Debt Securities |
| PARAMOUNT GLOBAL                              | 2043-03-15      | 4.3750%  | 0.0000% | $3701000.00        | $2571482.56        | Corporate Debt Securities |
| ARCHROCK SERVICES LP                          | 2034-02-01      | 6.0000%  | 0.0000% | $1262000.00        | $1284766.48        | Corporate Debt Securities |
| NTNL MNTR HLDGS                               | 2030-12-15      | 10.5000% | 0.0000% | $2000000.00        | $2029010.00        | Corporate Debt Securities |
| VM CONSOLIDATED INC                           | 2029-04-15      | 5.5000%  | 0.0000% | $407000.00         | $407250.98         | Corporate Debt Securities |
| WAYFAIR LLC                                   | 2030-09-15      | 7.7500%  | 0.0000% | $500000.00         | $544277.50         | Corporate Debt Securities |
| AHP HEALTH PARTNERS INC                       | 2029-07-15      | 5.7500%  | 0.0000% | $345000.00         | $340528.22         | Corporate Debt Securities |
| ACRISURE LLC                                  | 2030-11-06      | 7.5000%  | 0.0000% | $75000.00          | $77839.50          | Corporate Debt Securities |
| AETHON UNITED BR LP                           | 2029-10-01      | 7.5000%  | 0.0000% | $75000.00          | $81267.50          | Corporate Debt Securities |
| AHEAD DB HOLDINGS LLC                         | 2028-05-01      | 6.6250%  | 0.0000% | $498000.00         | $493815.42         | Corporate Debt Securities |
| ALBION FINANCING 1 SARL                       | 2030-05-21      | 7.0000%  | 0.0000% | $476000.00         | $514460.80         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC             | 2031-10-01      | 6.5000%  | 0.0000% | $1886000.00        | $1948202.38        | Corporate Debt Securities |
| ALTICE FINANCING SA                           | 2027-07-15      | 9.6250%  | 0.0000% | $2500000.00        | $1912222.92        | Corporate Debt Securities |
| ARCHROCK PARTNERS LP                          | 2032-09-01      | 6.6250%  | 0.0000% | $856000.00         | $921748.41         | Corporate Debt Securities |
| ARCOSA INC                                    | 2029-04-15      | 4.3750%  | 0.0000% | $2232000.00        | $2242427.16        | Corporate Debt Securities |
| ARKO CORP                                     | 2029-11-15      | 5.1250%  | 0.0000% | $1096000.00        | $992702.91         | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC.                  | 2029-11-15      | 4.6250%  | 0.0000% | $248000.00         | $247264.47         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2029-06-30      | 5.8750%  | 0.0000% | $405000.00         | $418179.60         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2032-10-15      | 6.6250%  | 0.0000% | $287000.00         | $304760.04         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2033-07-15      | 6.6250%  | 0.0000% | $727000.00         | $761095.69         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2031-01-28      | 9.5000%  | 0.0000% | $3000000.00        | $3057578.33        | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                    | 2027-07-15      | 5.7500%  | 0.0000% | $1560000.00        | $1569310.60        | Corporate Debt Securities |
| AZORRA FINANCE LTD                            | 2034-02-15      | 6.2500%  | 0.0000% | $1500000.00        | $1483281.25        | Corporate Debt Securities |
| B&G FOODS INC                                 | 2028-09-15      | 8.0000%  | 0.0000% | $1632000.00        | $1652040.96        | Corporate Debt Securities |
| BEAZER HOMES USA INC                          | 2031-03-15      | 7.5000%  | 0.0000% | $200000.00         | $212774.00         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                      | 2032-07-15      | 7.2500%  | 0.0000% | $188000.00         | $200982.97         | Corporate Debt Securities |
| BROADSTREET PARTNERS GROUP LLC                | 2029-04-15      | 5.8750%  | 0.0000% | $1065000.00        | $1055150.53        | Corporate Debt Securities |
| GGP RETAIL LLC                                | 2027-04-01      | 4.5000%  | 0.0000% | $198000.00         | $198986.04         | Corporate Debt Securities |
| CCO HOLDINGS LLC                              | 2031-02-01      | 4.2500%  | 0.0000% | $406000.00         | $380226.89         | Corporate Debt Securities |
| VIRIDIEN SA                                   | 2030-10-15      | 10.0000% | 0.0000% | $1300000.00        | $1450886.67        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC              | 2034-01-15      | 9.7500%  | 0.0000% | $1000000.00        | $1112172.50        | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2034-03-01      | 5.8750%  | 0.0000% | $265000.00         | $265880.65         | Corporate Debt Securities |
| CABLEVISION LIGHTPATH LLC                     | 2027-09-15      | 3.8750%  | 0.0000% | $200000.00         | $203331.50         | Corporate Debt Securities |
| CAPSTONE BORROWER INC                         | 2030-06-15      | 8.0000%  | 0.0000% | $337000.00         | $300651.18         | Corporate Debt Securities |
| CENTURY ALUMINUM CO.                          | 2032-08-01      | 6.8750%  | 0.0000% | $3000000.00        | $3116235.83        | Corporate Debt Securities |
| CHEMOURS COMPANY                              | 2027-05-15      | 5.3750%  | 0.0000% | $3000000.00        | $3074727.50        | Corporate Debt Securities |
| CHOBANI LLC                                   | 2028-11-15      | 4.6250%  | 0.0000% | $457000.00         | $460173.48         | Corporate Debt Securities |
| CINEMARK USA INC                              | 2032-08-01      | 7.0000%  | 0.0000% | $1500000.00        | $1569173.33        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2028-07-01      | 8.3750%  | 0.0000% | $88000.00          | $92134.04          | Corporate Debt Securities |
| Compas Grp Diver                              | 2029-04-15      | 5.2500%  | 0.0000% | $248000.00         | $236294.40         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $41000.00          | $42129.14          | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2030-01-15      | 5.8750%  | 0.0000% | $953000.00         | $923556.27         | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC          | 2032-12-01      | 6.7500%  | 0.0000% | $1000000.00        | $1008910.00        | Corporate Debt Securities |
| DBR LAND HOLDINGS LLC                         | 2030-12-01      | 6.2500%  | 0.0000% | $5000.00           | $5231.71           | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                   | 2033-06-30      | 7.3750%  | 0.0000% | $31000.00          | $32418.47          | Corporate Debt Securities |
| DIRECTV FINANCING LLC                         | 2030-02-01      | 8.8750%  | 0.0000% | $765000.00         | $770637.84         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                  | 2030-10-15      | 7.2500%  | 0.0000% | $1000000.00        | $1069809.72        | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC                         | 2028-09-01      | 3.8750%  | 0.0000% | $1262000.00        | $1264832.49        | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                         | 2029-12-01      | 6.5000%  | 0.0000% | $183000.00         | $182309.68         | Corporate Debt Securities |
| EMRLD BORROWER LP                             | 2030-12-15      | 6.6250%  | 0.0000% | $697000.00         | $731146.03         | Corporate Debt Securities |
| EQUIPMENTSHARECOM INC                         | 2032-05-15      | 8.6250%  | 0.0000% | $200000.00         | $218905.50         | Corporate Debt Securities |
| FMC CORP                                      | 2049-10-01      | 4.5000%  | 0.0000% | $2000000.00        | $1268940.00        | Corporate Debt Securities |
| ELLINGTON FINANCIAL OPERATING PARTNERSHIP LLC | 2030-09-30      | 7.3750%  | 0.0000% | $3000000.00        | $3126856.25        | Corporate Debt Securities |
| FIESTA PURCHASER INC                          | 2032-09-15      | 9.6250%  | 0.0000% | $1560000.00        | $1658096.70        | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC                 | 2029-02-01      | 9.2500%  | 0.0000% | $1295000.00        | $1361809.77        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2030-04-15      | 8.8750%  | 0.0000% | $2000000.00        | $2165583.33        | Corporate Debt Securities |
| GENMAB A/S                                    | 2033-12-15      | 7.2500%  | 0.0000% | $435000.00         | $470411.90         | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2030-02-21      | 11.2500% | 0.0000% | $2819000.00        | $2613213.00        | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2028-03-01      | 14.0000% | 0.0000% | $3000000.00        | $2923740.00        | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2030-11-15      | 10.5000% | 0.0000% | $1302000.00        | $1216419.54        | Corporate Debt Securities |
| GLOBAL PARTNERS LP                            | 2029-01-15      | 6.8750%  | 0.0000% | $2980000.00        | $3035311.28        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                     | 2031-04-30      | 5.2500%  | 0.0000% | $148000.00         | $144837.61         | Corporate Debt Securities |
| GREAT CANADIAN GAMING CORP                    | 2029-11-15      | 8.7500%  | 0.0000% | $408000.00         | $425716.04         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP                | 2029-09-01      | 6.7500%  | 0.0000% | $80000.00          | $85532.00          | Corporate Debt Securities |
| HARVEST MIDSTREAM I LP                        | 2032-05-15      | 7.5000%  | 0.0000% | $259000.00         | $274099.70         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GROUP INC              | 2029-03-01      | 9.7500%  | 0.0000% | $674000.00         | $739692.53         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC          | 2034-01-15      | 6.6250%  | 0.0000% | $1674000.00        | $1743503.09        | Corporate Debt Securities |
| ILIAD HOLDING SAS                             | 2032-04-15      | 7.0000%  | 0.0000% | $211000.00         | $221905.89         | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                          | 2029-11-15      | 10.0000% | 0.0000% | $2970000.00        | $3027657.60        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2028-02-15      | 9.2500%  | 0.0000% | $47000.00          | $48617.90          | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2034-01-15      | 8.3750%  | 0.0000% | $3095000.00        | $3220876.23        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2029-07-31      | 7.7500%  | 0.0000% | $2440000.00        | $2475532.50        | Corporate Debt Securities |
| INDUSTRIAL F&B INVESTMENTS III INC            | 2033-02-11      | 7.7500%  | 0.0000% | $200000.00         | $206710.89         | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                   | 2032-09-30      | 7.8750%  | 0.0000% | $1800000.00        | $1553877.00        | Corporate Debt Securities |
| JELD-WEN INC                                  | 2027-12-15      | 4.8750%  | 0.0000% | $500000.00         | $419565.00         | Corporate Debt Securities |
| KAISER ALUMINUM CORPORATION                   | 2034-03-01      | 5.8750%  | 0.0000% | $418000.00         | $430806.59         | Corporate Debt Securities |
| KENNEDY-WILSON INC                            | 2031-03-01      | 5.0000%  | 0.0000% | $320000.00         | $318622.22         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                       | 2035-10-01      | 6.7500%  | 0.0000% | $83000.00          | $89309.66          | Corporate Debt Securities |
| KRONOS ACQUISITION HOLDINGS INC               | 2031-06-30      | 8.2500%  | 0.0000% | $2000000.00        | $1416125.00        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC               | 2031-08-01      | 8.2500%  | 0.0000% | $90000.00          | $95285.55          | Corporate Debt Securities |
| LBM ACQUISITION LLC                           | 2031-06-15      | 9.5000%  | 0.0000% | $2000000.00        | $1867520.00        | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                         | 2036-01-15      | 8.5000%  | 0.0000% | $1564837.00        | $1657805.71        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC                          | 2030-08-15      | 9.8750%  | 0.0000% | $129000.00         | $138310.15         | Corporate Debt Securities |
| MGM RESORTS INTERNATIONAL                     | 2027-04-15      | 5.5000%  | 0.0000% | $3000000.00        | $3089000.00        | Corporate Debt Securities |
| MIWD HOLDCO II LLC                            | 2030-02-01      | 5.5000%  | 0.0000% | $200000.00         | $187668.44         | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2028-04-15      | 6.8750%  | 0.0000% | $75000.00          | $78352.37          | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2032-04-15      | 6.5000%  | 0.0000% | $1891000.00        | $1980980.08        | Corporate Debt Securities |
| BWAY HOLDING CO                               | 2030-04-15      | 7.8750%  | 0.0000% | $672000.00         | $703628.52         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                     | 2029-12-04      | 5.3750%  | 0.0000% | $1450000.00        | $1451061.92        | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                     | 2032-04-17      | 7.6250%  | 0.0000% | $261000.00         | $280991.22         | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC                   | 2029-05-01      | 4.8750%  | 0.0000% | $500000.00         | $499149.17         | Corporate Debt Securities |
| MONEYGRAM INTL INC                            | 2030-06-01      | 9.0000%  | 0.0000% | $2996000.00        | $2017626.24        | Corporate Debt Securities |
| NCL CORPORATION LTD                           | 2032-02-01      | 6.7500%  | 0.0000% | $92000.00          | $95178.14          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2029-02-15      | 8.1250%  | 0.0000% | $1500000.00        | $1561857.50        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2032-02-15      | 8.3750%  | 0.0000% | $2155000.00        | $2270877.94        | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2030-01-31      | 9.1250%  | 0.0000% | $2319000.00        | $2455922.46        | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2032-11-15      | 7.6250%  | 0.0000% | $1686000.00        | $1778364.47        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC                          | 2031-05-15      | 10.3750% | 0.0000% | $2000000.00        | $2102642.78        | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC   | 2032-02-01      | 7.5000%  | 0.0000% | $390000.00         | $399815.00         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2028-01-15      | 4.3750%  | 0.0000% | $134000.00         | $135167.92         | Corporate Debt Securities |
| ORGANON & CO                                  | 2031-04-30      | 5.1250%  | 0.0000% | $200000.00         | $182813.25         | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC                       | 2028-02-15      | 6.0000%  | 0.0000% | $1046000.00        | $1043311.78        | Corporate Debt Securities |
| PANTHER ESCROW ISSUER LLC                     | 2031-06-01      | 7.1250%  | 0.0000% | $2628000.00        | $2708994.96        | Corporate Debt Securities |
| PAPA JOHNS INTL INC                           | 2029-09-15      | 3.8750%  | 0.0000% | $2000000.00        | $1931175.00        | Corporate Debt Securities |
| PARK RIVER HOLDINGS INC                       | 2030-12-31      | 8.7500%  | 0.0000% | $750000.00         | $727784.58         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2029-08-01      | 4.2500%  | 0.0000% | $171000.00         | $168513.56         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2032-09-15      | 6.1250%  | 0.0000% | $277000.00         | $292360.34         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2034-03-01      | 5.6250%  | 0.0000% | $403000.00         | $405430.09         | Corporate Debt Securities |
| PHOENIX AVIATION CAPITAL LTD (SHANNON BRANCH) | 2030-07-15      | 9.2500%  | 0.0000% | $487000.00         | $516152.63         | Corporate Debt Securities |
| PLAYTIKA HOLDING CORP                         | 2029-03-15      | 4.2500%  | 0.0000% | $2300000.00        | $1872257.50        | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2036-03-15      | 6.5000%  | 0.0000% | $333000.00         | $343845.81         | Corporate Debt Securities |
| RFNA LP                                       | 2030-02-15      | 7.8750%  | 0.0000% | $1026000.00        | $1027872.45        | Corporate Debt Securities |
| RAIN CARBON INC                               | 2029-09-01      | 12.2500% | 0.0000% | $1564000.00        | $1759201.10        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP                         | 2028-11-15      | 8.2500%  | 0.0000% | $2000000.00        | $2063190.00        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC                | 2030-04-15      | 7.0000%  | 0.0000% | $271200.00         | $280544.65         | Corporate Debt Securities |
| UPBOUND GROUP INC                             | 2029-02-15      | 6.3750%  | 0.0000% | $2007000.00        | $2000005.61        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2026-09-15      | 6.7500%  | 0.0000% | $302000.00         | $311321.23         | Corporate Debt Securities |
| SCOTTS MIRACLE-GRO CO/THE                     | 2032-02-01      | 4.3750%  | 0.0000% | $3000000.00        | $2855609.17        | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                  | 2028-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2940520.00        | Corporate Debt Securities |
| STAR HOLDING LLC                              | 2031-08-01      | 8.7500%  | 0.0000% | $256000.00         | $258355.06         | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                     | 2031-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.89           | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                     | 2035-12-15      | 6.5000%  | 0.0000% | $2850000.00        | $2855289.92        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2030-12-31      | 6.0000%  | 0.0000% | $516000.00         | $528353.04         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2029-02-15      | 7.3750%  | 0.0000% | $225000.00         | $233871.37         | Corporate Debt Securities |
| TEAM SERVICES HOLDING INC                     | 2033-02-15      | 9.0000%  | 0.0000% | $2470000.00        | $2434777.80        | Corporate Debt Securities |
| TENET HEALTHCARE CORP                         | 2028-10-01      | 6.1250%  | 0.0000% | $2000000.00        | $2053700.56        | Corporate Debt Securities |
| TOUCAN FINCO LTD                              | 2030-05-15      | 9.5000%  | 0.0000% | $700000.00         | $697071.67         | Corporate Debt Securities |
| TRANSOCEAN TITAN FINANCING LTD                | 2028-02-01      | 8.3750%  | 0.0000% | $3288000.00        | $2302084.93        | Corporate Debt Securities |
| USI INC                                       | 2032-01-15      | 7.5000%  | 0.0000% | $43000.00          | $44569.93          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2029-05-01      | 4.5000%  | 0.0000% | $73000.00          | $70431.13          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2030-06-30      | 7.3750%  | 0.0000% | $1500000.00        | $1519300.62        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2031-07-31      | 8.5000%  | 0.0000% | $593000.00         | $613550.41         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2032-08-01      | 9.3750%  | 0.0000% | $1175000.00        | $1251505.23        | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                   | 2029-03-15      | 7.1250%  | 0.0000% | $863000.00         | $919942.90         | Corporate Debt Securities |
| VFH PARENT LLC                                | 2031-06-15      | 7.5000%  | 0.0000% | $400000.00         | $423936.00         | Corporate Debt Securities |
| VIASAT INC                                    | 2028-07-15      | 6.5000%  | 0.0000% | $290000.00         | $289075.87         | Corporate Debt Securities |
| VIKING BAKED GOODS ACQUISITION CORP           | 2031-11-01      | 8.6250%  | 0.0000% | $2000000.00        | $2085163.33        | Corporate Debt Securities |
| VOLTAGRID LLC                                 | 2030-11-01      | 7.3750%  | 0.0000% | $1500000.00        | $1603454.37        | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2030-10-15      | 6.2500%  | 0.0000% | $1883000.00        | $1961914.96        | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2033-10-15      | 6.5000%  | 0.0000% | $998000.00         | $1040742.68        | Corporate Debt Securities |
| WILLIAMS SCOTS                                | 2031-10-01      | 7.3750%  | 0.0000% | $376000.00         | $405527.18         | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                      | 2030-06-15      | 8.5000%  | 0.0000% | $135000.00         | $144047.70         | Corporate Debt Securities |
| UNITI SERVICES LLC                            | 2031-10-01      | 8.2500%  | 0.0000% | $103000.00         | $112051.47         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2028-12-01      | 9.0000%  | 0.0000% | $376000.00         | $390664.00         | Corporate Debt Securities |

