# EDGAR Filing Document

**Accession Number:** 0000915092
**File Stem:** 0001193125-26-144743
**Filing Date:** 2026-4
**Character Count:** 1152573
**Document Hash:** 90a49b9547613cac6fe5353e0c2911f7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-144743.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001193125-26-144743

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843381

**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):** 2026-03-31

**Registrant Full Name:** Master Investment Portfolio

**CIK Number of Registrant:** 0000915092

**LEI of Registrant:** 5493004HQXF0DFT60U28

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

**LEI of Series:** 5493006MEXRES47VM867

**EDGAR Series Identifier:** S000004283

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 35 days

- **WAL:** 96 days

- **Total Value of Portfolio Securities:** $80206130145.14

- **Amortized Cost of Portfolio Securities:** $34514155000.00

- **Cash:** $2496453066.02

- **Total Other Assets:** $182766680.78

- **Total Liabilities:** $276134604.20

- **Net Assets of Series:** $82609215287.74

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $31438236069.17           | $46331268883.63            | 36.9600%                  | 54.4700%                   |
| 2026-03-03 | $32897468408.30           | $48179057267.11            | 37.8900%                  | 55.4900%                   |
| 2026-03-04 | $28664785381.79           | $46027283804.61            | 33.9200%                  | 54.4600%                   |
| 2026-03-05 | $29836523719.82           | $46232454633.89            | 35.2600%                  | 54.6300%                   |
| 2026-03-06 | $28029786399.34           | $46600350824.01            | 32.9800%                  | 54.8200%                   |
| 2026-03-09 | $30954596018.32           | $47080229196.51            | 36.2100%                  | 55.0800%                   |
| 2026-03-10 | $30617262200.82           | $47226758439.78            | 35.8900%                  | 55.3500%                   |
| 2026-03-11 | $29948833796.57           | $48344698964.96            | 34.8800%                  | 56.3000%                   |
| 2026-03-12 | $27945400259.50           | $45142379849.51            | 33.1600%                  | 53.5600%                   |
| 2026-03-13 | $24753485451.13           | $45094175083.73            | 29.8400%                  | 54.3600%                   |
| 2026-03-16 | $26013432129.25           | $43820441557.21            | 31.9100%                  | 53.7500%                   |
| 2026-03-17 | $27810834577.08           | $45746078696.63            | 33.3200%                  | 54.8100%                   |
| 2026-03-18 | $26864881795.42           | $46978178272.31            | 31.6100%                  | 55.2800%                   |
| 2026-03-19 | $29918537315.16           | $47766945534.11            | 35.1400%                  | 56.1000%                   |
| 2026-03-20 | $30468519757.65           | $49238471993.11            | 35.0000%                  | 56.5600%                   |
| 2026-03-23 | $32329443788.01           | $48645679314.81            | 37.3400%                  | 56.1900%                   |
| 2026-03-24 | $31831249760.30           | $48001759282.45            | 36.4900%                  | 55.0300%                   |
| 2026-03-25 | $31758655592.22           | $49563688439.62            | 35.5000%                  | 55.4000%                   |
| 2026-03-26 | $30105555417.49           | $47006573681.95            | 34.5500%                  | 53.9500%                   |
| 2026-03-27 | $27282270151.80           | $44684978714.32            | 32.1700%                  | 52.6900%                   |
| 2026-03-30 | $27462799149.49           | $43331138205.20            | 33.0700%                  | 52.1800%                   |
| 2026-03-31 | $28634772299.81           | $43625211325.19            | 34.5500%                  | 52.6400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%             |
| 2026-03-03 | 0.0000%             |
| 2026-03-04 | 0.0000%             |
| 2026-03-05 | 0.0000%             |
| 2026-03-06 | 0.0000%             |
| 2026-03-09 | 0.0000%             |
| 2026-03-10 | 0.0000%             |
| 2026-03-11 | 0.0000%             |
| 2026-03-12 | 0.0000%             |
| 2026-03-13 | 0.0000%             |
| 2026-03-16 | 0.0000%             |
| 2026-03-17 | 0.0000%             |
| 2026-03-18 | 0.0000%             |
| 2026-03-19 | 0.0000%             |
| 2026-03-20 | 0.0000%             |
| 2026-03-23 | 0.0000%             |
| 2026-03-24 | 0.0000%             |
| 2026-03-25 | 0.0000%             |
| 2026-03-26 | 0.0000%             |
| 2026-03-27 | 0.0000%             |
| 2026-03-30 | 0.0000%             |
| 2026-03-31 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0007                      |
|  |  |
| 2026-03-03 | 1.0008                      |
|  |  |
| 2026-03-04 | 1.0009                      |
|  |  |
| 2026-03-05 | 1.0010                      |
|  |  |
| 2026-03-06 | 1.0013                      |
|  |  |
| 2026-03-09 | 1.0014                      |
|  |  |
| 2026-03-10 | 1.0015                      |
|  |  |
| 2026-03-11 | 1.0015                      |
|  |  |
| 2026-03-12 | 1.0016                      |
|  |  |
| 2026-03-13 | 1.0019                      |
|  |  |
| 2026-03-16 | 1.0020                      |
|  |  |
| 2026-03-17 | 1.0021                      |
|  |  |
| 2026-03-18 | 1.0021                      |
|  |  |
| 2026-03-19 | 1.0022                      |
|  |  |
| 2026-03-20 | 1.0024                      |
|  |  |
| 2026-03-23 | 1.0026                      |
|  |  |
| 2026-03-24 | 1.0026                      |
|  |  |
| 2026-03-25 | 1.0027                      |
|  |  |
| 2026-03-26 | 1.0028                      |
|  |  |
| 2026-03-27 | 1.0032                      |
|  |  |
| 2026-03-30 | 1.0034                      |
|  |  |
| 2026-03-31 | 1.0036                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $82609215287.74

- **Number of Shares Outstanding:** 0.0000

- **Expense Reimbursement/Waiver:** 2120741.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0007          |
|  |  |
| 2026-03-03 | 1.0008          |
|  |  |
| 2026-03-04 | 1.0009          |
|  |  |
| 2026-03-05 | 1.0010          |
|  |  |
| 2026-03-06 | 1.0013          |
|  |  |
| 2026-03-09 | 1.0014          |
|  |  |
| 2026-03-10 | 1.0015          |
|  |  |
| 2026-03-11 | 1.0015          |
|  |  |
| 2026-03-12 | 1.0016          |
|  |  |
| 2026-03-13 | 1.0019          |
|  |  |
| 2026-03-16 | 1.0020          |
|  |  |
| 2026-03-17 | 1.0021          |
|  |  |
| 2026-03-18 | 1.0021          |
|  |  |
| 2026-03-19 | 1.0022          |
|  |  |
| 2026-03-20 | 1.0024          |
|  |  |
| 2026-03-23 | 1.0026          |
|  |  |
| 2026-03-24 | 1.0026          |
|  |  |
| 2026-03-25 | 1.0027          |
|  |  |
| 2026-03-26 | 1.0028          |
|  |  |
| 2026-03-27 | 1.0032          |
|  |  |
| 2026-03-30 | 1.0034          |
|  |  |
| 2026-03-31 | 1.0036          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $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   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 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 COMPANY LLC 144A 4.030000%
- **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):** $154003221.68
- **C.18.a - Value (excl. sponsor support):** $154003221.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 COMPANY LLC 144A 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 01627ECV0, C.4 - ISIN: US01627ECV02, C.3 - LEI: 549300VRDDZC1N8S3N22
- **C.18 - Value (incl. sponsor support):** $150011409.00
- **C.18.a - Value (excl. sponsor support):** $150011409.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: AMEREN CORPORATION

- **C.1 - Title:** AMEREN CORPORATION 3.910000%
- **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):** $246973175.80
- **C.18.a - Value (excl. sponsor support):** $246973175.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: AQUITAINE FUNDING COMPANY LLC

- **C.1 - Title:** AQUITAINE FUNDING COMPANY LLC 144A 3.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03843MD78, C.4 - ISIN: US03843MD785, C.3 - LEI: 549300RM1I17W1XLUM92
- **C.18 - Value (incl. sponsor support):** $497638800.60
- **C.18.a - Value (excl. sponsor support):** $497638800.60
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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.: 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 4.362000%
- **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):** $57654477.77
- **C.18.a - Value (excl. sponsor support):** $57654477.77
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ATHENE GLOBAL FUNDING

- **C.1 - Title:** ATHENE GLOBAL FUNDING MTN 144A 4.581000%
- **C.6 - Investment Category:** Insurance Company Funding Agreement
- **Identifiers:** C.3 - CUSIP: 04685A4X6, C.4 - ISIN: US04685A4X69, C.3 - LEI: 549300LM1QSI4MSIL320
- **C.18 - Value (incl. sponsor support):** $401705013.79
- **C.18.a - Value (excl. sponsor support):** $401705013.79
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: BPCE SA

- **C.1 - Title:** BPCE SA 144A 3.841000%
- **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):** $133674745.50
- **C.18.a - Value (excl. sponsor support):** $133674745.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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):** $138962331.00
- **C.18.a - Value (excl. sponsor support):** $138962331.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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):** $34739887.75
- **C.18.a - Value (excl. sponsor support):** $34739887.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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):** $199673120.00
- **C.18.a - Value (excl. sponsor support):** $199673120.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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) 3.890000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DMJ9, C.4 - ISIN: US05593DMJ99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199936440.00
- **C.18.a - Value (excl. sponsor support):** $199936440.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $199808340.00
- **C.18.a - Value (excl. sponsor support):** $199808340.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05971MGA7, C.4 - ISIN: US05971MGA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $110017952.00
- **C.18.a - Value (excl. sponsor support):** $110017952.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 14: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 3.970000%
- **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):** $200011320.00
- **C.18.a - Value (excl. sponsor support):** $200011320.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 15: 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):** $50016785.00
- **C.18.a - Value (excl. sponsor support):** $50016785.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 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):** $130005785.00
- **C.18.a - Value (excl. sponsor support):** $130005785.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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? Yes, 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):** $100001710.00
- **C.18.a - Value (excl. sponsor support):** $100001710.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPB2, C.4 - ISIN: US06050TPB25, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $178046313.82
- **C.18.a - Value (excl. sponsor support):** $178046313.82
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06050TPE6, C.4 - ISIN: US06050TPE63, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $130068577.60
- **C.18.a - Value (excl. sponsor support):** $130068577.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: 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):** $199765300.00
- **C.18.a - Value (excl. sponsor support):** $199765300.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2027-01-05
- **C.12 - Maturity Date (WAL):** 2027-01-05
- **C.13 - Final Legal Maturity Date:** 2027-01-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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):** $138835537.98
- **C.18.a - Value (excl. sponsor support):** $138835537.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 22: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TPT3, C.4 - ISIN: US06050TPT33, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $116138397.28
- **C.18.a - Value (excl. sponsor support):** $116138397.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2027-03-31
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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):** $142956041.80
- **C.18.a - Value (excl. sponsor support):** $142956041.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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):** $152724554.10
- **C.18.a - Value (excl. sponsor support):** $152724554.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBQ5, C.4 - ISIN: US06053RBQ56, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $100032770.00
- **C.18.a - Value (excl. sponsor support):** $100032770.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.050000%
- **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):** $200057260.00
- **C.18.a - Value (excl. sponsor support):** $200057260.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.970000%
- **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):** $165023220.45
- **C.18.a - Value (excl. sponsor support):** $165023220.45
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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):** $100128236.00
- **C.18.a - Value (excl. sponsor support):** $100128236.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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):** $149977062.00
- **C.18.a - Value (excl. sponsor support):** $149977062.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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):** $99863235.00
- **C.18.a - Value (excl. sponsor support):** $99863235.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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):** $149703970.50
- **C.18.a - Value (excl. sponsor support):** $149703970.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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) 3.950000%
- **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):** $144989386.00
- **C.18.a - Value (excl. sponsor support):** $144989386.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DUR4, C.4 - ISIN: US06367DUR42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $194752525.50
- **C.18.a - Value (excl. sponsor support):** $194752525.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2027-03-11
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3L9, C.4 - ISIN: US06367L3L98, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $106032266.40
- **C.18.a - Value (excl. sponsor support):** $106032266.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B3W2, C.4 - ISIN: US06370B3W25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175095555.25
- **C.18.a - Value (excl. sponsor support):** $175095555.25
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4G6, C.4 - ISIN: US06370B4G65, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $166081552.48
- **C.18.a - Value (excl. sponsor support):** $166081552.48
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4H4, C.4 - ISIN: US06370B4H49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120063736.80
- **C.18.a - Value (excl. sponsor support):** $120063736.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B4Z4, C.4 - ISIN: US06370B4Z47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $45005971.05
- **C.18.a - Value (excl. sponsor support):** $45005971.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5A8, C.4 - ISIN: US06370B5A86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $145046246.30
- **C.18.a - Value (excl. sponsor support):** $145046246.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-10
- **C.13 - Final Legal Maturity Date:** 2026-12-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5C4, C.4 - ISIN: US06370B5C43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177045402.27
- **C.18.a - Value (excl. sponsor support):** $177045402.27
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B5G5, C.4 - ISIN: US06370B5G56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $283031486.58
- **C.18.a - Value (excl. sponsor support):** $283031486.58
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 06370B5Q3, C.4 - ISIN: US06370B5Q39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200004564.00
- **C.18.a - Value (excl. sponsor support):** $200004564.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 3.970000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6D1, C.4 - ISIN: US06370B6D17, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149921725.50
- **C.18.a - Value (excl. sponsor support):** $149921725.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06370B6Q2, C.4 - ISIN: US06370B6Q20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200041400.00
- **C.18.a - Value (excl. sponsor support):** $200041400.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 144A 3.710000%
- **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):** $125004625.00
- **C.18.a - Value (excl. sponsor support):** $125004625.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 46: BANK OF NEW ZEALAND

- **C.1 - Title:** BANK OF NEW ZEALAND 144A 3.840000%
- **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):** $167570139.00
- **C.18.a - Value (excl. sponsor support):** $167570139.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 47: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.069000%
- **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):** $100007950.00
- **C.18.a - Value (excl. sponsor support):** $100007950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 48: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.733000%
- **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):** $200094180.00
- **C.18.a - Value (excl. sponsor support):** $200094180.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: 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):** $139710634.00
- **C.18.a - Value (excl. sponsor support):** $139710634.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.035000%
- **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):** $149866350.00
- **C.18.a - Value (excl. sponsor support):** $149866350.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.042000%
- **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):** $149837745.00
- **C.18.a - Value (excl. sponsor support):** $149837745.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NNV0, C.4 - ISIN: US06418NNV00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124916775.00
- **C.18.a - Value (excl. sponsor support):** $124916775.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BANK OF NEW YORK MELLON/THE

- **C.1 - Title:** BANK OF NEW YORK MELLON/THE 3.890000%
- **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):** $55001853.50
- **C.18.a - Value (excl. sponsor support):** $55001853.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.070000%
- **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):** $154029521.80
- **C.18.a - Value (excl. sponsor support):** $154029521.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 55: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDQ1, C.4 - ISIN: US06745GDQ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150045195.00
- **C.18.a - Value (excl. sponsor support):** $150045195.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEL1, C.4 - ISIN: US06745GEL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250042675.00
- **C.18.a - Value (excl. sponsor support):** $250042675.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 3.960000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGH8, C.4 - ISIN: US06745GGH83, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150057315.00
- **C.18.a - Value (excl. sponsor support):** $150057315.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GGK1, C.4 - ISIN: US06745GGK13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86021052.80
- **C.18.a - Value (excl. sponsor support):** $86021052.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: 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):** $99846250.00
- **C.18.a - Value (excl. sponsor support):** $99846250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 60: 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):** $132937729.40
- **C.18.a - Value (excl. sponsor support):** $132937729.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 61: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHR5, C.4 - ISIN: US06745GHR56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $123905474.80
- **C.18.a - Value (excl. sponsor support):** $123905474.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHV6, C.4 - ISIN: US06745GHV68, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $127009359.90
- **C.18.a - Value (excl. sponsor support):** $127009359.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-26
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHX2, C.4 - ISIN: US06745GHX25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100006790.00
- **C.18.a - Value (excl. sponsor support):** $100006790.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHY0, C.4 - ISIN: US06745GHY08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $173182117.10
- **C.18.a - Value (excl. sponsor support):** $173182117.10
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.090000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GHZ7, C.4 - ISIN: US06745GHZ72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171011217.60
- **C.18.a - Value (excl. sponsor support):** $171011217.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BRITANNIA FUNDING COMPANY LLC

- **C.1 - Title:** BRITANNIA FUNDING COMPANY LLC 144A 3.913000%
- **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):** $98478150.00
- **C.18.a - Value (excl. sponsor support):** $98478150.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 67: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.205000%
- **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):** $125005575.00
- **C.18.a - Value (excl. sponsor support):** $125005575.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, 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) 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):** $150124680.00
- **C.18.a - Value (excl. sponsor support):** $150124680.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 69: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DLR1, C.4 - ISIN: US13606DLR16, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $125062327.50
- **C.18.a - Value (excl. sponsor support):** $125062327.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DMH2, C.4 - ISIN: US13606DMH25, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $154060180.12
- **C.18.a - Value (excl. sponsor support):** $154060180.12
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DPL0, C.4 - ISIN: US13606DPL00, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $175091364.00
- **C.18.a - Value (excl. sponsor support):** $175091364.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-09
- **C.13 - Final Legal Maturity Date:** 2026-11-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DQA3, C.4 - ISIN: US13606DQA36, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $106014431.90
- **C.18.a - Value (excl. sponsor support):** $106014431.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-14
- **C.13 - Final Legal Maturity Date:** 2026-12-14
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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):** $199710340.00
- **C.18.a - Value (excl. sponsor support):** $199710340.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 74: 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):** $239400528.00
- **C.18.a - Value (excl. sponsor support):** $239400528.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 75: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.020000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DRZ7, C.4 - ISIN: US13606DRZ77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $240022020.00
- **C.18.a - Value (excl. sponsor support):** $240022020.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $174353445.00
- **C.18.a - Value (excl. sponsor support):** $174353445.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-22
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DTP7, C.4 - ISIN: US13606DTP77, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $266729742.60
- **C.18.a - Value (excl. sponsor support):** $266729742.60
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-15
- **C.12 - Maturity Date (WAL):** 2027-03-15
- **C.13 - Final Legal Maturity Date:** 2027-03-15
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DUJ9, C.4 - ISIN: US13606DUJ98, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $176012186.24
- **C.18.a - Value (excl. sponsor support):** $176012186.24
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537JD11, C.4 - ISIN: US16537JD115, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299969250.00
- **C.18.a - Value (excl. sponsor support):** $299969250.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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-1; 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 80: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CD15, C.4 - ISIN: US16538CD159, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $271972120.00
- **C.18.a - Value (excl. sponsor support):** $271972120.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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-1; 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 81: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538CD72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $268806481.40
- **C.18.a - Value (excl. sponsor support):** $268806481.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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.: 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 82: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 5 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538LD15, C.4 - ISIN: US16538LD150, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $6999282.50
- **C.18.a - Value (excl. sponsor support):** $6999282.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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-1; 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 83: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.040000%
- **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):** $110021802.00
- **C.18.a - Value (excl. sponsor support):** $110021802.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 84: COLUMBIA FUNDING COMPANY LLC

- **C.1 - Title:** COLUMBIA FUNDING COMPANY LLC 144A 4.080000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19765V3G9, C.4 - ISIN: US19765V3G94, C.3 - LEI: 549300O1V8MCLCRCFD82
- **C.18 - Value (incl. sponsor support):** $173008478.73
- **C.18.a - Value (excl. sponsor support):** $173008478.73
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-04
- **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? 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 85: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.130000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CEE3, C.4 - ISIN: US20632CEE30, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175064233.75
- **C.18.a - Value (excl. sponsor support):** $175064233.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 144A 4.180000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CFU6, C.4 - ISIN: US20632CFU62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $111012876.00
- **C.18.a - Value (excl. sponsor support):** $111012876.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: CONCORD MINUTEMEN CAPITAL CO LLC SERIES B

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 144A 3.980000%
- **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):** $149993016.00
- **C.18.a - Value (excl. sponsor support):** $149993016.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-12
- **C.13 - Final Legal Maturity Date:** 2026-08-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.960000%
- **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):** $159158160.00
- **C.18.a - Value (excl. sponsor support):** $159158160.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 89: CONCORD MINUTEMEN CAPITAL CO LLC SERIES D

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES D 144A 3.951000%
- **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):** $255617667.20
- **C.18.a - Value (excl. sponsor support):** $255617667.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 90: 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):** $149955645.00
- **C.18.a - Value (excl. sponsor support):** $149955645.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 91: CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPW0, C.4 - ISIN: US22536WPW00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150000240.00
- **C.18.a - Value (excl. sponsor support):** $150000240.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.040000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYY0, C.4 - ISIN: US25152XYY02, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $223030283.40
- **C.18.a - Value (excl. sponsor support):** $223030283.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25152XYZ7, C.4 - ISIN: US25152XYZ76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $285018553.50
- **C.18.a - Value (excl. sponsor support):** $285018553.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: 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):** $86899610.70
- **C.18.a - Value (excl. sponsor support):** $86899610.70
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 95: 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):** $149767110.00
- **C.18.a - Value (excl. sponsor support):** $149767110.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 96: 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):** $222757309.10
- **C.18.a - Value (excl. sponsor support):** $222757309.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 97: 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):** $105832424.60
- **C.18.a - Value (excl. sponsor support):** $105832424.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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 98: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 25161DBD4, C.4 - ISIN: US25161DBD49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $92018418.40
- **C.18.a - Value (excl. sponsor support):** $92018418.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-09-25
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: ENBRIDGE (US) INC

- **C.1 - Title:** ENBRIDGE (US) INC. 144A 3.984000%
- **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):** $99889320.00
- **C.18.a - Value (excl. sponsor support):** $99889320.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 100: ENDEAVOUR FUNDING COMPANY LLC

- **C.1 - Title:** ENDEAVOUR FUNDING COMPANY LLC 144A 3.920000%
- **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):** $153345979.50
- **C.18.a - Value (excl. sponsor support):** $153345979.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 101: ERSTE FINANCE (DELAWARE) LLC

- **C.1 - Title:** ERSTE FINANCE (DELAWARE) LLC 144A 3.697000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2960E3D24, C.4 - ISIN: US2960E3D247, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $211956455.20
- **C.18.a - Value (excl. sponsor support):** $211956455.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? 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 102: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.4 - ISIN: US313385VA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266946749.52
- **C.18.a - Value (excl. sponsor support):** $266946749.52
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.4 - ISIN: US313385VQ64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169728754.80
- **C.18.a - Value (excl. sponsor support):** $169728754.80
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **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? Yes, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VR4, C.4 - ISIN: US313385VR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99830472.00
- **C.18.a - Value (excl. sponsor support):** $99830472.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FHLB Discount NT 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VW3, C.4 - ISIN: US313385VW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152664334.83
- **C.18.a - Value (excl. sponsor support):** $152664334.83
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **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? Yes, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WC6, C.4 - ISIN: US313385WC69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $152572790.34
- **C.18.a - Value (excl. sponsor support):** $152572790.34
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-28
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **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? No, C.16 Has 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 107: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.885000%
- **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):** $160286574.60
- **C.18.a - Value (excl. sponsor support):** $160286574.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 108: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.887000%
- **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):** $272000822.50
- **C.18.a - Value (excl. sponsor support):** $272000822.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 109: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.889000%
- **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):** $98876420.00
- **C.18.a - Value (excl. sponsor support):** $98876420.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FIRST ABU DHABI BANK PJSC

- **C.1 - Title:** FIRST ABU DHABI BANK PJSC 144A 3.888000%
- **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):** $240792376.80
- **C.18.a - Value (excl. sponsor support):** $240792376.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 111: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.215000%
- **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):** $148044192.80
- **C.18.a - Value (excl. sponsor support):** $148044192.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 112: 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):** $179965278.00
- **C.18.a - Value (excl. sponsor support):** $179965278.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 113: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 3.910000%
- **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):** $120005784.00
- **C.18.a - Value (excl. sponsor support):** $120005784.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: 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):** $237846180.60
- **C.18.a - Value (excl. sponsor support):** $237846180.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 115: GOLDMAN SACHS BANK USA

- **C.1 - Title:** GOLDMAN SACHS BANK USA 4.239000%
- **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):** $214950292.00
- **C.18.a - Value (excl. sponsor support):** $214950292.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 4.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FVY2, C.4 - ISIN: US40433FVY23, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $152067290.40
- **C.18.a - Value (excl. sponsor support):** $152067290.40
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: HSBC BANK PLC

- **C.1 - Title:** HSBC BANK PLC 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 40433FWH8, C.4 - ISIN: US40433FWH80, C.3 - LEI: MP6I5ZYZBEU3UXPYFY54
- **C.18 - Value (incl. sponsor support):** $149947050.00
- **C.18.a - Value (excl. sponsor support):** $149947050.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: HSBC BANK USA NA

- **C.1 - Title:** HSBC BANK USA NA 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40435RXY2, C.4 - ISIN: US40435RXY25, C.3 - LEI: 1IE8VN30JCEQV1H4R804
- **C.18 - Value (incl. sponsor support):** $190084341.00
- **C.18.a - Value (excl. sponsor support):** $190084341.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: HQLA FUNDING LLC (SERIES TAHOE)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES TAHOE) 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44331QD15, C.4 - ISIN: US44331QD155, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $157983615.40
- **C.18.a - Value (excl. sponsor support):** $157983615.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **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.: F1; Moody's Investors Service, Inc.: P-1; 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 120: HQLA FUNDING LLC (SERIES CHAMPLAIN)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES CHAMPLAIN) 144A 3.731000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44333BD16, C.4 - ISIN: US44333BD161, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $707926580.40
- **C.18.a - Value (excl. sponsor support):** $707926580.40
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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.: 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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 121: HQLA FUNDING LLC (SERIES SARANAC)

- **C.1 - Title:** HQLA FUNDING LLC (SERIES SARANAC) 144A 4.152000%
- **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:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.930000%
- **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):** $230002783.00
- **C.18.a - Value (excl. sponsor support):** $230002783.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.23 Categorized at Level 3? No

### Security 123: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHE1, C.4 - ISIN: US44988GHE17, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $111009368.40
- **C.18.a - Value (excl. sponsor support):** $111009368.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.930000%
- **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):** $99977610.00
- **C.18.a - Value (excl. sponsor support):** $99977610.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GHL5, C.4 - ISIN: US44988GHL59, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124940725.00
- **C.18.a - Value (excl. sponsor support):** $124940725.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC (CPIB) 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMF3, C.4 - ISIN: US44988KMF39, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $175024815.00
- **C.18.a - Value (excl. sponsor support):** $175024815.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: INTREPID FUNDING CO LLC

- **C.1 - Title:** INTREPID FUNDING CO LLC 144A 3.900000%
- **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):** $193855426.80
- **C.18.a - Value (excl. sponsor support):** $193855426.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 128: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.917000%
- **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):** $293330772.00
- **C.18.a - Value (excl. sponsor support):** $293330772.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 129: IONIC FUNDING LLC SERIES II CLASS A

- **C.1 - Title:** IONIC FUNDING LLC SERIES II CLASS A 3.980000%
- **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):** $163834430.40
- **C.18.a - Value (excl. sponsor support):** $163834430.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 130: 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):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 131: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.687000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 5148X1D18, C.4 - ISIN: US5148X1D188, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $359463187.20
- **C.18.a - Value (excl. sponsor support):** $359463187.20
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: 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 132: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.900000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51502BDU2, C.4 - ISIN: US51502BDU26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $160019936.00
- **C.18.a - Value (excl. sponsor support):** $160019936.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 133: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.101000%
- **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):** $300045900.00
- **C.18.a - Value (excl. sponsor support):** $300045900.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.010000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 52473GFG3, C.4 - ISIN: US52473GFG38, C.3 - LEI: 549300R17K287CL1GQ68
- **C.18 - Value (incl. sponsor support):** $200057336.00
- **C.18.a - Value (excl. sponsor support):** $200057336.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-12
- **C.13 - Final Legal Maturity Date:** 2027-01-12
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: LEGACY CAPITAL COMPANY LLC

- **C.1 - Title:** LEGACY CAPITAL COMPANY LLC 144A 4.090000%
- **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):** $93954128.00
- **C.18.a - Value (excl. sponsor support):** $93954128.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: LEXINGTON PARKER CAPITAL CO LLC SERIES C

- **C.1 - Title:** LEXINGTON PARKER CAPITAL CO LLC SERIES C 144A 3.959000%
- **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):** $72795487.20
- **C.18.a - Value (excl. sponsor support):** $72795487.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 137: LLOYDS BANK PLC

- **C.1 - Title:** LLOYDS BANK PLC 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBP8, C.4 - ISIN: US53944TBP84, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $75000412.50
- **C.18.a - Value (excl. sponsor support):** $75000412.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.080000%
- **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):** $204069339.60
- **C.18.a - Value (excl. sponsor support):** $204069339.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5C0, C.4 - ISIN: US53947B5C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109991937.00
- **C.18.a - Value (excl. sponsor support):** $109991937.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5D8, C.4 - ISIN: US53947B5D80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99993270.00
- **C.18.a - Value (excl. sponsor support):** $99993270.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-02
- **C.13 - Final Legal Maturity Date:** 2027-02-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH

- **C.1 - Title:** LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 53947B5U0, C.4 - ISIN: US53947B5U06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $125155450.00
- **C.18.a - Value (excl. sponsor support):** $125155450.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.910000%
- **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):** $173065048.00
- **C.18.a - Value (excl. sponsor support):** $173065048.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: 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):** $249979000.00
- **C.18.a - Value (excl. sponsor support):** $249979000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 144: 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):** $249900275.00
- **C.18.a - Value (excl. sponsor support):** $249900275.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **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 145: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BRG5, C.4 - ISIN: US55381BRG58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $165040507.50
- **C.18.a - Value (excl. sponsor support):** $165040507.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.060000%
- **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):** $123025879.20
- **C.18.a - Value (excl. sponsor support):** $123025879.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 147: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.030000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NK41, C.4 - ISIN: US55607NK412, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $208988442.30
- **C.18.a - Value (excl. sponsor support):** $208988442.30
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NL81, C.4 - ISIN: US55607NL816, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $199899440.00
- **C.18.a - Value (excl. sponsor support):** $199899440.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NM64, C.4 - ISIN: US55607NM640, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $163856713.20
- **C.18.a - Value (excl. sponsor support):** $163856713.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.134000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN55, C.4 - ISIN: US55607NN556, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $200013500.00
- **C.18.a - Value (excl. sponsor support):** $200013500.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-20
- **C.13 - Final Legal Maturity Date:** 2027-04-20
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: MACQUARIE BANK LTD

- **C.1 - Title:** MACQUARIE BANK LTD 144A 4.130000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 55607NN63, C.4 - ISIN: US55607NN630, C.3 - LEI: 4ZHCHI4KYZG2WVRT8631
- **C.18 - Value (incl. sponsor support):** $234012706.20
- **C.18.a - Value (excl. sponsor support):** $234012706.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D6P9, C.4 - ISIN: US60683D6P91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200149940.00
- **C.18.a - Value (excl. sponsor support):** $200149940.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FDC5, C.4 - ISIN: US60683FDC59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250140775.00
- **C.18.a - Value (excl. sponsor support):** $250140775.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: 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):** $112954461.00
- **C.18.a - Value (excl. sponsor support):** $112954461.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 155: TAXABLE TENDER OPTION BOND SERIES 2020-MIZ9043 TRUST

- **C.1 - Title:** MIZUHO FLOATER/RESIDUAL TRUSTVARIO 144A 3.760000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 60700HFG9, C.4 - ISIN: US60700HFG92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28765000.00
- **C.18.a - Value (excl. sponsor support):** $28765000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2049-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.141000%
- **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):** $300176445.00
- **C.18.a - Value (excl. sponsor support):** $300176445.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: MIZUHO MARKETS CAYMAN LP

- **C.1 - Title:** MIZUHO MARKETS CAYMAN LP MTN 144A 4.186000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 60700JFZ3, C.4 - ISIN: US60700JFZ30, C.3 - LEI: 549300KHUXLS6Q30KT26
- **C.18 - Value (incl. sponsor support):** $200199494.00
- **C.18.a - Value (excl. sponsor support):** $200199494.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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):** $99967950.00
- **C.18.a - Value (excl. sponsor support):** $99967950.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 159: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60701AC92, C.4 - ISIN: US60701AC923, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $220111122.00
- **C.18.a - Value (excl. sponsor support):** $220111122.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710T4K4, C.4 - ISIN: US60710T4K46, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $229079096.60
- **C.18.a - Value (excl. sponsor support):** $229079096.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAK3, C.4 - ISIN: US62630WAK36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2900000.00
- **C.18.a - Value (excl. sponsor support):** $2900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2028-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TXBL MUNI FUNDING TRUST VARIOUS STATES

- **C.1 - Title:** MUNICIPAL FDG TR VAR STS 144A 3.770000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 62630WAS6, C.4 - ISIN: US62630WAS61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $46300000.00
- **C.18.a - Value (excl. sponsor support):** $46300000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2047-06-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 144A 3.907000%
- **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):** $50005425.00
- **C.18.a - Value (excl. sponsor support):** $50005425.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.721000%
- **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):** $100047530.00
- **C.18.a - Value (excl. sponsor support):** $100047530.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-29
- **C.13 - Final Legal Maturity Date:** 2026-05-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.726000%
- **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):** $73025279.90
- **C.18.a - Value (excl. sponsor support):** $73025279.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.034000%
- **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):** $150059997.00
- **C.18.a - Value (excl. sponsor support):** $150059997.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.980000%
- **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):** $195081461.25
- **C.18.a - Value (excl. sponsor support):** $195081461.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 4.020000%
- **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):** $124995930.00
- **C.18.a - Value (excl. sponsor support):** $124995930.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 144A 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63307NSD0, C.4 - ISIN: US63307NSD02, C.3 - LEI: BSGEFEIOM18Y80CKCV46
- **C.18 - Value (incl. sponsor support):** $159919243.20
- **C.18.a - Value (excl. sponsor support):** $159919243.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: 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):** $100002440.00
- **C.18.a - Value (excl. sponsor support):** $100002440.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 171: 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):** $200005580.00
- **C.18.a - Value (excl. sponsor support):** $200005580.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 172: 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):** $200008780.00
- **C.18.a - Value (excl. sponsor support):** $200008780.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 173: 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):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2029-07-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: 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):** $149951175.00
- **C.18.a - Value (excl. sponsor support):** $149951175.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 175: NEW YORK LIFE GLOBAL FUNDING

- **C.1 - Title:** NEW YORK LIFE GLOBAL FUNDING MTN 144A 3.999000%
- **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):** $77099690.86
- **C.18.a - Value (excl. sponsor support):** $77099690.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, Inc.: AAA; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.010000%
- **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):** $200045480.00
- **C.18.a - Value (excl. sponsor support):** $200045480.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 177: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.900000%
- **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):** $190010127.00
- **C.18.a - Value (excl. sponsor support):** $190010127.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 178: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WQU5, C.4 - ISIN: US65558WQU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $75007312.50
- **C.18.a - Value (excl. sponsor support):** $75007312.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: 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):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: VMIG1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.030000%
- **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):** $85017102.00
- **C.18.a - Value (excl. sponsor support):** $85017102.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 181: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NKU8, C.4 - ISIN: US69033NKU80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99992030.00
- **C.18.a - Value (excl. sponsor support):** $99992030.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UD18, C.4 - ISIN: US69039UD180, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $108988827.50
- **C.18.a - Value (excl. sponsor support):** $108988827.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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-1; 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 183: OVERWATCH ALPHA FUNDING LLC

- **C.1 - Title:** OVERWATCH ALPHA FUNDING LLC 144A 3.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69039UD75, C.4 - ISIN: US69039UD750, C.3 - LEI: 254900B3TINYQPJOZP37
- **C.18 - Value (incl. sponsor support):** $615556849.60
- **C.18.a - Value (excl. sponsor support):** $615556849.60
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: 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 184: RESOLUTE FUNDING COMPANY LLC

- **C.1 - Title:** RESOLUTE FUNDING COMPANY LLC 144A 3.693000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76090CD27, C.4 - ISIN: US76090CD273, C.3 - LEI: 549300BFL67CHPTIYB61
- **C.18 - Value (incl. sponsor support):** $197959370.40
- **C.18.a - Value (excl. sponsor support):** $197959370.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 185: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.822000%
- **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):** $99394850.00
- **C.18.a - Value (excl. sponsor support):** $99394850.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **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 186: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.926000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WQP8, C.4 - ISIN: US78013WQP85, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $144160035.00
- **C.18.a - Value (excl. sponsor support):** $144160035.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2027-03-23
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQF7, C.4 - ISIN: US78014XQF77, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $170034289.00
- **C.18.a - Value (excl. sponsor support):** $170034289.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.910000%
- **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):** $150005715.00
- **C.18.a - Value (excl. sponsor support):** $150005715.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 3.740000%
- **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):** $223009812.00
- **C.18.a - Value (excl. sponsor support):** $223009812.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 3.900000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XRV1, C.4 - ISIN: US78014XRV19, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $150046410.00
- **C.18.a - Value (excl. sponsor support):** $150046410.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 144A 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XSK4, C.4 - ISIN: US78014XSK45, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $124920037.50
- **C.18.a - Value (excl. sponsor support):** $124920037.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2H9, C.4 - ISIN: US78015J2H97, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $249731625.00
- **C.18.a - Value (excl. sponsor support):** $249731625.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.910000%
- **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):** $140003696.00
- **C.18.a - Value (excl. sponsor support):** $140003696.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, 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) 4.010000%
- **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):** $150033990.00
- **C.18.a - Value (excl. sponsor support):** $150033990.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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) 3.950000%
- **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):** $168987122.20
- **C.18.a - Value (excl. sponsor support):** $168987122.20
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JRU3, C.4 - ISIN: US78015JRU33, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $120000300.00
- **C.18.a - Value (excl. sponsor support):** $120000300.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: 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):** $139892536.00
- **C.18.a - Value (excl. sponsor support):** $139892536.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 198: 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):** $249575475.00
- **C.18.a - Value (excl. sponsor support):** $249575475.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 199: 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):** $125846884.80
- **C.18.a - Value (excl. sponsor support):** $125846884.80
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 200: ST LAWRENCE FUNDING LLC

- **C.1 - Title:** ST LAWRENCE FUNDING LLC 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 79112BD19, C.4 - ISIN: US79112BD191, C.3 - LEI: 635400FJ5I9V1QUSBB98
- **C.18 - Value (incl. sponsor support):** $472951517.50
- **C.18.a - Value (excl. sponsor support):** $472951517.50
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: 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? Yes, 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 BRANCH) 4.060000%
- **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):** $100040302.00
- **C.18.a - Value (excl. sponsor support):** $100040302.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.060000%
- **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):** $75030830.25
- **C.18.a - Value (excl. sponsor support):** $75030830.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTJ9, C.4 - ISIN: US85325VTJ97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $150073669.50
- **C.18.a - Value (excl. sponsor support):** $150073669.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.080000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTU4, C.4 - ISIN: US85325VTU43, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250092835.00
- **C.18.a - Value (excl. sponsor support):** $250092835.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTW0, C.4 - ISIN: US85325VTW09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250033727.50
- **C.18.a - Value (excl. sponsor support):** $250033727.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-29
- **C.13 - Final Legal Maturity Date:** 2027-01-29
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.050000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VTX8, C.4 - ISIN: US85325VTX81, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175009345.00
- **C.18.a - Value (excl. sponsor support):** $175009345.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVN7, C.4 - ISIN: US85325VVN71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $200012804.00
- **C.18.a - Value (excl. sponsor support):** $200012804.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-22
- **C.13 - Final Legal Maturity Date:** 2027-03-22
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: STANDARD CHARTERED BANK (NEW YORK BRANCH)

- **C.1 - Title:** STANDARD CHARTERED BANK (NEW YORK BRANCH) 4.100000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VVQ0, C.4 - ISIN: US85325VVQ03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199999972.00
- **C.18.a - Value (excl. sponsor support):** $199999972.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: STATE STREET BANK AND TRUST COMPANY

- **C.1 - Title:** STATE STREET BANK AND TRUST COMPANY 3.880000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 8574P1PY6, C.4 - ISIN: US8574P1PY68, C.3 - LEI: 571474TGEMMWANRLN572
- **C.18 - Value (incl. sponsor support):** $100020580.00
- **C.18.a - Value (excl. sponsor support):** $100020580.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564TMK6, C.4 - ISIN: US86564TMK69, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183894752.00
- **C.18.a - Value (excl. sponsor support):** $183894752.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: 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):** $179052769.20
- **C.18.a - Value (excl. sponsor support):** $179052769.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 212: 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):** $175028157.50
- **C.18.a - Value (excl. sponsor support):** $175028157.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 213: 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):** $99015137.10
- **C.18.a - Value (excl. sponsor support):** $99015137.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 214: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GTE0, C.4 - ISIN: US86565GTE07, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149051181.50
- **C.18.a - Value (excl. sponsor support):** $149051181.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GVX5, C.4 - ISIN: US86565GVX59, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $105000693.00
- **C.18.a - Value (excl. sponsor support):** $105000693.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWA4, C.4 - ISIN: US86565GWA48, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $192077568.00
- **C.18.a - Value (excl. sponsor support):** $192077568.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-14
- **C.13 - Final Legal Maturity Date:** 2026-07-14
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.010000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWB2, C.4 - ISIN: US86565GWB21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $171996095.60
- **C.18.a - Value (excl. sponsor support):** $171996095.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-01
- **C.13 - Final Legal Maturity Date:** 2026-12-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GWS5, C.4 - ISIN: US86565GWS55, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300002280.00
- **C.18.a - Value (excl. sponsor support):** $300002280.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.890000%
- **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):** $150028920.00
- **C.18.a - Value (excl. sponsor support):** $150028920.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-04
- **C.13 - Final Legal Maturity Date:** 2026-08-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GXY1, C.4 - ISIN: US86565GXY15, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $244802015.50
- **C.18.a - Value (excl. sponsor support):** $244802015.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GYF1, C.4 - ISIN: US86565GYF17, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $249761500.00
- **C.18.a - Value (excl. sponsor support):** $249761500.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GZA1, C.4 - ISIN: US86565GZA11, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $149852250.00
- **C.18.a - Value (excl. sponsor support):** $149852250.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.030000%
- **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):** $100008640.00
- **C.18.a - Value (excl. sponsor support):** $100008640.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 224: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.030000%
- **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):** $100014819.00
- **C.18.a - Value (excl. sponsor support):** $100014819.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 225: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.010000%
- **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):** $100024110.00
- **C.18.a - Value (excl. sponsor support):** $100024110.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 226: 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):** $73955977.40
- **C.18.a - Value (excl. sponsor support):** $73955977.40
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 227: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 3.900000%
- **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):** $120007908.00
- **C.18.a - Value (excl. sponsor support):** $120007908.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 228: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 4.020000%
- **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):** $97021883.20
- **C.18.a - Value (excl. sponsor support):** $97021883.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 229: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 144A 3.890000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YFW3, C.4 - ISIN: US87020YFW30, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $73023089.90
- **C.18.a - Value (excl. sponsor support):** $73023089.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 230: CALIFORNIA STATE UNIVERSITY

- **C.1 - Title:** TENDER OPT BD TR RCPTS / CTFS 144A 3.820000%
- **C.6 - Investment Category:** Tender Option Bond
- **Identifiers:** C.3 - CUSIP: 88034YFU9, C.4 - ISIN: US88034YFU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2052-11-01
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: 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: 89115D2H8, C.4 - ISIN: US89115D2H87, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $177989604.80
- **C.18.a - Value (excl. sponsor support):** $177989604.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-07
- **C.13 - Final Legal Maturity Date:** 2026-10-07
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 232: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000%
- **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):** $125032637.50
- **C.18.a - Value (excl. sponsor support):** $125032637.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 233: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJG2, C.4 - ISIN: US89115DJG25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $140079983.40
- **C.18.a - Value (excl. sponsor support):** $140079983.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 234: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DK47, C.4 - ISIN: US89115DK474, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $169078539.37
- **C.18.a - Value (excl. sponsor support):** $169078539.37
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-03
- **C.13 - Final Legal Maturity Date:** 2026-08-03
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 235: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.910000%
- **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):** $100006250.00
- **C.18.a - Value (excl. sponsor support):** $100006250.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 236: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.030000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DQY5, C.4 - ISIN: US89115DQY57, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $175080431.75
- **C.18.a - Value (excl. sponsor support):** $175080431.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR99, C.4 - ISIN: US89115DR990, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149901334.50
- **C.18.a - Value (excl. sponsor support):** $149901334.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUD6, C.4 - ISIN: US89115DUD64, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99897430.00
- **C.18.a - Value (excl. sponsor support):** $99897430.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.910000%
- **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):** $125007700.00
- **C.18.a - Value (excl. sponsor support):** $125007700.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 240: 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):** $99674040.00
- **C.18.a - Value (excl. sponsor support):** $99674040.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M3E4, C.4 - ISIN: US89115M3E49, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149805405.00
- **C.18.a - Value (excl. sponsor support):** $149805405.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP 3.910000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89233BEZ6, C.4 - ISIN: US89233BEZ67, C.3 - LEI: Z2VZBHUMB7PWWJ63I008
- **C.18 - Value (incl. sponsor support):** $150065760.00
- **C.18.a - Value (excl. sponsor support):** $150065760.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: (P)P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: TOYOTA MOTOR CREDIT CORP

- **C.1 - Title:** TOYOTA MOTOR CREDIT CORP MTN 4.242000%
- **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):** $113276818.24
- **C.18.a - Value (excl. sponsor support):** $113276818.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch, Inc.: A+; Moody's Investors Service, Inc.: A1; Standard and Poor's Ratings Services: A+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: 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):** $72837472.80
- **C.18.a - Value (excl. sponsor support):** $72837472.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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: 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 245: 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):** $82775808.70
- **C.18.a - Value (excl. sponsor support):** $82775808.70
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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: 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 246: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.230000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DWB2, C.4 - ISIN: US90275DWB27, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $110106711.00
- **C.18.a - Value (excl. sponsor support):** $110106711.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: 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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.088000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JB54, C.4 - ISIN: US90276JB543, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $158017670.72
- **C.18.a - Value (excl. sponsor support):** $158017670.72
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZE9, C.4 - ISIN: US90276JZE99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $159015467.52
- **C.18.a - Value (excl. sponsor support):** $159015467.52
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.068000%
- **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):** $130032719.70
- **C.18.a - Value (excl. sponsor support):** $130032719.70
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Japan Credit Rating Agency, Ltd.: False; Kroll Bond Rating Agency, Inc.: false; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** UBS AG (LONDON BRANCH) 144A 4.029000%
- **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):** $174953187.50
- **C.18.a - Value (excl. sponsor support):** $174953187.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-01-11
- **C.13 - Final Legal Maturity Date:** 2027-01-11
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 3.667000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TG2, C.4 - ISIN: US912797TG20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $595641380.84
- **C.18.a - Value (excl. sponsor support):** $595641380.84
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY BILL 3.682000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TL1, C.4 - ISIN: US912797TL15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $219502673.85
- **C.18.a - Value (excl. sponsor support):** $219502673.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 253: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.803000%
- **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):** $182001881.88
- **C.18.a - Value (excl. sponsor support):** $182001881.88
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 254: UNITED STATES TREASURY

- **C.1 - Title:** TREASURY FLOATING RATE NOTE 3.812000%
- **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):** $400363336.00
- **C.18.a - Value (excl. sponsor support):** $400363336.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch, Inc.: AA+; Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 3.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541B2D9, C.4 - ISIN: US92541B2D95, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $574863150.00
- **C.18.a - Value (excl. sponsor support):** $574863150.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 256: VERTO CAPITAL I-D LLC

- **C.1 - Title:** VERTO CAPITAL I-D LLC 144A 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92541DD68, C.4 - ISIN: US92541DD687, C.3 - LEI: 254900XQ43N9RDJYG259
- **C.18 - Value (incl. sponsor support):** $499691800.00
- **C.18.a - Value (excl. sponsor support):** $499691800.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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 257: VERTO CAPITAL I-B LLC

- **C.1 - Title:** VERTO CAPITAL I-B LLC 144A 3.691000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92543WD15, C.4 - ISIN: US92543WD154, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $15698390.75
- **C.18.a - Value (excl. sponsor support):** $15698390.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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-1; 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 258: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.740000%
- **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):** $739083728.70
- **C.18.a - Value (excl. sponsor support):** $739083728.70
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 259: VERTO CAPITAL I C LLC

- **C.1 - Title:** VERTO CAPITAL I-C LLC 144A 3.979000%
- **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):** $110911022.54
- **C.18.a - Value (excl. sponsor support):** $110911022.54
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-08-24
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch, 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 260: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 3.920000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 93930N4K2, C.4 - ISIN: US93930N4K28, C.3 - LEI: 2549001B50UEKC5ND641
- **C.18 - Value (incl. sponsor support):** $140057201.20
- **C.18.a - Value (excl. sponsor support):** $140057201.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: WASHINGTON MORGAN CAPITAL COMPANY LLC

- **C.1 - Title:** WASHINGTON MORGAN CAPITAL COMPANY LLC 144A 4.000000%
- **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):** $237007825.74
- **C.18.a - Value (excl. sponsor support):** $237007825.74
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-10-13
- **C.13 - Final Legal Maturity Date:** 2026-10-13
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTK0, C.4 - ISIN: US95001KTK06, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $159065126.40
- **C.18.a - Value (excl. sponsor support):** $159065126.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: 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):** $114696078.00
- **C.18.a - Value (excl. sponsor support):** $114696078.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 264: 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):** $183499722.40
- **C.18.a - Value (excl. sponsor support):** $183499722.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 265: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.954000%
- **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):** $249941850.00
- **C.18.a - Value (excl. sponsor support):** $249941850.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-17
- **C.13 - Final Legal Maturity Date:** 2027-03-17
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.930000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KXF6, C.4 - ISIN: US95001KXF64, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $157950356.40
- **C.18.a - Value (excl. sponsor support):** $157950356.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: 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):** $274124785.00
- **C.18.a - Value (excl. sponsor support):** $274124785.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2027-03-25
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: WESTPAC BANKING CORP

- **C.1 - Title:** WESTPAC BANKING CORP 144A 3.720000%
- **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):** $100020840.00
- **C.18.a - Value (excl. sponsor support):** $100020840.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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 269: 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):** $149503155.00
- **C.18.a - Value (excl. sponsor support):** $149503155.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 270: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ25, C.4 - ISIN: US96130AJ258, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $156796465.20
- **C.18.a - Value (excl. sponsor support):** $156796465.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2027-03-12
- **C.12 - Maturity Date (WAL):** 2027-03-12
- **C.13 - Final Legal Maturity Date:** 2027-03-12
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 271: WESTPAC BANKING CORPORATION (NEW YORK BRANCH)

- **C.1 - Title:** WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AJ74, C.4 - ISIN: US96130AJ746, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $87069208.50
- **C.18.a - Value (excl. sponsor support):** $87069208.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2027-03-24
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 272: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO 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: 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:** 3.7900%
- **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-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE AH 29                                             | 2029-12-31      | 4.3750%  | 0.0000% | $7106200.00        | $7296198.98        | U.S. Treasuries (including strips) |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2025 | 2053-04-01      | 5.0000%  | 0.0000% | $220000.00         | $234047.00         | Other Instrument                   |
| CALIFORNIA ST DEPT WTR RES CEN SYS BDS                  2026 | 2051-12-01      | 5.0000%  | 0.0000% | $4950000.00        | $5210711.00        | Other Instrument                   |
| DALLAS TEX HOTEL OCCUPANCY TAX REF BDS                  2021 | 2038-08-15      | 4.0000%  | 0.0000% | $250000.00         | $247742.78         | Other Instrument                   |
| DISTRICT COLUMBIA WTR & SWR AU REF SUBORDINATE LIEN BDS 2025 | 2054-10-01      | 5.2500%  | 0.0000% | $1465000.00        | $1577072.50        | Other Instrument                   |
| EAST BAY CALIF MUN UTIL DIST W BDS                      2025 | 2055-06-01      | 5.0000%  | 0.0000% | $230000.00         | $243905.03         | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2038-07-15      | 4.0000%  | 0.0000% | $950000.00         | $956568.72         | Other Instrument                   |
| IDAHO HSG & FIN ASSN           GRANT REV ANTIC BDS      2021 | 2039-07-15      | 4.0000%  | 0.0000% | $750000.00         | $749260.83         | Other Instrument                   |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2024 | 2048-07-01      | 5.0000%  | 0.0000% | $520000.00         | $540269.60         | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2031-10-01      | 5.0000%  | 0.0000% | $1370000.00        | $1524220.90        | Other Instrument                   |
| METROPOLITAN WASH D C ARPTS AU AMT REF BDS              2022 | 2032-10-01      | 5.0000%  | 0.0000% | $880000.00         | $984614.40         | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2043-04-01      | 5.0000%  | 0.0000% | $355000.00         | $382782.30         | Other Instrument                   |
| NEW YORK N Y CITY MUN WTR FIN  SECOND GEN RESOLUTION BD FISC | 2050-06-15      | 5.2500%  | 0.0000% | $1585000.00        | $1691493.51        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2048-05-01      | 5.0000%  | 0.0000% | $3650000.00        | $3822985.67        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2050-05-01      | 5.0000%  | 0.0000% | $1150000.00        | $1200695.83        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2050-11-01      | 5.0000%  | 0.0000% | $1350000.00        | $1411267.50        | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2039-05-15      | 4.0000%  | 0.0000% | $950000.00         | $939057.06         | Other Instrument                   |
| RHODE IS HEALTH & EDL BLDG COR FING PROG BDS            2021 | 2041-05-15      | 4.0000%  | 0.0000% | $1455000.00        | $1384666.92        | Other Instrument                   |
| SALT LAKE CITY UTAH ARPT REV   AMT INTL BDS             2023 | 2039-07-01      | 5.2500%  | 0.0000% | $265000.00         | $289908.67         | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2039-02-01      | 4.0000%  | 0.0000% | $10000.00          | $10109.07          | Other Instrument                   |
| SAN ANTONIO TEX ELEC & GAS REV JR LIEN SYS REF BDS      2022 | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $69636.02          | Other Instrument                   |
| TALLAHASSEE FLA CONS UTIL SYS  REF BDS                  2025 | 2050-10-01      | 5.2500%  | 0.0000% | $875000.00         | $943425.00         | Other Instrument                   |
| UTILITY DEBT SECURITIZATION AU RESTRUCTURING BDS        2025 | 2045-12-15      | 5.0000%  | 0.0000% | $105000.00         | $114539.48         | Other Instrument                   |
| UTILITY DEBT SECURITIZATION AU RESTRUCTURING BDS        2025 | 2046-12-15      | 5.0000%  | 0.0000% | $15000.00          | $16227.48          | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R-20 | 2039-07-01      | 5.0000%  | 0.0000% | $765000.00         | $852967.35         | Other Instrument                   |
| WASHINGTON ST                  GO REF BDS               R 20 | 2039-07-01      | 5.0000%  | 0.0000% | $1635000.00        | $1823008.65        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2026 | 2061-04-01      | 5.0000%  | 0.0000% | $4885000.00        | $5483455.92        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2026 | 2040-04-01      | 5.0000%  | 0.0000% | $2945000.00        | $3457083.14        | Other Instrument                   |
| BAY AREA TOLL AUTH CALIF TOLL  BDS                      2026 | 2044-04-01      | 5.0000%  | 0.0000% | $3475000.00        | $4002964.47        | Other Instrument                   |
| CALIFORNIA ST                  VAR PURP GEN OBLIG BDS        | 2047-10-01      | 5.0000%  | 0.0000% | $8085000.00        | $8583332.45        | Other Instrument                   |
| MEDINA VALLEY TEX INDPT SCH DI UNLTD TAX BLDG BDS       2025 | 2060-02-15      | 5.2500%  | 0.0000% | $375000.00         | $391705.62         | Other Instrument                   |
| NEW YORK N Y                   GO BDS                   FISC | 2047-08-01      | 5.0000%  | 0.0000% | $8590000.00        | $8917823.03        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2053-02-01      | 5.2500%  | 0.0000% | $10140000.00       | $10606440.00       | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2052-05-01      | 5.5000%  | 0.0000% | $2975000.00        | $3225306.58        | Other Instrument                   |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD TAX EXMP FISC | 2050-05-01      | 5.5000%  | 0.0000% | $3000000.00        | $3274850.00        | Other Instrument                   |
| NEW YORK ST TWY AUTH ST PERS I GREEN BDS                2025 | 2056-03-15      | 5.0000%  | 0.0000% | $8635000.00        | $8802279.14        | Other Instrument                   |
| SANTA CLARA CNTY CALIF FING AU BDS                      2026 | 2049-11-01      | 4.0000%  | 0.0000% | $6960000.00        | $6453389.33        | Other Instrument                   |
| SANTA CLARA CNTY CALIF FING AU BDS                      2026 | 2050-11-01      | 4.0000%  | 0.0000% | $4500000.00        | $4155620.00        | Other Instrument                   |
| SANTA CLARA CNTY CALIF FING AU BDS                      2026 | 2053-11-01      | 4.0000%  | 0.0000% | $4925000.00        | $4452451.72        | Other Instrument                   |
| TEXAS TRANSN FIN CORP SH 288 S SUBORDINATE TIER REF BDS 2025 | 2055-10-01      | 5.5000%  | 0.0000% | $3455000.00        | $3763608.28        | Other Instrument                   |
| UNIVERSITY CALIF REVS          GEN BDS                  2026 | 2044-11-15      | 5.0000%  | 0.0000% | $2000000.00        | $2177295.56        | Other Instrument                   |
| UNIVERSITY CALIF REVS          GEN BDS                  2026 | 2045-11-15      | 5.0000%  | 0.0000% | $1700000.00        | $1836914.22        | Other Instrument                   |
| UNIVERSITY CALIF REVS          GEN BDS                  2026 | 2044-11-15      | 5.0000%  | 0.0000% | $945000.00         | $1028772.15        | Other Instrument                   |
| UNIVERSITY CALIF REVS          GEN BDS                  2026 | 2045-11-15      | 5.0000%  | 0.0000% | $1250000.00        | $1350672.22        | Other Instrument                   |
| UNIVERSITY CALIF REVS          GEN BDS                  2026 | 2046-11-15      | 5.0000%  | 0.0000% | $800000.00         | $861070.22         | Other Instrument                   |