### Security 321: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDZC3EY5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDZE8Q29
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 323: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDZE8TK6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 324: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDZGGR85
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 325: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYDZGGX62
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 326: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ013P67
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 327: ERSTE GROUP BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** ERSTE GROUP BANK AG (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040EM7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 328: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ040EP0
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 329: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: BYJ040EQ8
- **C.18 - Value (incl. sponsor support):** $1030000000.00
- **C.18.a - Value (excl. sponsor support):** $1030000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 330: ANZ BANK NEW ZEALAND LTD

- **C.1 - Title:** ANZ BANK NEW ZEALAND LTD 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: HZSN7FQBPO5IEWYIGC72, C.5 - Other ID: BYJ040ET2
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 331: ROYAL BANK OF CANADA (TORONTO BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (TORONTO BRANCH) 3.700000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040EU9
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 332: FIRST ABU DHABI BANK USA NV

- **C.1 - Title:** FIRST ABU DHABI BANK USA NV 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040EW5
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 3.640000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040EX3
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 334: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040EY1
- **C.18 - Value (incl. sponsor support):** $830000000.00
- **C.18.a - Value (excl. sponsor support):** $830000000.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 335: KBC BANK NV (NEW YORK BRANCH)

- **C.1 - Title:** KBC BANK NV (NEW YORK BRANCH) 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ040F12
- **C.18 - Value (incl. sponsor support):** $1650000000.00
- **C.18.a - Value (excl. sponsor support):** $1650000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 336: LANDESBANK HESSEN THUERINGEN GIROZENTRALE