### Security 273: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRW767N78
- **C.18 - Value (incl. sponsor support):** $1064000000.00
- **C.18.a - Value (excl. sponsor support):** $1064000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMGEN INC                                      | 2048-06-15      | 4.5630%  | 0.0000% | $4136000.00        | $3494115.55        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                            | 2030-10-15      | 2.7390%  | 0.0000% | $1705000.00        | $1622886.92        | Corporate Debt Securities |
| PFIZER INC                                     | 2048-09-15      | 4.2000%  | 0.0000% | $4241000.00        | $3411064.57        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                      | 2067-05-15      | 6.1241%  | 0.0000% | $10200000.00       | $9159243.61        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                        | 2047-11-15      | 4.3500%  | 0.0000% | $8349000.00        | $6995487.95        | Corporate Debt Securities |
| GILEAD SCIENCES INC                            | 2030-10-01      | 1.6500%  | 0.0000% | $20375000.00       | $18261501.25       | Corporate Debt Securities |
| HOME DEPOT INC                                 | 2034-06-25      | 4.9500%  | 0.0000% | $16203000.00       | $16477802.88       | Corporate Debt Securities |
| INTESA SANPAOLO SPA                            | 2033-11-28      | 7.2000%  | 0.0000% | $1023000.00        | $1168419.45        | Corporate Debt Securities |
| MORGAN STANLEY                                 | 2030-07-19      | 5.0420%  | 0.0000% | $1576000.00        | $1606722.54        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                | 2033-09-07      | 5.6250%  | 0.0000% | $451000.00         | $470469.67         | Corporate Debt Securities |
| USB REALTY CORP                                | 2079-12-31      | 5.0808%  | 0.0000% | $32100000.00       | $28340287.50       | Corporate Debt Securities |
| ONEOK INC                                      | 2031-01-15      | 6.3500%  | 0.0000% | $2582000.00        | $2771223.30        | Corporate Debt Securities |
| INTEL CORP                                     | 2041-08-12      | 2.8000%  | 0.0000% | $8630000.00        | $5910523.99        | Corporate Debt Securities |
| WASTE CONNECTIONS INC                          | 2052-01-15      | 2.9500%  | 0.0000% | $3713000.00        | $2378019.73        | Corporate Debt Securities |
| WESTERN ALLIANCE                               | 2031-06-15      | 3.0000%  | 0.0000% | $3985000.00        | $3854584.23        | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2035-11-15      | 2.6680%  | 0.0000% | $7965000.00        | $7218035.22        | Corporate Debt Securities |
| WESTPAC NEW ZEALAND LTD                        | 2029-02-28      | 5.1950%  | 0.0000% | $387000.00         | $396497.79         | Corporate Debt Securities |
| PFIZER INC                                     | 2046-12-15      | 4.1250%  | 0.0000% | $9220000.00        | $7501169.18        | Corporate Debt Securities |
| AT&T INC                                       | 2032-11-01      | 4.5500%  | 0.0000% | $13695000.00       | $13725467.57       | Corporate Debt Securities |
| AIR PRODUCTS AND CHEMICALS INC                 | 2050-05-15      | 2.8000%  | 0.0000% | $18544000.00       | $11623708.87       | Corporate Debt Securities |
| AKER BP ASA                                    | 2030-01-15      | 3.7500%  | 0.0000% | $400000.00         | $387178.67         | Corporate Debt Securities |
| AMDOCS LTD                                     | 2030-06-15      | 2.5380%  | 0.0000% | $2050000.00        | $1861426.65        | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION             | 2034-01-10      | 4.9000%  | 0.0000% | $1750000.00        | $1720538.75        | Corporate Debt Securities |
| BAE SYSTEMS PLC                                | 2031-03-26      | 5.2500%  | 0.0000% | $7000000.00        | $7173174.17        | Corporate Debt Securities |
| BPCE SA                                        | 2032-01-13      | 4.7600%  | 0.0000% | $8000000.00        | $7949386.67        | Corporate Debt Securities |
| BOEING CO                                      | 2060-05-01      | 5.9300%  | 0.0000% | $3699000.00        | $3628638.85        | Corporate Debt Securities |
| UBS GROUP AG                                   | 2037-03-23      | 5.0100%  | 0.0000% | $10000000.00       | $9632033.33        | Corporate Debt Securities |
| CUMMINS INC                                    | 2034-02-20      | 5.1500%  | 0.0000% | $22726000.00       | $23178594.60       | Corporate Debt Securities |
| DEERE FUNDING CANADA CORP                      | 2030-10-09      | 4.1500%  | 0.0000% | $4839000.00        | $4864974.68        | Corporate Debt Securities |
| DIAGEO CAPITAL PLC                             | 2030-04-29      | 2.0000%  | 0.0000% | $944000.00         | $860894.44         | Corporate Debt Securities |
| EMERSON ELECTRIC CO                            | 2050-10-15      | 2.7500%  | 0.0000% | $13000000.00       | $8129947.22        | Corporate Debt Securities |
| EQUINOR ASA                                    | 2028-09-10      | 3.6250%  | 0.0000% | $488000.00         | $483795.68         | Corporate Debt Securities |
| EQUINOR ASA                                    | 2035-11-14      | 4.7500%  | 0.0000% | $3483000.00        | $3478877.48        | Corporate Debt Securities |
| FLEX LTD                                       | 2032-01-15      | 5.2500%  | 0.0000% | $2306000.00        | $2337876.61        | Corporate Debt Securities |
| HYUNDAI CAP SVC                                | 2028-01-22      | 5.2500%  | 0.0000% | $6151000.00        | $6285783.79        | Corporate Debt Securities |
| LOWES COMPANIES INC                            | 2050-10-15      | 3.0000%  | 0.0000% | $1925000.00        | $1207000.67        | Corporate Debt Securities |
| MERCK & CO INC                                 | 2031-03-15      | 4.1500%  | 0.0000% | $25283000.00       | $24999689.94       | Corporate Debt Securities |
| MOODYS CORP                                    | 2048-12-17      | 4.8750%  | 0.0000% | $1235000.00        | $1094634.02        | Corporate Debt Securities |
| NORDSON CORP                                   | 2033-09-15      | 5.8000%  | 0.0000% | $4866000.00        | $5063792.09        | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2034-07-08      | 4.3000%  | 0.0000% | $1384000.00        | $1234353.46        | Corporate Debt Securities |
| PFIZER INC                                     | 2046-12-15      | 4.1250%  | 0.0000% | $920000.00         | $748489.77         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY             | 2054-04-15      | 5.7500%  | 0.0000% | $6052000.00        | $5761830.14        | Corporate Debt Securities |
| TTX CO                                         | 2026-09-25      | 5.5000%  | 0.0000% | $500000.00         | $502643.33         | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                   | 2030-03-31      | 2.0500%  | 0.0000% | $3346000.00        | $3032513.26        | Corporate Debt Securities |
| TESCO PLC                                      | 2037-11-15      | 6.1500%  | 0.0000% | $5360000.00        | $5588085.87        | Corporate Debt Securities |
| 3M CO                                          | 2049-08-26      | 3.2500%  | 0.0000% | $6991000.00        | $4675159.40        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                       | 2027-11-10      | 5.4500%  | 0.0000% | $404000.00         | $420400.72         | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING LTD               | 2033-03-03      | 5.2500%  | 0.0000% | $6250000.00        | $6427333.33        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                      | 2049-03-15      | 4.2500%  | 0.0000% | $2000000.00        | $1596157.78        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION      | 2035-11-19      | 6.8160%  | 0.0000% | $9800000.00        | $10265421.60       | Corporate Debt Securities |
| ALPHABET INC                                   | 2066-02-15      | 5.7500%  | 0.0000% | $16000000.00       | $15901706.67       | Corporate Debt Securities |
| ALTRIA GROUP INC                               | 2044-01-31      | 5.3750%  | 0.0000% | $1204000.00        | $1122511.27        | Corporate Debt Securities |
| ASTRAZENECA PLC                                | 2026-04-08      | 0.7000%  | 0.0000% | $2525000.00        | $2531499.07        | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2032-02-06      | 4.4560%  | 0.0000% | $26633000.00       | $26416680.86       | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2034-09-15      | 5.8720%  | 0.0000% | $4000000.00        | $4180599.11        | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY               | 2031-12-02      | 2.4500%  | 0.0000% | $20807000.00       | $18626605.57       | Corporate Debt Securities |
| CHEVRON USA INC.                               | 2027-02-26      | 4.0170%  | 0.0000% | $3195000.00        | $3210412.86        | Corporate Debt Securities |
| ERAC USA FINANCE LLC                           | 2028-05-01      | 4.6000%  | 0.0000% | $306000.00         | $312865.62         | Corporate Debt Securities |
| ENERGY TRANSFER LP                             | 2034-05-15      | 5.5500%  | 0.0000% | $2498000.00        | $2585671.47        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                  | 2028-07-12      | 2.1250%  | 0.0000% | $301000.00         | $286408.48         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                          | 2026-10-01      | 2.4000%  | 0.0000% | $1200000.00        | $1204716.00        | Corporate Debt Securities |
| GENERAL ELECTRIC CO                            | 2050-05-01      | 4.3500%  | 0.0000% | $100000.00         | $85345.50          | Corporate Debt Securities |
| GENPACT UK FINCO PLC                           | 2030-11-18      | 4.9500%  | 0.0000% | $400000.00         | $398011.00         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                        | 2028-06-23      | 4.9000%  | 0.0000% | $273000.00         | $277867.29         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC                      | 2053-07-31      | 5.6000%  | 0.0000% | $4516000.00        | $4412056.73        | Corporate Debt Securities |
| OHIO POWER CO                                  | 2049-06-01      | 4.0000%  | 0.0000% | $2294000.00        | $1727343.77        | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2065-08-03      | 6.1250%  | 0.0000% | $931000.00         | $776163.58         | Corporate Debt Securities |
| OVINTIV INC                                    | 2053-07-15      | 7.1000%  | 0.0000% | $5263000.00        | $5723611.91        | Corporate Debt Securities |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED   | 2031-04-15      | 8.6250%  | 0.0000% | $1536000.00        | $1790624.00        | Corporate Debt Securities |
| ROYAL BANK OF CANADA                           | 2031-08-06      | 4.6960%  | 0.0000% | $13003000.00       | $13044017.24       | Corporate Debt Securities |
| ROYAL BANK OF CANADA                           | 2031-11-03      | 4.3050%  | 0.0000% | $11385000.00       | $11371091.32       | Corporate Debt Securities |
| SPIRE INC                                      | 2056-06-01      | 6.5000%  | 0.0000% | $12300000.00       | $12483006.92       | Corporate Debt Securities |
| SYSCO CORP                                     | 2048-03-15      | 4.4500%  | 0.0000% | $10803000.00       | $8546553.38        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                       | 2030-01-09      | 4.9500%  | 0.0000% | $2394000.00        | $2457883.89        | Corporate Debt Securities |
| TYSON FOODS INC                                | 2047-06-02      | 4.5500%  | 0.0000% | $4054000.00        | $3453238.87        | Corporate Debt Securities |
| WOODSIDE FIN LTD                               | 2026-09-15      | 3.7000%  | 0.0000% | $1810000.00        | $1806225.14        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW               | 2035-09-11      | 0.0000%  | 0.0000% | $502000.00         | $492153.83         | Corporate Debt Securities |
| AIA GROUP LTD                                  | 2054-09-30      | 5.4000%  | 0.0000% | $1873000.00        | $1762343.16        | Corporate Debt Securities |
| AP MOELLER - MAERSK A/S                        | 2033-09-14      | 5.8750%  | 0.0000% | $427000.00         | $446541.36         | Corporate Debt Securities |
| APA INFRASTRUCTURE LTD                         | 2027-07-15      | 4.2500%  | 0.0000% | $500000.00         | $503151.11         | Corporate Debt Securities |
| AT&T INC                                       | 2047-03-01      | 5.4500%  | 0.0000% | $445000.00         | $411287.54         | Corporate Debt Securities |
| AT&T INC                                       | 2052-02-01      | 3.3000%  | 0.0000% | $5000000.00        | $3174800.00        | Corporate Debt Securities |
| AT&T INC                                       | 2053-09-15      | 3.5000%  | 0.0000% | $1190000.00        | $777171.81         | Corporate Debt Securities |
| AT&T INC                                       | 2055-09-15      | 3.5500%  | 0.0000% | $1401000.00        | $907816.87         | Corporate Debt Securities |
| UNITED RENTALS (NORTH AMERICA) INC             | 2029-12-15      | 6.0000%  | 0.0000% | $1531000.00        | $1579144.85        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                     | 2033-01-15      | 4.7500%  | 0.0000% | $1692000.00        | $1656718.04        | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                   | 2035-09-29      | 5.0770%  | 0.0000% | $7481000.00        | $7373139.36        | Corporate Debt Securities |
| ALPHABET INC                                   | 2035-11-15      | 4.7000%  | 0.0000% | $13520000.00       | $13559215.51       | Corporate Debt Securities |
| AMAZON.COM INC                                 | 2027-08-22      | 3.1500%  | 0.0000% | $2954000.00        | $2927125.99        | Corporate Debt Securities |
| AMAZON.COM INC                                 | 2035-11-20      | 4.6500%  | 0.0000% | $585000.00         | $580577.89         | Corporate Debt Securities |
| AMAZON.COM INC                                 | 2031-03-13      | 4.2500%  | 0.0000% | $13732000.00       | $13609441.90       | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                        | 2049-04-22      | 4.3750%  | 0.0000% | $940000.00         | $785118.94         | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                        | 2030-05-07      | 2.8750%  | 0.0000% | $510000.00         | $480001.80         | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION             | 2031-10-23      | 4.8500%  | 0.0000% | $1391000.00        | $1405307.98        | Corporate Debt Securities |
| AMGEN INC                                      | 2053-03-02      | 5.6500%  | 0.0000% | $5437000.00        | $5274658.73        | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC             | 2048-10-06      | 4.4390%  | 0.0000% | $4493000.00        | $3843979.29        | Corporate Debt Securities |
| ELEVANCE HEALTH INC                            | 2048-03-01      | 4.5500%  | 0.0000% | $1000.00           | $826.58            | Corporate Debt Securities |
| ELEVANCE HEALTH INC                            | 2050-05-15      | 3.1250%  | 0.0000% | $1180000.00        | $765661.36         | Corporate Debt Securities |
| APPLIED MAT INC                                | 2050-06-01      | 2.7500%  | 0.0000% | $11574000.00       | $7370400.36        | Corporate Debt Securities |
| ARCHER DANIELS MIDLAND CO                      | 2047-09-15      | 3.7500%  | 0.0000% | $3371000.00        | $2552408.83        | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC                        | 2031-05-28      | 2.2500%  | 0.0000% | $598000.00         | $541039.01         | Corporate Debt Securities |
| AUTONATION INC                                 | 2032-03-01      | 3.8500%  | 0.0000% | $1148000.00        | $1068189.13        | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                    | 2033-04-01      | 4.8500%  | 0.0000% | $15000000.00       | $14418141.67       | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                 | 2028-02-28      | 4.7500%  | 0.0000% | $850000.00         | $860934.54         | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD                 | 2030-09-08      | 5.2500%  | 0.0000% | $255000.00         | $262832.11         | Corporate Debt Securities |
| BPCE SA                                        | 2032-10-19      | 3.1160%  | 0.0000% | $1185000.00        | $1060660.32        | Corporate Debt Securities |
| BCO CREDITO INVS                               | 2031-10-14      | 2.8750%  | 0.0000% | $800000.00         | $731365.44         | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2032-02-06      | 3.6300%  | 0.0000% | $2000000.00        | $1981634.03        | Corporate Debt Securities |
| BANK OF AMERICA CORP                           | 2029-09-15      | 5.8190%  | 0.0000% | $5347000.00        | $5521505.88        | Corporate Debt Securities |
| BAXTER INTERNATIONAL INC.                      | 2046-08-15      | 3.5000%  | 0.0000% | $5340000.00        | $3534504.47        | Corporate Debt Securities |
| BECTON DICKINSON AND COMPANY                   | 2034-02-08      | 5.1100%  | 0.0000% | $17188000.00       | $17387089.56       | Corporate Debt Securities |
| BERK HATH FIN                                  | 2042-05-15      | 4.4000%  | 0.0000% | $2105000.00        | $1907997.73        | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                 | 2050-02-24      | 3.0000%  | 0.0000% | $1300000.00        | $837776.33         | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                        | 2048-02-20      | 4.5500%  | 0.0000% | $7000000.00        | $5927613.61        | Corporate Debt Securities |
| BRISTOL-MYERS SQUIBB CO                        | 2031-02-22      | 5.1000%  | 0.0000% | $33221000.00       | $34253010.37       | Corporate Debt Securities |
| BROADCOM INC                                   | 2030-04-15      | 5.0000%  | 0.0000% | $163000.00         | $169289.45         | Corporate Debt Securities |
| BROADCOM INC                                   | 2032-02-15      | 4.5500%  | 0.0000% | $1015000.00        | $1007949.70        | Corporate Debt Securities |
| CIGNA GROUP                                    | 2028-10-15      | 4.3750%  | 0.0000% | $512000.00         | $521653.05         | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                           | 2032-08-05      | 3.8500%  | 0.0000% | $648000.00         | $621509.04         | Corporate Debt Securities |
| CARGILL INC                                    | 2049-05-23      | 3.8750%  | 0.0000% | $17710000.00       | $13753546.64       | Corporate Debt Securities |
| CARNIVAL CORP                                  | 2028-08-01      | 4.0000%  | 0.0000% | $1255000.00        | $1225791.97        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC        | 2049-02-01      | 4.2500%  | 0.0000% | $18890000.00       | $15315886.07       | Corporate Debt Securities |
| CHEVRON USA INC.                               | 2029-10-15      | 3.2500%  | 0.0000% | $523000.00         | $511910.37         | Corporate Debt Securities |
| CHEVRON USA INC.                               | 2028-08-13      | 4.2342%  | 0.0000% | $1113000.00        | $1123030.79        | Corporate Debt Securities |
| THE CHILDRENS HOSP CORP                        | 2050-02-01      | 2.5850%  | 0.0000% | $20284000.00       | $12227161.39       | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD               | 2034-01-28      | 6.0450%  | 0.0000% | $1850000.00        | $1810389.19        | Corporate Debt Securities |
| CONOCOPHILLIPS CO                              | 2037-10-01      | 6.6000%  | 0.0000% | $7495000.00        | $8546923.25        | Corporate Debt Securities |
| CONTINENTAL RESOURCES INC                      | 2031-01-15      | 5.7500%  | 0.0000% | $2924000.00        | $3011073.47        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                         | 2033-06-15      | 5.7000%  | 0.0000% | $3980000.00        | $4004012.67        | Corporate Debt Securities |
| COMMONWEALTH BANK OF AUSTRALIA                 | 2034-03-13      | 5.8370%  | 0.0000% | $400000.00         | $412767.40         | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                           | 2048-05-15      | 4.0500%  | 0.0000% | $7750000.00        | $6198450.00        | Corporate Debt Securities |
| DEERE & CO                                     | 2049-09-07      | 2.8750%  | 0.0000% | $12289000.00       | $8020620.67        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORP                        | 2029-04-18      | 3.3500%  | 0.0000% | $218000.00         | $215579.78         | Corporate Debt Securities |
| DICKS SPORTING GOODS INC                       | 2052-01-15      | 4.1000%  | 0.0000% | $2186000.00        | $1556619.02        | Corporate Debt Securities |
| WALT DISNEY CO                                 | 2026-11-15      | 3.3750%  | 0.0000% | $975000.00         | $983804.25         | Corporate Debt Securities |
| DOW CHEMICAL CO                                | 2055-03-15      | 5.9500%  | 0.0000% | $6476000.00        | $5858477.42        | Corporate Debt Securities |
| DUKE ENERGY CORP                               | 2051-06-15      | 3.5000%  | 0.0000% | $400000.00         | $270138.22         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                       | 2055-03-15      | 5.5500%  | 0.0000% | $3425000.00        | $3297475.83        | Corporate Debt Securities |
| EATON CORPORATION                              | 2056-03-06      | 5.4500%  | 0.0000% | $2250000.00        | $2182038.12        | Corporate Debt Securities |
| ENBRIDGE INC                                   | 2035-06-20      | 5.5500%  | 0.0000% | $889000.00         | $918444.42         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                  | 2029-06-14      | 4.8750%  | 0.0000% | $700000.00         | $719438.71         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                  | 2052-06-15      | 5.5000%  | 0.0000% | $3818000.00        | $3490623.47        | Corporate Debt Securities |
| ENERGY TRANSFER LP                             | 2029-04-15      | 5.2500%  | 0.0000% | $3000.00           | $3122.75           | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                          | 2055-03-15      | 5.8000%  | 0.0000% | $663000.00         | $650434.68         | Corporate Debt Securities |
| ENTERGY LOUISIANA LLC                          | 2056-04-15      | 5.6500%  | 0.0000% | $5812000.00        | $5597961.80        | Corporate Debt Securities |
| EQUINOR ASA                                    | 2030-04-06      | 3.1250%  | 0.0000% | $2162000.00        | $2096277.30        | Corporate Debt Securities |
| ESTEE LAUDER COMPANIES INC. (THE)              | 2049-12-01      | 3.1250%  | 0.0000% | $4227000.00        | $2699094.49        | Corporate Debt Securities |
| EXPERIAN FINANCE PLC                           | 2030-03-08      | 2.7500%  | 0.0000% | $3860000.00        | $3606000.21        | Corporate Debt Securities |
| GLAXOSK CAP INC                                | 2038-05-15      | 6.3750%  | 0.0000% | $1532000.00        | $1725328.19        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                           | 2028-04-01      | 4.9070%  | 0.0000% | $655000.00         | $675380.33         | Corporate Debt Securities |
| GLOBAL PAYMENTS INC.                           | 2032-11-15      | 5.2000%  | 0.0000% | $5879000.00        | $5805505.97        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                    | 2032-01-21      | 4.5160%  | 0.0000% | $2899000.00        | $2874680.61        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                              | 2028-03-13      | 4.0410%  | 0.0000% | $929000.00         | $926306.36         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                              | 2032-03-10      | 3.6300%  | 0.0000% | $5000000.00        | $5009175.60        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO                  | 2030-10-15      | 4.4000%  | 0.0000% | $1896000.00        | $1903859.97        | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                        | 2033-01-10      | 4.8000%  | 0.0000% | $400000.00         | $392862.67         | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                        | 2031-09-26      | 4.7500%  | 0.0000% | $52000.00          | $51455.03          | Corporate Debt Securities |
| HYUNDAI CAPITAL AMERICA                        | 2029-01-08      | 4.2500%  | 0.0000% | $1900000.00        | $1895646.36        | Corporate Debt Securities |
| IBM INTERNATIONAL CAPITAL PTE LTD              | 2044-02-05      | 5.2500%  | 0.0000% | $2218000.00        | $2046585.57        | Corporate Debt Securities |
| IBM INTERNATIONAL CAPITAL PTE LTD              | 2044-02-05      | 5.2500%  | 0.0000% | $21053000.00       | $19425953.98       | Corporate Debt Securities |
| ICON INVESTMENTS SIX DAC                       | 2027-05-08      | 5.8090%  | 0.0000% | $5035000.00        | $5174392.16        | Corporate Debt Securities |
| IHC HEALTH SERVICES INC                        | 2048-05-15      | 4.1310%  | 0.0000% | $2944000.00        | $2378593.02        | Corporate Debt Securities |
| ING GROEP NV                                   | 2037-03-23      | 5.4200%  | 0.0000% | $20000000.00       | $19841688.89       | Corporate Debt Securities |
| INGREDION INC                                  | 2050-06-01      | 3.9000%  | 0.0000% | $1090000.00        | $815756.00         | Corporate Debt Securities |
| INTL PAPER CO                                  | 2047-08-15      | 4.4000%  | 0.0000% | $6398000.00        | $5045604.98        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                            | 2031-04-22      | 5.1030%  | 0.0000% | $1451000.00        | $1507571.95        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC             | 2032-12-01      | 4.9000%  | 0.0000% | $4000000.00        | $4071093.33        | Corporate Debt Securities |
| KLA CORP                                       | 2049-03-15      | 5.0000%  | 0.0000% | $478000.00         | $429283.30         | Corporate Debt Securities |
| LOWES COMPANIES INC                            | 2047-05-03      | 4.0500%  | 0.0000% | $1728000.00        | $1348081.92        | Corporate Debt Securities |
| MPLX LP                                        | 2031-02-15      | 4.8000%  | 0.0000% | $2553000.00        | $2566284.11        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                            | 2033-06-21      | 4.4420%  | 0.0000% | $350000.00         | $343220.11         | Corporate Debt Securities |
| MAGNA INTERNATIONAL INC                        | 2033-03-21      | 5.5000%  | 0.0000% | $2800000.00        | $2869377.78        | Corporate Debt Securities |
| MARS INC                                       | 2033-04-20      | 4.7500%  | 0.0000% | $280000.00         | $283383.26         | Corporate Debt Securities |
| MERCK & CO INC                                 | 2029-03-07      | 3.4000%  | 0.0000% | $19891000.00       | $19502462.47       | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                 | 2028-09-11      | 4.0500%  | 0.0000% | $2740000.00        | $2725943.80        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                 | 2033-04-19      | 4.3150%  | 0.0000% | $499000.00         | $490735.31         | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                 | 2028-09-13      | 5.3540%  | 0.0000% | $6285000.00        | $6374479.55        | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                 | 2034-04-19      | 5.4060%  | 0.0000% | $1499000.00        | $1564202.00        | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                     | 2026-04-12      | 3.4770%  | 0.0000% | $391000.00         | $397233.55         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                     | 2031-09-08      | 1.9790%  | 0.0000% | $550000.00         | $487654.40         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC                     | 2036-07-08      | 5.3230%  | 0.0000% | $4000000.00        | $4050969.89        | Corporate Debt Securities |
| MORGAN STANLEY                                 | 2031-01-15      | 5.2300%  | 0.0000% | $1265000.00        | $1295563.81        | Corporate Debt Securities |
| NXP BV                                         | 2028-12-01      | 5.5500%  | 0.0000% | $1216000.00        | $1267023.36        | Corporate Debt Securities |
| NATIONAL AUSTRALIA BANK LTD ( NEW YORK BRANCH) | 2028-01-12      | 4.9440%  | 0.0000% | $1241000.00        | $1271217.52        | Corporate Debt Securities |
| NATIONAL GRID PLC                              | 2033-06-12      | 5.8090%  | 0.0000% | $500000.00         | $528984.18         | Corporate Debt Securities |
| NESTLE HLDGS INC.                              | 2048-09-24      | 4.0000%  | 0.0000% | $19868000.00       | $15782300.33       | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC            | 2031-03-01      | 4.4000%  | 0.0000% | $1983000.00        | $1973173.13        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                   | 2052-08-15      | 4.0500%  | 0.0000% | $924000.00         | $702281.58         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                   | 2048-02-28      | 4.1500%  | 0.0000% | $1845000.00        | $1462114.84        | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                   | 2055-05-15      | 3.1550%  | 0.0000% | $884000.00         | $567297.18         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                          | 2054-09-18      | 4.7000%  | 0.0000% | $2873000.00        | $2499789.32        | Corporate Debt Securities |
| NUTRIEN LTD                                    | 2045-01-15      | 5.2500%  | 0.0000% | $498000.00         | $462021.16         | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC                         | 2036-03-12      | 5.1000%  | 0.0000% | $19812000.00       | $19525749.62       | Corporate Debt Securities |
| ONEOK INC                                      | 2049-09-01      | 4.4500%  | 0.0000% | $1597000.00        | $1257443.20        | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2046-07-15      | 4.0000%  | 0.0000% | $28916000.00       | $19529705.76       | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2051-03-25      | 3.9500%  | 0.0000% | $775000.00         | $489023.71         | Corporate Debt Securities |
| ORACLE CORPORATION                             | 2056-02-04      | 6.7000%  | 0.0000% | $22257000.00       | $20733026.11       | Corporate Debt Securities |
| ORANGE SA                                      | 2036-01-13      | 5.0000%  | 0.0000% | $455000.00         | $449982.87         | Corporate Debt Securities |
| ORIX CORP                                      | 2027-09-13      | 5.0000%  | 0.0000% | $1471000.00        | $1486798.54        | Corporate Debt Securities |
| ORIX CORP                                      | 2027-07-18      | 3.7000%  | 0.0000% | $100000.00         | $99893.28          | Corporate Debt Securities |
| PEPSICO INC                                    | 2047-05-02      | 4.0000%  | 0.0000% | $1185000.00        | $964347.73         | Corporate Debt Securities |
| PFIZER INC                                     | 2027-11-15      | 3.8750%  | 0.0000% | $3589000.00        | $3631181.72        | Corporate Debt Securities |
| PHILIP MORRIS INTERNATIONAL INC                | 2030-11-01      | 1.7500%  | 0.0000% | $600000.00         | $533893.00         | Corporate Debt Securities |
| POSCO CO LTD                                   | 2027-01-23      | 4.8750%  | 0.0000% | $410000.00         | $414669.22         | Corporate Debt Securities |
| PUBLIC SERVICE COMPANY OF COLORADO             | 2053-04-01      | 5.2500%  | 0.0000% | $2600000.00        | $2412618.00        | Corporate Debt Securities |
| QUALCOMM INC                                   | 2050-05-20      | 3.2500%  | 0.0000% | $6660000.00        | $4516987.75        | Corporate Debt Securities |
| QUALCOMM INC                                   | 2035-05-20      | 5.0000%  | 0.0000% | $268000.00         | $271659.39         | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                    | 2027-03-12      | 4.3750%  | 0.0000% | $2500000.00        | $2509097.57        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                    | 2028-03-14      | 4.5000%  | 0.0000% | $1141000.00        | $1147931.58        | Corporate Debt Securities |
| RIO TINTO FINANCE (USA) PLC                    | 2035-03-14      | 5.2500%  | 0.0000% | $5911000.00        | $5992389.54        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                             | 2027-03-10      | 2.3140%  | 0.0000% | $7563000.00        | $7453940.28        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC                      | 2032-03-15      | 3.8000%  | 0.0000% | $4136000.00        | $3860331.00        | Corporate Debt Securities |
| ROYAL CARIBBEAN CRUISES LTD                    | 2033-05-15      | 4.7500%  | 0.0000% | $1250000.00        | $1207857.64        | Corporate Debt Securities |
| SNF GROUP SA                                   | 2027-03-15      | 3.1250%  | 0.0000% | $380000.00         | $374827.78         | Corporate Debt Securities |
| SNF GROUP SA                                   | 2030-03-15      | 3.3750%  | 0.0000% | $221000.00         | $204210.63         | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC                   | 2030-05-15      | 4.5000%  | 0.0000% | $1046000.00        | $1054901.46        | Corporate Debt Securities |
| SANTANDER UK GROUP HOLDINGS PLC                | 2029-01-10      | 6.5340%  | 0.0000% | $566000.00         | $591782.15         | Corporate Debt Securities |
| SIEMENS FUNDING BV                             | 2028-05-26      | 4.2970%  | 0.0000% | $1425000.00        | $1429133.53        | Corporate Debt Securities |
| SIMON PROPERTY GROUP LP                        | 2029-09-13      | 2.4500%  | 0.0000% | $2387000.00        | $2233623.32        | Corporate Debt Securities |
| SMITH & NEPHEW PLC                             | 2030-10-14      | 2.0320%  | 0.0000% | $701000.00         | $629088.77         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY             | 2050-02-01      | 3.6500%  | 0.0000% | $2578000.00        | $1774007.73        | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC                    | 2046-07-08      | 5.7960%  | 0.0000% | $8731000.00        | $8553175.72        | Corporate Debt Securities |
| SWEDBANK AB                                    | 2029-11-20      | 4.9980%  | 0.0000% | $400000.00         | $415690.87         | Corporate Debt Securities |
| T-MOBILE USA INC                               | 2030-04-15      | 3.8750%  | 0.0000% | $22416000.00       | $22176777.69       | Corporate Debt Securities |
| T-MOBILE USA INC                               | 2033-12-15      | 6.7000%  | 0.0000% | $10606000.00       | $11869469.21       | Corporate Debt Securities |
| TAKEDA PHARMACEUTICAL CO LTD                   | 2060-07-09      | 3.3750%  | 0.0000% | $1335000.00        | $843196.01         | Corporate Debt Securities |
| TARGET CORPORATION                             | 2047-11-15      | 3.9000%  | 0.0000% | $1555000.00        | $1226713.58        | Corporate Debt Securities |
| TARGET CORPORATION                             | 2034-09-15      | 4.5000%  | 0.0000% | $276000.00         | $268390.68         | Corporate Debt Securities |
| TENCENT HOLDINGS LTD                           | 2051-04-22      | 3.8400%  | 0.0000% | $3033000.00        | $2391975.45        | Corporate Debt Securities |
| TEXAS INSTRUMENTS INC                          | 2063-05-18      | 5.0500%  | 0.0000% | $1798000.00        | $1600771.89        | Corporate Debt Securities |
| 3M CO                                          | 2037-03-15      | 5.7000%  | 0.0000% | $1050000.00        | $1086701.00        | Corporate Debt Securities |
| 3M CO                                          | 2047-10-15      | 3.6250%  | 0.0000% | $2112000.00        | $1556090.51        | Corporate Debt Securities |
| TOYOTA MTR CORP                                | 2026-07-13      | 5.2750%  | 0.0000% | $1481000.00        | $1500666.45        | Corporate Debt Securities |
| TOYOTA MTR CORP                                | 2028-07-13      | 5.1180%  | 0.0000% | $3603000.00        | $3704709.09        | Corporate Debt Securities |
| TOYOTA MOTOR CREDIT CORP                       | 2032-09-03      | 4.6500%  | 0.0000% | $1200000.00        | $1191476.00        | Corporate Debt Securities |
| TRANSCANADA PIPELINES LTD                      | 2065-06-01      | 7.0000%  | 0.0000% | $7882000.00        | $8150093.09        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                      | 2048-09-10      | 4.5000%  | 0.0000% | $1792000.00        | $1501006.08        | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                      | 2053-02-14      | 3.5000%  | 0.0000% | $5075000.00        | $3535698.93        | Corporate Debt Securities |
| RTX CORP                                       | 2048-11-16      | 4.6250%  | 0.0000% | $14740000.00       | $12787742.28       | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                         | 2052-05-15      | 4.7500%  | 0.0000% | $1516000.00        | $1298824.58        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                     | 2047-03-16      | 5.5000%  | 0.0000% | $2073000.00        | $1940414.38        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                          | 2029-01-24      | 4.1500%  | 0.0000% | $844000.00         | $844003.05         | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2027-03-08      | 3.3500%  | 0.0000% | $4847000.00        | $4820536.73        | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2039-07-24      | 4.4210%  | 0.0000% | $2235000.00        | $2013998.67        | Corporate Debt Securities |
| WESTPAC BANKING CORP                           | 2036-11-18      | 3.0200%  | 0.0000% | $4200000.00        | $3792630.33        | Corporate Debt Securities |
| WILLIAMS COMPANIES INC                         | 2048-03-01      | 4.8500%  | 0.0000% | $9923000.00        | $8456694.83        | Corporate Debt Securities |
| XCEL ENERGY INC                                | 2056-12-03      | 5.7500%  | 0.0000% | $790000.00         | $770812.66         | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC                     | 2031-11-24      | 2.6000%  | 0.0000% | $3863000.00        | $3472111.61        | Corporate Debt Securities |
| CELULOSA ARAUCO                                | 2029-04-30      | 4.2500%  | 0.0000% | $4100000.00        | $3970146.17        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                          | 2030-01-13      | 3.8500%  | 0.0000% | $10600000.00       | $9978433.67        | Corporate Debt Securities |
| COLBUN SA                                      | 2030-03-06      | 3.1500%  | 0.0000% | $1100000.00        | $1025384.25        | Corporate Debt Securities |
| MACQUARIE BANK LTD                             | 2030-06-03      | 3.6240%  | 0.0000% | $1565000.00        | $1499925.21        | Corporate Debt Securities |
| INVERSIONES CMPC S.A.                          | 2031-04-06      | 3.0000%  | 0.0000% | $4100000.00        | $3639460.67        | Corporate Debt Securities |
| PROSUS NV                                      | 2031-07-13      | 3.0610%  | 0.0000% | $534000.00         | $481765.28         | Corporate Debt Securities |
| ASB BANK LTD                                   | 2032-06-17      | 5.2840%  | 0.0000% | $950000.00         | $968216.14         | Corporate Debt Securities |
| UBS GROUP AG                                   | 2034-09-22      | 6.3010%  | 0.0000% | $300000.00         | $318286.58         | Corporate Debt Securities |
| CELULOSA ARAUCO                                | 2032-05-05      | 6.1800%  | 0.0000% | $2368000.00        | $2399194.45        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW               | 2034-01-28      | 0.0000%  | 0.0000% | $700000.00         | $685012.13         | Corporate Debt Securities |

### Security 274: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRWL2H6D5
- **C.18 - Value (incl. sponsor support):** $319000000.00
- **C.18.a - Value (excl. sponsor support):** $319000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-05-15      | 0.0000%  | 0.0000% | $1000.00           | $846.35            | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-09-11      | 3.0000%  | 0.0000% | $85000.00          | $84810.17          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2028-11-16      | 3.2500%  | 0.0000% | $465000.00         | $463581.06         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2029-06-08      | 2.7500%  | 0.0000% | $10000.00          | $9741.36           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2028-03-10      | 1.0000%  | 0.0000% | $35000.00          | $33146.52          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2028-06-30      | 4.0000%  | 0.0000% | $240000.00         | $243203.52         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-09-11      | 4.8750%  | 0.0000% | $15000.00          | $15108.87          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2027-01-15      | 4.1250%  | 0.0000% | $1010000.00        | $1021184.07        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2027-04-09      | 4.7500%  | 0.0000% | $2990000.00        | $3085397.28        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-10-15      | 3.6500%  | 0.0000% | $160000.00         | $162591.60         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-09-02      | 3.6400%  | 0.0000% | $1000000.00        | $1002938.33        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-07-23      | 3.6400%  | 0.0000% | $1000000.00        | $1003664.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-08-18      | 0.0000%  | 0.0000% | $20000000.00       | $19715080.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2028-03-10      | 3.0000%  | 0.0000% | $505000.00         | $497570.94         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-10-01      | 0.0000%  | 0.0000% | $8401000.00        | $8244707.80        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-05-08      | 0.0000%  | 0.0000% | $825000.00         | $821749.50         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-05-13      | 0.0000%  | 0.0000% | $800000.00         | $796448.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-05-15      | 0.0000%  | 0.0000% | $900000.00         | $895824.00         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-06-05      | 0.0000%  | 0.0000% | $750000.00         | $744978.75         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-07-24      | 0.0000%  | 0.0000% | $4000000.00        | $3953200.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2029-03-20      | 3.0300%  | 0.0000% | $40000.00          | $39054.55          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2037-09-14      | 3.0000%  | 0.0000% | $10000.00          | $8401.67           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-09-28      | 3.3000%  | 0.0000% | $10000.00          | $9975.55           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-04-02      | 3.0000%  | 0.0000% | $50000.00          | $50734.33          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-10-30      | 3.3500%  | 0.0000% | $10000.00          | $10110.18          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-10-27      | 1.1600%  | 0.0000% | $1271000.00        | $1257911.52        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2028-11-01      | 4.8750%  | 0.0000% | $2000.00           | $2088.38           | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-05-28      | 4.7500%  | 0.0000% | $35000.00          | $35614.22          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-04-17      | 3.7200%  | 0.0000% | $31000.00          | $31233.84          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-09-21      | 3.7550%  | 0.0000% | $68000.00          | $68089.38          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-05-28      | 3.7100%  | 0.0000% | $19000.00          | $19059.75          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-07-15      | 3.7500%  | 0.0000% | $17000.00          | $17136.96          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-05-26      | 3.7350%  | 0.0000% | $33000.00          | $33117.30          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-09-03      | 3.7700%  | 0.0000% | $31000.00          | $31100.65          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-06-15      | 3.7550%  | 0.0000% | $18000.00          | $18033.54          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2026-04-21      | 3.7400%  | 0.0000% | $17000.00          | $17123.40          | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2027-07-13      | 3.6850%  | 0.0000% | $500000.00         | $502366.94         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2027-03-08      | 3.6650%  | 0.0000% | $1000000.00        | $1002032.22        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2028-03-17      | 3.6250%  | 0.0000% | $3165000.00        | $3151035.14        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2029-03-27      | 3.8750%  | 0.0000% | $889000.00         | $887963.03         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2036-03-14      | 5.1250%  | 0.0000% | $95000.00          | $98740.16          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2036-07-15      | 5.5000%  | 0.0000% | $430000.00         | $471125.68         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2029-09-15      | 6.7500%  | 0.0000% | $12000.00          | $13131.11          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2031-03-15      | 6.7500%  | 0.0000% | $4000.00           | $4498.53           | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2032-07-15      | 6.2500%  | 0.0000% | $115000.00         | $129614.71         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2027-03-25      | 2.6700%  | 0.0000% | $242000.00         | $239431.90         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2031-01-28      | 4.1500%  | 0.0000% | $1800000.00        | $1793506.50        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-02-19      | 3.9000%  | 0.0000% | $14500000.00       | $14444030.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2031-02-06      | 4.2000%  | 0.0000% | $10495000.00       | $10450886.02       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2028-03-02      | 3.8000%  | 0.0000% | $4000000.00        | $3994972.44        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2028-03-13      | 4.0000%  | 0.0000% | $56249000.00       | $56205613.27       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2029-03-12      | 4.1500%  | 0.0000% | $575000.00         | $574610.31         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-08-06      | 6.2100%  | 0.0000% | $5000.00           | $5776.34           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-01-15      | 7.1250%  | 0.0000% | $778000.00         | $875686.98         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-05-15      | 7.2500%  | 0.0000% | $1704000.00        | $1966681.64        | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-11-15      | 6.6250%  | 0.0000% | $30184000.00       | $34248208.52       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-08-05      | 0.8750%  | 0.0000% | $524000.00         | $460538.94         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-10-08      | 0.7500%  | 0.0000% | $606000.00         | $579830.60         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-06-18      | 3.7300%  | 0.0000% | $50000.00          | $50077.42          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-04-24      | 2.1250%  | 0.0000% | $40000.00          | $40325.89          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2026-09-24      | 1.8750%  | 0.0000% | $7000.00           | $6938.91           | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-01-27      | 1.3100%  | 0.0000% | $270000.00         | $230247.60         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2027-10-08      | 6.0300%  | 0.0000% | $35000.00          | $37105.51          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-07-15      | 5.6250%  | 0.0000% | $508000.00         | $557817.02         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-02-20      | 2.0000%  | 0.0000% | $227435236.00      | $137380217.86      | Agency Mortgage-Backed Securities   |
| TN VLY AUTHORITY                           | 2030-05-01      | 7.1250%  | 0.0000% | $130000.00         | $148995.28         | Agency Debentures and Agency Strips |
| TN VLY AUTHORITY                           | 2031-09-15      | 1.5000%  | 0.0000% | $500000.00         | $436837.33         | Agency Debentures and Agency Strips |
| TN VLY AUTHORITY                           | 2055-02-01      | 5.2500%  | 0.0000% | $10013000.00       | $9947114.46        | Agency Debentures and Agency Strips |