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3.650000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: DIZES5CFO5K3I5R58746, C.5 - Other ID: BYJ040ZA0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 337: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.680000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ041BR7
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 338: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ0452Z0
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMA_25-1A    | 2055-02-25      | 1.0000%  | 0.0000% | $999999.00         | $11972.43          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F   | 2055-02-25      | 1.0000%  | 0.0000% | $12000000.00       | $184222.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H16A  | 2067-08-20      | 1.8953%  | 0.0000% | $12932000.00       | $75823.12          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H24   | 2064-11-20      | 1.7197%  | 0.0000% | $21818920.00       | $87486.70          | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22   | 2067-11-20      | 2.5708%  | 0.0000% | $23842499.00       | $149860.06         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06D  | 2069-01-20      | 1.4816%  | 0.0000% | $12415600.00       | $318971.45         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01C  | 2070-01-20      | 1.6257%  | 0.0000% | $30304032.00       | $151018.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-161   | 2064-06-16      | 0.7396%  | 0.0000% | $212000.00         | $11825.09          | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N   | 2054-08-20      | 1.0000%  | 0.0000% | $2604356.00        | $58821.00          | Agency Collateralized Mortgage Obligation |

### Security 339: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ045363
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $163010.00         | $353616.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $247783.00         | $327573.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | 0.0000% | $68.00             | $61.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $19.00             | $18.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $2413220.00        | $1235413.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $25.00             | $25.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $12.00             | $12.12             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $49.00             | $48.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $19.00             | $16.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $37.00             | $40.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $12.00             | $12.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $6.00              | $7.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6.00              | $6.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $12.00             | $12.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $5546183.00        | $5592484.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $1250822.00        | $1295824.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $174622.00         | $147588.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $12.00             | $12.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $68.00             | $71.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $6.00              | $6.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $6.00              | $6.41              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $6.00              | $4.58              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $62.00             | $45.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $25.00             | $22.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $25.00             | $30.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1097667.00        | $1078185.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $62.00             | $62.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $2189.00           | $2218.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | 0.0000% | $6.00              | $3.20              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | 0.0000% | $5852.00           | $5753.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $1820079.00        | $1811623.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $6.00              | $9.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $19.00             | $23.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $71749.00          | $73103.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $65650.00          | $64601.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1216498.00        | $1652715.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | 0.0000% | $1092457.00        | $1064622.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | 0.0000% | $1.00              | $0.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $12.00             | $26.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $8900313.00        | $8858775.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $827641.00         | $850183.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $4302601.00        | $4463516.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $49.00             | $48.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $13117.00          | $12927.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $6.00              | $6.25              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1431.00           | $1467.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $2733239.00        | $2786505.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | 0.0000% | $62.00             | $35.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $12.00             | $10.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $2994755.00        | $3052100.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $6.00              | $6.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $25.00             | $25.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $12.00             | $12.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $709487.00         | $721724.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | 0.0000% | $3179465.00        | $1913134.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | 0.0000% | $105.00            | $57.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | 0.0000% | $1.00              | $0.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $6.00              | $6.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $12.00             | $12.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | 0.0000% | $12.00             | $11.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $279239.00         | $373519.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | 0.0000% | $3.00              | $0.85              | U.S. Treasuries (including strips) |

### Security 340: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453C0
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $104.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $48210400.00       | $49999946.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $300.00            | $310.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $945000.00         | $980342.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $105.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $18700.00          | $19285.99          | U.S. Treasuries (including strips) |

### Security 341: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CIB (NEW YORK BRANCH) 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYJ0453D8
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $627.35            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-06-01      | 4.5000%  | 0.0000% | $3566.00           | $815.88            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | 0.0000% | $162329083.00      | $154534268.21      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.0000%  | 0.0000% | $7419.00           | $5637.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2048-07-01      | 4.0000%  | 0.0000% | $4368.00           | $930.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $492.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $819.33            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 2.0000%  | 0.0000% | $1008.00           | $836.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 4.0480%  | 0.0000% | $1000.00           | $719.99            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-03-20      | 3.5000%  | 0.0000% | $103365000.00      | $11961424.43       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 7.0000%  | 0.0000% | $157248.00         | $53282.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-08-20      | 5.5000%  | 0.0000% | $1044060.00        | $710741.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 4.5000%  | 0.0000% | $41024776.00       | $38189784.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-02-20      | 3.0000%  | 0.0000% | $23207.00          | $107.81            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-09-20      | 5.0000%  | 0.0000% | $5000000.00        | $39888.25          | Agency Mortgage-Backed Securities |

### Security 342: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453H9
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $996200.00         | $1020008.26        | U.S. Treasuries (including strips) |

### Security 343: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ0453L0
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 CORPORATION | 2053-05-01      | 6.0000%  | 0.0000% | $1058000.00        | $716070.10         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | 0.0000% | $1852000.00        | $1359298.14        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.5000%  | 0.0000% | $1635152.00        | $1197242.03        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1044014.00        | $828346.01         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $436000.00         | $267584.87         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $685545.36         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-11-01      | 4.2000%  | 0.0000% | $11100000.00       | $11190180.10       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-01      | 4.2000%  | 0.0000% | $10287000.00       | $10337901.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-08-01      | 4.3000%  | 0.0000% | $6296000.00        | $6317833.13        | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_19-M1             | 2028-09-25      | 3.5600%  | 0.0000% | $105000.00         | $73976.79          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_23-M5               | 2033-07-25      | 4.4000%  | 0.0000% | $250000.00         | $255077.94         | Agency Collateralized Mortgage Obligation |
| FHLMC_M044                             | 2046-11-15      | 3.8000%  | 0.0000% | $40000000.00       | $37063906.68       | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 4.5000%  | 0.0000% | $2841.00           | $107.27            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 4.0000%  | 0.0000% | $30000000.00       | $2618788.36        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-02-01      | 4.6600%  | 0.0000% | $45146000.00       | $46013281.69       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.5500%  | 0.0000% | $225000.00         | $231130.37         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.4000%  | 0.0000% | $225000.00         | $227530.89         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 4.5900%  | 0.0000% | $8069000.00        | $8347485.39        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 4.5400%  | 0.0000% | $9675000.00        | $9887811.28        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-08-01      | 4.5900%  | 0.0000% | $5742000.00        | $5921064.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 4.5200%  | 0.0000% | $7140000.00        | $7361921.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-01-01      | 5.5000%  | 0.0000% | $8943652.00        | $9086785.79        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 2.5000%  | 0.0000% | $46758274.00       | $8736609.01        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | 0.0000% | $15000000.00       | $10262962.41       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | 0.0000% | $6294362.00        | $4666589.34        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.0000%  | 0.0000% | $565000.00         | $438711.31         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $4229000.00        | $3855437.97        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 5.0000%  | 0.0000% | $97684238.00       | $96391226.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 5.0000%  | 0.0000% | $2266683.00        | $2251468.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 5.0000%  | 0.0000% | $2623495.00        | $2631194.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $2877967.00        | $3018767.16        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.0000%  | 0.0000% | $1810077.00        | $1866561.46        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | 0.0000% | $2616242.00        | $2719549.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1137580.00        | $1182978.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $1011912.00        | $1011153.77        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | 0.0000% | $1139520.00        | $1178047.21        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | 0.0000% | $1153650.00        | $1187590.56        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1537405.00        | $1583060.37        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.5000%  | 0.0000% | $6602325.00        | $6390449.65        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1135000.00        | $1056592.33        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $102301735.00      | $98546538.36       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $78008639.00       | $78059463.54       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $68450642.00       | $63609490.79       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-07-01      | 4.4500%  | 0.0000% | $14856739.00       | $15073795.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 5.5000%  | 0.0000% | $1019828.00        | $821698.78         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | 0.0000% | $32264955.00       | $29188030.68       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $81404824.00       | $69647374.74       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $14871649.00       | $14968681.29       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | 0.0000% | $17701238.00       | $16768196.06       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $37897187.00       | $37863180.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $25945552.00       | $25731616.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $6733607.00        | $6996469.72        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $11339866.00       | $11695914.20       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $118034147.00      | $119370484.96      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $109802584.00      | $110939613.85      | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 5.0000%  | 0.0000% | $1034529.00        | $1048029.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 6.0000%  | 0.0000% | $7748813.00        | $7784711.38        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1117784.00        | $1163332.49        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 3.5000%  | 0.0000% | $425000.00         | $326019.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.0000%  | 0.0000% | $400000.00         | $328858.35         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3188.50           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1667.19           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $11367299.00       | $9739263.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 3.0000%  | 0.0000% | $225000.00         | $170785.04         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $19321000.00       | $14876190.52       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $2823967.00        | $2331569.55        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 4.4000%  | 0.0000% | $20265000.00       | $20468172.39       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 4.4000%  | 0.0000% | $35267000.00       | $35576530.63       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-11-01      | 3.9000%  | 0.0000% | $17419000.00       | $17479490.38       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-09-01      | 3.9000%  | 0.0000% | $12425000.00       | $12472571.19       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1641.60           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $6815392.00        | $5847386.71        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $2570500.00        | $2172453.67        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1738505.00        | $1540380.98        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.5000%  | 0.0000% | $1154641.00        | $902545.49         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-10-01      | 5.0000%  | 0.0000% | $80819100.00       | $80245631.81       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-02-01      | 5.0000%  | 0.0000% | $4641222.00        | $4706798.34        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $6852703.00        | $6310734.36        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1146038.00        | $1159771.75        | Agency Mortgage-Backed Securities         |
| FANNIE MAE ACES FNMA_18-M12            | 2030-08-25      | 3.6250%  | 0.0000% | $630000.00         | $585282.36         | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1149400.00        | $951509.99         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | 0.0000% | $1998210.00        | $1938872.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $1942666.00        | $1954475.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 2.3200%  | 0.0000% | $100000000.00      | $87903555.60       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 1.8500%  | 0.0000% | $120000.00         | $81072.51          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-07-01      | 3.6300%  | 0.0000% | $46434000.00       | $45612195.61       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | 0.0000% | $5750000.00        | $3590071.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | 0.0000% | $6439099.00        | $5520693.37        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $5560770.00        | $5080525.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $3950492.00        | $3440287.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | 0.0000% | $1176069.00        | $916453.50         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.3200%  | 0.0000% | $800000.00         | $816440.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-03-01      | 4.3200%  | 0.0000% | $500000.00         | $510275.00         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-11-01      | 4.1500%  | 0.0000% | $23360000.00       | $23701832.07       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 5.0000%  | 0.0000% | $2000.00           | $2035.56           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.5000%  | 0.0000% | $6260834.00        | $6485949.93        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | 0.0000% | $24285760.00       | $24287255.16       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 2.5000%  | 0.0000% | $2048.00           | $1783.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2085.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-03-01      | 5.0000%  | 0.0000% | $2048.00           | $2083.54           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | 0.0000% | $30638393.00       | $21963679.02       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | 0.0000% | $65000.00          | $49235.30          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.0000%  | 0.0000% | $291249.00         | $261552.71         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $146000.00         | $113427.25         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | 0.0000% | $16280223.00       | $13412953.30       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $36598027.00       | $28195382.10       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | 0.0000% | $3212162.00        | $1659041.60        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | 0.0000% | $8153715.00        | $4194198.85        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | 0.0000% | $400000.00         | $326634.49         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $4127695.00        | $3385767.05        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-07-01      | 5.5000%  | 0.0000% | $417241.00         | $346190.06         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | 0.0000% | $1156902.00        | $1172731.23        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 6.5000%  | 0.0000% | $5793859.00        | $4901302.26        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $1131831.00        | $1164177.48        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $3376580.00        | $3456132.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $3595492.00        | $3661391.69        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $2620714.00        | $2698848.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | 0.0000% | $1204863.00        | $987665.47         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | 0.0000% | $4239590.00        | $4395229.08        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.0000%  | 0.0000% | $1857484.00        | $1688252.43        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | 0.0000% | $38058330.00       | $35349189.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $45592973.00       | $41692728.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 3.5000%  | 0.0000% | $33648010.00       | $31577499.15       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $55762278.00       | $56478179.90       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $56293631.00       | $57517501.42       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 2.5000%  | 0.0000% | $2048.00           | $1782.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 3.0000%  | 0.0000% | $75853879.00       | $70979862.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $30740320.00       | $31320977.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $37544000.00       | $38230083.22       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $30644480.00       | $31176165.13       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.0000%  | 0.0000% | $19138336.00       | $19321625.97       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2034-04-01      | 4.5000%  | 0.0000% | $75000000.00       | $76974450.00       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 5.5000%  | 0.0000% | $1000023.00        | $856843.55         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-03-01      | 5.5000%  | 0.0000% | $13073406.00       | $13372619.94       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $29739339.00       | $29054955.85       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $22302885.00       | $22656276.07       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 4.5000%  | 0.0000% | $52572246.00       | $52064614.17       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $53569099.00       | $54218330.35       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $18933569.00       | $18906790.83       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $8222766.00        | $8461565.17        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $11570877.00       | $11720443.44       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.0000%  | 0.0000% | $1021195.00        | $973623.98         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $3806677.00        | $3697993.07        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 4.0000%  | 0.0000% | $369243.00         | $359503.80         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $9360575.00        | $9550493.78        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 3.5000%  | 0.0000% | $100000.00         | $96254.60          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 5.5000%  | 0.0000% | $4729036.00        | $4828040.13        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3384609.00        | $3495309.27        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 6.0000%  | 0.0000% | $1016370.00        | $1066478.66        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $6353482.00        | $6476458.51        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3070478.00        | $3145880.29        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $3421031.00        | $3528889.94        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.5000%  | 0.0000% | $2009432.00        | $2053854.96        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $17676439.00       | $17969516.32       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-02-01      | 5.0000%  | 0.0000% | $11117376.00       | $11273987.71       | Agency Mortgage-Backed Securities         |