### Security 275: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRWPU4NG8
- **C.18 - Value (incl. sponsor support):** $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:** 3.7200%
- **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.: 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         |
|:---|:---|:---|:---|:---|:---|:---|
| MEDINA VALLEY TEX INDPT SCH DIST                                 | 2060-02-15      | 5.2500%  | 0.0000% | $1965000.00        | $2052537.47        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2054-05-01      | 5.0000%  | 0.0000% | $1535000.00        | $1597894.07        | Other Instrument |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2052-10-01      | 5.0000%  | 0.0000% | $1820000.00        | $1857128.00        | Other Instrument |
| ALABAMA ST HWY AUTH                                              | 2034-09-01      | 5.0000%  | 0.0000% | $1500000.00        | $1724611.67        | Other Instrument |
| ANAHEIM CALIF UN HIGH SCH DIST                                   | 2038-08-01      | 3.0000%  | 0.0000% | $1545000.00        | $1395892.05        | Other Instrument |
| ARLINGTON TEX HIGHER ED FIN CO                                   | 2035-08-15      | 4.0000%  | 0.0000% | $1000000.00        | $1015181.11        | Other Instrument |
| ATLANTA GA (CITY OF)                                             | 2038-07-01      | 4.0000%  | 0.0000% | $1325000.00        | $1292312.25        | Other Instrument |
| AUGUSTA GA                                                       | 2036-10-01      | 5.0000%  | 0.0000% | $500000.00         | $563010.00         | Other Instrument |
| AUSTIN TX (CITY OF)                                              | 2028-11-15      | 5.0000%  | 0.0000% | $505000.00         | $533582.44         | Other Instrument |
| AVONDALE MICH SCH DIST                                           | 2042-11-01      | 5.0000%  | 0.0000% | $1310000.00        | $1417179.83        | Other Instrument |
| CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY                      | 2051-04-01      | 5.0000%  | 0.0000% | $1250000.00        | $1397400.00        | Other Instrument |
| CALIFORNIA STATE PUBLIC WORKS BOARD                              | 2031-09-01      | 5.0000%  | 0.0000% | $1450000.00        | $1614599.17        | Other Instrument |
| CHAFFEY CALIF UN HIGH SCH DIST                                   | 2039-08-01      | 3.0000%  | 0.0000% | $1920000.00        | $1730131.20        | Other Instrument |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2046-11-15      | 4.0000%  | 0.0000% | $1860000.00        | $1692062.67        | Other Instrument |
| COLORADO HOUSING AND FINANCE AUTHORITY                           | 2054-11-01      | 3.7500%  | 0.0000% | $1900000.00        | $1929523.48        | Money Market     |
| COLORADO (STATE OF)                                              | 2037-12-15      | 4.0000%  | 0.0000% | $620000.00         | $634729.82         | Other Instrument |
| CONCORD N H                                                      | 2056-02-01      | 4.2500%  | 0.0000% | $1000000.00        | $931404.72         | Other Instrument |
| CONNECTICUT (STATE OF)                                           | 2034-03-15      | 5.0000%  | 0.0000% | $2185000.00        | $2491254.46        | Other Instrument |
| CORNWALL-LEBANON PA SCH DIST                                     | 2055-02-15      | 5.0000%  | 0.0000% | $770000.00         | $782873.54         | Other Instrument |
| COMPTON CALIF CMNTY REDEV AGY                                    | 2032-08-01      | 5.2500%  | 0.0000% | $610000.00         | $679436.30         | Other Instrument |
| CROSSVILLE TENN SPORTS AUTH                                      | 2044-06-01      | 4.1250%  | 0.0000% | $580000.00         | $569159.80         | Other Instrument |
| CUYAHOGA OHIO CMNTY COLLEGE                                      | 2033-12-01      | 5.0000%  | 0.0000% | $1490000.00        | $1689833.83        | Other Instrument |
| DAVENPORT IOWA CMNTY SCH DIST                                    | 2035-06-01      | 5.0000%  | 0.0000% | $195000.00         | $217045.62         | Other Instrument |
| DESCHUTES CNTY ORE HOSP FACS AUTH                                | 2050-01-01      | 3.9850%  | 0.0000% | $3100000.00        | $2390510.75        | Other Instrument |
| DISTRICT OF COLUMBIA (WASHINGTON DC)                             | 2031-03-01      | 5.0000%  | 0.0000% | $560000.00         | $606623.73         | Other Instrument |
| DOWNTOWN REVITALIZATION PUB INFRA DIST                           | 2030-06-01      | 5.0000%  | 0.0000% | $635000.00         | $697640.63         | Other Instrument |
| FRESNO CALIF UNI SCH DIST                                        | 2055-08-01      | 4.0000%  | 0.0000% | $1655000.00        | $1486912.68        | Other Instrument |
| GEISINGER AUTH PA                                                | 2047-02-15      | 4.0000%  | 0.0000% | $1620000.00        | $1420709.40        | Other Instrument |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2041-06-01      | 3.7140%  | 0.0000% | $2000000.00        | $1595900.00        | Other Instrument |
| GRANT CNTY WASH                                                  | 2033-12-01      | 5.0000%  | 0.0000% | $540000.00         | $604339.20         | Other Instrument |
| GUILFORD CNTY N C                                                | 2037-03-01      | 5.0000%  | 0.0000% | $790000.00         | $897682.27         | Other Instrument |
| HATTIESBURG MISS PUB SCH DIST                                    | 2028-04-01      | 4.0000%  | 0.0000% | $500000.00         | $520745.00         | Other Instrument |
| HUTTO TEX INDPT SCH DIST                                         | 2042-08-01      | 5.0000%  | 0.0000% | $750000.00         | $806500.00         | Other Instrument |
| IDAHO HEALTH FACILITIES AUTHORITY                                | 2051-03-01      | 3.0000%  | 0.0000% | $2560000.00        | $1762918.40        | Other Instrument |
| ILLINOIS ST UNIV                                                 | 2042-04-01      | 5.0000%  | 0.0000% | $485000.00         | $521423.50         | Other Instrument |
| INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY                | 2045-07-01      | 4.9000%  | 0.0000% | $475000.00         | $488537.50         | Other Instrument |
| LOS ANGELES CNTY CALIF                                           | 2037-08-01      | 5.5000%  | 0.0000% | $1180000.00        | $1403122.27        | Other Instrument |
| JEFFERSON CNTY ALA BRD ED                                        | 2041-02-01      | 5.0000%  | 0.0000% | $935000.00         | $1008194.92        | Other Instrument |
| JEFFERSON CNTY ALA                                               | 2033-10-01      | 5.0000%  | 0.0000% | $1140000.00        | $1287652.80        | Other Instrument |
| KENNEDALE TEX INDPT SCH DIST                                     | 2049-02-15      | 4.0000%  | 0.0000% | $1735000.00        | $1566602.83        | Other Instrument |
| KENTUCKY HOUSING CORP                                            | 2037-07-01      | 3.7500%  | 0.0000% | $2465000.00        | $1248880.57        | Money Market     |
| KINGSTON N Y                                                     | 2042-03-01      | 4.0000%  | 0.0000% | $595000.00         | $598374.31         | Other Instrument |
| KNOX CNTY TENN HEALTH EDL & HSG FACS BRD                         | 2042-01-01      | 5.0000%  | 0.0000% | $500000.00         | $509435.00         | Other Instrument |
| KNOXVILLE TENN                                                   | 2041-03-01      | 3.5000%  | 0.0000% | $645000.00         | $594429.85         | Other Instrument |
| LEON CNTY-TALLAHASSEE CITY FLA BLUEPRINT INTERGOVERNMENTAL AGENC | 2034-10-01      | 5.0000%  | 0.0000% | $435000.00         | $489688.20         | Other Instrument |
| LOS ANGELES CALIF                                                | 2027-06-01      | 5.0000%  | 0.0000% | $1080000.00        | $1133521.20        | Other Instrument |
| LONG ISLAND POWER AUTHORITY                                      | 2034-09-01      | 5.0000%  | 0.0000% | $515000.00         | $541376.58         | Other Instrument |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2038-05-15      | 4.0000%  | 0.0000% | $385000.00         | $386190.08         | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2035-07-01      | 5.0000%  | 0.0000% | $880000.00         | $983567.20         | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2041-07-01      | 5.0000%  | 0.0000% | $1365000.00        | $1469531.70        | Other Instrument |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER                    | 2031-07-01      | 5.0000%  | 0.0000% | $1160000.00        | $1279282.80        | Other Instrument |
| LOS ANGELES CALIF UNI SCH DIST                                   | 2028-07-01      | 5.0000%  | 0.0000% | $2230000.00        | $2393882.70        | Other Instrument |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                         | 2043-12-01      | 4.0000%  | 0.0000% | $1660000.00        | $1647638.53        | Other Instrument |
| LOS ANGELES CNTY CALIF PUB WKS FING AUTH                         | 2053-12-01      | 5.2500%  | 0.0000% | $975000.00         | $1043932.50        | Other Instrument |
| LOUISIANA STADIUM & EXPOSITION DISTRICT                          | 2048-07-01      | 5.0000%  | 0.0000% | $995000.00         | $1031476.70        | Other Instrument |
| LOWELL MA                                                        | 2047-08-01      | 4.0000%  | 0.0000% | $1540000.00        | $1421445.67        | Other Instrument |
| MAINE STATE HOUSING AUTHORITY                                    | 2042-11-15      | 4.8500%  | 0.0000% | $500000.00         | $516636.11         | Other Instrument |
| MARKESAN WIS SCH DIST                                            | 2036-03-01      | 4.0000%  | 0.0000% | $515000.00         | $530717.23         | Other Instrument |
| MARYLAND (STATE OF)                                              | 2032-08-01      | 5.0000%  | 0.0000% | $810000.00         | $885033.00         | Other Instrument |
| MASSACHUSETTS (COMMONWEALTH OF)                                  | 2054-01-01      | 5.0000%  | 0.0000% | $525000.00         | $543816.00         | Other Instrument |
| MASSACHUSETTS ST DEV FIN AGY                                     | 2054-03-01      | 5.2500%  | 0.0000% | $900000.00         | $939415.50         | Other Instrument |
| MASSACHUSETTS ST TPK AUTH                                        | 2029-01-01      | 0.0000%  | 0.0000% | $785000.00         | $722490.45         | Other Instrument |
| MEMPHIS TENN                                                     | 2031-12-01      | 5.0000%  | 0.0000% | $475000.00         | $538457.36         | Other Instrument |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                          | 2032-01-01      | 4.0000%  | 0.0000% | $1830000.00        | $1947504.30        | Other Instrument |
| MICHIGAN STATE FINANCE AUTHORITY                                 | 2035-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $1158690.00        | Other Instrument |
| MICHIGAN (STATE OF)                                              | 2045-11-15      | 4.0000%  | 0.0000% | $1105000.00        | $1051950.18        | Other Instrument |
| MONTANA FAC FIN AUTH                                             | 2055-02-15      | 5.5000%  | 0.0000% | $1000000.00        | $1044697.78        | Other Instrument |
| MONTGOMERY CNTY OHIO                                             | 2051-08-01      | 3.0000%  | 0.0000% | $1500000.00        | $1037475.00        | Other Instrument |
| MONTGOMERY ILL                                                   | 2044-12-30      | 5.0000%  | 0.0000% | $800000.00         | $845083.56         | Other Instrument |
| MONTGOMERY TEX INDPT SCH DIST                                    | 2033-02-15      | 5.0000%  | 0.0000% | $1030000.00        | $1156750.66        | Other Instrument |
| CITY OF NASHUA                                                   | 2029-07-15      | 5.0000%  | 0.0000% | $870000.00         | $935624.10         | Other Instrument |
| CITY OF NASHUA                                                   | 2030-07-15      | 5.0000%  | 0.0000% | $2495000.00        | $2728207.65        | Other Instrument |
| CITY OF NASHUA                                                   | 2034-07-15      | 5.0000%  | 0.0000% | $710000.00         | $810429.50         | Other Instrument |
| NEW JERSEY INSTITUTE OF TECHNOLOGY                               | 2037-07-01      | 4.1770%  | 0.0000% | $585000.00         | $559688.51         | Other Instrument |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY                   | 2033-06-15      | 5.0000%  | 0.0000% | $1000000.00        | $1103082.22        | Other Instrument |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2042-01-01      | 4.0000%  | 0.0000% | $720000.00         | $718869.60         | Other Instrument |
| NEW JERSEY ST TURNPIKE AUTHORITY                                 | 2042-01-01      | 4.0000%  | 0.0000% | $1230000.00        | $1229483.40        | Other Instrument |
| NEW ORLEANS LA                                                   | 2032-12-01      | 5.0000%  | 0.0000% | $2150000.00        | $2373872.33        | Other Instrument |
| NEW YORK CITY OF                                                 | 2034-09-01      | 5.0000%  | 0.0000% | $700000.00         | $772307.67         | Other Instrument |
| NEW YORK CITY OF                                                 | 2031-08-01      | 5.0000%  | 0.0000% | $730000.00         | $807338.63         | Other Instrument |
| NEW YORK CITY OF                                                 | 2055-10-01      | 5.0000%  | 0.0000% | $970000.00         | $999957.91         | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2038-11-01      | 5.0000%  | 0.0000% | $680000.00         | $739481.87         | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2035-08-01      | 5.0000%  | 0.0000% | $750000.00         | $825182.50         | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2040-11-01      | 4.0000%  | 0.0000% | $1545000.00        | $1551313.90        | Other Instrument |
| NEW YORK CITY TRANSITIONAL FIN AUTH                              | 2050-05-01      | 5.0000%  | 0.0000% | $1665000.00        | $1738398.75        | Other Instrument |
| NEW YORK STATE ENVIRONMENTAL FACILITIES CORP                     | 2033-06-15      | 5.0000%  | 0.0000% | $1095000.00        | $1160658.63        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2053-03-15      | 5.0000%  | 0.0000% | $950000.00         | $968916.61         | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-07-01      | 2.6940%  | 0.0000% | $1500000.00        | $1147177.50        | Other Instrument |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-10-01      | 5.0000%  | 0.0000% | $700000.00         | $787066.00         | Other Instrument |
| NOVI MICH CMNTY SCH DIST                                         | 2037-11-01      | 5.0000%  | 0.0000% | $640000.00         | $709625.60         | Other Instrument |
| NOVI MICH CMNTY SCH DIST                                         | 2038-11-01      | 5.0000%  | 0.0000% | $640000.00         | $704454.40         | Other Instrument |
| NOVI MICH CMNTY SCH DIST                                         | 2039-11-01      | 5.0000%  | 0.0000% | $725000.00         | $792642.50         | Other Instrument |
| NOVI MICH CMNTY SCH DIST                                         | 2040-11-01      | 5.0000%  | 0.0000% | $775000.00         | $841696.50         | Other Instrument |
| ORANGE CNTY FLA HEALTH FACS AUTH                                 | 2052-10-01      | 4.0000%  | 0.0000% | $1700000.00        | $1483726.00        | Other Instrument |
| OREGON (STATE OF)                                                | 2034-05-01      | 5.0000%  | 0.0000% | $1440000.00        | $1602523.20        | Other Instrument |
| PENNSYLVANIA (COMMONWEALTH OF)                                   | 2036-04-01      | 5.0000%  | 0.0000% | $495000.00         | $568849.60         | Other Instrument |
| ORANGE CNTY FLA                                                  | 2031-10-01      | 5.0000%  | 0.0000% | $685000.00         | $777728.45         | Other Instrument |
| PLEASANT VALLEY CALIF SCH DIST                                   | 2046-08-01      | 4.0000%  | 0.0000% | $2515000.00        | $2438661.37        | Other Instrument |
| PRIVATE COLLEGES & UNIVS AUTH GA                                 | 2033-09-01      | 5.0000%  | 0.0000% | $930000.00         | $1048069.70        | Other Instrument |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2049-10-01      | 4.0000%  | 0.0000% | $685000.00         | $611020.00         | Other Instrument |
| RANCHO CALIF WTR DIST FING AUTH                                  | 2040-08-01      | 3.0000%  | 0.0000% | $665000.00         | $595002.10         | Other Instrument |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                      | 2037-05-15      | 4.0000%  | 0.0000% | $1160000.00        | $1171566.49        | Other Instrument |
| RICHARDSON TEX INDPT SCH DIST                                    | 2034-02-15      | 5.0000%  | 0.0000% | $580000.00         | $654457.18         | Other Instrument |
| SANGAMON CNTY ILL SCH DIST NO 186 SPRINGFIELD                    | 2031-06-01      | 5.0000%  | 0.0000% | $700000.00         | $765251.67         | Other Instrument |
| SOUTH CAROLINA ST JOBS-ECON DEV AUTH                             | 2046-12-01      | 5.0000%  | 0.0000% | $625000.00         | $644122.92         | Other Instrument |
| SPANISH FORK CITY UTAH                                           | 2042-09-01      | 4.0000%  | 0.0000% | $1205000.00        | $1183675.52        | Other Instrument |
| STATE CENTER COMMUNITY COLLEGE DISTRIC                           | 2039-08-01      | 3.0000%  | 0.0000% | $2600000.00        | $2305316.00        | Other Instrument |
| SUFFOLK CNTY N Y WTR AUTH                                        | 2041-06-01      | 4.0000%  | 0.0000% | $545000.00         | $552255.77         | Other Instrument |
| TENNESSEE STATE SCHOOL BOND AUTHORITY                            | 2032-11-01      | 5.0000%  | 0.0000% | $2250000.00        | $2584740.00        | Other Instrument |
| UKIAH CALIF PUB FING AUTH                                        | 2029-04-01      | 4.0000%  | 0.0000% | $460000.00         | $486307.40         | Other Instrument |
| UNIVERSITY OF CALIFORNIA                                         | 2036-05-15      | 5.0000%  | 0.0000% | $1850000.00        | $2149743.17        | Other Instrument |
| UNIVERSITY OF NORTH CAROLINA-CHAPEL HILL                         | 2032-12-01      | 5.0000%  | 0.0000% | $565000.00         | $636544.07         | Other Instrument |
| VANCOUVER WASH HSG AUTH                                          | 2044-02-01      | 4.6250%  | 0.0000% | $1125000.00        | $1101451.56        | Other Instrument |
| WASHINGTON METROPOLITAN AREA TRANSIT AUTHORITY                   | 2048-07-15      | 5.0000%  | 0.0000% | $475000.00         | $491166.89         | Other Instrument |
| WHITEHALL-CO PLAY PA SCH DIST                                    | 2039-05-01      | 3.0000%  | 0.0000% | $550000.00         | $491194.00         | Other Instrument |
| WILL CNTY ILL SCH DIST NO 114 MANHATTAN                          | 2052-09-01      | 5.5000%  | 0.0000% | $1015000.00        | $1064136.15        | Other Instrument |
| WYOMING MICH PUB SCHS                                            | 2042-05-01      | 5.0000%  | 0.0000% | $1340000.00        | $1437492.44        | Other Instrument |
| WYOMING OHIO CITY SCH DIST                                       | 2055-12-01      | 5.0000%  | 0.0000% | $1160000.00        | $1193682.53        | Other Instrument |

### Security 276: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 4.000000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWS9HCA2
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-04
- **C.13 - Final Legal Maturity Date:** 2026-07-04
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CSC HOLDINGS LLC             | 2028-05-15      | 11.2500% | 0.0000% | $7299000.00        | $6309693.54        | Corporate Debt Securities |
| PLANET FINANCIAL GROUP LLC   | 2029-12-15      | 10.5000% | 0.0000% | $10159000.00       | $9970008.74        | Corporate Debt Securities |
| LUMEN TECHNOLOGIES INC       | 2039-09-15      | 7.6000%  | 0.0000% | $7210000.00        | $6639528.78        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC     | 2029-05-01      | 9.1250%  | 0.0000% | $8388000.00        | $7622581.02        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST     | 2027-12-15      | 5.5000%  | 0.0000% | $9285000.00        | $9133138.67        | Corporate Debt Securities |
| ACRISURE LLC                 | 2029-06-15      | 8.5000%  | 0.0000% | $6297000.00        | $6357248.30        | Corporate Debt Securities |
| CALUMET SPE                  | 2031-02-15      | 9.7500%  | 0.0000% | $6625000.00        | $7109061.15        | Corporate Debt Securities |
| CHAMPIONS FINANCING INC      | 2029-02-15      | 8.7500%  | 0.0000% | $7500000.00        | $6778204.17        | Corporate Debt Securities |
| CONNECT HOLDING II LLC       | 2031-04-03      | 10.5000% | 0.0000% | $8940000.00        | $9040306.80        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP    | 2032-08-01      | 8.2500%  | 0.0000% | $5981000.00        | $5974839.57        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST     | 2027-09-30      | 0.0000%  | 0.0000% | $11931000.00       | $10831081.11       | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD | 2031-05-15      | 8.5000%  | 0.0000% | $690000.00         | $744876.47         | Corporate Debt Securities |
| TRONOX INC                   | 2029-03-15      | 4.6250%  | 0.0000% | $14286000.00       | $11239447.01       | Corporate Debt Securities |

### Security 277: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** TRI-PARTY CITIGROUP GLOBAL MARKETS INC. 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRWTQRSM6
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY               | 2027-01-15      | 2.3750%  | 0.0000% | $1011000.00        | $1667372.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY               | 2033-01-31      | 4.0000%  | 0.0000% | $140535500.00      | $140134880.65      | U.S. Treasuries (including strips) |
| AMERICAN ELECTRIC POWER COMPANY INC. | 2026-04-13      | 0.0000%  | 0.0000% | $11500000.00       | $11482094.50       | Money Market                       |
| BANK OF AMERICA NA                   | 2027-03-18      | 3.7500%  | 0.0000% | $17000.00          | $17002.99          | Money Market                       |
| SFP FUNDING LLC                      | 2026-08-07      | 0.0000%  | 0.0000% | $18000.00          | $17756.78          | Money Market                       |
| UNITED STATES TREASURY               | 2026-05-15      | 0.0000%  | 0.0000% | $10000.00          | $9954.60           | U.S. Treasuries (including strips) |

### Security 278: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.190000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM305
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| SOUND PNT CLO II LTD 2013-2R   A3-R   20310127 FLT     | 2031-01-27      | 5.7796%  | 0.0000% | $1785000.00        | $1802037.64        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD 2021-19R  C-R    20380719 FLT     | 2038-07-19      | 5.5176%  | 0.0000% | $2000000.00        | $2016317.45        | Asset-Backed Securities                           |
| ANCHORAGE CREDIT 2022-15       A      20400418 4.54500 | 2040-04-18      | 4.5450%  | 0.0000% | $8000000.00        | $8022850.00        | Asset-Backed Securities                           |
| BROOK HAVEN CLO LTD            C      20370420 FLT     | 2037-04-20      | 6.1176%  | 0.0000% | $1000000.00        | $1010975.39        | Asset-Backed Securities                           |
| FLATIRON CLO 0.01 18JAN39 144A FRN                     | 2039-01-18      | 5.4469%  | 0.0000% | $2500000.00        | $2493300.00        | Asset-Backed Securities                           |
| MADISON PARK FDG LTD 2024-60R  A-1-R  20371026 FLT     | 2037-10-26      | 5.0380%  | 0.0000% | $10750000.00       | $10848002.16       | Asset-Backed Securities                           |
| MAGNETITE LIMITED 20-28RR      A-1-RR 20380115 FLT     | 2038-01-15      | 4.9122%  | 0.0000% | $12000000.00       | $12097484.75       | Asset-Backed Securities                           |
| MILFORD PK CLO,LTD 2022-R      A-R    20380120 FLT     | 2038-01-20      | 4.8276%  | 0.0000% | $9600000.00        | $9654115.77        | Asset-Backed Securities                           |
| REGATTA FUNDING 2025-35        A-1    20381015 FLT     | 2038-10-15      | 4.9622%  | 0.0000% | $19000000.00       | $19171530.01       | Asset-Backed Securities                           |
| SILVER POINT CLO LTD 2025-7    A-1    20380115 FLT     | 2038-01-15      | 5.0322%  | 0.0000% | $2828197.00        | $2858186.44        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST 2025-1     A      20330215 4.99000 | 2033-02-15      | 4.9900%  | 0.0000% | $4369000.00        | $4405038.91        | Asset-Backed Securities                           |
| ALIGNED DT CTRS ISSUER 2023-1  A-2    20480817 6.00000 | 2048-08-17      | 6.0000%  | 0.0000% | $990000.00         | $995423.88         | Asset-Backed Securities                           |
| APIDOS CLO LTD 2024-48         C      20370727 FLT     | 2037-07-27      | 5.7180%  | 0.0000% | $1250000.00        | $1261794.21        | Asset-Backed Securities                           |
| BAIN CAP CR C 0.01 16APR39 144A FRN                    | 2039-04-16      | 4.8506%  | 0.0000% | $4900000.00        | $4908582.80        | Asset-Backed Securities                           |
| CHASE FUNDING MTG ABC 2003-5   IIA-2  20330725 FLT     | 2033-07-25      | 4.3930%  | 0.0000% | $82000.00          | $824.58            | Asset-Backed Securities                           |
| LENDBUZZ SEC TR 2025-1         B      20301115 5.47000 | 2030-11-15      | 5.4700%  | 0.0000% | $1121000.00        | $1126063.68        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2025-73   B      20381017 FLT     | 2038-10-17      | 5.6630%  | 0.0000% | $7500000.00        | $7706252.68        | Asset-Backed Securities                           |
| NISSAN AUTO LEASE TRUST 2025-A A-3    20280315 4.75000 | 2028-03-15      | 4.7500%  | 0.0000% | $18000000.00       | $18154028.00       | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2025-4   D-1    20381020 FLT     | 2038-10-20      | 6.6568%  | 0.0000% | $8000000.00        | $8202369.08        | Asset-Backed Securities                           |
| RCKT MORTGAGE TR 2025-CES4     A-2    20550425 FLT     | 2055-04-25      | 6.1310%  | 0.0000% | $951000.00         | $965737.81         | Private Label Collateralized Mortgage Obligations |

### Security 279: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** TRI-PARTY MIZUHO SECURITIES USA LLC 4.090000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWWQM5E3
- **C.18 - Value (incl. sponsor support):** $166000000.00
- **C.18.a - Value (excl. sponsor support):** $166000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANCHORAGE CRE FDG LTD 2016-3R  E-R    20390128 7.15800 | 2039-01-28      | 7.1580%  | 0.0000% | $500000.00         | $492178.25         | Asset-Backed Securities                           |
| AIMCO CLO, SERIES 2015-AR4     D-R4   20381015 FLT     | 2038-10-15      | 6.2676%  | 0.0000% | $3000000.00        | $2988921.17        | Asset-Backed Securities                           |
| AIMCO CLO LTD 2021-16R         C-R    20370717 FLT     | 2037-07-17      | 5.6176%  | 0.0000% | $1750000.00        | $1767908.05        | Asset-Backed Securities                           |
| ANCHORAGE CR FUNDING 13 LTD    A-2    20390727 2.80000 | 2039-07-27      | 2.8000%  | 0.0000% | $10000000.00       | $9642777.78        | Asset-Backed Securities                           |
| ANNISA CLO LTD 2016-R2         C-RR   20310721 FLT     | 2031-07-21      | 5.5176%  | 0.0000% | $1500000.00        | $1514368.09        | Asset-Backed Securities                           |
| BENEFIT STR PARTNERS 2021-24R  C-R    20341020 FLT     | 2034-10-20      | 5.4676%  | 0.0000% | $4000000.00        | $4035566.01        | Asset-Backed Securities                           |
| BENEFIT STR PARTNERS 2025-42   B      20381025 FLT     | 2038-10-25      | 5.3680%  | 0.0000% | $3000000.00        | $3023229.44        | Asset-Backed Securities                           |
| CONCORD MUSIC ROYALTIES 2024-1 A      20741020 5.64400 | 2074-10-20      | 5.6440%  | 0.0000% | $12680000.00       | $12866906.01       | Asset-Backed Securities                           |
| ELMWOOD CLO IV LTD 2020-4R     C-R    20370420 FLT     | 2037-04-20      | 5.9676%  | 0.0000% | $6000000.00        | $6063562.35        | Asset-Backed Securities                           |
| FIRSTKEY HOMES TR 2022-SFRA    D      20390317 4.06300 | 2039-03-17      | 4.0630%  | 0.0000% | $1000000.00        | $989936.83         | Private Label Collateralized Mortgage Obligations |
| FLATIRON CLO LTD 2024-20R      D-1-R2 20381122 FLT     | 2038-11-22      | 6.3056%  | 0.0000% | $2500000.00        | $2504102.58        | Asset-Backed Securities                           |
| KKR CLO LTD 2019-26RR          A-RR   20341016 FLT     | 2034-10-16      | 4.7722%  | 0.0000% | $15722000.00       | $15870762.54       | Asset-Backed Securities                           |
| MAGNITITE LTD 2024-38          A-1    20370415 FLT     | 2037-04-15      | 5.1522%  | 0.0000% | $7960000.00        | $8044564.88        | Asset-Backed Securities                           |
| MAGNETITE 2021-30R LTD         B-1-R  20371026 FLT     | 2037-10-26      | 5.5580%  | 0.0000% | $8500000.00        | $8562161.75        | Asset-Backed Securities                           |
| MAGNETITE LIMITED 2022-35RR    A1-RR  20390125 FLT     | 2039-01-25      | 4.9184%  | 0.0000% | $8000000.00        | $8088717.75        | Asset-Backed Securities                           |
| MAGNETITE LIMITED 2024-41      B      20380125 FLT     | 2038-01-25      | 5.2680%  | 0.0000% | $21250000.00       | $21400564.07       | Asset-Backed Securities                           |
| NEUBERGER BERMAN LOAN 2025-36R C      20390720 FLT     | 2039-07-20      | 5.5176%  | 0.0000% | $6250000.00        | $6292742.03        | Asset-Backed Securities                           |
| PALMER SQUARE CLO LTD 2025-2   A-1    20380720 FLT     | 2038-07-20      | 5.0176%  | 0.0000% | $4969429.00        | $5018956.82        | Asset-Backed Securities                           |
| PROGRESS RES TR 2022-SFR6      D      20390719 6.03500 | 2039-07-19      | 6.0350%  | 0.0000% | $3700000.00        | $3715455.52        | Private Label Collateralized Mortgage Obligations |
| RADNOR RE 2021-1 LTD           M-2    20331227 FLT     | 2033-12-27      | 6.8119%  | 0.0000% | $4500000.00        | $1838416.69        | Private Label Collateralized Mortgage Obligations |
| TCL-SYMPHONY CLO LTD 2016-1RR  A-RR   20321013 FLT     | 2032-10-13      | 4.9334%  | 0.0000% | $7800000.00        | $1538330.03        | Asset-Backed Securities                           |
| WIND RIVER CLO LTD 2024-1      A      20370420 FLT     | 2037-04-20      | 5.2676%  | 0.0000% | $15000000.00       | $15155589.21       | Asset-Backed Securities                           |
| BARINGS MIDD 7.7847 20JAN36 144A FR                    | 2036-01-20      | 6.1176%  | 0.0000% | $15000000.00       | $15145136.34       | Asset-Backed Securities                           |
| BENEFIT STREET PARTNERS 2018-1 C-R    20370715 FLT     | 2037-07-15      | 5.6722%  | 0.0000% | $1500000.00        | $1515805.59        | Asset-Backed Securities                           |
| CERBERUS LN FDG 2024-45 LLC    A      20360415 FLT     | 2036-04-15      | 5.5722%  | 0.0000% | $3733000.00        | $3775364.81        | Asset-Backed Securities                           |
| GOLDENTREE LOAN MGT 2021-12    C-R    20370720 FLT     | 2037-07-20      | 5.6676%  | 0.0000% | $2750000.00        | $2778381.08        | Asset-Backed Securities                           |
| HARRIMAN PK 20-1RR CLO LTD     D1-RR  20380720 FLT     | 2038-07-20      | 6.5676%  | 0.0000% | $3000000.00        | $2880391.18        | Asset-Backed Securities                           |
| OHA CR FDG LTD 2019-2R2        B-1-R2 20380121 FLT     | 2038-01-21      | 5.2197%  | 0.0000% | $1255000.00        | $1264694.13        | Asset-Backed Securities                           |
| SERVICEMASTER FDG 2020 LLC     A-2-II 20510130 3.33700 | 2051-01-30      | 3.3370%  | 0.0000% | $2114000.00        | $1769488.34        | Asset-Backed Securities                           |
| SIXTH STREET CLO LTD 2018-12R2 C-R2   20390118 FLT     | 2039-01-18      | 5.4676%  | 0.0000% | $3000000.00        | $3012808.51        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2026-CES1       M1     20660125 FLT     | 2066-01-25      | 5.5170%  | 0.0000% | $792434.00         | $789234.55         | Private Label Collateralized Mortgage Obligations |
| WEHLE PK CLO LTD 2022-1R       A-1-R  20381021 FLT     | 2038-10-21      | 4.9097%  | 0.0000% | $3250000.00        | $3272978.28        | Asset-Backed Securities                           |