### Security 344: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYJ0453M8
- **C.18 - Value (incl. sponsor support):** $55000000.00
- **C.18.a - Value (excl. sponsor support):** $55000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $38322720.00       | $38930525.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $17087420.00       | $17169492.49       | U.S. Treasuries (including strips) |

### Security 345: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ0453P1
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $5015200.00        | $5100041.25        | U.S. Treasuries (including strips) |

### Security 346: FIXED INCOME CLEARING CORPORATION - NOMU

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - NOMU 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ0453Z9
- **C.18 - Value (incl. sponsor support):** $460000000.00
- **C.18.a - Value (excl. sponsor support):** $460000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $72344700.00       | $72509225.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $3743000.00        | $3774315.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $17245900.00       | $18277656.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $18804500.00       | $19644414.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $820900.00         | $839855.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1561200.00        | $1539078.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $6797200.00        | $6890097.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $882800.00         | $896066.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $313954400.00      | $319187731.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $25003200.00       | $25641652.70       | U.S. Treasuries (including strips) |

### Security 347: FIXED INCOME CLEARING CORPORATION - WFBK

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - WFBK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045421
- **C.18 - Value (incl. sponsor support):** $1770000000.00
- **C.18.a - Value (excl. sponsor support):** $1770000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $429463000.00      | $409971268.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $359156200.00      | $336984352.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $106787800.00      | $65379333.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $112816400.00      | $65916427.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $405309200.00      | $294575831.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $242000000.00      | $198377300.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $35000000.00       | $28323812.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $50950200.00       | $42826682.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $656000.00         | $664568.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $38000000.00       | $26012932.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2056-02-15      | 4.7500%  | 0.0000% | $329630000.00      | $336367500.61      | U.S. Treasuries (including strips) |

### Security 348: FIXED INCOME CLEARING CORPORATION - BNYM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - BNYM 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045447
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.30            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | 0.0000% | $3121.00           | $56.70             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-12-01      | 7.5000%  | 0.0000% | $39625.00          | $668.14            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2037-12-01      | 5.5000%  | 0.0000% | $8794.00           | $350.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-11-01      | 6.0000%  | 0.0000% | $1422.00           | $18.20             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-05-01      | 5.0000%  | 0.0000% | $1608.00           | $17.99             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2029-07-01      | 4.5000%  | 0.0000% | $5831.00           | $78.63             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2036-10-01      | 6.0000%  | 0.0000% | $38412.00          | $307.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2044-08-01      | 4.0000%  | 0.0000% | $1005.00           | $156.20            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2040-02-01      | 5.5000%  | 0.0000% | $7839985.00        | $291478.27         | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-03-01      | 4.5000%  | 0.0000% | $1001.00           | $136.23            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-11-01      | 6.5000%  | 0.0000% | $1012.00           | $60.44             | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-05-01      | 4.5000%  | 0.0000% | $1459.00           | $1.11              | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $326.87            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | 0.0000% | $3073.00           | $770.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $338.32            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | 0.0000% | $351064.00         | $53619.54          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.5000%  | 0.0000% | $604000.00         | $468563.92         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $139000.00         | $109444.02         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $781.39            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | 0.0000% | $159887237.00      | $130286685.71      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $624.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $937.94            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $190.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $844.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | 0.0000% | $152550188.00      | $114162347.44      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | 0.0000% | $2008.00           | $1524.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $938.17            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | 0.0000% | $59203542.00       | $48027647.86       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $869.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $770.80            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3145.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $628.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $172.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 4.5000%  | 0.0000% | $191290489.00      | $31524864.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $407.05            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $169.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $289.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $350.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $168.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | 0.0000% | $1016.00           | $216.59            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $338.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 4.5000%  | 0.0000% | $1053.00           | $371.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2046-09-01      | 3.5000%  | 0.0000% | $1605219.00        | $427702.77         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 3.0000%  | 0.0000% | $13867.00          | $3355.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $459.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | 0.0000% | $1023.00           | $527.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 3.0000%  | 0.0000% | $280000.00         | $184081.25         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | 0.0000% | $4016.00           | $2433.10           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | 0.0000% | $1033.00           | $672.76            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | 0.0000% | $104000.00         | $73811.78          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1019.00           | $723.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | 0.0000% | $1018.00           | $842.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $697.63            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $493.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $771.38            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | 0.0000% | $13628381.00       | $6773995.74        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $940.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1013.00           | $542.90            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1640.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $799.51            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $589.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $687.96            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1020.00           | $802.77            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $519.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 6.0000%  | 0.0000% | $1025.00           | $679.07            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $579.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | 0.0000% | $1001.00           | $944.29            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | 0.0000% | $1025.00           | $780.57            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3399.66           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $665.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $924.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | 0.0000% | $1117.00           | $893.81            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5250844.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3455.54           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $842.48            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1779.24           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1518.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1656.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1815.58           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1852.27           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $952.19            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $815.06            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.0000%  | 0.0000% | $1071.00           | $909.67            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | 0.0000% | $1001.00           | $743.86            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | 0.0000% | $1074.00           | $833.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | 0.0000% | $41044838.00       | $33277168.77       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | 0.0000% | $3056.00           | $2405.48           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1568.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $814.05            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $907.08            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $813.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-01-01      | 6.0000%  | 0.0000% | $66000.00          | $35989.43          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $564.40            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2963.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $771.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | 0.0000% | $3016.00           | $2698.63           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-05-01      | 6.5000%  | 0.0000% | $1067.00           | $822.79            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $819.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $586.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 7.0000%  | 0.0000% | $1221.00           | $2.57              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-06-01      | 7.0000%  | 0.0000% | $3020.00           | $1.73              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $121.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $183.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-01-01      | 4.0000%  | 0.0000% | $4314194.00        | $101000.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $77.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | 0.0000% | $1081.00           | $79.75             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 4.5000%  | 0.0000% | $5134.00           | $245.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $167.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $77139712.00       | $10697858.68       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $161.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.5000%  | 0.0000% | $1000.00           | $121.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 5.0000%  | 0.0000% | $390214.00         | $29540.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | 0.0000% | $1000.00           | $135.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $2144.00           | $390.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $198.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | 0.0000% | $1024.00           | $175.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1788000.00        | $427040.71         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $182.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $119.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $118.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1283.00           | $119.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $161.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $127.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $92.44             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $133.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.07             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | 0.0000% | $2000.00           | $130.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $200.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $135.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $186.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $271.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $190.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $93.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | 0.0000% | $1319.00           | $131.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $205.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $55.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $471.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $175.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $104.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $205.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $149.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $339.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | 0.0000% | $1015.00           | $96.31             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $422.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $701.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $183.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $186.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.28             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $115055828.00      | $10682397.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $126.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $266.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $135.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $5115.00           | $1143.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $123.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | 0.0000% | $178386728.00      | $19659920.28       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $232.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $143.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $261.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | 0.0000% | $26484991.00       | $8016437.32        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $212.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.63             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $482.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.5000%  | 0.0000% | $8185.00           | $1494.69           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $184.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $184.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $175.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $195.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $126.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-07-01      | 3.5000%  | 0.0000% | $4028.00           | $415.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $109.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $201.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $163.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $92.39             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $112.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $138.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-11-01      | 4.0000%  | 0.0000% | $1994.00           | $42.37             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $97.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-04-01      | 4.0000%  | 0.0000% | $1003.00           | $30.00             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $139.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.0000%  | 0.0000% | $4000.00           | $776.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $469.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $220.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $252.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-02-01      | 8.5000%  | 0.0000% | $1000.00           | $7.98              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-11-01      | 6.5000%  | 0.0000% | $5238.00           | $28.62             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | 0.0000% | $1008.00           | $10.86             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-04-01      | 6.0000%  | 0.0000% | $1022.00           | $12.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 6.0000%  | 0.0000% | $1026.00           | $10.92             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $776.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $420.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $991.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1047.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $5055892.00        | $4926554.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2149.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $823.78            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $779.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $24615.00          | $17752.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $738.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $885.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1632.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $938.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $746.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $998.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $816.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $861.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $721.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.93           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $923.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3471.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2101.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $865.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $976.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $511.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $2649.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2025.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $907.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $463.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $912.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | 0.0000% | $4032.00           | $4012.05           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $3944.73           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1228.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $945.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $847.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $2786.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1338.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $838.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $782.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $908.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2092.53           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2089.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $836.51            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $980.33            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $916.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2983.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2043.85           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $4042.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1724.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1947.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2037.51           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3114.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $998.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | 0.0000% | $2007.00           | $1798.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $3018.76           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $892.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2070.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3057.74           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1658.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1176.54           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3034.71           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.92           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1713.55           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $5166.00           | $5058.23           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4574.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | 0.0000% | $1068.00           | $838.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $4048.00           | $4052.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.68           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.0000%  | 0.0000% | $1001.00           | $1009.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $127179.00         | $128156.84         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1214.40           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.47           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.36           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $770.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $837.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | 0.0000% | $3985.00           | $4080.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1029.11           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.86           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 4.0000%  | 0.0000% | $74515.00          | $72144.69          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1008.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.20           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-08-01      | 4.0000%  | 0.0000% | $3000.00           | $501.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $100.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $168.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $215.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $736.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $244.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $246.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $149.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $213.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $392.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $217.97            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | 0.0000% | $1007944.00        | $818062.06         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $314.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $90617.65          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | 0.0000% | $253992.00         | $61627.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $1024.00           | $155.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $299.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | 0.0000% | $209094716.00      | $29964637.84       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $576.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $401.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1766802.00        | $284440.87         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $166.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $513.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $217.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $252.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $179.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1010.00           | $373.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $106.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $302.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $425000.00         | $73357.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $195.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 3.0000%  | 0.0000% | $298000.00         | $69377.39          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-12-01      | 2.5000%  | 0.0000% | $1411330.00        | $308236.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.5000%  | 0.0000% | $4110296.00        | $554710.98         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | 0.0000% | $57881412.00       | $13983269.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $306.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | 0.0000% | $1008.00           | $17.12             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $325.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $344.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $325.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $313.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $439.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $387.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $424.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $445.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $466.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $3565.00           | $2011.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | 0.0000% | $1024.00           | $597.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $394.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | 0.0000% | $12000.00          | $8164.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | 0.0000% | $75000.00          | $43383.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $891.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | 0.0000% | $525059.00         | $411496.39         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $623.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | 0.0000% | $10002.00          | $8381.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $818.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $682.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $119999.00         | $87412.93          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | 0.0000% | $846996.00         | $593021.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $674.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $881.21            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1028.00           | $760.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $535.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $272.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1004.00           | $740.94            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $636.45            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $865.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $761.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $805.66            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1634408.00        | $1108542.18        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1379.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $8004.00           | $6491.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $648.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $756.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | 0.0000% | $1005.00           | $812.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $564.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $762.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $700.98            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | 0.0000% | $1097764.00        | $539220.13         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $866.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $812.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-10-01      | 3.5000%  | 0.0000% | $1040.00           | $159.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.0000%  | 0.0000% | $184400955.00      | $32687183.74       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $108.00            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | 0.0000% | $1026.00           | $239.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $301.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $206.46            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 3.5000%  | 0.0000% | $2400.00           | $267.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 4.5000%  | 0.0000% | $1532000.00        | $366032.42         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $328.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | 0.0000% | $1690880.00        | $341685.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $342.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | 0.0000% | $9816998.00        | $4414164.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | 0.0000% | $1024.00           | $484.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-06-01      | 2.5000%  | 0.0000% | $45588242.00       | $18408699.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2715.00           | $1009.17           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $14000.00          | $7087.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | 0.0000% | $799000.00         | $422465.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | 0.0000% | $1084.00           | $526.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | 0.0000% | $2076.00           | $861.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 2.5000%  | 0.0000% | $633000.00         | $231891.73         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1008.00           | $490.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $490.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $611.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $798057.00         | $400798.36         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 2.0000%  | 0.0000% | $451840.00         | $226420.48         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | 0.0000% | $6724277.00        | $2762604.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $586.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-10-01      | 2.5000%  | 0.0000% | $441649.00         | $183472.97         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $4985088.00        | $2509986.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $299211.00         | $150397.34         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $657588.00         | $338138.51         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $57620672.00       | $31055825.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $582.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $554.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $17249806.00       | $8984345.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | 0.0000% | $1280.00           | $703.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | 0.0000% | $1040.00           | $550.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | 0.0000% | $540947.00         | $377831.28         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | 0.0000% | $4178440.00        | $1982564.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.0000%  | 0.0000% | $553000.00         | $357600.91         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $707.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $813.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $718.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | 0.0000% | $1277100.00        | $874955.15         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $15616.00          | $11850.20          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $5364065.00        | $3985491.22        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $14848.00          | $11683.74          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $749.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | 0.0000% | $14373.00          | $10062.43          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | 0.0000% | $2096099.00        | $1451238.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | 0.0000% | $710015.00         | $481701.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $751.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.5000%  | 0.0000% | $60000.00          | $41356.50          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $60467.00          | $46956.57          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $11536720.00       | $8835954.17        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 6.0000%  | 0.0000% | $265111.00         | $209185.82         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $234.28            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $194083.00         | $158498.64         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 6.0000%  | 0.0000% | $1428392.00        | $1006464.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.5000%  | 0.0000% | $2996748.00        | $3151439.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $2861150.00        | $1136559.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | 0.0000% | $6106736.00        | $4009800.44        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $927.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-02-01      | 5.0000%  | 0.0000% | $2790330.00        | $2868289.34        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | 0.0000% | $190370.00         | $174218.80         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | 0.0000% | $1025489.00        | $810831.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $742.73            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | 0.0000% | $63582952.00       | $32061618.42       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | 0.0000% | $76734033.00       | $41658117.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | 0.0000% | $94548836.00       | $47451023.66       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | 0.0000% | $121993503.00      | $64339962.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | 0.0000% | $57402038.00       | $46757452.56       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | 0.0000% | $45448113.00       | $32568640.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $728.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | 0.0000% | $54999895.00       | $42333137.53       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-12-01      | 6.0000%  | 0.0000% | $2902166.00        | $2713725.41        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2056-02-01      | 4.5000%  | 0.0000% | $2884104.00        | $2862119.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 5.5000%  | 0.0000% | $6446233.00        | $4843437.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $4862328.00        | $4702770.12        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.5000%  | 0.0000% | $5113784.00        | $3430275.55        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.5000%  | 0.0000% | $3346784.00        | $2715117.34        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | 0.0000% | $4453753.00        | $4206518.27        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $38448862.00       | $37337236.45       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | 0.0000% | $3072704.00        | $3024882.09        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | 0.0000% | $4782664.00        | $4586745.26        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.5000%  | 0.0000% | $4413272.00        | $4058335.76        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | 0.0000% | $5099000.00        | $5097235.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.5000%  | 0.0000% | $4435008.00        | $4049204.31        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-11-01      | 5.0000%  | 0.0000% | $3274560.00        | $3357852.07        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | 0.0000% | $2188780.00        | $1966747.81        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | 0.0000% | $3937508.00        | $3089643.22        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | 0.0000% | $3177292.00        | $2848815.08        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 3.5000%  | 0.0000% | $4833712.00        | $4387969.66        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-12-01      | 6.5000%  | 0.0000% | $3012980.00        | $2810174.95        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.5000%  | 0.0000% | $3662380.00        | $3773775.98        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $2946112.00        | $2907730.43        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2056-01-01      | 5.0000%  | 0.0000% | $3506400.00        | $3568698.63        | Agency Mortgage-Backed Securities |

### Security 349: FIXED INCOME CLEARING CORPORATION - JPM

- **C.1 - Title:** FIXED INCOME CLEARING CORPORATION - JPM 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYJ045462
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $516000.00         | $511138.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $6848000.00        | $7147317.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $37817400.00       | $38063918.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $3440900.00        | $3379366.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $437744000.00      | $460898272.99      | U.S. Treasuries (including strips) |

### Security 350: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYJ045488
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $14054000.00       | $8160055.22        | U.S. Treasuries (including strips) |

### Security 351: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454D7
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $3200.00           | $3407.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $7801100.00        | $8156654.58        | U.S. Treasuries (including strips) |

### Security 352: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYJ0454H8
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9244 M | 2053-09-20      | 7.0000%  | 0.0000% | $10331889.00       | $3221700.63        | Agency Mortgage-Backed Securities |
| GNII SF BZ4587 C | 2033-05-20      | 6.0000%  | 0.0000% | $1514488.00        | $461070.00         | Agency Mortgage-Backed Securities |
| GNII SF CX7173 C | 2054-05-20      | 6.0000%  | 0.0000% | $1250009.00        | $1198107.60        | Agency Mortgage-Backed Securities |
| GNII SF DP1198 C | 2055-12-20      | 6.5000%  | 0.0000% | $2699588.00        | $2893924.15        | Agency Mortgage-Backed Securities |
| GNII SF MB0688 M | 2055-09-20      | 6.5000%  | 0.0000% | $2351360.00        | $2425197.69        | Agency Mortgage-Backed Securities |

### Security 353: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** TRI-PARTY NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYJ0454U9
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8101 M | 2052-06-20      | 4.5000%  | 0.0000% | $13980700.00       | $10209498.83       | Agency Mortgage-Backed Securities |
| GNII SP 786335 C | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $709.53            | Agency Mortgage-Backed Securities |

### Security 354: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045520
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $17681510.00       | $10200000.24       | Agency Mortgage-Backed Securities |

### Security 355: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYJ045538
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $94771400.00       | $96856831.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $5208200.00        | $5143178.76        | U.S. Treasuries (including strips) |