### Security 280: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.950000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRWWQMAR8
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2039-03-15      | 6.0500%  | 0.0000% | $322000.00         | $325963.46         | Corporate Debt Securities |
| FIRST AMERICAN FINANCIAL CORP                               | 2030-05-15      | 4.0000%  | 0.0000% | $50000.00          | $48384.06          | Corporate Debt Securities |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                     | 2029-06-15      | 5.2000%  | 0.0000% | $7220000.00        | $7419280.02        | Corporate Debt Securities |
| JOHNSON CONTROLS INTERNATIONAL PLC                          | 2029-04-19      | 5.5000%  | 0.0000% | $20910000.00       | $22083469.20       | Corporate Debt Securities |
| MARATHON PETROLEUM CORP                                     | 2048-04-01      | 4.5000%  | 0.0000% | $272000.00         | $220953.76         | Corporate Debt Securities |
| STORE CAPITAL LLC                                           | 2028-03-15      | 4.5000%  | 0.0000% | $1700000.00        | $1691942.00        | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                  | 2030-05-15      | 3.2500%  | 0.0000% | $3149000.00        | $3024387.07        | Corporate Debt Securities |
| INTEL CORP                                                  | 2041-10-01      | 4.8000%  | 0.0000% | $35000.00          | $31245.55          | Corporate Debt Securities |
| GENERAL MOTORS FINANCIAL COMPANY INC                        | 2031-01-08      | 2.3500%  | 0.0000% | $40000.00          | $35745.12          | Corporate Debt Securities |
| BANK OF AMERICA CORP                                        | 2028-07-22      | 4.9480%  | 0.0000% | $5000.00           | $5074.57           | Corporate Debt Securities |
| BARCLAYS PLC                                                | 2032-03-10      | 2.6670%  | 0.0000% | $2412000.00        | $2158681.51        | Corporate Debt Securities |
| BRUSHY CREEK REGL UTIL AUTH                                 | 2032-08-01      | 4.0000%  | 0.0000% | $25000.00          | $25200.67          | Other Instrument          |
| CDW LLC                                                     | 2029-02-15      | 3.2500%  | 0.0000% | $221000.00         | $210816.93         | Corporate Debt Securities |
| APACHE CORP                                                 | 2037-01-15      | 6.0000%  | 0.0000% | $294000.00         | $294898.66         | Corporate Debt Securities |
| CSX CORP                                                    | 2049-09-15      | 3.3500%  | 0.0000% | $1484000.00        | $1020841.95        | Corporate Debt Securities |
| CALIFORNIA (STATE OF)                                       | 2038-03-01      | 5.1250%  | 0.0000% | $12705000.00       | $12770187.24       | Other Instrument          |
| ENERGY TRANSFER LP                                          | 2029-02-01      | 6.0000%  | 0.0000% | $417000.00         | $423588.60         | Corporate Debt Securities |
| FLORIDA ST DEPT TRANSN                                      | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16662.15          | Other Instrument          |
| GOLDMAN SACHS GROUP INC/THE                                 | 2032-01-21      | 3.6300%  | 0.0000% | $5250000.00        | $5258936.11        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                 | 2042-07-21      | 2.9080%  | 0.0000% | $756000.00         | $534087.12         | Corporate Debt Securities |
| IDAHO HOUSING AND FINANCE ASSOCIATION                       | 2032-07-15      | 5.0000%  | 0.0000% | $185000.00         | $205943.03         | Other Instrument          |
| JBS USA HOLDING LUX SARL                                    | 2032-01-15      | 3.6250%  | 0.0000% | $2611000.00        | $2429464.42        | Corporate Debt Securities |
| LYB INTERNATIONAL FINANCE II BV                             | 2027-03-02      | 3.5000%  | 0.0000% | $24000.00          | $23834.15          | Corporate Debt Securities |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2033-07-01      | 5.0000%  | 0.0000% | $300000.00         | $307710.00         | Other Instrument          |
| NATIONWIDE BUILDING SOCIETY                                 | 2028-02-16      | 2.9720%  | 0.0000% | $1496000.00        | $1480568.76        | Corporate Debt Securities |
| GTL TRADE FIN                                               | 2044-04-16      | 7.2500%  | 0.0000% | $4497000.00        | $5042707.20        | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                | 2035-06-15      | 5.3750%  | 0.0000% | $3180000.00        | $3269378.32        | Corporate Debt Securities |
| AMERICAN TOWER CORP                                         | 2028-11-15      | 5.8000%  | 0.0000% | $934000.00         | $982671.78         | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                                   | 2031-07-29      | 6.7000%  | 0.0000% | $20783000.00       | $21261401.57       | Corporate Debt Securities |
| APPALACHIAN POWER CO                                        | 2032-08-01      | 4.5000%  | 0.0000% | $962000.00         | $941182.32         | Corporate Debt Securities |
| EL PASO ELEC CO                                             | 2044-12-01      | 5.0000%  | 0.0000% | $79000.00          | $68834.81          | Corporate Debt Securities |
| FULTON CNTY GA DEV AUTH                                     | 2035-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11417.13          | Other Instrument          |
| HOUSTON CITY OF                                             | 2039-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10864.57          | Other Instrument          |
| JERSEY CTL PWR & LT CO                                      | 2037-06-01      | 6.1500%  | 0.0000% | $142000.00         | $151820.72         | Corporate Debt Securities |
| KYNDRYL HOLDINGS INC                                        | 2034-02-20      | 6.3500%  | 0.0000% | $278000.00         | $260425.38         | Corporate Debt Securities |
| MCKESSON CORP                                               | 2044-03-15      | 4.8830%  | 0.0000% | $18000.00          | $15993.18          | Corporate Debt Securities |
| NXP BV                                                      | 2032-08-19      | 4.8500%  | 0.0000% | $25000.00          | $24708.21          | Corporate Debt Securities |
| NEW MEXICO FINANCE AUTHORITY                                | 2031-06-01      | 5.0000%  | 0.0000% | $20000.00          | $22472.13          | Other Instrument          |
| PACIFIC GAS AND ELECTRIC COMPANY                            | 2052-03-01      | 5.2500%  | 0.0000% | $355000.00         | $303296.03         | Corporate Debt Securities |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2033-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11321.57          | Other Instrument          |
| PRINCIPAL FINANCIAL GROUP INC                               | 2043-05-15      | 4.3500%  | 0.0000% | $1249000.00        | $1061716.61        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2049-03-01      | 4.8750%  | 0.0000% | $101000.00         | $84137.29          | Corporate Debt Securities |
| SULLIVAN CNTY TENN                                          | 2035-05-01      | 3.2500%  | 0.0000% | $10000.00          | $9815.42           | Other Instrument          |
| SUMITOMO MITSUI TRUST GROUP INC                             | 2036-09-11      | 5.4160%  | 0.0000% | $31317000.00       | $30830612.19       | Corporate Debt Securities |
| TENDER OPT BD TR RCPTS / CTFS                               | 2055-05-01      | 0.0000%  | 0.0000% | $2100000.00        | $2122446.67        | Money Market              |
| UNION CNTY NC                                               | 2032-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11320.87          | Other Instrument          |
| WEIBO CORP                                                  | 2030-07-08      | 3.3750%  | 0.0000% | $605000.00         | $573201.96         | Corporate Debt Securities |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                    | 2043-06-01      | 4.4000%  | 0.0000% | $1309000.00        | $1105459.23        | Corporate Debt Securities |
| ADAMS & ARAPAHOE CNTYS COLO JT SCH DIST NO 28J AURORA       | 2032-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5162.23           | Other Instrument          |
| ALABAMA FEDERAL AID HIGHWAY FINANCE AUTHORITY               | 2035-09-01      | 5.0000%  | 0.0000% | $20000.00          | $22893.73          | Other Instrument          |
| ALAMEDA CORRIDOR TRANSN AUTH CALIF                          | 2039-10-01      | 0.0000%  | 0.0000% | $4850000.00        | $856427.47         | Other Instrument          |
| ALAMO TEX                                                   | 2035-06-15      | 5.0000%  | 0.0000% | $15000.00          | $16530.48          | Other Instrument          |
| AMCOR FLEXIBLES NORTH AMERICA INC                           | 2030-03-17      | 5.1000%  | 0.0000% | $6612000.00        | $6688919.60        | Corporate Debt Securities |
| ALIBABA GROUP HOLDING LTD                                   | 2054-11-26      | 5.6250%  | 0.0000% | $20000.00          | $20281.43          | Corporate Debt Securities |
| AMERICAN HONDA FINANCE CORPORATION                          | 2028-07-07      | 5.1250%  | 0.0000% | $438000.00         | $447538.91         | Corporate Debt Securities |
| AMERITECH CAPITAL FUNDING CORPORATION                       | 2027-10-15      | 6.8750%  | 0.0000% | $13000.00          | $13798.35          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                  | 2033-03-21      | 5.0000%  | 0.0000% | $1376000.00        | $1353993.17        | Corporate Debt Securities |
| ANOKA MINN                                                  | 2042-02-01      | 4.0000%  | 0.0000% | $50000.00          | $50365.33          | Other Instrument          |
| APA CORP (US)                                               | 2028-10-15      | 4.3750%  | 0.0000% | $39000.00          | $39945.89          | Corporate Debt Securities |
| AURORA COLO                                                 | 2031-08-01      | 1.6980%  | 0.0000% | $2175000.00        | $1923939.75        | Other Instrument          |
| AUSTIN TEX CMNTY COLLEGE DIST                               | 2035-08-01      | 5.0000%  | 0.0000% | $15000.00          | $16734.95          | Other Instrument          |
| BANQUETE TEX INDPT SCH DIST                                 | 2032-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11223.13          | Other Instrument          |
| BAYER US FINANCE II LLC                                     | 2043-11-15      | 4.6500%  | 0.0000% | $20000.00          | $16153.93          | Corporate Debt Securities |
| BLAINE MINN                                                 | 2035-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5697.47           | Other Instrument          |
| BLOOMFIELD TWP MICH                                         | 2034-04-01      | 5.0000%  | 0.0000% | $15000.00          | $17158.05          | Other Instrument          |
| BROWARD CNTY FLA SCH DIST                                   | 2032-07-01      | 5.0000%  | 0.0000% | $40000.00          | $45302.00          | Other Instrument          |
| CNO FINANCIAL GROUP INC                                     | 2029-05-30      | 5.2500%  | 0.0000% | $465000.00         | $473332.80         | Corporate Debt Securities |
| CALIFORNIA (STATE OF)                                       | 2030-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22410.80          | Other Instrument          |
| CALIFORNIA (STATE OF)                                       | 2032-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22020.80          | Other Instrument          |
| CALIFORNIA STATE UNIVERSITY                                 | 2045-11-01      | 5.8130%  | 0.0000% | $3855000.00        | $4058379.95        | Other Instrument          |
| CALPINE CORP                                                | 2031-03-01      | 3.7500%  | 0.0000% | $75000.00          | $71521.88          | Corporate Debt Securities |
| CANADIAN NTL RAIL CO                                        | 2042-11-15      | 3.5000%  | 0.0000% | $120000.00         | $94163.07          | Corporate Debt Securities |
| CARROLLTON TEX FMRS BRH INDPT SCH DIST                      | 2035-02-15      | 5.0000%  | 0.0000% | $150000.00         | $167393.83         | Other Instrument          |
| CENTERPOINT ENERGY RESOURCES COR                            | 2028-04-01      | 4.0000%  | 0.0000% | $4517000.00        | $4568809.99        | Corporate Debt Securities |
| CENTRAL FLORIDA EXRESSWAY AUTH                              | 2033-07-01      | 5.0000%  | 0.0000% | $155000.00         | $176989.85         | Other Instrument          |
| CENTRAL WEBER UTAH SWR IMPT                                 | 2043-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10678.17          | Other Instrument          |
| CHATTANOOGA TENN                                            | 2032-09-01      | 5.0000%  | 0.0000% | $4350000.00        | $4897433.00        | Other Instrument          |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                       | 2030-05-15      | 4.7500%  | 0.0000% | $7732000.00        | $7864019.60        | Corporate Debt Securities |
| CHICAGO (CITY OF)                                           | 2037-01-01      | 5.0000%  | 0.0000% | $10000.00          | $10865.10          | Other Instrument          |
| CITIGROUP INC                                               | 2028-01-15      | 6.6250%  | 0.0000% | $177000.00         | $186190.92         | Corporate Debt Securities |
| CITIGROUP INC                                               | 2038-03-05      | 6.8750%  | 0.0000% | $13457000.00       | $15096806.47       | Corporate Debt Securities |
| CITIGROUP INC                                               | 2042-01-30      | 5.8750%  | 0.0000% | $393000.00         | $400546.26         | Corporate Debt Securities |
| CLARK COUNTY OF (NEVADA)                                    | 2032-06-01      | 5.0000%  | 0.0000% | $30000.00          | $31893.50          | Other Instrument          |
| COLLEGE STATION TEX                                         | 2033-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22454.18          | Other Instrument          |
| COLORADO SPRINGS COLO                                       | 2029-11-15      | 5.0000%  | 0.0000% | $25000.00          | $26407.97          | Other Instrument          |
| COLORADO ST BRD GOVERNORS                                   | 2038-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10806.37          | Other Instrument          |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                      | 2026-08-15      | 6.0550%  | 0.0000% | $25000.00          | $25295.67          | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                      | 2028-08-15      | 6.0420%  | 0.0000% | $1833000.00        | $1903204.51        | Corporate Debt Securities |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                    | 2035-02-15      | 5.4390%  | 0.0000% | $1360000.00        | $1382997.37        | Corporate Debt Securities |
| COMMONWEALTH FINANCING AUTHORITY PA                         | 2038-06-01      | 3.6570%  | 0.0000% | $500000.00         | $450865.00         | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2031-11-15      | 5.0000%  | 0.0000% | $40000.00          | $45305.56          | Other Instrument          |
| CONNECTICUT (STATE OF)                                      | 2030-01-15      | 5.0000%  | 0.0000% | $45000.00          | $49248.70          | Other Instrument          |
| CONROE TEX INDPT SCH DIST                                   | 2036-02-15      | 5.0000%  | 0.0000% | $20000.00          | $22616.78          | Other Instrument          |
| COOK CNTY ILL HIGH SCH DIST NO 201 J STERLING MORTON TWP    | 2037-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5580.51           | Other Instrument          |
| COX COMMUNICATIONS INC                                      | 2035-02-01      | 4.8000%  | 0.0000% | $475000.00         | $434178.50         | Corporate Debt Securities |
| COLUMBUS OHIO                                               | 2033-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11382.79          | Other Instrument          |
| CROWLEY TEX                                                 | 2034-08-01      | 3.2500%  | 0.0000% | $15000.00          | $14801.35          | Other Instrument          |
| CUBESMART LP                                                | 2032-02-15      | 2.5000%  | 0.0000% | $153000.00         | $134086.82         | Corporate Debt Securities |
| DALLAS CNTY TEX CMNTY COLLEGE DIST                          | 2031-02-15      | 5.0000%  | 0.0000% | $50000.00          | $55201.44          | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                             | 2034-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11518.53          | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARPT                             | 2037-11-01      | 5.2500%  | 0.0000% | $325000.00         | $364430.63         | Other Instrument          |
| DEUTSCHE BANK AG (NEW YORK BRANC                            | 2029-11-20      | 6.8190%  | 0.0000% | $7138000.00        | $7660527.18        | Corporate Debt Securities |
| DEUTSCHE BANK AG (NEW YORK BRANC                            | 2032-02-06      | 4.7250%  | 0.0000% | $1875000.00        | $1853997.66        | Corporate Debt Securities |
| DOLLAR GENERAL CORP                                         | 2028-07-05      | 5.2000%  | 0.0000% | $89000.00          | $90970.66          | Corporate Debt Securities |
| DOUGLAS CNTY NEB HOSP AUTH NO 2                             | 2036-05-15      | 3.0000%  | 0.0000% | $125000.00         | $118269.17         | Other Instrument          |
| EAGLE MTN & SAGINAW TEX INDPT SCH DIST                      | 2031-08-15      | 1.6020%  | 0.0000% | $685000.00         | $602428.05         | Other Instrument          |
| PARISH OF EAST BATON ROUGE CAPITAL IMPROVEMENT DISTRICT     | 2032-08-01      | 5.0000%  | 0.0000% | $15000.00          | $17004.95          | Other Instrument          |
| EAST BAY MUNICIPAL UTILITY DISTRICT                         | 2032-06-01      | 5.0000%  | 0.0000% | $50000.00          | $58213.33          | Other Instrument          |
| EDINA CITY OF (MINNESOTA)                                   | 2032-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11476.83          | Other Instrument          |
| ENBRIDGE ENERGY PARTNERS LP                                 | 2045-10-15      | 7.3750%  | 0.0000% | $2710000.00        | $3169553.52        | Corporate Debt Securities |
| FAYETTEVILLE N C PUB WKS COMMN                              | 2037-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5577.58           | Other Instrument          |
| FIRSTENERGY CORP                                            | 2047-07-15      | 4.8500%  | 0.0000% | $1453000.00        | $1246410.85        | Corporate Debt Securities |
| FLORIDA (STATE OF)                                          | 2038-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11044.90          | Other Instrument          |
| FLORIDA ST BRD ED                                           | 2033-06-01      | 5.0000%  | 0.0000% | $15000.00          | $17209.30          | Other Instrument          |
| FORT WORTH TEX INDPT SCH DIST                               | 2038-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21832.38          | Other Instrument          |
| GARDEN GROVE CALIF UNI SCH DIST                             | 2042-08-01      | 3.1250%  | 0.0000% | $55000.00          | $46895.66          | Other Instrument          |
| GARLAND TEX                                                 | 2035-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5684.54           | Other Instrument          |
| GLENCORE FUNDING LLC                                        | 2029-03-12      | 4.8750%  | 0.0000% | $674000.00         | $678861.51         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                        | 2030-04-01      | 5.1860%  | 0.0000% | $2803000.00        | $2906991.30        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                 | 2026-11-16      | 3.5000%  | 0.0000% | $50000.00          | $50385.75          | Corporate Debt Securities |
| GRAND PARKWAY TRANSPORTATION CORPORATION TEXAS              | 2032-10-01      | 0.0000%  | 0.0000% | $25000.00          | $27028.25          | Other Instrument          |
| GREEN BAY WIS AREA PUB SCH DIST                             | 2031-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11500.49          | Other Instrument          |
| HALIFAX HOSPITAL MEDICAL CENTER FLA                         | 2048-06-01      | 2.3800%  | 0.0000% | $100000.00         | $100191.72         | Money Market              |
| HARRIS COUNTY TEXAS                                         | 2031-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22631.80          | Other Instrument          |
| HARRIS COUNTY TEXAS                                         | 2035-09-15      | 5.0000%  | 0.0000% | $20000.00          | $22344.84          | Other Instrument          |
| HEALTHCARE REALTY HOLDINGS LP                               | 2027-07-01      | 3.7500%  | 0.0000% | $174000.00         | $173875.59         | Corporate Debt Securities |
| HOUSTON CITY OF                                             | 2029-03-01      | 5.0000%  | 0.0000% | $10000.00          | $10241.47          | Other Instrument          |
| HOUSTON CITY OF                                             | 2033-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21109.00          | Other Instrument          |
| IDAHO HOUSING AND FINANCE ASSOCIATION                       | 2031-08-15      | 5.0000%  | 0.0000% | $15000.00          | $16732.78          | Other Instrument          |
| ILLINOIS (STATE OF)                                         | 2042-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $1063723.33        | Other Instrument          |
| ILLINOIS (STATE OF)                                         | 2035-12-01      | 5.0000%  | 0.0000% | $75000.00          | $82319.75          | Other Instrument          |
| ILLINOIS (STATE OF)                                         | 2032-09-01      | 5.2500%  | 0.0000% | $15000.00          | $16671.68          | Other Instrument          |
| ILLINOIS STATE TOLL HIGHWAY AUTHORITY                       | 2035-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5668.95           | Other Instrument          |
| INDIANA FINANCE AUTHORITY                                   | 2032-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16836.65          | Other Instrument          |
| INDIANAPOLIS LOCAL PUBLIC IMPROVEMENT BOND BANK             | 2036-01-15      | 5.0000%  | 0.0000% | $25000.00          | $28232.64          | Other Instrument          |
| INTEL CORP                                                  | 2060-03-25      | 4.9500%  | 0.0000% | $152000.00         | $121407.72         | Corporate Debt Securities |
| INTERMOUNTAIN PWR AGY UTAH                                  | 2032-07-01      | 5.0000%  | 0.0000% | $75000.00          | $84234.00          | Other Instrument          |
| INTERSTATE POWER AND LIGHT CO                               | 2054-09-30      | 5.4500%  | 0.0000% | $372000.00         | $344137.20         | Corporate Debt Securities |
| INTESA SANPAOLO SPA                                         | 2032-06-01      | 4.1980%  | 0.0000% | $750000.00         | $712435.00         | Corporate Debt Securities |
| IREDELL CNTY N C                                            | 2033-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11596.90          | Other Instrument          |
| JBS USA HOLDING LUX SARL                                    | 2032-05-15      | 3.0000%  | 0.0000% | $1472000.00        | $1319535.15        | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2054-08-15      | 0.0000%  | 0.0000% | $5000.00           | $28058.15          | Other Instrument          |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2042-07-01      | 0.0000%  | 0.0000% | $100000.00         | $142031.00         | Other Instrument          |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                  | 2046-11-15      | 0.0000%  | 0.0000% | $670000.00         | $676839.58         | Money Market              |
| JACKSON COUNTY REORGANIZED SCHOOL DISTRICT NO 7             | 2042-03-01      | 5.5000%  | 0.0000% | $15000.00          | $16979.94          | Other Instrument          |
| JANUS HENDERSON US (HOLDINGS) INC                           | 2034-09-10      | 5.4500%  | 0.0000% | $17396000.00       | $17356844.50       | Corporate Debt Securities |
| JONES LANG LASALLE INC                                      | 2028-12-01      | 6.8750%  | 0.0000% | $96000.00          | $103349.44         | Corporate Debt Securities |
| KENOWA HILLS MICH PUB SCHS                                  | 2037-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11228.63          | Other Instrument          |
| KING CNTY WASH                                              | 2038-12-01      | 5.0000%  | 0.0000% | $120000.00         | $133905.20         | Other Instrument          |
| LAKEVIEW MICH SCH DIST                                      | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11300.73          | Other Instrument          |
| LAMAR CONSOLIDATED INDEPENDENT SCHOOL DISTRICT              | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11139.19          | Other Instrument          |
| LINCOLN CNTY N C                                            | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5769.25           | Other Instrument          |
| LIVONIA MICH PUB SCHS SCH DIST                              | 2031-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11163.13          | Other Instrument          |
| LOS ANGELES CALIF                                           | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11783.17          | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2036-07-01      | 5.0000%  | 0.0000% | $1280000.00        | $1397670.40        | Other Instrument          |
| LOS ANGELES CALIF DEPARTMENT OF WATER & POWER               | 2039-07-01      | 5.0000%  | 0.0000% | $140000.00         | $151449.20         | Other Instrument          |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST                 | 2036-05-15      | 5.0000%  | 0.0000% | $25000.00          | $28133.72          | Other Instrument          |
| LUDINGTON MICH AREA SCH DIST                                | 2034-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11139.53          | Other Instrument          |
| M&T BK CORP                                                 | 2036-01-16      | 5.3850%  | 0.0000% | $20578000.00       | $20574887.58       | Corporate Debt Securities |
| MSD INVESTMENT CORP                                         | 2030-05-31      | 6.2500%  | 0.0000% | $5594000.00        | $5576677.25        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                                         | 2028-06-21      | 4.0980%  | 0.0000% | $870000.00         | $874144.10         | Corporate Debt Securities |
| MARKEL GROUP INC                                            | 2047-11-01      | 4.3000%  | 0.0000% | $52000.00          | $41057.99          | Corporate Debt Securities |
| MARYLAND (STATE OF)                                         | 2030-06-01      | 5.0000%  | 0.0000% | $35000.00          | $38739.98          | Other Instrument          |
| MASSACHUSETTS (COMMONWEALTH OF)                             | 2031-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5593.63           | Other Instrument          |
| MASSACHUSETTS ST DEV FIN AGY                                | 2038-10-01      | 5.0000%  | 0.0000% | $240000.00         | $267100.80         | Other Instrument          |
| MEAD JOHNSON NUTRITION CO                                   | 2044-06-01      | 4.6000%  | 0.0000% | $50000.00          | $43805.17          | Corporate Debt Securities |
| METROPOLITAN TRANSPORTATION AUTHORITY                       | 2048-11-15      | 4.0000%  | 0.0000% | $650000.00         | $590044.72         | Other Instrument          |
| MICHIGAN STATE FINANCE AUTHORITY                            | 2035-10-01      | 5.0000%  | 0.0000% | $200000.00         | $231738.00         | Other Instrument          |
| MINNESOTA (STATE OF)                                        | 2034-08-01      | 5.0000%  | 0.0000% | $95000.00          | $107871.87         | Other Instrument          |
| MISSOURI JT MUN ELEC UTIL COMMN                             | 2039-01-01      | 7.7300%  | 0.0000% | $30000.00          | $36037.05          | Other Instrument          |
| MONDELEZ INTERNATIONAL INC                                  | 2035-05-06      | 5.1250%  | 0.0000% | $16000.00          | $16330.12          | Corporate Debt Securities |
| MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY                | 2044-10-01      | 3.2500%  | 0.0000% | $170000.00         | $145873.60         | Other Instrument          |
| NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY              | 2034-06-15      | 5.0000%  | 0.0000% | $10000.00          | $11300.22          | Other Instrument          |
| NEW YORK CITY OF                                            | 2054-10-01      | 5.1140%  | 0.0000% | $210000.00         | $199061.10         | Other Instrument          |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2038-11-01      | 5.2500%  | 0.0000% | $10000.00          | $11108.45          | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2032-03-15      | 5.0000%  | 0.0000% | $1005000.00        | $1028388.58        | Other Instrument          |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                    | 2033-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11789.00          | Other Instrument          |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                         | 2082-03-15      | 3.8000%  | 0.0000% | $8706000.00        | $8406765.11        | Corporate Debt Securities |
| NISOURCE INC.                                               | 2052-06-15      | 5.0000%  | 0.0000% | $1249000.00        | $1088318.93        | Corporate Debt Securities |
| NORTHWEST TEX INDPT SCH DIST                                | 2035-02-15      | 4.0000%  | 0.0000% | $10000.00          | $10332.81          | Other Instrument          |
| OMAHA PUB PWR DIST NEB                                      | 2039-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16786.70          | Other Instrument          |
| ONEOK INC                                                   | 2050-03-15      | 4.5000%  | 0.0000% | $390000.00         | $307538.40         | Corporate Debt Securities |
| ORANGE CNTY FLA SCH BRD                                     | 2033-08-01      | 5.0000%  | 0.0000% | $25000.00          | $28305.33          | Other Instrument          |
| ORANGE SA                                                   | 2029-01-13      | 4.0000%  | 0.0000% | $1350000.00        | $1346364.00        | Corporate Debt Securities |
| OREGON ST DEPT TRANSN                                       | 2042-11-15      | 5.0000%  | 0.0000% | $230000.00         | $251056.24         | Other Instrument          |
| PACIFICORP                                                  | 2035-06-15      | 5.2500%  | 0.0000% | $20000.00          | $19801.37          | Corporate Debt Securities |
| PALM BEACH CNTY FLA                                         | 2034-10-01      | 5.0000%  | 0.0000% | $35000.00          | $40582.85          | Other Instrument          |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2043-12-01      | 5.0000%  | 0.0000% | $170000.00         | $185573.13         | Other Instrument          |
| ORIX CORP                                                   | 2032-04-13      | 4.0000%  | 0.0000% | $113000.00         | $109948.62         | Corporate Debt Securities |
| PHILADELPHIA PA CITY OF                                     | 2032-07-15      | 2.9640%  | 0.0000% | $2500000.00        | $1333460.62        | Other Instrument          |
| PHOENIX ARIZ CIVIC IMPT CORP WSTWTR (SUB)                   | 2030-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11055.20          | Other Instrument          |
| PHOENIX ARIZ CIVIC IMPT CORP                                | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11352.20          | Other Instrument          |
| PIMA CNTY ARIZ                                              | 2034-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5758.45           | Other Instrument          |
| Plusptrl Camisea                                            | 2036-07-03      | 6.2400%  | 0.0000% | $200000.00         | $210612.67         | Corporate Debt Securities |
| PORT OF GREATER CINCINNATI DEV AUTH OH                      | 2035-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16924.60          | Other Instrument          |
| PORTLAND ORE CMNTY COLLEGE DIST                             | 2035-06-15      | 5.0000%  | 0.0000% | $15000.00          | $16943.13          | Other Instrument          |
| PRIVATE COLLEGES & UNIVS AUTH GA                            | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5634.78           | Other Instrument          |
| PROSPER TEX                                                 | 2032-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11127.79          | Other Instrument          |
| PUBLIC FINANCE AUTHORITY WISCONSIN                          | 2031-07-01      | 4.1820%  | 0.0000% | $99000.00          | $98518.37          | Other Instrument          |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                | 2033-10-15      | 6.1250%  | 0.0000% | $934000.00         | $1013663.71        | Corporate Debt Securities |
| RALEIGH N C                                                 | 2032-04-01      | 5.0000%  | 0.0000% | $15000.00          | $17205.90          | Other Instrument          |
| RICHMOND CNTY GA BRD OF EDU                                 | 2031-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11359.33          | Other Instrument          |
| ROCKWELL AUTOMATION INC                                     | 2031-08-15      | 1.7500%  | 0.0000% | $37000.00          | $32149.16          | Corporate Debt Securities |
| ROYALTY PHARMA PLC                                          | 2030-09-02      | 2.2000%  | 0.0000% | $8784000.00        | $7903862.72        | Corporate Debt Securities |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2043-01-01      | 5.0000%  | 0.0000% | $140000.00         | $153423.20         | Other Instrument          |
| SAN ANTONIO TX                                              | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $123993.47         | Other Instrument          |
| SAN ANTONIO TX                                              | 2042-02-01      | 5.0000%  | 0.0000% | $55000.00          | $59829.73          | Other Instrument          |
| SAN ANTONIO TX                                              | 2043-02-01      | 5.2500%  | 0.0000% | $35000.00          | $38547.60          | Other Instrument          |
| SAN ANTONIO TX                                              | 2038-02-01      | 5.0000%  | 0.0000% | $30000.00          | $33748.60          | Other Instrument          |
| SAN ANTONIO TEX INDPT SCH DIST                              | 2032-08-15      | 5.0000%  | 0.0000% | $20000.00          | $22403.18          | Other Instrument          |
| SAN ANTONIO TX                                              | 2034-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11216.59          | Other Instrument          |
| SAN ANTONIO TX                                              | 2037-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11338.49          | Other Instrument          |
| SAN DIEGO CALIF PUB FACS FING AUTH                          | 2044-10-15      | 5.0000%  | 0.0000% | $5000.00           | $5558.93           | Other Instrument          |
| SEATTLE (CITY OF)                                           | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11508.93          | Other Instrument          |
| SEGUIN TEX                                                  | 2033-09-01      | 5.0000%  | 0.0000% | $50000.00          | $55435.83          | Other Instrument          |
| SHELBY CNTY TENN                                            | 2041-04-01      | 5.0000%  | 0.0000% | $7500000.00        | $8278575.00        | Other Instrument          |
| SHELL INTERNATIONAL FINANCE BV                              | 2040-03-25      | 5.5000%  | 0.0000% | $267000.00         | $271014.79         | Corporate Debt Securities |
| SOCIEDAD QUIMICA Y MINERA DE CHILE SA                       | 2050-01-22      | 4.2500%  | 0.0000% | $775000.00         | $587648.27         | Corporate Debt Securities |
| SOCIETE GENERALE SA                                         | 2035-07-08      | 3.6530%  | 0.0000% | $610000.00         | $574157.74         | Corporate Debt Securities |
| SOUTH CAROLINA PUBLIC SERVICE AUTHORITY                     | 2056-12-01      | 5.4170%  | 0.0000% | $40000.00          | $38714.91          | Other Instrument          |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2052-02-01      | 3.4500%  | 0.0000% | $385000.00         | $254280.95         | Corporate Debt Securities |
| SOUTHERN COMPANY (THE)                                      | 2033-06-15      | 5.2000%  | 0.0000% | $778000.00         | $794369.98         | Corporate Debt Securities |
| SPIRE INC                                                   | 2056-06-01      | 6.4500%  | 0.0000% | $3923000.00        | $3984136.69        | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC                                  | 2028-11-15      | 4.2500%  | 0.0000% | $11993000.00       | $12149095.56       | Corporate Debt Securities |
| SUFFOLK CNTY N Y WTR AUTH                                   | 2035-06-01      | 3.0000%  | 0.0000% | $25000.00          | $24695.25          | Other Instrument          |
| T-MOBILE USA INC                                            | 2035-11-15      | 4.9500%  | 0.0000% | $4711000.00        | $4712648.85        | Corporate Debt Securities |
| TACOMA WASH                                                 | 2041-12-01      | 5.0000%  | 0.0000% | $115000.00         | $127339.12         | Other Instrument          |
| TAMPA BAY WTR FLA                                           | 2036-10-01      | 5.0000%  | 0.0000% | $10000.00          | $10344.10          | Other Instrument          |
| TARGA RESOURCES CORP                                        | 2033-02-01      | 4.2000%  | 0.0000% | $4433000.00        | $4215738.67        | Corporate Debt Securities |
| TELEDYNE TECHNOLOGIES INC                                   | 2031-04-01      | 2.7500%  | 0.0000% | $1370000.00        | $1267743.20        | Corporate Debt Securities |
| TENNESSEE STATE SCHOOL BOND AUTHORITY                       | 2037-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11124.23          | Other Instrument          |
| UNITEDHEALTH GROUP INC                                      | 2043-03-15      | 4.2500%  | 0.0000% | $200000.00         | $166761.78         | Corporate Debt Securities |
| UNIVERSITY OF CALIFORNIA                                    | 2031-05-15      | 5.0000%  | 0.0000% | $20000.00          | $20897.58          | Other Instrument          |
| UNIVERSITY OF CALIFORNIA                                    | 2040-05-15      | 5.5000%  | 0.0000% | $5000.00           | $5701.04           | Other Instrument          |
| VIRGINIA ELECTRIC AND POWER COMPANY                         | 2037-11-30      | 6.3500%  | 0.0000% | $1462000.00        | $1597434.81        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                         | 2043-01-15      | 4.0000%  | 0.0000% | $2196000.00        | $1773675.04        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                         | 2047-09-15      | 3.8000%  | 0.0000% | $207000.00         | $153256.36         | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY                         | 2049-12-01      | 3.3000%  | 0.0000% | $640000.00         | $433081.60         | Corporate Debt Securities |
| VOLUSIA CNTY FLA EDL FAC AUTH                               | 2039-10-15      | 5.0000%  | 0.0000% | $30000.00          | $33373.97          | Other Instrument          |
| WASHINGTON ST HIGHER ED FACS AUTH                           | 2037-04-01      | 5.0000%  | 0.0000% | $265000.00         | $296052.11         | Other Instrument          |
| WELLBORN SPL UTIL DIST TEX                                  | 2037-07-15      | 5.0000%  | 0.0000% | $1110000.00        | $1227980.67        | Other Instrument          |
| ELEVANCE HEALTH INC                                         | 2044-01-15      | 5.1000%  | 0.0000% | $2538000.00        | $2327972.04        | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                              | 2050-02-01      | 5.2500%  | 0.0000% | $987000.00         | $837814.95         | Corporate Debt Securities |
| WILDWOOD UTILITY DEPENDENT DIST FL UTILITY REVENUE          | 2032-10-01      | 5.0000%  | 0.0000% | $20000.00          | $22696.60          | Other Instrument          |
| WYANDOTTE CNTY KANS                                         | 2028-09-01      | 5.0000%  | 0.0000% | $1315000.00        | $1332051.17        | Other Instrument          |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                   | 2028-06-21      | 4.3750%  | 0.0000% | $890000.00         | $899356.37         | Corporate Debt Securities |
| UBS GROUP AG                                                | 2030-08-13      | 3.1260%  | 0.0000% | $785000.00         | $748543.03         | Corporate Debt Securities |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                   | 2049-09-15      | 3.3000%  | 0.0000% | $50000.00          | $33595.33          | Corporate Debt Securities |
| KYNDRYL HOLDINGS INC                                        | 2026-10-15      | 2.0500%  | 0.0000% | $9000.00           | $8937.21           | Corporate Debt Securities |
| BAYER US FINANCE LLC                                        | 2029-01-21      | 6.2500%  | 0.0000% | $3308000.00        | $3471060.51        | Corporate Debt Securities |
| UBS GROUP AG                                                | 2030-02-08      | 5.4280%  | 0.0000% | $500000.00         | $513555.61         | Corporate Debt Securities |
| AKER BP ASA                                                 | 2034-10-01      | 5.1250%  | 0.0000% | $250000.00         | $243720.00         | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW                            | 2034-02-13      | 0.0000%  | 0.0000% | $4818000.00        | $5130367.00        | Corporate Debt Securities |
| UBS GROUP AG                                                | 2030-04-10      | 4.2700%  | 0.0000% | $3000000.00        | $2975399.50        | Corporate Debt Securities |