### Security 356: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ05K5S9
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ACCREDITED MORTGAGE LOAN TRUST ACCR_06-1            | 2036-04-25      | 6.9371%  | 0.0000% | $3536000.00        | $1192.07           | Asset-Backed Securities                           |
| JEFFM_1                                             | 2031-10-20      | 0.0000%  | 0.0000% | $37643456.00       | $3266397.96        | Asset-Backed Securities                           |
| PPSIN_05-WHQ1                                       | 2035-03-25      | 4.0000%  | 0.0000% | $69600000.00       | $2072892.75        | Asset-Backed Securities                           |
| ACE_05-HE2                                          | 2035-04-25      | 5.6332%  | 0.0000% | $5000000.00        | $2232032.91        | Asset-Backed Securities                           |
| AOMT_25-HB2                                         | 2055-12-27      | 5.2973%  | 0.0000% | $30000000.00       | $27707877.13       | Private Label Collateralized Mortgage Obligations |
| ARES CLO LTD                                        | 2026-10-15      | 0.0000%  | 0.0000% | $3000000.00        | $553242.00         | Asset-Backed Securities                           |
| BXSC_22-WSS                                         | 2035-03-15      | 8.9886%  | 0.0000% | $3664500.00        | $3554858.79        | Private Label Collateralized Mortgage Obligations |
| BABSN_15-2                                          | 2027-07-20      | 0.0000%  | 0.0000% | $1376256.00        | $137.63            | Asset-Backed Securities                           |
| BCC_22-2                                            | 2035-04-23      | 0.0000%  | 0.0000% | $3595000.00        | $862800.00         | Asset-Backed Securities                           |
| BABSN_24-4                                          | 2037-10-20      | 9.6176%  | 0.0000% | $2250000.00        | $2282606.87        | Asset-Backed Securities                           |
| BLHV_06-1A                                          | 2046-07-05      | 4.3633%  | 0.0000% | $61760000.00       | $654717.76         | Asset-Backed Securities                           |
| BLHV_06-1A                                          | 2046-07-05      | 7.2133%  | 0.0000% | $4000000.00        | $153279.81         | Asset-Backed Securities                           |
| BNLI_06-1A                                          | 2042-07-05      | 7.3400%  | 0.0000% | $35000000.00       | $2515615.99        | Asset-Backed Securities                           |
| BRAVO_26-NQM1                                       | 2065-12-28      | 0.0000%  | 0.0000% | $196160000.00      | $7226151.64        | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM7                                       | 2065-07-25      | 7.3096%  | 0.0000% | $4533000.00        | $4237240.12        | Private Label Collateralized Mortgage Obligations |
| CBCL_16A                                            | 2041-09-06      | 7.2500%  | 0.0000% | $46300000.00       | $635561.92         | Asset-Backed Securities                           |
| CRBN_1                                              | 2031-01-21      | 0.0000%  | 0.0000% | $7850000.00        | $1808286.75        | Asset-Backed Securities                           |
| CENTS_06-1A                                         | 2051-11-19      | 7.3500%  | 0.0000% | $15000000.00       | $1052992.47        | Asset-Backed Securities                           |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3     | 2036-10-25      | 4.3882%  | 0.0000% | $4000000.00        | $1791479.58        | Asset-Backed Securities                           |
| CWLN_06-12                                          | 2037-07-25      | 7.2500%  | 0.0000% | $1474452.00        | $154.38            | Asset-Backed Securities                           |
| CRNPT_11                                            | 2038-03-01      | 0.0000%  | 0.0000% | $2000000.00        | $1065362.00        | Asset-Backed Securities                           |
| CWL_06-7                                            | 2046-04-25      | 4.2082%  | 0.0000% | $15225120.00       | $5834971.73        | Asset-Backed Securities                           |
| DUKEF_04-6A                                         | 2039-04-08      | 8.9500%  | 0.0000% | $11000000.00       | $216439.99         | Asset-Backed Securities                           |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_24-INV2     | 2069-10-25      | 7.1690%  | 0.0000% | $728000.00         | $738986.69         | Private Label Collateralized Mortgage Obligations |
| FHLMC_25-MN10                                       | 2045-02-25      | 8.6172%  | 0.0000% | $12650000.00       | $12812308.79       | Agency Collateralized Mortgage Obligation         |
| GLM_22-15A                                          | 2038-10-20      | 8.6676%  | 0.0000% | $4000000.00        | $4034716.66        | Asset-Backed Securities                           |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST GDLP_24-1 | 2046-10-20      | 5.3500%  | 0.0000% | $125000.00         | $79651.91          | Asset-Backed Securities                           |
| HVMN_06-14                                          | 2038-03-19      | 8.3500%  | 0.0000% | $1000000.00        | $74325.88          | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_05-9           | 2035-06-20      | 6.4067%  | 0.0000% | $7499990.00        | $14806.93          | Private Label Collateralized Mortgage Obligations |
| LNR_07-1A                                           | 2049-04-26      | 4.7709%  | 0.0000% | $13517000.00       | $2160103.12        | Private Label Collateralized Mortgage Obligations |
| MAGNE_45                                            | 2038-04-15      | 8.1722%  | 0.0000% | $3150000.00        | $3178668.87        | Asset-Backed Securities                           |
| MARNR_20-8A                                         | 2033-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2540625.00        | Asset-Backed Securities                           |
| CREDIT-BASED ASSET SERVICING AND                    | 2035-07-25      | 6.7882%  | 0.0000% | $408000.00         | $66702.84          | Asset-Backed Securities                           |
| MYERS_1                                             | 2030-10-20      | 0.0000%  | 0.0000% | $8792000.00        | $1142960.00        | Asset-Backed Securities                           |
| OBX_26-NQM3                                         | 2066-01-01      | 5.0790%  | 0.0000% | $9006000.00        | $9026265.00        | Private Label Collateralized Mortgage Obligations |
| PATH_23-1                                           | 2040-10-26      | 3.6000%  | 0.0000% | $13737600.00       | $11084196.30       | Private Label Collateralized Mortgage Obligations |
| PFMT_21-1                                           | 2051-04-25      | 2.3840%  | 0.0000% | $1317986.00        | $444969.40         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-CES4                                        | 2044-06-27      | 8.0090%  | 0.0000% | $534000.00         | $545570.86         | Private Label Collateralized Mortgage Obligations |
| RASC_06-KS9                                         | 2036-11-25      | 4.0382%  | 0.0000% | $800000.00         | $420413.24         | Asset-Backed Securities                           |
| RNHE_07-3                                           | 2037-09-25      | 4.7871%  | 0.0000% | $3000000.00        | $351609.59         | Asset-Backed Securities                           |
| SAST_07-4                                           | 2037-12-25      | 3.0937%  | 0.0000% | $200000.00         | $38060.60          | Asset-Backed Securities                           |
| SNMLT_04-1A                                         | 2032-06-25      | 6.4200%  | 0.0000% | $19000000.00       | $1845234.76        | Asset-Backed Securities                           |
| SOUTH COAST FUNDING SCF_5A                          | 2039-08-06      | 4.9774%  | 0.0000% | $15000000.00       | $2703905.90        | Asset-Backed Securities                           |
| SFSBA_24-1A                                         | 2036-09-25      | 0.0000%  | 0.0000% | $636476160.00      | $16760248.28       | Asset-Backed Securities                           |
| SASC_07-4                                           | 2045-03-28      | 1.0000%  | 0.0000% | $569581568.00      | $1091601.26        | Private Label Collateralized Mortgage Obligations |
| STCP_24-5R                                          | 2038-10-20      | 10.0676% | 0.0000% | $6000000.00        | $5920445.66        | Asset-Backed Securities                           |
| SYMP_25                                             | 2034-04-19      | 0.0000%  | 0.0000% | $1499980.00        | $194997.40         | Asset-Backed Securities                           |
| TFLAT_18-1RR                                        | 2035-07-30      | 8.9928%  | 0.0000% | $3750000.00        | $3622306.72        | Asset-Backed Securities                           |
| TBRNA 2005-4A A1A                                   | 2036-05-05      | 4.2948%  | 0.0000% | $43350000.00       | $7080768.79        | Asset-Backed Securities                           |
| TBRNA_4                                             | 2036-05-05      | 5.3748%  | 0.0000% | $5000000.00        | $37006.27          | Asset-Backed Securities                           |
| TBRNA_7                                             | 2037-02-05      | 4.7248%  | 0.0000% | $6500000.00        | $25515.32          | Asset-Backed Securities                           |
| TBRNA_5                                             | 2036-08-05      | 5.3748%  | 0.0000% | $13834000.00       | $83400.48          | Asset-Backed Securities                           |
| TBRNA_07-9A                                         | 2038-05-05      | 5.8328%  | 0.0000% | $8000000.00        | $43876.75          | Asset-Backed Securities                           |
| TRAP_13                                             | 2042-11-09      | 6.4215%  | 0.0000% | $3000000.00        | $20105.31          | Asset-Backed Securities                           |
| WELF_17-2                                           | 2029-10-22      | 0.0000%  | 0.0000% | $4999990.00        | $45409.91          | Asset-Backed Securities                           |
| WINDR_16-1KRA                                       | 2034-10-15      | 11.8338% | 0.0000% | $3000000.00        | $1893944.45        | Asset-Backed Securities                           |

### Security 357: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ05PBL6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 358: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYJ05R0C4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | 0.0000% | $100.00            | $104.17            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AG 30 | 2030-11-30      | 3.5000%  | 0.0000% | $101236200.00      | $101999995.98      | U.S. Treasuries (including strips) |