### Security 281: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRY2FR185
- **C.18 - Value (incl. sponsor support):** $290000000.00
- **C.18.a - Value (excl. sponsor support):** $290000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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      | 5.9450%  | 0.0000% | $43000.00          | $42522.37          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_19-B10                            | 2062-03-17      | 1.2081%  | 0.0000% | $5977264.00        | $149591.24         | Private Label Collateralized Mortgage Obligations |
| HVMLT_07-7                                                       | 2047-11-25      | 5.7882%  | 0.0000% | $85132.00          | $5273.23           | Private Label Collateralized Mortgage Obligations |
| ARKANSAS DEV FIN AUTH HEALTH CARE                                | 2039-06-01      | 4.0000%  | 0.0000% | $1000000.00        | $1006183.33        | Other Instrument                                  |
| CALIFORNIA ST MUNI FIN AUTH                                      | 2044-10-01      | 4.0000%  | 0.0000% | $2035000.00        | $1916827.55        | Other Instrument                                  |
| CHESTER CNTY PA HEALTH & ED FACS AUTH                            | 2040-06-01      | 3.1640%  | 0.0000% | $6561000.00        | $5420217.06        | Other Instrument                                  |
| COLORADO HEALTH FACILITIES AUTHORITY                             | 2050-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $838093.33         | Other Instrument                                  |
| ESSEX CNTY N J IMPT AUTH                                         | 2045-11-01      | 4.0000%  | 0.0000% | $3475000.00        | $3435581.92        | Other Instrument                                  |
| GSMS_21-ROSS                                                     | 2026-05-15      | 4.9370%  | 0.0000% | $5999992.00        | $5728157.70        | Private Label Collateralized Mortgage Obligations |
| JEA FLA WTR & SWR SYS REV FO                                     | 2036-10-01      | 4.0000%  | 0.0000% | $2000000.00        | $2047240.00        | Other Instrument                                  |
| KANSAS DEV FIN AUTH SALES TAX REV                                | 2032-09-01      | 4.0000%  | 0.0000% | $1265000.00        | $1278565.02        | Other Instrument                                  |
| LA MESA-SPRING VY CALIF SCH DIST                                 | 2051-08-01      | 4.0000%  | 0.0000% | $3125000.00        | $2832552.08        | Other Instrument                                  |
| LOS ANGELES DEPARTMENT OF AIRPORTS LOS ANGELES INTERNATIONAL AIR | 2035-05-15      | 5.0000%  | 0.0000% | $1725000.00        | $1760550.33        | Other Instrument                                  |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY      | 2046-12-01      | 5.0000%  | 0.0000% | $2125000.00        | $2174271.67        | Other Instrument                                  |
| MASSACHUSETTS ST TRANSPORTATION FUND REVENUE                     | 2040-06-01      | 5.7310%  | 0.0000% | $5000000.00        | $5268416.67        | Other Instrument                                  |
| MICHIGAN STATE FINANCE AUTHORITY SLRF                            | 2040-12-01      | 3.3840%  | 0.0000% | $10325000.00       | $8698193.00        | Other Instrument                                  |
| MONTGOMERY CNTY PA INDL DEV AUTH                                 | 2036-11-15      | 5.0000%  | 0.0000% | $1150000.00        | $1178955.72        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2036-03-15      | 5.0000%  | 0.0000% | $1345000.00        | $1359623.14        | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2043-07-01      | 5.0000%  | 0.0000% | $3775000.00        | $3872546.00        | Other Instrument                                  |
| OHIO (STATE OF)                                                  | 2044-01-15      | 4.0000%  | 0.0000% | $2000000.00        | $1865868.89        | Other Instrument                                  |
| SACRAMENTO CNTY CALIF                                            | 2041-07-01      | 5.0000%  | 0.0000% | $2490000.00        | $1520552.05        | Other Instrument                                  |
| SARPY CNTY NEB HOSP AUTH NO 1                                    | 2051-05-15      | 4.0000%  | 0.0000% | $1970000.00        | $1710375.89        | Other Instrument                                  |
| SOUTH MIAMI HEALTH FACILITIES AUTHORITY                          | 2047-08-15      | 5.0000%  | 0.0000% | $3240000.00        | $3282505.20        | Other Instrument                                  |
| TUSCALOOSA CNTY ALA BRD ED                                       | 2043-02-01      | 5.0000%  | 0.0000% | $2130000.00        | $2190137.00        | Other Instrument                                  |
| UNIVERSITY OF CALIFORNIA                                         | 2042-05-15      | 5.2500%  | 0.0000% | $2825000.00        | $2936992.42        | Other Instrument                                  |
| UNIVERSITY OF MASSACHUSETTS BLDG AUTH                            | 2042-11-01      | 5.2500%  | 0.0000% | $1220000.00        | $1272905.30        | Other Instrument                                  |
| SAN JOSE CALIF UNI SCH DIST                                      | 2042-08-01      | 4.0000%  | 0.0000% | $1000000.00        | $980726.67         | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2040-11-01      | 7.6000%  | 0.0000% | $10690000.00       | $13149198.87       | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2039-04-01      | 7.5500%  | 0.0000% | $11270000.00       | $13800678.50       | Other Instrument                                  |
| WISCONSIN ST HEALTH & EDL FACS AUTH                              | 2035-12-01      | 5.0000%  | 0.0000% | $2820000.00        | $2894382.20        | Other Instrument                                  |
| BARC_23-NQM1                                                     | 2053-04-01      | 0.1900%  | 0.0000% | $17473536.00       | $7126.22           | Private Label Collateralized Mortgage Obligations |
| BALTIMORE CNTY MD                                                | 2046-07-01      | 3.3030%  | 0.0000% | $5880000.00        | $4526703.30        | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                            | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $1007980.00        | Other Instrument                                  |
| CHNGE_23-2                                                       | 2058-06-25      | 7.9409%  | 0.0000% | $860242.00         | $865229.80         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                                     | 2034-05-10      | 2.8555%  | 0.0000% | $130805.00         | $100476.04         | Private Label Collateralized Mortgage Obligations |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                         | 2050-06-01      | 4.2140%  | 0.0000% | $2630000.00        | $1575420.09        | Other Instrument                                  |
| ILLINOIS (STATE OF)                                              | 2035-07-01      | 7.3500%  | 0.0000% | $25845000.00       | $20154761.74       | Other Instrument                                  |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                         | 2040-03-15      | 5.3890%  | 0.0000% | $15000000.00       | $14946376.67       | Other Instrument                                  |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | 2040-11-01      | 5.6470%  | 0.0000% | $2260000.00        | $2406265.32        | Other Instrument                                  |
| PUBLIC FINANCE AUTHORITY WISCONSIN                               | 2054-07-01      | 5.7500%  | 0.0000% | $18310000.00       | $18930983.65       | Other Instrument                                  |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 4.1440%  | 0.0000% | $632816.00         | $548312.50         | Private Label Collateralized Mortgage Obligations |
| SACRAMENTO CNTY CALIF SANTN DIST FING AUTH                       | 2040-08-01      | 6.3250%  | 0.0000% | $6580000.00        | $7198596.77        | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2040-04-01      | 2.4370%  | 0.0000% | $17187000.00       | $13072002.53       | Other Instrument                                  |
| UNIVERSITY OF MICHIGAN                                           | 2047-04-01      | 3.5990%  | 0.0000% | $20000000.00       | $16722700.00       | Other Instrument                                  |
| UNIVERSITY OF VIRGINIA                                           | 2044-04-01      | 5.0000%  | 0.0000% | $2680000.00        | $2778784.80        | Other Instrument                                  |
| BCP_21-330N                                                      | 2038-06-15      | 6.2790%  | 0.0000% | $84014.00          | $11291.12          | Private Label Collateralized Mortgage Obligations |
| COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES BXHPP_21-FILM      | 2036-08-15      | 4.6870%  | 0.0000% | $36000.00          | $33284.99          | Private Label Collateralized Mortgage Obligations |
| BXMTL_25-FL5                                                     | 2042-10-20      | 6.6143%  | 0.0000% | $20370752.00       | $20275589.83       | Private Label Collateralized Mortgage Obligations |
| BARC_22-NQM1                                                     | 2052-07-25      | 0.0000%  | 0.0000% | $11927545.00       | $513.31            | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V19                            | 2058-01-15      | 4.5000%  | 0.0000% | $577145.00         | $490959.93         | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                                       | 2057-02-16      | 0.6323%  | 0.0000% | $1232966.00        | $16004.68          | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 2.2377%  | 0.0000% | $231434.00         | $12609.68          | Private Label Collateralized Mortgage Obligations |
| CFCRE COMMERCIAL MORTGAGE TRUST                                  | 2049-11-10      | 3.8040%  | 0.0000% | $10001.00          | $9532.70           | Private Label Collateralized Mortgage Obligations |
| CGCMT_19-C7                                                      | 2072-12-15      | 3.9166%  | 0.0000% | $728595.00         | $208911.17         | Private Label Collateralized Mortgage Obligations |
| CAS_23-R06                                                       | 2043-07-25      | 9.5619%  | 0.0000% | $18082.00          | $19495.18          | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST DBGS_18-C1                                   | 2051-10-15      | 4.7699%  | 0.0000% | $49189.00          | $44396.45          | Private Label Collateralized Mortgage Obligations |
| DRMT_21-2                                                        | 2066-04-26      | 0.7869%  | 0.0000% | $1000.00           | $6.28              | Private Label Collateralized Mortgage Obligations |
| EFMT_26-NQM1                                                     | 2071-02-25      | 0.0000%  | 0.0000% | $179337.00         | $175479.05         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_20-MK | 2036-12-15      | 4.6370%  | 0.0000% | $460000.00         | $207948.11         | Private Label Collateralized Mortgage Obligations |
| MFRA_20-NQM2                                                     | 2065-04-25      | 4.0390%  | 0.0000% | $4632600.00        | $4496933.54        | Asset-Backed Securities                           |
| MSBAM_25-C35                                                     | 2058-08-15      | 1.1817%  | 0.0000% | $1218838.00        | $86362.50          | Private Label Collateralized Mortgage Obligations |
| NEW YORK N Y CITY HSG DEV CORP                                   | 2055-08-01      | 2.9100%  | 0.0000% | $2400000.00        | $2405626.00        | Money Market                                      |
| PFP LTD PFP 26-13                                                | 2043-08-18      | 6.0796%  | 0.0000% | $956543.00         | $959289.82         | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MORTGAGE TRUST SGR_22-1                           | 2066-01-25      | 4.7820%  | 0.0000% | $645852.00         | $638383.82         | Private Label Collateralized Mortgage Obligations |
| UNIVERSITY OF MICHIGAN                                           | 2122-04-01      | 4.4540%  | 0.0000% | $9725000.00        | $7715717.75        | Other Instrument                                  |
| UWM_21-INV4                                                      | 2051-12-25      | 4.6172%  | 0.0000% | $37646.00          | $26313.18          | Private Label Collateralized Mortgage Obligations |
| WFRBS_13-C15                                                     | 2046-08-15      | 4.2875%  | 0.0000% | $43487.00          | $30007.72          | Private Label Collateralized Mortgage Obligations |
| ASHFORD HOSPITALITY TRUST INC AHT_18-ASHF                        | 2035-04-16      | 6.9450%  | 0.0000% | $651000.00         | $642430.67         | Private Label Collateralized Mortgage Obligations |
| BBCCRE_15-GTP                                                    | 2033-08-10      | 4.7147%  | 0.0000% | $533000.00         | $390103.49         | Private Label Collateralized Mortgage Obligations |
| BBCMS_22-C18                                                     | 2055-12-15      | 4.0000%  | 0.0000% | $5136160.00        | $3913046.84        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM BBCMS_18-CBM                                | 2037-07-15      | 4.7200%  | 0.0000% | $14000.00          | $13640.75          | Private Label Collateralized Mortgage Obligations |
| BBCMS_18-CBM                                                     | 2037-07-15      | 6.1106%  | 0.0000% | $18000.00          | $16224.72          | Private Label Collateralized Mortgage Obligations |
| BCP_21-330N                                                      | 2038-06-15      | 4.5860%  | 0.0000% | $177808.00         | $162013.89         | Private Label Collateralized Mortgage Obligations |
| BCP_21-330N                                                      | 2038-06-15      | 7.4250%  | 0.0000% | $595212.00         | $44584.36          | Private Label Collateralized Mortgage Obligations |
| BXMT_25-FL5                                                      | 2042-10-20      | 6.2148%  | 0.0000% | $15569700.00       | $15526170.64       | Private Label Collateralized Mortgage Obligations |
| BMO_25-C10                                                       | 2058-05-15      | 1.5796%  | 0.0000% | $1000095.00        | $48501.41          | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                                     | 2043-08-19      | 6.5267%  | 0.0000% | $2326952.00        | $2333977.13        | Private Label Collateralized Mortgage Obligations |
| BANK5_25-5Y17                                                    | 2058-11-15      | 2.0000%  | 0.0000% | $8487840.00        | $649630.98         | Private Label Collateralized Mortgage Obligations |
| BANK5_25-5Y17                                                    | 2058-11-15      | 2.0000%  | 0.0000% | $6449648.00        | $472995.69         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_17-BNK9                                                | 2054-11-15      | 2.8000%  | 0.0000% | $150288.00         | $98784.65          | Private Label Collateralized Mortgage Obligations |
| BANK5_24-5YR12                                                   | 2057-12-15      | 2.4996%  | 0.0000% | $3672576.00        | $302522.30         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                        | 2063-10-25      | 0.0000%  | 0.0000% | $1088.00           | $122.78            | Private Label Collateralized Mortgage Obligations |
| BARC_22-INV1                                                     | 2062-02-27      | 0.1450%  | 0.0000% | $100459.00         | $500.68            | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | 2050-02-15      | 3.5454%  | 0.0000% | $301652.00         | $222606.06         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-C24         | 2057-02-15      | 4.2500%  | 0.0000% | $512660.00         | $404632.11         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-5C34        | 2058-05-15      | 4.2500%  | 0.0000% | $654140.00         | $487346.51         | Private Label Collateralized Mortgage Obligations |
| BALTA_04-11B                                                     | 2034-11-25      | 4.3228%  | 0.0000% | $25001.00          | $2165.56           | Private Label Collateralized Mortgage Obligations |
| BSST_21-1818                                                     | 2036-03-15      | 7.2370%  | 0.0000% | $703000.00         | $110592.76         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_24-V5                             | 2057-01-10      | 4.0000%  | 0.0000% | $121215.00         | $107053.86         | Private Label Collateralized Mortgage Obligations |
| BMARK_25-V18                                                     | 2058-10-15      | 4.1640%  | 0.0000% | $323108.00         | $190722.55         | Private Label Collateralized Mortgage Obligations |
| BRAVO_26-NQM2                                                    | 2065-11-25      | 0.0000%  | 0.0000% | $8988400.00        | $33707.18          | Private Label Collateralized Mortgage Obligations |
| CLNY_19-IKPR                                                     | 2038-11-15      | 6.5046%  | 0.0000% | $43000.00          | $40468.48          | Private Label Collateralized Mortgage Obligations |
| CHNGE_22-NQM1                                                    | 2067-06-25      | 5.8200%  | 0.0000% | $1372330.00        | $1374461.23        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_15-CR22                                 | 2048-03-10      | 3.6915%  | 0.0000% | $244096.00         | $192366.27         | Private Label Collateralized Mortgage Obligations |
| CSMC_20-AFC1                                                     | 2050-02-25      | 0.2500%  | 0.0000% | $723341.00         | $1022.68           | Asset-Backed Securities                           |
| CSAIL_15-C3                                                      | 2048-08-15      | 4.3385%  | 0.0000% | $10772.00          | $8519.69           | Private Label Collateralized Mortgage Obligations |
| COMM_15-LC23                                                     | 2053-10-15      | 1.0000%  | 0.0000% | $7389184.00        | $6349.77           | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                                     | 2065-05-25      | 2.1300%  | 0.0000% | $3099168.00        | $2470015.20        | Private Label Collateralized Mortgage Obligations |
| CSMC_17-CHOP                                                     | 2032-07-15      | 8.2940%  | 0.0000% | $193000.00         | $193205.57         | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE CAPITAL C                                 | 2032-07-15      | 11.2940% | 0.0000% | $476000.00         | $461309.90         | Private Label Collateralized Mortgage Obligations |
| CREDIT SUISSE MORTGAGE TRUST CSMC_17-CALI                        | 2032-11-10      | 3.4313%  | 0.0000% | $118384.00         | $99715.96          | Private Label Collateralized Mortgage Obligations |
| CWALT_05-70CB-A2                                                 | 2035-12-25      | 1.2070%  | 0.0000% | $115373000.00      | $410815.39         | Private Label Collateralized Mortgage Obligations |
| CHASE_25-10                                                      | 2056-07-25      | 0.3058%  | 0.0000% | $5148872.00        | $25487.71          | Private Label Collateralized Mortgage Obligations |
| CHASE_24-RPL4                                                    | 2064-12-25      | 3.3750%  | 0.0000% | $76829.00          | $61317.15          | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TR                                 | 2049-10-10      | 3.0000%  | 0.0000% | $189156.00         | $96552.41          | Private Label Collateralized Mortgage Obligations |
| COMM_19-521F                                                     | 2034-06-15      | 6.1095%  | 0.0000% | $123247.00         | $83532.11          | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST COMM_18-HCLV                                 | 2033-09-15      | 4.9685%  | 0.0000% | $141487.00         | $133480.00         | Private Label Collateralized Mortgage Obligations |
| COMM_18-HCLV                                                     | 2033-09-15      | 6.1451%  | 0.0000% | $184618.00         | $55834.23          | Private Label Collateralized Mortgage Obligations |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01        | 2041-12-25      | 9.6619%  | 0.0000% | $29549.00          | $30335.87          | Private Label Collateralized Mortgage Obligations |
| CWALT_06-OA16                                                    | 2046-10-25      | 4.2930%  | 0.0000% | $2764404.00        | $158499.63         | Private Label Collateralized Mortgage Obligations |
| DBWF_15-LCM                                                      | 2034-06-10      | 3.5351%  | 0.0000% | $495561.00         | $451293.26         | Private Label Collateralized Mortgage Obligations |
| DGWD_25-INFL                                                     | 2035-08-15      | 7.6800%  | 0.0000% | $195455.00         | $195654.99         | Private Label Collateralized Mortgage Obligations |
| DRMT_22-2                                                        | 2067-03-25      | 0.3210%  | 0.0000% | $1351000.00        | $6842.13           | Private Label Collateralized Mortgage Obligations |
| DRMT_22-3                                                        | 2067-07-25      | 0.0000%  | 0.0000% | $610304.00         | $538.24            | Private Label Collateralized Mortgage Obligations |
| FREMF_23-KF153                                                   | 2033-03-25      | 9.8189%  | 0.0000% | $197626.00         | $156225.55         | Agency Collateralized Mortgage Obligation         |
| FREMF_24-K527                                                    | 2029-09-25      | 5.8140%  | 0.0000% | $136374.00         | $135118.83         | Agency Collateralized Mortgage Obligation         |
| SCRT_20-2                                                        | 2059-11-25      | 4.2500%  | 0.0000% | $19572.00          | $15295.69          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA2                      | 2033-08-25      | 9.6619%  | 0.0000% | $47984.00          | $58985.69          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA2                      | 2033-12-25      | 6.8119%  | 0.0000% | $39996.00          | $43710.88          | Private Label Collateralized Mortgage Obligations |
| STRUCTURED AGENCY CREDIT RISK STACR_21-HQA4                      | 2041-12-25      | 10.6619% | 0.0000% | $357895.00         | $369762.43         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5                      | 2050-11-25      | 11.0619% | 0.0000% | $40342.00          | $48902.40          | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC - STACR_20-DNA6                                      | 2050-12-25      | 9.3119%  | 0.0000% | $20080.00          | $22782.10          | Private Label Collateralized Mortgage Obligations |
| FREMF_23-F151                                                    | 2033-01-25      | 9.8189%  | 0.0000% | $8037.00           | $5762.76           | Agency Collateralized Mortgage Obligation         |
| GSMBS_23-PJ1                                                     | 2053-02-25      | 3.7249%  | 0.0000% | $1376134.00        | $814818.35         | Private Label Collateralized Mortgage Obligations |
| GSMBS_23-PJ6                                                     | 2054-04-27      | 6.8121%  | 0.0000% | $242787.00         | $215293.55         | Private Label Collateralized Mortgage Obligations |
| GSMS_24-FAIR                                                     | 2041-07-15      | 8.5374%  | 0.0000% | $301761.00         | $301903.89         | Private Label Collateralized Mortgage Obligations |
| HMH TRUST HMH_17-NSS                                             | 2031-07-05      | 3.0622%  | 0.0000% | $105941.00         | $84758.29          | Private Label Collateralized Mortgage Obligations |
| HAVN_25-MOB                                                      | 2035-10-15      | 7.4810%  | 0.0000% | $1048476.00        | $1040188.15        | Private Label Collateralized Mortgage Obligations |
| HOMES_25-NQM3                                                    | 2070-02-25      | 7.3960%  | 0.0000% | $200233.00         | $198675.35         | Private Label Collateralized Mortgage Obligations |
| HVMLT_06-12                                                      | 2036-12-19      | 4.2012%  | 0.0000% | $275034.00         | $32100.54          | Asset-Backed Securities                           |
| HEAT_05-4                                                        | 2035-10-25      | 4.9730%  | 0.0000% | $77554.00          | $51228.29          | Asset-Backed Securities                           |
| ILPT_25-LPF2                                                     | 2042-07-13      | 8.4723%  | 0.0000% | $162000.00         | $165935.88         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_14-C2 | 2047-07-17      | 3.5000%  | 0.0000% | $3126228.00        | $31756.33          | Private Label Collateralized Mortgage Obligations |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7           | 2050-10-15      | 4.3107%  | 0.0000% | $525601.00         | $465793.54         | Private Label Collateralized Mortgage Obligations |
| JPMCC_21-1440                                                    | 2036-03-15      | 5.5370%  | 0.0000% | $73000.00          | $60622.42          | Private Label Collateralized Mortgage Obligations |
| JPMCC_21-1440                                                    | 2036-03-15      | 7.6370%  | 0.0000% | $3135000.00        | $1460807.92        | Private Label Collateralized Mortgage Obligations |
| KREST_21-CHIP                                                    | 2044-11-05      | 3.0245%  | 0.0000% | $575000.00         | $343429.74         | Private Label Collateralized Mortgage Obligations |
| LXS_05-8                                                         | 2035-12-25      | 4.4930%  | 0.0000% | $1356114.00        | $117453.23         | Private Label Collateralized Mortgage Obligations |
| LNCR_22-CRE7                                                     | 2037-01-17      | 6.7722%  | 0.0000% | $137500.00         | $137424.88         | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                                       | 2037-02-15      | 6.0800%  | 0.0000% | $347169.00         | $280117.61         | Private Label Collateralized Mortgage Obligations |
| MCR_24-HTL                                                       | 2037-02-15      | 7.5779%  | 0.0000% | $109495.00         | $88096.04          | Private Label Collateralized Mortgage Obligations |
| MRCD_19-PARK                                                     | 2036-12-15      | 2.7175%  | 0.0000% | $30000.00          | $19417.94          | Private Label Collateralized Mortgage Obligations |
| MRCD_19-PARK                                                     | 2036-12-15      | 4.2500%  | 0.0000% | $313000.00         | $134759.54         | Private Label Collateralized Mortgage Obligations |
| MSDB TRUST MSDB_17-712F                                          | 2039-07-11      | 3.7489%  | 0.0000% | $64000.00          | $60232.71          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | 2050-07-15      | 3.0000%  | 0.0000% | $76466.00          | $65805.88          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY BAML TRUST MSBAM_                                 | 2049-12-15      | 3.3960%  | 0.0000% | $280850.00         | $247703.53         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPITAL I TRUST MSC_19-NUGS                       | 2036-12-15      | 6.0309%  | 0.0000% | $13294000.00       | $173890.84         | Private Label Collateralized Mortgage Obligations |
| MSRM_25-SPL1                                                     | 2065-02-25      | 4.2500%  | 0.0000% | $4171504.00        | $3905765.29        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_22-RRI         | 2035-03-15      | 8.8655%  | 0.0000% | $700000.00         | $174303.43         | Private Label Collateralized Mortgage Obligations |
| OBX_23-NQM8                                                      | 2063-09-25      | 0.0671%  | 0.0000% | $170795008.00      | $83519.55          | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ10                                                      | 2065-05-26      | 0.0000%  | 0.0000% | $209715200.00      | $169.79            | Private Label Collateralized Mortgage Obligations |
| OBX_26-J1                                                        | 2056-01-25      | 5.0119%  | 0.0000% | $13945307.00       | $13642107.20       | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                                     | 2067-04-25      | 4.4467%  | 0.0000% | $2974000.00        | $2690355.05        | Asset-Backed Securities                           |
| PGA_24-RSR2                                                      | 2039-06-15      | 7.2225%  | 0.0000% | $909789.00         | $908989.04         | Private Label Collateralized Mortgage Obligations |
| PRPM_25-NQM5                                                     | 2070-10-25      | 5.4300%  | 0.0000% | $1160252.00        | $1112907.70        | Private Label Collateralized Mortgage Obligations |
| PRPM_26-CRE1                                                     | 2043-03-19      | 0.0000%  | 0.0000% | $9858781.00        | $9862333.59        | Private Label Collateralized Mortgage Obligations |
| RALI_06-QS16                                                     | 2036-11-25      | 2.8070%  | 0.0000% | $69636240.00       | $453203.94         | Private Label Collateralized Mortgage Obligations |
| RAST_07-A5                                                       | 2037-05-25      | 2.3070%  | 0.0000% | $66000.00          | $1280.83           | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE               | 2043-01-05      | 4.5343%  | 0.0000% | $263332.00         | $207955.57         | Private Label Collateralized Mortgage Obligations |
| SFO_21-555                                                       | 2038-07-15      | 7.4375%  | 0.0000% | $78000.00          | $76903.91          | Private Label Collateralized Mortgage Obligations |
| SHRN_25-MF18                                                     | 2040-10-15      | 6.6302%  | 0.0000% | $270000.00         | $270119.70         | Private Label Collateralized Mortgage Obligations |
| STAR_20-INV1                                                     | 2055-11-26      | 6.3745%  | 0.0000% | $131407.00         | $105150.90         | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_17-C4                        | 2050-10-17      | 2.9000%  | 0.0000% | $20000.00          | $16988.11          | Private Label Collateralized Mortgage Obligations |
| VCC_22-3                                                         | 2052-06-25      | 6.5896%  | 0.0000% | $309568.00         | $171827.18         | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1R                                                      | 2055-11-26      | 0.0000%  | 0.0000% | $50331460.00       | $9.52              | Private Label Collateralized Mortgage Obligations |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                 | 2047-08-15      | 3.4970%  | 0.0000% | $39327.00          | $35721.28          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-C41                | 2050-11-15      | 0.5401%  | 0.0000% | $4057992.00        | $26645.28          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C3                | 2058-01-15      | 4.2500%  | 0.0000% | $18960.00          | $14389.29          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE                                  | 2049-11-15      | 2.4440%  | 0.0000% | $4000.00           | $2413.39           | Private Label Collateralized Mortgage Obligations |

### Security 282: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 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: 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:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS PLC                   GLBL NT 7.437%33        | 2033-11-02      | 7.4370%  | 0.0000% | $4846000.00        | $5546929.88        | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26           | 2026-06-15      | 3.9500%  | 0.0000% | $3000.00           | $3028.35           | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50         | 2050-10-15      | 3.9510%  | 0.0000% | $1000.00           | $738.62            | Corporate Debt Securities                         |
| MAREX GROUP PLC                CR SEN SR GLBL29        | 2029-11-04      | 6.4040%  | 0.0000% | $33000.00          | $34708.40          | Corporate Debt Securities                         |
| UNITED MEXICAN STATES          FR 6.05%011140          | 2040-01-11      | 6.0500%  | 0.0000% | $966000.00         | $941815.65         | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 32           | 2032-02-01      | 7.7500%  | 0.0000% | $565000.00         | $576823.57         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 6%54         | 2054-04-01      | 6.0000%  | 0.0000% | $3885000.00        | $3847937.10        | Corporate Debt Securities                         |
| ALGONQUIN POWER & UTILITIES CO GLBL NT 1.18%26         | 2026-06-15      | 5.3650%  | 0.0000% | $1000.00           | $1016.08           | Corporate Debt Securities                         |
| ALIGNED DT CEN ISS LLC 2021-1  B      20460815 2.48200 | 2046-08-15      | 2.4820%  | 0.0000% | $55000.00          | $54448.96          | Asset-Backed Securities                           |
| APIDOS CLO 2020-32R            A-1R   20330121 FLT     | 2033-01-21      | 4.7676%  | 0.0000% | $426714.00         | $307740.26         | Asset-Backed Securities                           |
| BSPRT ISSUER LLC 2023-FL0      A      20350917 FLT     | 2035-09-17      | 5.9315%  | 0.0000% | $671000.00         | $409156.73         | Private Label Collateralized Mortgage Obligations |
| BSPRT ISSUER LLC 2023-FL0      B      20350917 FLT     | 2035-09-17      | 6.9375%  | 0.0000% | $3894500.00        | $3912300.31        | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT     | 2053-02-18      | 2.9440%  | 0.0000% | $99226.00          | $90407.62          | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      A-S    20621215 FLT     | 2062-12-15      | 3.3515%  | 0.0000% | $3433190.00        | $3134612.04        | Private Label Collateralized Mortgage Obligations |
| BRAZIL FEDERATIVE REP          SR GLBL BD 28           | 2028-01-13      | 4.6250%  | 0.0000% | $5572000.00        | $5619868.12        | Corporate Debt Securities                         |
| BRAZIL FEDERATIVE REP          GLBL BD 6.125%32        | 2032-01-22      | 6.1250%  | 0.0000% | $13047000.00       | $13450146.86       | Corporate Debt Securities                         |
| CARS-DB4 LLP 2020-1            B-2    20500215 4.52000 | 2050-02-15      | 4.5200%  | 0.0000% | $895869.00         | $885801.12         | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2021-6        A      20341016 FLT     | 2034-10-16      | 5.0738%  | 0.0000% | $616079.00         | $622819.16         | Asset-Backed Securities                           |
| CANYON CLO LTD 2025-2          A-1    20381015 FLT     | 2038-10-15      | 5.4193%  | 0.0000% | $6012027.00        | $6194567.36        | Asset-Backed Securities                           |
| COLT 2021-HX1 MTG LN TR        A-1    20661025 FLT     | 2066-10-25      | 1.1100%  | 0.0000% | $100025.00         | $47665.90          | Private Label Collateralized Mortgage Obligations |
| COMPASS DATACTR ISS III 2025-2 A-2    20500225 5.83500 | 2050-02-25      | 5.8350%  | 0.0000% | $1055864.00        | $1063753.94        | Asset-Backed Securities                           |
| CONE 2024-DWF1                 C      20410815 FLT     | 2041-08-15      | 6.3627%  | 0.0000% | $3197900.00        | $3177343.53        | Private Label Collateralized Mortgage Obligations |
| GWT COMMERCIAL MTG 2024-WLF2   B      20410515 FLT     | 2041-05-15      | 5.8131%  | 0.0000% | $2116000.00        | $2121466.90        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN CHASE CM 2023-CCDC A      20401005 FLT     | 2040-10-05      | 7.2355%  | 0.0000% | $557000.00         | $578942.21         | Private Label Collateralized Mortgage Obligations |
| JGWPT XLI LLC 2018-1           A      20721017 3.74000 | 2072-10-17      | 3.7400%  | 0.0000% | $4558000.00        | $2651156.78        | Asset-Backed Securities                           |
| KREF LTD  2022-FL3             A      20390222 FLT     | 2039-02-22      | 5.1267%  | 0.0000% | $182500.00         | $74080.08          | Private Label Collateralized Mortgage Obligations |
| LAUREL RD PRIME SL TR 2017-C   C      20421125 3.29000 | 2042-11-25      | 3.2900%  | 0.0000% | $1100000.00        | $124256.86         | Asset-Backed Securities                           |
| MFI LLC 2022-B1                A      20371120 FLT     | 2037-11-20      | 5.6925%  | 0.0000% | $4464000.00        | $4473765.01        | Private Label Collateralized Mortgage Obligations |
| MFI LLC 2022-B1                B      20371120 FLT     | 2037-11-20      | 6.3725%  | 0.0000% | $9100000.00        | $9119238.95        | Private Label Collateralized Mortgage Obligations |
| MF1 LLC 2024-FL16              B      20391118 FLT     | 2039-11-18      | 5.8216%  | 0.0000% | $1720080.00        | $1678272.91        | Private Label Collateralized Mortgage Obligations |
| MF1 2024-FL14 LLC              A-S    20390321 FLT     | 2039-03-21      | 5.9125%  | 0.0000% | $4063012.00        | $4075245.07        | Asset-Backed Securities                           |
| METLIFE REINS CO CHARLESTON    SR SEC FL 144A42        | 2042-12-31      | 4.5224%  | 0.0000% | $33900000.00       | $6863332.94        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 33         | 2033-02-01      | 6.0000%  | 0.0000% | $92000.00          | $92445.28          | Corporate Debt Securities                         |
| NELNET STUDENT LN TR 2021-A    B-2    20620420 2.85000 | 2062-04-20      | 2.8500%  | 0.0000% | $685292.00         | $619895.84         | Asset-Backed Securities                           |
| OBX TRUST 2021-NQM4            A-1    20611025 1.95700 | 2061-10-25      | 1.9570%  | 0.0000% | $134999.00         | $71106.18          | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM2               A-3    20641125 FLT     | 2064-11-25      | 5.9520%  | 0.0000% | $658581.00         | $468609.08         | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2024-11                A      20390919 FLT     | 2039-09-19      | 5.5015%  | 0.0000% | $883500.00         | $386243.45         | Private Label Collateralized Mortgage Obligations |
| PK ALIFT LOAN  6 FDG LP 2025-1 B      20421115 FLT     | 2042-11-15      | 5.8110%  | 0.0000% | $4952000.00        | $4482016.90        | Asset-Backed Securities                           |
| PK ALIFT LN FDG LP 2024-2      C      20391015 5.43200 | 2039-10-15      | 5.4320%  | 0.0000% | $358000.00         | $234873.75         | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST 2023-CES3  M-1    20431125 FLT     | 2043-11-25      | 7.9880%  | 0.0000% | $5296000.00        | $5400022.27        | Private Label Collateralized Mortgage Obligations |
| STANDARD CHARTERED PLC         ALT TIER I PERP         | 2500-12-31      | 4.3000%  | 0.0000% | $3000000.00        | $2831210.00        | Corporate Debt Securities                         |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.29000 | 2048-10-20      | 4.2900%  | 0.0000% | $201158.00         | $180212.98         | Asset-Backed Securities                           |
| TOWD PT MTG TR 2017-1          M2     20561025 FLT     | 2056-10-25      | 3.7500%  | 0.0000% | $6404864.00        | $6200971.56        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2017-6          B1     20571025 FLT     | 2057-10-25      | 3.2569%  | 0.0000% | $4355305.00        | $3715044.97        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT     | 2058-03-25      | 3.5000%  | 0.0000% | $6827698.00        | $6223178.17        | Asset-Backed Securities                           |
| TOWD PT MTG TR 2019-1          M2     20580325 FLT     | 2058-03-25      | 3.7500%  | 0.0000% | $139835.00         | $116080.81         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT     | 2059-10-25      | 3.7500%  | 0.0000% | $588079.00         | $503064.54         | Private Label Collateralized Mortgage Obligations |
| UBS GROUP AG                   ALT TIER I PERP         | 2500-12-31      | 3.8750%  | 0.0000% | $731000.00         | $737607.53         | Corporate Debt Securities                         |
| WFRBS COML MTG TR 2014-C22     A-S    20570917 FLT     | 2057-09-17      | 4.0690%  | 0.0000% | $19641.00          | $15998.07          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC24  B      20491018 3.62100 | 2049-10-18      | 3.6210%  | 0.0000% | $98155.00          | $95852.63          | Private Label Collateralized Mortgage Obligations |
| MISSION LN CR CD MT TR 2024-A  A-2    20290815 FLT     | 2029-08-15      | 5.3222%  | 0.0000% | $1449000.00        | $1453129.06        | Corporate Debt Securities                         |
| MISSION LANE CR MSTR TR 2025-C A      20301216 4.78000 | 2030-12-16      | 4.7800%  | 0.0000% | $11101000.00       | $11110796.01       | Corporate Debt Securities                         |
| AVIS BUDGET RENT CAR FDG 23-4  D      20290620 7.31000 | 2029-06-20      | 7.3100%  | 0.0000% | $1186000.00        | $1197147.94        | Asset-Backed Securities                           |
| BANCO SANTANDER SA             ALT TIER I PERP         | 2500-12-31      | 4.7500%  | 0.0000% | $600000.00         | $595077.17         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 4.875%040144         | 2044-04-01      | 4.8750%  | 0.0000% | $23000.00          | $21603.33          | Corporate Debt Securities                         |
| BARCLAYS PLC                   ALT TIER I PERP         | 2500-12-31      | 4.3750%  | 0.0000% | $2298000.00        | $2180191.75        | Corporate Debt Securities                         |
| BENCHMARK MORTGAGE TR 2021-B29 C      20540917 FLT     | 2054-09-17      | 2.7517%  | 0.0000% | $1000000.00        | $817069.08         | Private Label Collateralized Mortgage Obligations |
| CANADA GOVT                    GLBL BD 3.75%28         | 2028-04-26      | 3.7500%  | 0.0000% | $15000.00          | $15216.09          | Corporate Debt Securities                         |
| DISCOVERY GLOBAL HOLDINGS INC  SR GLBL NT 27           | 2027-03-15      | 3.7550%  | 0.0000% | $824000.00         | $815355.32         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 48           | 2048-09-15      | 4.3750%  | 0.0000% | $140000.00         | $115184.22         | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        1LIEN GLBL PIK28        | 2028-06-30      | 13.5000% | 0.0000% | $1999000.00        | $2167415.75        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 49           | 2049-06-01      | 4.1500%  | 0.0000% | $1283000.00        | $1018257.23        | Corporate Debt Securities                         |
| ASCENT EDUCATION 2024-A        B      20501025 6.90000 | 2050-10-25      | 6.9000%  | 0.0000% | $100000.00         | $102061.90         | Asset-Backed Securities                           |
| ANZ GROUP HLDGS LTD            COML PAPER FLT27        | 2027-03-05      | 0.0000%  | 0.0000% | $1816000.00        | $1815703.99        | Money Market                                      |
| BX COMMERCIAL MTG TR 2025-VOLT D      20441215 FLT     | 2044-12-15      | 6.4225%  | 0.0000% | $561000.00         | $557517.56         | Private Label Collateralized Mortgage Obligations |
| BANCO SANTANDER SA             SNR NPF GLBL 28         | 2028-03-14      | 5.5520%  | 0.0000% | $7000000.00        | $7073652.44        | Corporate Debt Securities                         |
| BAYER CORP                                             | 2026-12-08      | 0.0000%  | 0.0000% | $40.00             | $38.84             | Money Market                                      |
| REPUBLIC OF COLOMBIA           SR GLBL BD6.5%33        | 2033-01-21      | 6.5000%  | 0.0000% | $4267000.00        | $4213401.74        | Corporate Debt Securities                         |
| DANSKE BK AS                   FR 4.42%091231          | 2031-09-12      | 4.4200%  | 0.0000% | $4235000.00        | $4157172.46        | Corporate Debt Securities                         |
| ENBRIDGE INC                   GLBL NT 5.7%33          | 2033-03-08      | 5.7000%  | 0.0000% | $180000.00         | $186372.30         | Corporate Debt Securities                         |
| EUROPEAN INVT BK               GLBL NT 4%29            | 2029-02-15      | 4.0000%  | 0.0000% | $1000.00           | $1008.92           | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KOREA       SR GLBL FL NT 28        | 2028-09-22      | 4.1247%  | 0.0000% | $333000.00         | $333907.63         | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27           | 2027-01-09      | 4.2710%  | 0.0000% | $445000.00         | $447344.43         | Corporate Debt Securities                         |
| GCAT TR 2022-NQM5              A-1    20670825 FLT     | 2067-08-25      | 5.7100%  | 0.0000% | $398496.00         | $281955.62         | Private Label Collateralized Mortgage Obligations |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3%27            | 2027-05-20      | 3.0000%  | 0.0000% | $1000.00           | $1001.13           | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 4.75%30         | 2030-10-29      | 4.7500%  | 0.0000% | $1000.00           | $1052.37           | Corporate Debt Securities                         |
| KREDITANSTALT FUR WIEDERAFBAU  GLBL NT 3.5%28          | 2028-08-09      | 3.5000%  | 0.0000% | $4000.00           | $3988.87           | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 31           | 2031-04-01      | 2.6250%  | 0.0000% | $2067000.00        | $1900472.15        | Corporate Debt Securities                         |
| MICRON TECHNOLOGY INC          SR GLBL NT 32           | 2032-04-15      | 2.7030%  | 0.0000% | $3265000.00        | $2981186.07        | Corporate Debt Securities                         |
| PG&E RECOVERY FDG LLC          EXTND SR SEC 49         | 2049-07-15      | 5.5360%  | 0.0000% | $411000.00         | $408894.49         | Asset-Backed Securities                           |
| SKANDINAVISKA ENSKILDA BANKEN  SNR PREF 144A 31        | 2031-03-12      | 4.3750%  | 0.0000% | $200000.00         | $198309.81         | Corporate Debt Securities                         |
| EXPAND ENERGY CORPORATION      SR GLBL NT 32           | 2032-02-01      | 4.7500%  | 0.0000% | $188000.00         | $184440.53         | Corporate Debt Securities                         |
| STANDARD CHARTERED PLC         SR GLBL REGS 29         | 2029-01-21      | 4.9067%  | 0.0000% | $4377000.00        | $4443437.57        | Corporate Debt Securities                         |
| SWEDBANK AB                    COML PAPER FLT27        | 2027-02-11      | 3.9200%  | 0.0000% | $15544000.00       | $15566737.42       | Money Market                                      |
| UNITED RENTALS NORTH AMER INC  2LIEN GLBL NT 27        | 2027-11-15      | 3.8750%  | 0.0000% | $1357000.00        | $1354515.18        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           EXTND GLBL 29           | 2029-07-26      | 4.4958%  | 0.0000% | $1005000.00        | $1020976.99        | Corporate Debt Securities                         |
| ROYAL BK CDA                   EXTND GLBL 29           | 2029-04-28      | 4.5650%  | 0.0000% | $951000.00         | $964236.51         | Corporate Debt Securities                         |
| SOCIETE GENERALE               ALT TIER I PERP         | 2500-12-31      | 4.7500%  | 0.0000% | $680000.00         | $687706.48         | Corporate Debt Securities                         |
| NORINCHUKIN BANK LTD           SR REGS NT 30           | 2030-09-09      | 4.6740%  | 0.0000% | $1499000.00        | $1487557.13        | Corporate Debt Securities                         |
| KOREA HOUSING FINANCE CORP     VR 012125-012130        | 2030-01-21      | 4.5711%  | 0.0000% | $7738000.00        | $7868679.03        | Corporate Debt Securities                         |

### Security 283: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX8QY7
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| HCA INC                                              | 2027-03-15      | 3.1250%  | 0.0000% | $50000.00          | $49448.44          | Corporate Debt Securities                         |
| JPMMT_25-HE1                                         | 2055-08-25      | 4.8229%  | 0.0000% | $15682000.00       | $9662561.18        | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5              | 2041-08-19      | 3.2500%  | 0.0000% | $750000.00         | $708516.25         | Private Label Collateralized Mortgage Obligations |
| AUSTIN TEX INDPT SCH DIST                            | 2031-08-01      | 5.0000%  | 0.0000% | $10000.00          | $11115.63          | Other Instrument                                  |
| DENTON TEX INDPT SCH DIST                            | 2031-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11155.79          | Other Instrument                                  |
| GSAMP_04-AR1                                         | 2034-06-25      | 4.9180%  | 0.0000% | $9992053.00        | $761724.37         | Asset-Backed Securities                           |
| GS MORTGAGE SECURITIES TRUST GSMBS_18-RPL1           | 2057-10-25      | 3.7500%  | 0.0000% | $250000.00         | $46341.23          | Private Label Collateralized Mortgage Obligations |
| ILLINOIS (STATE OF)                                  | 2029-12-01      | 5.0000%  | 0.0000% | $40000.00          | $43349.87          | Other Instrument                                  |
| INDIANA FINANCE AUTHORITY                            | 2029-02-01      | 5.0000%  | 0.0000% | $10000.00          | $10751.43          | Other Instrument                                  |
| JPMMT_25-HE1                                         | 2055-07-20      | 5.8229%  | 0.0000% | $1055000.00        | $1032227.02        | Private Label Collateralized Mortgage Obligations |
| JPMMT_26-ACS1                                        | 2066-04-26      | 0.0000%  | 0.0000% | $68417000.00       | $67304528.22       | Private Label Collateralized Mortgage Obligations |
| JPMMT_26-ACS1                                        | 2066-04-26      | 0.0000%  | 0.0000% | $127619400.00      | $126790022.83      | Private Label Collateralized Mortgage Obligations |
| MANSFIELD TEX                                        | 2032-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11155.39          | Other Instrument                                  |
| NEW YORK CITY OF                                     | 2031-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5529.72           | Other Instrument                                  |
| PRP ADVISORS LLC PRPM_25-RCF4                        | 2055-08-25      | 4.5000%  | 0.0000% | $500000.00         | $481334.50         | Private Label Collateralized Mortgage Obligations |
| PEARLAND TEX INDPT SCH DIST                          | 2039-02-15      | 5.0000%  | 0.0000% | $20000.00          | $21902.98          | Other Instrument                                  |
| SARAT_22-1R                                          | 2037-10-20      | 7.3176%  | 0.0000% | $3000000.00        | $2958386.18        | Asset-Backed Securities                           |
| SOFI PERSONAL LOAN TRUST SPLT_24-1                   | 2031-02-12      | 6.0600%  | 0.0000% | $255000.00         | $34814.37          | Asset-Backed Securities                           |
| TRINITAS CLO XXXI LTD TRNTS_24-31A                   | 2038-01-22      | 6.6692%  | 0.0000% | $4499999.00        | $4506602.19        | Asset-Backed Securities                           |
| BANCO MERCANTIL DEL NORTE SA (CAYMAN ISLANDS BRANCH) | 2079-12-31      | 8.7500%  | 0.0000% | $4764000.00        | $5034906.18        | Corporate Debt Securities                         |

### Security 284: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEX90R8
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP                                            | 2027-04-02      | 4.7000%  | 0.0000% | $88000.00          | $90230.75          | Corporate Debt Securities                         |
| EQUITABLE HOLDINGS INC                                      | 2033-01-11      | 5.5940%  | 0.0000% | $99000.00          | $101826.56         | Corporate Debt Securities                         |
| SUN COMMUNITIES OPERATING LP                                | 2032-04-15      | 4.2000%  | 0.0000% | $1060000.00        | $1025345.07        | Corporate Debt Securities                         |
| TAMPA ELECTRIC COMPANY                                      | 2029-03-01      | 4.9000%  | 0.0000% | $40000.00          | $40616.53          | Corporate Debt Securities                         |
| UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS                  | 2033-11-01      | 2.7000%  | 0.0000% | $39000.00          | $26502.48          | Corporate Debt Securities                         |
| INDIANA FINANCE AUTHORITY                                   | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11074.43          | Other Instrument                                  |
| IRON MOUNTAIN INC                                           | 2027-09-15      | 4.8750%  | 0.0000% | $6812000.00        | $6792563.09        | Corporate Debt Securities                         |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN                     | 2031-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16776.60          | Other Instrument                                  |
| SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRIC | 2032-01-01      | 5.0000%  | 0.0000% | $50000.00          | $56394.00          | Other Instrument                                  |
| SODEXO INC                                                  | 2030-08-15      | 5.1500%  | 0.0000% | $20120000.00       | $20480159.18       | Corporate Debt Securities                         |
| UNITED AIRLINES 2014-1 PASS THROUGH TRUSTS                  | 2027-10-11      | 4.0000%  | 0.0000% | $20000.00          | $8739.28           | Corporate Debt Securities                         |
| HIGHMARK INC                                                | 2026-05-10      | 1.4500%  | 0.0000% | $10000.00          | $10020.49          | Corporate Debt Securities                         |
| ABBVIE INC                                                  | 2036-05-14      | 4.3000%  | 0.0000% | $123000.00         | $117680.73         | Corporate Debt Securities                         |
| ASSOCIATED BANC-CORP                                        | 2030-08-29      | 6.4550%  | 0.0000% | $356000.00         | $366152.08         | Corporate Debt Securities                         |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                   | 2030-12-15      | 3.3500%  | 0.0000% | $18000.00          | $6363.61           | Corporate Debt Securities                         |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2030-05-01      | 5.0000%  | 0.0000% | $30000.00          | $33318.70          | Other Instrument                                  |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                        | 2027-06-30      | 5.1250%  | 0.0000% | $113000.00         | $115019.59         | Corporate Debt Securities                         |
| DILWORTH-GLYNDON-FELTON MINN INDPT SCH DIST NO 2164         | 2032-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28364.61          | Other Instrument                                  |
| FIFTH THIRD BANCORP                                         | 2028-04-25      | 4.0550%  | 0.0000% | $335000.00         | $338662.11         | Corporate Debt Securities                         |
| FLORIDA ST TPK AUTH                                         | 2030-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5520.45           | Other Instrument                                  |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST GOOD_23-3         | 2055-07-20      | 6.5000%  | 0.0000% | $8770000.00        | $6608129.08        | Asset-Backed Securities                           |
| NIAGARA MOHAWK PWR CORP                                     | 2030-10-03      | 4.6470%  | 0.0000% | $17000.00          | $17284.87          | Corporate Debt Securities                         |
| OAKTREE STRATEGIC CREDIT FUND                               | 2029-07-23      | 6.5000%  | 0.0000% | $76000.00          | $77105.63          | Corporate Debt Securities                         |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2044-03-08      | 4.7500%  | 0.0000% | $1440000.00        | $1144850.00        | Corporate Debt Securities                         |
| WASHINGTON (STATE OF)                                       | 2035-08-01      | 5.0000%  | 0.0000% | $50000.00          | $54065.17          | Other Instrument                                  |
| AADVANTAGE LOYALTY IP LTD                                   | 2026-04-20      | 5.5000%  | 0.0000% | $19729566.00       | $1662359.32        | Corporate Debt Securities                         |
| ALAMO HEIGHTS TEX INDPT SCH DIST                            | 2036-02-01      | 5.0000%  | 0.0000% | $25000.00          | $28359.58          | Other Instrument                                  |
| AMERICAN AIRLINES 2016-1 PASS THROUGH TRUSTS                | 2029-07-15      | 4.1000%  | 0.0000% | $25000.00          | $13568.18          | Corporate Debt Securities                         |
| AMERICAN AIRLINES 2015-2 PASS THROUGH TRUSTS                | 2029-03-22      | 4.0000%  | 0.0000% | $372000.00         | $192113.77         | Corporate Debt Securities                         |
| AMERICAN HONDA FINANCE CORPORATION                          | 2027-11-19      | 4.3129%  | 0.0000% | $16000.00          | $16012.76          | Corporate Debt Securities                         |
| AUSTIN TEX CMNTY COLLEGE DIST                               | 2034-08-01      | 5.0000%  | 0.0000% | $20000.00          | $22447.27          | Other Instrument                                  |
| BANK OF AMERICA AUTO TRUST BAAT_25-1                        | 2029-11-20      | 4.3500%  | 0.0000% | $502000.00         | $503923.24         | Asset-Backed Securities                           |
| BANCO SANTANDER SA                                          | 2028-02-23      | 3.8000%  | 0.0000% | $2000000.00        | $1981382.22        | Corporate Debt Securities                         |
| BLACK PEARL COMPUTE LLC                                     | 2031-02-15      | 6.1250%  | 0.0000% | $1766000.00        | $1799831.16        | Corporate Debt Securities                         |
| BOEING CO                                                   | 2028-02-01      | 3.2500%  | 0.0000% | $67000.00          | $65949.89          | Corporate Debt Securities                         |
| BROWN & BROWN INC                                           | 2032-03-17      | 4.2000%  | 0.0000% | $593000.00         | $559159.47         | Corporate Debt Securities                         |
| CIGNA HOLDING CO                                            | 2027-10-15      | 3.0500%  | 0.0000% | $54000.00          | $53694.03          | Corporate Debt Securities                         |
| CSMC_21-RPL3                                                | 2060-01-25      | 4.0158%  | 0.0000% | $3606350.00        | $2631274.56        | Private Label Collateralized Mortgage Obligations |
| CALIFORNIA MUN FIN AUTH ENVIRONMENTAL IMPT                  | 2033-09-01      | 5.0000%  | 0.0000% | $10000.00          | $11465.77          | Other Instrument                                  |
| CALIFORNIA (STATE OF)                                       | 2029-08-01      | 5.0000%  | 0.0000% | $10000.00          | $10835.13          | Other Instrument                                  |
| CALIFORNIA STATE PUBLIC WORKS BOARD                         | 2037-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11086.57          | Other Instrument                                  |
| CAPITAL ONE FIN CORP                                        | 2035-02-01      | 6.0510%  | 0.0000% | $2667000.00        | $2769959.54        | Corporate Debt Securities                         |
| CARROLLTON TEX FMRS BRH INDPT SCH DIST                      | 2055-02-15      | 5.2500%  | 0.0000% | $4555000.00        | $4769851.76        | Other Instrument                                  |
| CHARTER COMMUNICATIONS OPERATING                            | 2048-04-01      | 5.7500%  | 0.0000% | $5403000.00        | $4653387.78        | Corporate Debt Securities                         |
| COLORADO SPRINGS COLO                                       | 2033-11-15      | 5.0000%  | 0.0000% | $15000.00          | $16553.38          | Other Instrument                                  |
| COLT FUNDING LLC COLT_20-RPL1                               | 2065-01-25      | 1.3897%  | 0.0000% | $12780000.00       | $5588744.83        | Private Label Collateralized Mortgage Obligations |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                    | 2043-08-15      | 6.4970%  | 0.0000% | $453000.00         | $473648.52         | Corporate Debt Securities                         |
| CONROE TEX INDPT SCH DIST                                   | 2036-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16789.63          | Other Instrument                                  |
| COWLITZ & CLARK CNTYS WASH SCH DIST NO 404-102 WOODLAND     | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11252.77          | Other Instrument                                  |
| DUBLIN CALIF UNI SCH DIST                                   | 2029-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5060.83           | Other Instrument                                  |
| EAGLE MTN & SAGINAW TEX INDPT SCH DIST                      | 2032-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11275.49          | Other Instrument                                  |
| PERMIAN RESOURCES OPERATING LLC                             | 2027-04-15      | 8.0000%  | 0.0000% | $268000.00         | $278081.86         | Corporate Debt Securities                         |
| ENEL FINANCE INTERNATIONAL NV                               | 2032-06-15      | 5.0000%  | 0.0000% | $790000.00         | $798265.16         | Corporate Debt Securities                         |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                            | 2038-09-17      | 2.0580%  | 0.0000% | $1268000.00        | $1254459.03        | Private Label Collateralized Mortgage Obligations |
| FLORIDA ST TPK AUTH                                         | 2028-07-01      | 5.0000%  | 0.0000% | $40000.00          | $42630.00          | Other Instrument                                  |
| FORNEY TEX INDPT SCH DIST                                   | 2035-08-15      | 5.0000%  | 0.0000% | $10000.00          | $11447.89          | Other Instrument                                  |
| FORT WORTH TEX INDPT SCH DIST                               | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11223.59          | Other Instrument                                  |
| FORT WORTH TEX INDPT SCH DIST                               | 2032-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16794.13          | Other Instrument                                  |
| FRASER MICH PUB SCH DIST                                    | 2040-05-01      | 5.0000%  | 0.0000% | $40000.00          | $43728.93          | Other Instrument                                  |
| GSMBS_24-RPL2                                               | 2061-07-25      | 4.0935%  | 0.0000% | $4610000.00        | $4612052.34        | Private Label Collateralized Mortgage Obligations |
| GARLAND TEX INDPT SCH DIST                                  | 2034-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11197.39          | Other Instrument                                  |
| GENERAL MOTORS FINANCIAL COMPANY INC                        | 2029-10-06      | 4.9000%  | 0.0000% | $19019000.00       | $19525465.40       | Corporate Debt Securities                         |
| GIBRALTAR MICH SCH DIST                                     | 2036-05-01      | 5.0000%  | 0.0000% | $20000.00          | $22682.27          | Other Instrument                                  |
| HEALTHPEAK OP LLC                                           | 2029-07-15      | 3.5000%  | 0.0000% | $10000.00          | $9719.99           | Corporate Debt Securities                         |
| HPA_21-1                                                    | 2041-09-17      | 2.0780%  | 0.0000% | $2274480.00        | $1675756.83        | Private Label Collateralized Mortgage Obligations |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                     | 2026-12-17      | 2.3020%  | 0.0000% | $10485000.00       | $9896045.41        | Private Label Collateralized Mortgage Obligations |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                     | 2026-12-17      | 2.4020%  | 0.0000% | $805000.00         | $759339.96         | Private Label Collateralized Mortgage Obligations |
| IDAHO HOUSING AND FINANCE ASSOCIATION                       | 2032-01-01      | 2.3500%  | 0.0000% | $25000.00          | $11391.89          | Other Instrument                                  |
| ILLINOIS FINANCE AUTHORITY                                  | 2029-07-01      | 5.0000%  | 0.0000% | $20000.00          | $20583.60          | Other Instrument                                  |
| VALE CANADA LTD                                             | 2032-09-15      | 7.2000%  | 0.0000% | $573000.00         | $618095.10         | Corporate Debt Securities                         |
| ING GROEP NV                                                | 2031-03-25      | 5.0660%  | 0.0000% | $3020000.00        | $3046075.69        | Corporate Debt Securities                         |
| IOWA FINANCE AUTHORITY                                      | 2041-11-15      | 2.3500%  | 0.0000% | $2030000.00        | $1326611.80        | Money Market                                      |
| JP MORGAN MORTGAGE TRUST JPMMT_25-HE1                       | 2055-08-25      | 5.4229%  | 0.0000% | $1296000.00        | $1296717.99        | Private Label Collateralized Mortgage Obligations |
| JEA FL ELEC SYS REV-SUB                                     | 2034-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11554.50          | Other Instrument                                  |
| JPMMT_26-ACS1                                               | 2066-04-26      | 0.0000%  | 0.0000% | $197056000.00      | $192222385.25      | Private Label Collateralized Mortgage Obligations |
| JPMMT_26-ACS1                                               | 2066-04-26      | 0.0000%  | 0.0000% | $10502500.00       | $10419610.60       | Private Label Collateralized Mortgage Obligations |
| JACKSONVILLE FLA                                            | 2035-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11673.44          | Other Instrument                                  |
| JEFFERSON CAPITAL HOLDINGS LLC                              | 2026-08-15      | 6.0000%  | 0.0000% | $48000.00          | $48128.00          | Corporate Debt Securities                         |
| JUNEAU ALASKA                                               | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11454.97          | Other Instrument                                  |
| KANSAS CITY MO                                              | 2033-12-01      | 5.0000%  | 0.0000% | $15000.00          | $17203.90          | Other Instrument                                  |
| STATE OF KANSAS DEPARTMENT OF TRANSPORTATION                | 2032-09-01      | 5.0000%  | 0.0000% | $20000.00          | $22548.13          | Other Instrument                                  |
| KANSAS STATE DEVELOPMENT FINANCE AUTHORITY                  | 2034-05-01      | 5.0000%  | 0.0000% | $560000.00         | $639029.07         | Other Instrument                                  |
| KENTUCKY STATE PROPERTY AND BUILDINGS COMMISSION            | 2042-11-01      | 5.5000%  | 0.0000% | $10000.00          | $11371.37          | Other Instrument                                  |
| KLAMATH CNTY ORE SCH DIST                                   | 2027-06-15      | 1.3000%  | 0.0000% | $10000.00          | $9725.58           | Other Instrument                                  |
| LAKE CNTY ILL CONS HIGH SCH DIST NO 120 MUNDELEIN           | 2037-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5532.64           | Other Instrument                                  |
| LANCASTER CALIF FING AUTH                                   | 2039-05-01      | 5.0000%  | 0.0000% | $40000.00          | $45043.73          | Other Instrument                                  |
| LAREDO TEX                                                  | 2033-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11072.69          | Other Instrument                                  |
| LAS VEGAS VALLEY NEV WTR DIST                               | 2032-06-01      | 5.0000%  | 0.0000% | $1125000.00        | $1261417.50        | Other Instrument                                  |
| LAWRENCE KANS                                               | 2035-11-01      | 5.0000%  | 0.0000% | $150000.00         | $172027.00         | Other Instrument                                  |
| LIBERTY HILL TEX INDPT SCH DIST                             | 2035-02-01      | 5.0000%  | 0.0000% | $15000.00          | $16898.75          | Other Instrument                                  |
| LOUISVILLE & JEFFERSON CNTY KY MET SWR DIST                 | 2033-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11269.09          | Other Instrument                                  |
| MADISON PARK FUNDING LTD MDPK_25-22                         | 2038-01-15      | 5.6222%  | 0.0000% | $6250000.00        | $6322955.60        | Asset-Backed Securities                           |
| MADISON PARK FUNDING LTD MDPK_18-28A                        | 2038-01-15      | 5.6722%  | 0.0000% | $775000.00         | $781236.47         | Asset-Backed Securities                           |
| MANATEE CNTY FLA SCH BRD                                    | 2034-07-01      | 5.0000%  | 0.0000% | $60000.00          | $67654.20          | Other Instrument                                  |
| MARION CNTY FLA SCH BRD                                     | 2033-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11241.37          | Other Instrument                                  |
| MARYLAND ST DEPT TRANSN                                     | 2031-10-01      | 5.0000%  | 0.0000% | $55000.00          | $61407.50          | Other Instrument                                  |
| MASSACHUSETTS ST DEV FIN AGY                                | 2036-02-15      | 4.0000%  | 0.0000% | $3210000.00        | $3448185.57        | Other Instrument                                  |
| MIAMI FLA                                                   | 2034-03-01      | 5.0000%  | 0.0000% | $10000.00          | $11164.27          | Other Instrument                                  |
| MISSOURI JT MUN ELEC UTIL COMMN                             | 2032-01-01      | 5.0000%  | 0.0000% | $10000.00          | $11158.70          | Other Instrument                                  |
| NSLC_12-2A                                                  | 2033-12-26      | 4.5764%  | 0.0000% | $115000000.00      | $8994782.80        | Asset-Backed Securities                           |
| NEUBERGER BERMAN GROUP LLC                                  | 2027-03-15      | 4.5000%  | 0.0000% | $25000.00          | $24958.50          | Corporate Debt Securities                         |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2035-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11393.17          | Other Instrument                                  |
| NEW YORK CITY TRANSITIONAL FIN AUTH                         | 2031-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5610.38           | Other Instrument                                  |
| OMAHA NEB                                                   | 2031-04-15      | 5.0000%  | 0.0000% | $15000.00          | $16927.70          | Other Instrument                                  |
| OREGON (STATE OF)                                           | 2030-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11113.93          | Other Instrument                                  |
| ORLANDO FLA UTILS COMMN                                     | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11467.00          | Other Instrument                                  |
| OXNARD CALIF FING AUTH                                      | 2040-06-01      | 7.0000%  | 0.0000% | $1115000.00        | $1286535.32        | Other Instrument                                  |
| PACIFIC GAS AND ELECTRIC COMPANY                            | 2047-12-01      | 3.9500%  | 0.0000% | $17299000.00       | $12737369.03       | Corporate Debt Securities                         |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2031-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11229.17          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2033-12-01      | 5.0000%  | 0.0000% | $55000.00          | $62921.47          | Other Instrument                                  |
| PENNSYLVANIA ST TURNPIKE COMMISSION                         | 2033-12-01      | 5.0000%  | 0.0000% | $15000.00          | $16919.38          | Other Instrument                                  |
| PHILADELPHIA PA CITY OF                                     | 2036-02-01      | 5.0000%  | 0.0000% | $2850000.00        | $3013998.50        | Other Instrument                                  |
| PHILADELPHIA PA REDEV AUTH FIN CORP                         | 2041-09-01      | 5.0000%  | 0.0000% | $1350000.00        | $1439244.00        | Other Instrument                                  |
| PIMA CNTY ARIZ                                              | 2034-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11299.87          | Other Instrument                                  |
| PINE TREE TEX INDPT SCH DIST                                | 2036-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11052.59          | Other Instrument                                  |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                     | 2029-08-09      | 3.0000%  | 0.0000% | $586993.00         | $548250.79         | Private Label Collateralized Mortgage Obligations |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR5              | 2038-07-17      | 1.4270%  | 0.0000% | $7350000.00        | $6474204.99        | Private Label Collateralized Mortgage Obligations |
| PROSPECT CAPITAL CORP                                       | 2028-10-15      | 3.4370%  | 0.0000% | $229000.00         | $203827.95         | Corporate Debt Securities                         |
| PUBLIC FIN AUTH WI TOLL REVENU                              | 2065-12-31      | 5.7500%  | 0.0000% | $4000000.00        | $4136500.00        | Other Instrument                                  |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                          | 2035-01-15      | 5.2000%  | 0.0000% | $1474000.00        | $1474954.82        | Corporate Debt Securities                         |
| RAD_22-R                                                    | 2040-10-22      | 8.4358%  | 0.0000% | $3999999.00        | $4122348.38        | Asset-Backed Securities                           |
| WOODWARD CAPITAL MANAGEMENT RCKT_25-CES2                    | 2055-02-25      | 5.5030%  | 0.0000% | $575000.00         | $417954.86         | Private Label Collateralized Mortgage Obligations |
| RLI CORP                                                    | 2036-06-01      | 5.3750%  | 0.0000% | $20000.00          | $19291.81          | Corporate Debt Securities                         |
| RMIT_22-1-A                                                 | 2032-03-15      | 6.7200%  | 0.0000% | $3271000.00        | $3285021.69        | Asset-Backed Securities                           |
| REINSURANCE GROUP OF AMERICA INC                            | 2029-05-15      | 3.9000%  | 0.0000% | $968000.00         | $959223.47         | Corporate Debt Securities                         |
| RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP                 | 2035-05-15      | 5.0000%  | 0.0000% | $15000.00          | $16978.93          | Other Instrument                                  |
| SLM STUDENT LOAN TRUST SLMA_06-2                            | 2041-01-25      | 4.3186%  | 0.0000% | $103307000.00      | $35106855.75       | Asset-Backed Securities                           |
| SAN ANTONIO TX                                              | 2038-02-01      | 5.0000%  | 0.0000% | $100000.00         | $109903.33         | Other Instrument                                  |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST             | 2048-09-01      | 4.0000%  | 0.0000% | $965000.00         | $775149.12         | Other Instrument                                  |
| SARASOTA CNTY FLA SCH BRD                                   | 2034-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11268.80          | Other Instrument                                  |
| SIRIUS XM RADIO LLC                                         | 2026-09-01      | 3.1250%  | 0.0000% | $14198000.00       | $14131896.48       | Corporate Debt Securities                         |
| SNOHOMISH CNTY WASH SCH DIST NO 6 MUKILTEO                  | 2034-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11270.87          | Other Instrument                                  |
| SOCIETE GENERALE SA                                         | 2027-06-09      | 1.7920%  | 0.0000% | $200000.00         | $200019.02         | Corporate Debt Securities                         |
| SOUTHEAST ENERGY AUTH COOP DIST ALA                         | 2027-10-01      | 5.0000%  | 0.0000% | $2050000.00        | $2142491.44        | Other Instrument                                  |
| SOUTHERN CALIFORNIA EDISON COMPANY                          | 2031-06-01      | 2.5000%  | 0.0000% | $200000.00         | $179850.67         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC                                  | 2032-05-15      | 3.0000%  | 0.0000% | $11361000.00       | $10313553.67       | Corporate Debt Securities                         |
| TAKEOFF MERGER SUB INC                                      | 2028-03-24      | 4.4000%  | 0.0000% | $76000.00          | $75558.86          | Corporate Debt Securities                         |
| TAKE TWO INTERACTIVE SOFTWARE INC                           | 2027-04-14      | 3.7000%  | 0.0000% | $390000.00         | $392575.52         | Corporate Debt Securities                         |
| TELEFONICA MOVILES CHILE SA                                 | 2031-11-18      | 3.5370%  | 0.0000% | $300000.00         | $231290.18         | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE COMPANY LLC                          | 2032-06-15      | 8.3750%  | 0.0000% | $723000.00         | $864274.00         | Corporate Debt Securities                         |
| TEXAS A & M UNIVERSITY                                      | 2034-05-15      | 5.0000%  | 0.0000% | $30000.00          | $34619.37          | Other Instrument                                  |
| TIME WARNER CABLE LLC                                       | 2038-07-01      | 7.3000%  | 0.0000% | $650000.00         | $689110.50         | Corporate Debt Securities                         |
| TPMT_24-4                                                   | 2064-10-25      | 4.5304%  | 0.0000% | $2174209.00        | $1632975.67        | Private Label Collateralized Mortgage Obligations |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                        | 2041-08-17      | 4.5000%  | 0.0000% | $231000.00         | $226076.83         | Private Label Collateralized Mortgage Obligations |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                 | 2034-02-12      | 3.5000%  | 0.0000% | $222000.00         | $188048.18         | Corporate Debt Securities                         |
| UNIVERSITY OF CALIFORNIA                                    | 2032-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11399.79          | Other Instrument                                  |
| UNIVERSITY OF HOUSTON                                       | 2033-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16673.08          | Other Instrument                                  |
| UNIVERSITY OF KENTUCKY                                      | 2032-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11394.00          | Other Instrument                                  |
| UNIVERSITY OF NORTHERN COLORADO                             | 2031-06-01      | 5.0000%  | 0.0000% | $200000.00         | $212591.33         | Other Instrument                                  |
| UNIVERSITY OF WASHINGTON                                    | 2031-04-01      | 5.0000%  | 0.0000% | $10000.00          | $11268.40          | Other Instrument                                  |
| UTILITY DEBT SECURITIZATION AUTHORITY                       | 2032-12-15      | 5.0000%  | 0.0000% | $10000.00          | $11108.12          | Other Instrument                                  |
| VERALTO CORP                                                | 2026-09-18      | 5.5000%  | 0.0000% | $17000.00          | $17105.84          | Corporate Debt Securities                         |
| VIRGINIA COMWLTH TRANSN BRD                                 | 2032-05-15      | 5.0000%  | 0.0000% | $10000.00          | $11373.59          | Other Instrument                                  |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                     | 2030-03-27      | 5.3500%  | 0.0000% | $2410000.00        | $2440521.31        | Corporate Debt Securities                         |
| WEBER SCH DIST UTAH LOC BLDG AUTH                           | 2037-06-15      | 5.0000%  | 0.0000% | $500000.00         | $556686.11         | Other Instrument                                  |
| WELLS FARGO & COMPANY                                       | 2079-12-31      | 7.6250%  | 0.0000% | $427000.00         | $450343.62         | Corporate Debt Securities                         |
| SYDNEY AIRPORT FINANCE CO PTY LTD                           | 2026-04-28      | 3.6250%  | 0.0000% | $25000.00          | $25364.66          | Corporate Debt Securities                         |
| INVESTMENT ENERGY RESOURCES LTD                             | 2029-04-26      | 6.2500%  | 0.0000% | $923000.00         | $933854.22         | Corporate Debt Securities                         |
| LATAM AIRLINES GROUP SA                                     | 2030-04-15      | 7.8750%  | 0.0000% | $2947000.00        | $3058580.79        | Corporate Debt Securities                         |
| REDE DOR FINANCE SARL                                       | 2035-09-09      | 6.4500%  | 0.0000% | $5750000.00        | $5822747.08        | Corporate Debt Securities                         |
| BLKMM_6R                                                    | 2037-04-20      | 5.2176%  | 0.0000% | $8289200.00        | $8328943.70        | Asset-Backed Securities                           |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXHLL0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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     |
|:---|:---|:---|:---|:---|:---|:---|
| BENNINGTON STARK CAPITAL COMPANY LLC | 2026-05-01      | 0.0000%  | 0.0000% | $201048999.00      | $200365834.50      | Money Market |
| MACQUARIE GROUP LTD                  | 2026-05-21      | 0.0000%  | 0.0000% | $5777737.00        | $5743567.46        | Money Market |