### Security 359: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.710000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ05X7Z3
- **C.18 - Value (incl. sponsor support):** $151000000.00
- **C.18.a - Value (excl. sponsor support):** $151000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ALESC_14                                       | 2037-09-23      | 6.6466%  | 0.0000% | $2437000.00        | $63440.81          | Asset-Backed Securities                           |
| BRAVO_25-NQM7                                  | 2065-07-25      | 7.3096%  | 0.0000% | $8815000.00        | $8313620.89        | Private Label Collateralized Mortgage Obligations |
| CHASE_07-S2                                    | 2037-03-25      | 1.5618%  | 0.0000% | $186000000.00      | $1687351.08        | Private Label Collateralized Mortgage Obligations |
| VENTR_18-31A                                   | 2031-04-20      | 9.2392%  | 0.0000% | $3800000.00        | $1123137.62        | Asset-Backed Securities                           |
| ALESCO_9                                       | 2036-06-23      | 5.2166%  | 0.0000% | $1125000.00        | $827214.51         | Asset-Backed Securities                           |
| ALESC_10                                       | 2036-09-23      | 5.1966%  | 0.0000% | $17520000.00       | $10082815.43       | Asset-Backed Securities                           |
| ALESC_10                                       | 2036-09-23      | 6.7966%  | 0.0000% | $1000000.00        | $101805.77         | Asset-Backed Securities                           |
| AMSI_04-R11                                    | 2034-11-25      | 6.5632%  | 0.0000% | $6500000.00        | $2026120.75        | Asset-Backed Securities                           |
| AOMT_20-R1                                     | 2053-04-25      | 0.0000%  | 0.0000% | $221697000.00      | $5883108.77        | Private Label Collateralized Mortgage Obligations |
| ARCLO_21-FL4                                   | 2036-11-15      | 6.6741%  | 0.0000% | $4300000.00        | $4308100.88        | Private Label Collateralized Mortgage Obligations |
| ARES_42                                        | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $5000.00           | Asset-Backed Securities                           |
| BSABS_05-HE4                                   | 2035-04-25      | 5.6632%  | 0.0000% | $1840000.00        | $1550979.84        | Asset-Backed Securities                           |
| BSMF_07-AR1                                    | 2037-01-25      | 3.9971%  | 0.0000% | $43823616.00       | $3928175.25        | Private Label Collateralized Mortgage Obligations |
| BELLE HAVEN ABS CDO LTD BLHV_04-1A             | 2044-11-03      | 4.2818%  | 0.0000% | $2000000.00        | $117431.59         | Asset-Backed Securities                           |
| BRAVO_23-NQM8                                  | 2063-10-25      | 8.2451%  | 0.0000% | $8373000.00        | $8244222.76        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-RPL1                                  | 2063-05-25      | 5.0401%  | 0.0000% | $34836800.00       | $21810013.58       | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-CES3                                  | 2055-12-25      | 0.0099%  | 0.0000% | $364109823.00      | $407143.70         | Private Label Collateralized Mortgage Obligations |
| BRAVO_25-NQM3                                  | 2065-03-25      | 6.9108%  | 0.0000% | $4331000.00        | $4323139.20        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                  | 2062-05-25      | 0.1750%  | 0.0000% | $245308672.00      | $687916.08         | Private Label Collateralized Mortgage Obligations |
| CIFC_23-1R                                     | 2038-10-15      | 8.3722%  | 0.0000% | $4500000.00        | $4445775.52        | Asset-Backed Securities                           |
| CWLN_05-9                                      | 2036-10-25      | 5.5000%  | 0.0000% | $20685000.00       | $738.48            | Asset-Backed Securities                           |
| CWA_05-20CB                                    | 2035-07-25      | 0.9618%  | 0.0000% | $9295000.00        | $57909.40          | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-56 | 2035-11-25      | 4.9482%  | 0.0000% | $55436000.00       | $1461576.10        | Private Label Collateralized Mortgage Obligations |
| COUNTRYWIDE HOME LOANS CWHL_05-HYB8            | 2035-12-20      | 4.3018%  | 0.0000% | $3562000.00        | $191223.43         | Private Label Collateralized Mortgage Obligations |
| CWHL_05-7                                      | 2035-03-25      | 0.3169%  | 0.0000% | $88704000.00       | $174.43            | Private Label Collateralized Mortgage Obligations |
| CAPTREE PARK CLO LTD CPTPK_24-1A               | 2037-07-20      | 6.9676%  | 0.0000% | $400000.00         | $403120.78         | Asset-Backed Securities                           |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_21-6     | 2038-01-15      | 4.9622%  | 0.0000% | $500000.00         | $504238.53         | Asset-Backed Securities                           |
| CMLTI_07-WFH3                                  | 2037-06-25      | 4.1782%  | 0.0000% | $800000.00         | $167931.40         | Asset-Backed Securities                           |
| CWLN_06-BC2                                    | 2047-02-25      | 6.5000%  | 0.0000% | $999000.00         | $124.58            | Asset-Backed Securities                           |
| EQFM_04-3                                      | 2034-12-25      | 6.4132%  | 0.0000% | $281000.00         | $86236.34          | Asset-Backed Securities                           |
| FIGRE_25-PF2                                   | 2055-10-25      | 5.0170%  | 0.0000% | $1400000.00        | $1279925.82        | Asset-Backed Securities                           |
| FFML_06-FB                                     | 2026-12-25      | 4.2082%  | 0.0000% | $4901968.00        | $10445.06          | Asset-Backed Securities                           |
| FNLC_05-4                                      | 2036-02-25      | 4.5232%  | 0.0000% | $2500000.00        | $2298888.23        | Asset-Backed Securities                           |
| GMAC MORTGAGE CORP LOAN TRUST GMACM_05-HE1     | 2035-08-25      | 4.2882%  | 0.0000% | $34632000.00       | $141497.08         | Asset-Backed Securities                           |
| GSAMP_06-FM1                                   | 2036-04-25      | 4.1082%  | 0.0000% | $1765000.00        | $193467.33         | Asset-Backed Securities                           |
| GS MORTGAGE SECURITIES TRUST GSMS_18-GS9       | 2051-03-10      | 3.0000%  | 0.0000% | $736768.00         | $436321.13         | Private Label Collateralized Mortgage Obligations |
| GSMS_24-FAIR                                   | 2041-07-15      | 9.8082%  | 0.0000% | $47540000.00       | $47856362.73       | Private Label Collateralized Mortgage Obligations |
| GREENPOINT MORTGAGE FUNDING TRUST GPMF_06-AR2  | 2036-03-25      | 1.0000%  | 0.0000% | $680000.00         | $1826.43           | Asset-Backed Securities                           |
| HCA INC                                        | 2026-04-08      | 0.0000%  | 0.0000% | $2990760.00        | $2975806.20        | Money Market                                      |
| HVMLT_04-10                                    | 2035-01-19      | 4.6805%  | 0.0000% | $20388000.00       | $582991.74         | Private Label Collateralized Mortgage Obligations |
| ISCHUS CDO LTD ICM_04-1A                       | 2040-01-05      | 9.8500%  | 0.0000% | $12000000.00       | $134412.19         | Asset-Backed Securities                           |
| JPM_06-S4                                      | 2037-01-25      | 2.8318%  | 0.0000% | $50000000.00       | $782670.36         | Private Label Collateralized Mortgage Obligations |
| KODIAK_1                                       | 2037-05-31      | 5.1215%  | 0.0000% | $8500000.00        | $1913393.65        | Asset-Backed Securities                           |
| KDIAK_07-2A                                    | 2042-11-07      | 5.3215%  | 0.0000% | $2218000.00        | $1358851.72        | Asset-Backed Securities                           |
| LMT_07-8                                       | 2037-09-25      | 0.0000%  | 0.0000% | $1046814.00        | $21842.28          | Private Label Collateralized Mortgage Obligations |
| MSST_04-1                                      | 2032-10-25      | 6.5321%  | 0.0000% | $550000.00         | $2611.23           | Private Label Collateralized Mortgage Obligations |
| MARINER FINANCE ISSUANCE TRUST MFIT_25-B       | 2038-11-22      | 0.0000%  | 0.0000% | $3364000.00        | $3427210.50        | Asset-Backed Securities                           |
| MSAC_04-NC4                                    | 2034-04-25      | 4.5982%  | 0.0000% | $740000.00         | $143816.84         | Asset-Backed Securities                           |
| NYT_19-NYT                                     | 2035-12-15      | 6.4570%  | 0.0000% | $1000000.00        | $923582.33         | Private Label Collateralized Mortgage Obligations |
| NEW YORK MORTGAGE TRUST NYMT_24-RR1            | 2064-05-25      | 7.3750%  | 0.0000% | $1000000.00        | $893929.95         | Private Label Collateralized Mortgage Obligations |
| NCHET_05-B                                     | 2035-10-25      | 4.5532%  | 0.0000% | $14493248.00       | $3915845.76        | Asset-Backed Securities                           |
| OBX_26-NQM3                                    | 2026-03-02      | 5.3150%  | 0.0000% | $4014000.00        | $4046182.69        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                  | 2051-07-25      | 3.0888%  | 0.0000% | $3525060.00        | $1019091.84        | Private Label Collateralized Mortgage Obligations |
| PPSI_05-WHQ4                                   | 2035-09-25      | 4.7032%  | 0.0000% | $6500000.00        | $3592313.54        | Asset-Backed Securities                           |
| PFMLT_25-5                                     | 2055-11-25      | 6.1524%  | 0.0000% | $1703000.00        | $1326172.03        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                     | 2055-06-25      | 6.2459%  | 0.0000% | $1074000.00        | $855579.70         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                   | 2054-06-25      | 6.9121%  | 0.0000% | $616221.00         | $443614.35         | Private Label Collateralized Mortgage Obligations |
| RATE_21-HB1                                    | 2051-12-25      | 0.2710%  | 0.0000% | $381681640.00      | $305.15            | Private Label Collateralized Mortgage Obligations |
| RAST_07-A7                                     | 2037-07-25      | 0.5956%  | 0.0000% | $408635000.00      | $983431.15         | Private Label Collateralized Mortgage Obligations |
| RFMS2_07-S8                                    | 2037-09-25      | 0.3730%  | 0.0000% | $426147840.00      | $290557.27         | Private Label Collateralized Mortgage Obligations |
| ROCKLAND PARK CLO LTD ROCKP_21-1A              | 2034-04-20      | 0.0000%  | 0.0000% | $6464520.00        | $51716.16          | Asset-Backed Securities                           |
| SACO_00-3A                                     | 2040-09-25      | 6.3783%  | 0.0000% | $168500.00         | $1392.99           | Private Label Collateralized Mortgage Obligations |
| SBAIOT_18-3                                    | 2044-05-24      | 0.0000%  | 0.0000% | $43684672.00       | $385173.73         | Asset-Backed Securities                           |
| SEMT_25-13                                     | 2056-01-25      | 5.5000%  | 0.0000% | $100000.00         | $99093.43          | Private Label Collateralized Mortgage Obligations |
| SVHE_01-2                                      | 2030-03-25      | 5.5882%  | 0.0000% | $1700000.00        | $52193.00          | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC                         | 2028-05-14      | 5.6880%  | 0.0000% | $209000.00         | $216497.67         | Corporate Debt Securities                         |
| SAMI_06-AR5                                    | 2036-05-25      | 0.2666%  | 0.0000% | $226263000.00      | $9559.85           | Private Label Collateralized Mortgage Obligations |
| THLLS_19-2A                                    | 2031-10-17      | 0.0000%  | 0.0000% | $21850000.00       | $6085465.35        | Asset-Backed Securities                           |
| WAMU_02-AR17                                   | 2042-11-25      | 5.1142%  | 0.0000% | $99953.00          | $217.70            | Private Label Collateralized Mortgage Obligations |
| WAMU_06-AR14                                   | 2036-11-25      | 3.9879%  | 0.0000% | $50000000.00       | $665189.79         | Private Label Collateralized Mortgage Obligations |
| WAMMS_04-RA1                                   | 2034-03-25      | 7.4455%  | 0.0000% | $5999990.00        | $830837.31         | Private Label Collateralized Mortgage Obligations |
| WAMU_06-AR4                                    | 2046-05-25      | 4.8542%  | 0.0000% | $4971000.00        | $210652.69         | Private Label Collateralized Mortgage Obligations |