### Security 286: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKSF9
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO           | 2035-11-15      | 4.4180%  | 0.0000% | $272000.00         | $264196.38         | Corporate Debt Securities |
| KITE REALTY GROUP LP                                            | 2026-10-01      | 4.0000%  | 0.0000% | $252000.00         | $256377.24         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2027-08-25      | 4.1250%  | 0.0000% | $149000.00         | $149279.38         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2054-08-08      | 5.8750%  | 0.0000% | $2886000.00        | $2780370.40        | Corporate Debt Securities |
| TEXTRON INC                                                     | 2030-06-01      | 3.0000%  | 0.0000% | $152000.00         | $144222.16         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2041-08-14      | 4.2800%  | 0.0000% | $1107000.00        | $861066.42         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2028-07-25      | 4.8080%  | 0.0000% | $495000.00         | $501071.01         | Corporate Debt Securities |
| BERMUDA                                                         | 2030-08-20      | 2.3750%  | 0.0000% | $524000.00         | $472493.35         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2041-05-07      | 3.1000%  | 0.0000% | $1297000.00        | $987665.50         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2033-07-27      | 2.5500%  | 0.0000% | $491000.00         | $419551.32         | Corporate Debt Securities |
| COX COMMUNICATIONS INC                                          | 2039-03-01      | 8.3750%  | 0.0000% | $270000.00         | $307729.58         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                     | 2029-10-21      | 4.1530%  | 0.0000% | $297000.00         | $299226.84         | Corporate Debt Securities |
| GOODMAN US FINANCE FIVE LLC                                     | 2032-05-04      | 4.6250%  | 0.0000% | $80000.00          | $79964.43          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2030-10-15      | 3.8500%  | 0.0000% | $623000.00         | $607588.71         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2051-03-12      | 3.0500%  | 0.0000% | $850000.00         | $527798.76         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2052-09-20      | 5.4500%  | 0.0000% | $210000.00         | $195588.81         | Corporate Debt Securities |
| NEW YORK CITY OF                                                | 2029-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16421.32          | Other Instrument          |
| PERU (REPUBLIC OF)                                              | 2072-01-15      | 3.6000%  | 0.0000% | $280000.00         | $172681.60         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2032-06-06      | 4.7000%  | 0.0000% | $200000.00         | $198552.78         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2032-01-15      | 6.3750%  | 0.0000% | $255000.00         | $276911.72         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2034-10-23      | 6.3750%  | 0.0000% | $337000.00         | $370703.09         | Corporate Debt Securities |
| SHELL INTERNATIONAL FINANCE BV                                  | 2042-08-21      | 3.6250%  | 0.0000% | $84000.00          | $66231.29          | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2051-04-27      | 5.0000%  | 0.0000% | $1520000.00        | $1203625.51        | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2029-05-07      | 5.0000%  | 0.0000% | $200000.00         | $204500.00         | Corporate Debt Securities |
| UNIVERSITY OF ILLINOIS                                          | 2034-04-01      | 5.5000%  | 0.0000% | $90000.00          | $100438.20         | Other Instrument          |
| INDONESIA (REPUBLIC OF)                                         | 2038-01-17      | 7.7500%  | 0.0000% | $293000.00         | $350501.41         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC                                    | 2048-09-15      | 4.2500%  | 0.0000% | $5275000.00        | $4177688.64        | Corporate Debt Securities |
| APOLLO DEBT SOLUTIONS BDC                                       | 2028-12-08      | 5.2000%  | 0.0000% | $569000.00         | $568859.01         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC                                      | 2029-07-15      | 3.9000%  | 0.0000% | $1049000.00        | $1035838.55        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2027-07-22      | 1.7340%  | 0.0000% | $6000.00           | $5969.48           | Corporate Debt Securities |
| BERMUDA                                                         | 2032-07-15      | 5.0000%  | 0.0000% | $417000.00         | $417857.17         | Corporate Debt Securities |
| CANADIAN PACIFIC RAILWAY COMPANY                                | 2031-10-15      | 7.1250%  | 0.0000% | $58000.00          | $66414.30          | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2061-01-22      | 3.1000%  | 0.0000% | $1301000.00        | $803226.56         | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC                               | 2078-02-15      | 5.3750%  | 0.0000% | $4900000.00        | $4879361.47        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                                            | 2027-03-27      | 4.0000%  | 0.0000% | $82000.00          | $81668.26          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2031-07-28      | 2.1500%  | 0.0000% | $630000.00         | $549695.48         | Corporate Debt Securities |
| KNOC                                                            | 2029-09-30      | 4.2500%  | 0.0000% | $200000.00         | $199078.00         | Corporate Debt Securities |
| NEWMONT CORPORATION                                             | 2044-06-09      | 5.4500%  | 0.0000% | $170000.00         | $166408.84         | Corporate Debt Securities |
| ORACLE CORPORATION                                              | 2066-02-04      | 6.8500%  | 0.0000% | $265000.00         | $244710.50         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2030-02-02      | 9.5000%  | 0.0000% | $91000.00          | $108115.23         | Corporate Debt Securities |
| DOMINION ENERGY SOUTH CAROLINA INC                              | 2038-01-15      | 6.0500%  | 0.0000% | $385000.00         | $410299.21         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2040-01-11      | 6.0500%  | 0.0000% | $200000.00         | $194992.89         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2029-04-22      | 4.5000%  | 0.0000% | $500000.00         | $505187.50         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2052-02-12      | 4.4000%  | 0.0000% | $922000.00         | $649769.26         | Corporate Debt Securities |
| CORPORACION FINANCIERA DE DESARR                                | 2027-09-28      | 2.4000%  | 0.0000% | $2330000.00        | $2246306.40        | Corporate Debt Securities |
| AP MOELLER - MAERSK A/S                                         | 2033-09-14      | 5.8750%  | 0.0000% | $2966000.00        | $3101736.93        | Corporate Debt Securities |
| AEP TEXAS INC                                                   | 2050-01-15      | 3.4500%  | 0.0000% | $935000.00         | $628771.92         | Corporate Debt Securities |
| AHOLD FINANCE USA LLC                                           | 2029-05-01      | 6.8750%  | 0.0000% | $777000.00         | $850019.22         | Corporate Debt Securities |
| AIRBNB INC                                                      | 2029-03-16      | 4.4000%  | 0.0000% | $5115000.00        | $5107088.80        | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                                      | 2029-07-30      | 4.5000%  | 0.0000% | $134000.00         | $133993.30         | Corporate Debt Securities |
| ALEXANDRIA REAL EST EQ INC                                      | 2050-02-01      | 4.0000%  | 0.0000% | $135000.00         | $99891.45          | Corporate Debt Securities |
| APPLOVIN CORP                                                   | 2034-12-01      | 5.5000%  | 0.0000% | $7394000.00        | $7431881.93        | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY                                  | 2050-05-15      | 3.3500%  | 0.0000% | $501000.00         | $337882.19         | Corporate Debt Securities |
| BAT CAPITAL CORP                                                | 2030-04-02      | 4.9060%  | 0.0000% | $578000.00         | $597070.37         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                | 2079-12-31      | 5.6250%  | 0.0000% | $5780000.00        | $5646149.65        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE                                | 2028-10-30      | 3.0000%  | 0.0000% | $223000.00         | $218060.55         | Corporate Debt Securities |
| BACARDI LTD                                                     | 2028-05-15      | 4.7000%  | 0.0000% | $370000.00         | $375796.26         | Corporate Debt Securities |
| BERRY GLOBAL INC                                                | 2027-01-15      | 1.6500%  | 0.0000% | $72000.00          | $70712.16          | Corporate Debt Securities |
| BORGWARNER INC                                                  | 2029-02-15      | 7.1250%  | 0.0000% | $48000.00          | $51001.16          | Corporate Debt Securities |
| BOSTON PROP                                                     | 2028-12-01      | 4.5000%  | 0.0000% | $41000.00          | $41281.26          | Corporate Debt Securities |
| BUNGE LTD FINANCE CORP                                          | 2028-01-07      | 4.1000%  | 0.0000% | $4237000.00        | $4257789.55        | Corporate Debt Securities |
| CI FINANCIAL CORP                                               | 2051-06-15      | 4.1000%  | 0.0000% | $25000.00          | $16844.31          | Corporate Debt Securities |
| CRH AMERICA INC                                                 | 2033-10-15      | 6.4000%  | 0.0000% | $2404000.00        | $2652191.63        | Corporate Debt Securities |
| CSX CORP                                                        | 2028-03-01      | 3.8000%  | 0.0000% | $65000.00          | $64576.63          | Corporate Debt Securities |
| CANADIAN NATURAL RESOURCES LTD                                  | 2030-07-15      | 2.9500%  | 0.0000% | $959000.00         | $908228.41         | Corporate Debt Securities |
| CATHOLIC HEALTH SERVICES OF LONG ISLAND                         | 2050-07-01      | 3.3680%  | 0.0000% | $43000.00          | $29476.07          | Corporate Debt Securities |
| CELULOSA ARAUCO                                                 | 2030-01-29      | 4.2000%  | 0.0000% | $3000000.00        | $2848390.00        | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                         | 2051-04-01      | 3.3500%  | 0.0000% | $956000.00         | $664898.00         | Corporate Debt Securities |
| CENTRAL FLORIDA EXRESSWAY AUTH                                  | 2042-07-01      | 3.3750%  | 0.0000% | $70000.00          | $63260.93          | Other Instrument          |
| CENTRAL PUGET SOUND REGIONAL TRPORTN ATHY WA SECOND LIEN        | 2030-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11194.53          | Other Instrument          |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                           | 2028-06-01      | 3.7000%  | 0.0000% | $110000.00         | $109211.67         | Corporate Debt Securities |
| CHILE (REPUBLIC OF)                                             | 2047-06-21      | 3.8600%  | 0.0000% | $550000.00         | $431294.72         | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2029-03-04      | 4.7860%  | 0.0000% | $883000.00         | $889586.74         | Corporate Debt Securities |
| COUSINS PROPERTIES LP                                           | 2033-03-01      | 4.8750%  | 0.0000% | $6388000.00        | $6149804.79        | Corporate Debt Securities |
| UBS GROUP AG                                                    | 2031-09-23      | 4.3980%  | 0.0000% | $5000000.00        | $4900786.67        | Corporate Debt Securities |
| CROWN CASTLE INC                                                | 2031-07-15      | 2.5000%  | 0.0000% | $1137000.00        | $1002172.01        | Corporate Debt Securities |
| Digital Rlty                                                    | 2027-08-15      | 3.7000%  | 0.0000% | $311000.00         | $308999.58         | Corporate Debt Securities |
| DOMINION ENERGY INC                                             | 2038-06-15      | 7.0000%  | 0.0000% | $607000.00         | $680101.68         | Corporate Debt Securities |
| DOMINION ENERGY INC                                             | 2054-06-01      | 7.0000%  | 0.0000% | $4546000.00        | $4903876.27        | Corporate Debt Securities |
| DIAMONDBACK E&P LLC                                             | 2028-02-15      | 7.1250%  | 0.0000% | $1084000.00        | $1131418.68        | Corporate Debt Securities |
| EVERMAN TEX INDPT SCH DIST                                      | 2033-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16796.83          | Other Instrument          |
| FEDEX FREIGHT HOLDING COMPANY INC                               | 2031-03-15      | 4.6500%  | 0.0000% | $210000.00         | $207144.70         | Corporate Debt Securities |
| FLORIDA ST DEPT TRANSN                                          | 2029-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10820.40          | Other Instrument          |
| FRESENIUS MEDICAL CARE US FINANCE III INC                       | 2029-06-15      | 3.7500%  | 0.0000% | $1404000.00        | $1374897.42        | Corporate Debt Securities |
| FRESNO CALIF JT PWRS FING AUTH                                  | 2034-04-01      | 5.0000%  | 0.0000% | $20000.00          | $23505.87          | Other Instrument          |
| GENERAL ELECTRIC CO                                             | 2037-08-07      | 6.1500%  | 0.0000% | $80000.00          | $86167.60          | Corporate Debt Securities |
| GEORGE WASHINGTON UNIVERSITY                                    | 2044-09-15      | 4.3000%  | 0.0000% | $201000.00         | $166560.88         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC                                    | 2040-03-30      | 6.6250%  | 0.0000% | $338000.00         | $364282.88         | Corporate Debt Securities |
| HIGH STREET FUNDING TRUST II                                    | 2048-02-15      | 4.6820%  | 0.0000% | $1849000.00        | $1561115.43        | Corporate Debt Securities |
| INDEPENDENT BANK CORP                                           | 2035-04-01      | 7.2500%  | 0.0000% | $59000.00          | $63662.77          | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2028-01-11      | 3.5000%  | 0.0000% | $200000.00         | $198133.56         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2049-10-30      | 3.7000%  | 0.0000% | $327000.00         | $237217.79         | Corporate Debt Securities |
| ITALY (REPUBLIC OF)                                             | 2049-10-17      | 4.0000%  | 0.0000% | $310000.00         | $241639.49         | Corporate Debt Securities |
| JP MORGAN CHASE PUTTERS/DRIVERS TR VAR STS                      | 2056-05-01      | 0.0000%  | 0.0000% | $100000.00         | $731325.56         | Money Market              |
| JAPAN INT COOP AGENCY                                           | 2027-04-27      | 2.7500%  | 0.0000% | $510000.00         | $509226.78         | Corporate Debt Securities |
| JURUPA CALIF UNI SCH DIST FING AUTH                             | 2034-10-01      | 5.0000%  | 0.0000% | $20000.00          | $23539.00          | Other Instrument          |
| KENT ST UNIV OHIO                                               | 2033-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11217.33          | Other Instrument          |
| LINDEN COMMUNITY SCHOOL DISTRICT                                | 2035-05-01      | 5.0000%  | 0.0000% | $40000.00          | $45206.13          | Other Instrument          |
| LOWES COMPANIES INC                                             | 2047-05-03      | 4.0500%  | 0.0000% | $80000.00          | $62411.20          | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP                                      | 2056-03-26      | 6.6250%  | 0.0000% | $22841000.00       | $22567596.40       | Corporate Debt Securities |
| MARICOPA CNTY ARIZ ELEM SCH DIST NO 2 RIVERSIDE                 | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $11415.30          | Other Instrument          |
| MARICOPA CNTY ARIZ SCH DIST NO 14 CREIGHTON                     | 2036-07-01      | 5.0000%  | 0.0000% | $15000.00          | $17181.30          | Other Instrument          |
| MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY     | 2035-05-15      | 5.0000%  | 0.0000% | $500000.00         | $573368.33         | Other Instrument          |
| MASSACHUSETTS MUTUAL LIFE INSURANCE CO                          | 2077-04-01      | 4.9000%  | 0.0000% | $1097000.00        | $890511.69         | Corporate Debt Securities |
| MASSACHUSETTS (COMMONWEALTH OF)                                 | 2033-11-01      | 1.8700%  | 0.0000% | $50000.00          | $32912.87          | Other Instrument          |
| MCCORMICK & COMPANY INCORPORATED                                | 2033-04-15      | 4.9500%  | 0.0000% | $39000.00          | $39684.65          | Corporate Debt Securities |
| MEDTRONIC INC                                                   | 2042-03-15      | 4.5000%  | 0.0000% | $18000.00          | $15329.88          | Corporate Debt Securities |
| MITSUBISHI UFJ FINANCIAL GROUP                                  | 2032-01-14      | 4.5050%  | 0.0000% | $7898000.00        | $7840389.57        | Corporate Debt Securities |
| NEW YORK N Y CITY HSG DEV CORP                                  | 2036-12-01      | 3.7200%  | 0.0000% | $2700000.00        | $2708091.00        | Money Market              |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                        | 2042-07-01      | 4.0000%  | 0.0000% | $10000.00          | $9936.60           | Other Instrument          |
| NIKE INC                                                        | 2046-11-01      | 3.3750%  | 0.0000% | $55000.00          | $40005.49          | Corporate Debt Securities |
| NISOURCE INC.                                                   | 2031-02-15      | 1.7000%  | 0.0000% | $155000.00         | $134593.04         | Corporate Debt Securities |
| NORTH TEX MUN WTR DIST TEX                                      | 2043-06-01      | 5.0000%  | 0.0000% | $70000.00          | $75510.17          | Other Instrument          |
| NUTRIEN LTD                                                     | 2027-03-12      | 4.5000%  | 0.0000% | $25000.00          | $25086.38          | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2042-04-15      | 4.4500%  | 0.0000% | $125000.00         | $105074.93         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2030-06-20      | 2.8440%  | 0.0000% | $485000.00         | $454168.07         | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2041-03-11      | 3.3000%  | 0.0000% | $62000.00          | $46452.47          | Corporate Debt Securities |
| PERU (REPUBLIC OF)                                              | 2055-06-30      | 6.2000%  | 0.0000% | $50000.00          | $50440.00          | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2028-03-01      | 4.4000%  | 0.0000% | $619000.00         | $618174.67         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2029-02-20      | 4.4500%  | 0.0000% | $200000.00         | $199263.61         | Corporate Debt Securities |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III | 2030-07-23      | 4.5500%  | 0.0000% | $1100000.00        | $1091292.89        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2040-01-20      | 3.9500%  | 0.0000% | $2176000.00        | $1839329.88        | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2033-07-17      | 5.0000%  | 0.0000% | $586000.00         | $586186.22         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2028-07-17      | 4.6250%  | 0.0000% | $410000.00         | $414402.15         | Corporate Debt Securities |
| PHILIPPINES (REPUBLIC OF)                                       | 2050-02-04      | 5.9000%  | 0.0000% | $1250000.00        | $1255277.08        | Corporate Debt Securities |
| PROSPER TEX INDPT SCH DIST                                      | 2031-02-15      | 5.0000%  | 0.0000% | $10000.00          | $11043.99          | Other Instrument          |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                              | 2051-08-15      | 3.1500%  | 0.0000% | $470000.00         | $301013.85         | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                         | 2040-03-01      | 5.5000%  | 0.0000% | $1518000.00        | $1527993.50        | Corporate Debt Securities |
| ROMANIA (REPUBLIC OF)                                           | 2044-01-22      | 6.1250%  | 0.0000% | $472000.00         | $438615.24         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC                                          | 2031-02-15      | 1.7500%  | 0.0000% | $41000.00          | $35360.70          | Corporate Debt Securities |
| RYDER SYSTEM INC                                                | 2029-06-01      | 5.5000%  | 0.0000% | $88000.00          | $91977.89          | Corporate Debt Securities |
| SIRIUSPOINT LTD                                                 | 2029-04-05      | 7.0000%  | 0.0000% | $21000.00          | $22563.08          | Corporate Debt Securities |
| SOUTH VY WTR RECLAMATION FAC UTAH SWR                           | 2027-08-15      | 3.0000%  | 0.0000% | $15000.00          | $15057.65          | Other Instrument          |
| SOUTHWEST HIGHER ED AUTH INC TEX                                | 2035-10-01      | 5.0000%  | 0.0000% | $25000.00          | $28336.00          | Other Instrument          |
| SUNCOR ENERGY INC (CANADA)                                      | 2038-06-15      | 6.5000%  | 0.0000% | $4050000.00        | $4362412.50        | Corporate Debt Securities |
| ENERGY TRANSFER LP                                              | 2026-07-15      | 3.9000%  | 0.0000% | $19000.00          | $19121.47          | Corporate Debt Securities |
| PINNACLE FINANCIAL PARTNERS INC                                 | 2030-11-01      | 6.1680%  | 0.0000% | $3993000.00        | $4165577.46        | Corporate Debt Securities |
| TEXAS ST TECHNICAL COLLEGE                                      | 2036-08-01      | 5.2500%  | 0.0000% | $25000.00          | $27607.75          | Other Instrument          |
| FIDEICOMISO FIBRA UNO                                           | 2050-01-15      | 6.3900%  | 0.0000% | $300000.00         | $271263.00         | Corporate Debt Securities |
| UNION PACIFIC CORPORATION                                       | 2039-08-15      | 3.5500%  | 0.0000% | $254000.00         | $213084.69         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2048-02-10      | 4.6000%  | 0.0000% | $899000.00         | $672835.57         | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2030-05-13      | 6.0000%  | 0.0000% | $1000000.00        | $1052000.00        | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                         | 2033-09-12      | 5.9000%  | 0.0000% | $225000.00         | $230421.13         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                  | 2044-04-01      | 5.4500%  | 0.0000% | $25000.00          | $22798.25          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                  | 2048-03-01      | 5.3000%  | 0.0000% | $165000.00         | $139825.40         | Corporate Debt Securities |
| WESTERN MIDSTREAM OPERATING LP                                  | 2028-08-15      | 4.7500%  | 0.0000% | $4368000.00        | $4406042.85        | Corporate Debt Securities |
| WISCONSIN ELECTRIC POWER COMPANY                                | 2095-12-01      | 6.8750%  | 0.0000% | $4350000.00        | $5058078.50        | Corporate Debt Securities |
| GLENCORE FINANCE CANADA LTD                                     | 2037-11-15      | 6