### Security 360: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ05X924
- **C.18 - Value (incl. sponsor support):** $256000000.00
- **C.18.a - Value (excl. sponsor support):** $256000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                       | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STANLEY CAPITAL I TRUST MSC_17-ASHF        | 2034-11-15      | 4.5570%  | 0.0000% | $17400000.00       | $5794596.36        | Private Label Collateralized Mortgage Obligations |
| BSREP COMMERCIAL MORTGAGE TRUST BSREP_21-DC       | 2038-08-15      | 4.7241%  | 0.0000% | $2618000.00        | $2148661.54        | Private Label Collateralized Mortgage Obligations |
| BAMLL_25-HYT                                      | 2042-12-15      | 6.6597%  | 0.0000% | $19809000.00       | $19836415.66       | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B31                                      | 2054-12-15      | 2.2500%  | 0.0000% | $832000.00         | $479532.35         | Private Label Collateralized Mortgage Obligations |
| CD COMMERCIAL MORTGAGE TRUST CD_                  | 2050-05-10      | 4.3497%  | 0.0000% | $4651528.00        | $4392153.89        | Private Label Collateralized Mortgage Obligations |
| KKR_27-RR                                         | 2035-01-15      | 5.5722%  | 0.0000% | $775000.00         | $780243.40         | Asset-Backed Securities                           |
| PFMLT_25-2                                        | 2055-06-25      | 6.0000%  | 0.0000% | $5031000.00        | $3624467.97        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                      | 2054-06-25      | 6.9121%  | 0.0000% | $830500.00         | $810601.94         | Private Label Collateralized Mortgage Obligations |
| SG COMMERCIAL MORTGAGE SECURITIE                  | 2048-10-10      | 4.7962%  | 0.0000% | $1165000.00        | $1097216.89        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_21-C59 | 2054-04-15      | 1.4439%  | 0.0000% | $3250000.00        | $208295.07         | Private Label Collateralized Mortgage Obligations |
| AGL CLO 25 LTD AGL_23-25AR                        | 2038-07-21      | 6.5697%  | 0.0000% | $2000000.00        | $1972862.36        | Asset-Backed Securities                           |
| AOMT_25-12                                        | 2070-12-25      | 5.0390%  | 0.0000% | $15000000.00       | $14558002.39       | Private Label Collateralized Mortgage Obligations |
| AOMT_24-10                                        | 2069-10-25      | 7.2579%  | 0.0000% | $2090400.00        | $2129498.50        | Private Label Collateralized Mortgage Obligations |
| ARES LXVII CLO LTD ARES_22-67AR                   | 2038-01-25      | 6.2680%  | 0.0000% | $1000000.00        | $984461.57         | Asset-Backed Securities                           |
| BANK_25-BNK49                                     | 2058-03-15      | 6.2317%  | 0.0000% | $1680000.00        | $1821569.58        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST BFLD_25-660F                           | 2042-11-15      | 6.0597%  | 0.0000% | $7657000.00        | $7690940.03        | Private Label Collateralized Mortgage Obligations |
| BMO_23-C7                                         | 2056-12-15      | 2.1251%  | 0.0000% | $2035000.00        | $261937.70         | Private Label Collateralized Mortgage Obligations |
| BRSP_24-FL2                                       | 2037-08-19      | 7.2091%  | 0.0000% | $4000000.00        | $3994288.09        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2021-II  BABSN_21-2               | 2034-07-15      | 6.5722%  | 0.0000% | $3500000.00        | $3444980.41        | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22             | 2054-01-15      | 2.0000%  | 0.0000% | $3000000.00        | $2032093.34        | Private Label Collateralized Mortgage Obligations |
| BRAVO_19-2                                        | 2044-10-25      | 3.9918%  | 0.0000% | $11712000.00       | $4644033.23        | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM1                                     | 2063-01-25      | 6.0917%  | 0.0000% | $10231000.00       | $8648112.35        | Private Label Collateralized Mortgage Obligations |
| BRAVO_21-HE3                                      | 2069-07-25      | 0.0000%  | 0.0000% | $2855000.00        | $2274422.20        | Private Label Collateralized Mortgage Obligations |
| CHI COMMERCIAL MORTGAGE TRUST CHI_25-110W         | 2040-12-13      | 6.6286%  | 0.0000% | $15000000.00       | $15342109.83       | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST CSMC_21-BHAR                           | 2038-11-15      | 4.9241%  | 0.0000% | $10974000.00       | $10902851.89       | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_24-INV2   | 2069-10-25      | 5.0350%  | 0.0000% | $8670000.00        | $7272643.51        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                       | 2060-11-25      | 0.0000%  | 0.0000% | $22000000.00       | $457492.46         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV2                                      | 2054-06-25      | 7.3999%  | 0.0000% | $225000.00         | $225518.84         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                      | 2055-02-25      | 6.5000%  | 0.0000% | $17989000.00       | $16143200.00       | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                      | 2055-02-25      | 6.5000%  | 0.0000% | $1746000.00        | $1559010.45        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE-BACKED SECURITIES TRUST GSMBS_25-PJ5  | 2055-10-25      | 6.0000%  | 0.0000% | $8000000.00        | $6077160.51        | Private Label Collateralized Mortgage Obligations |
| GSMBS_25-PJ6                                      | 2055-11-25      | 5.5000%  | 0.0000% | $1560000.00        | $1109961.85        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                      | 2054-12-25      | 0.5227%  | 0.0000% | $333253000.00      | $2267348.24        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV4                                      | 2054-12-25      | 0.5000%  | 0.0000% | $27517000.00       | $233934.71         | Private Label Collateralized Mortgage Obligations |
| GCAT TRUST GCAT_24-INV3                           | 2054-09-25      | 6.5000%  | 0.0000% | $16609000.00       | $11933552.28       | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                      | 2054-09-25      | 6.5000%  | 0.0000% | $1525000.00        | $1100243.71        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                      | 2052-08-26      | 0.3837%  | 0.0000% | $238023000.00      | $2075343.31        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                      | 2055-08-25      | 0.1726%  | 0.0000% | $16274899.00       | $36793.76          | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                      | 2055-08-25      | 6.6726%  | 0.0000% | $148000.00         | $147134.74         | Private Label Collateralized Mortgage Obligations |
| GOLUB CAPITAL PRIVATE CREDIT FUND GCRED_25-1A     | 2039-10-18      | 5.1376%  | 0.0000% | $11992300.00       | $12081439.41       | Asset-Backed Securities                           |
| HOTWIRE COMMUNICATIONS HWIRE_23-1                 | 2053-05-20      | 5.6870%  | 0.0000% | $105000.00         | $106022.16         | Asset-Backed Securities                           |
| JPMCC_19-BKWD                                     | 2029-09-15      | 5.1241%  | 0.0000% | $3579000.00        | $3229045.39        | Private Label Collateralized Mortgage Obligations |
| KKR_28-RR                                         | 2035-02-09      | 5.3211%  | 0.0000% | $5000000.00        | $5036589.93        | Asset-Backed Securities                           |
| NPSPL_19-2A                                       | 2049-11-19      | 5.0780%  | 0.0000% | $4500000.00        | $3201104.00        | Asset-Backed Securities                           |
| NEUB_44-R                                         | 2035-10-16      | 5.1711%  | 0.0000% | $1000000.00        | $1007052.99        | Asset-Backed Securities                           |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_25-NQM6  | 2065-10-25      | 5.2370%  | 0.0000% | $11490816.00       | $11160261.26       | Private Label Collateralized Mortgage Obligations |
| WOODS_18-11BA                                     | 2037-07-19      | 5.5676%  | 0.0000% | $5000000.00        | $5037534.72        | Asset-Backed Securities                           |
| OBX_25-J2                                         | 2055-09-25      | 6.5649%  | 0.0000% | $3044000.00        | $3067681.92        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                         | 2055-05-25      | 0.5000%  | 0.0000% | $31844000.00       | $211645.72         | Private Label Collateralized Mortgage Obligations |
| OCT42_19-3A                                       | 2037-07-15      | 5.4722%  | 0.0000% | $8500000.00        | $8575702.93        | Asset-Backed Securities                           |
| OLYMPIC TOWER MORTGAGE TRUST OT_17-OT             | 2039-05-10      | 3.5660%  | 0.0000% | $1419000.00        | $1365890.30        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                     | 2051-07-25      | 3.0888%  | 0.0000% | $1451000.00        | $1088893.45        | Private Label Collateralized Mortgage Obligations |
| PMTLT_25-J5                                       | 2057-01-25      | 6.1200%  | 0.0000% | $1776000.00        | $1515080.84        | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-2                                        | 2051-05-25      | 2.3474%  | 0.0000% | $683000.00         | $277919.90         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-3                                        | 2055-08-25      | 6.0000%  | 0.0000% | $8282400.00        | $6834517.72        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                        | 2055-11-25      | 0.5000%  | 0.0000% | $289420000.00      | $3017452.24        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                      | 2054-06-25      | 0.4121%  | 0.0000% | $16816774.00       | $92137.67          | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV1                                      | 2054-06-25      | 6.9121%  | 0.0000% | $314000.00         | $308836.47         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                      | 2054-09-25      | 5.5000%  | 0.0000% | $9331000.00        | $6937861.57        | Private Label Collateralized Mortgage Obligations |
| TKO_24-1A                                         | 2037-07-20      | 5.8676%  | 0.0000% | $13500000.00       | $13621413.74       | Asset-Backed Securities                           |
| TPMT_19-HY2                                       | 2058-05-25      | 6.0382%  | 0.0000% | $350000.00         | $351849.56         | Asset-Backed Securities                           |
| WARWICK CAPITAL CLO 1 LTD WWICK_23-1              | 2038-10-20      | 6.4676%  | 0.0000% | $1000000.00        | $1005926.94        | Asset-Backed Securities                           |
| WAVE LLC WVLND_19-1                               | 2044-09-15      | 4.5810%  | 0.0000% | $4500000.00        | $1611597.07        | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                   | 2059-12-15      | 3.0124%  | 0.0000% | $3000000.00        | $2805796.89        | Private Label Collateralized Mortgage Obligations |
| ARES_61-R                                         | 2037-04-20      | 5.1976%  | 0.0000% | $9800000.00        | $9857059.39        | Asset-Backed Securities                           |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2026-02-05

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer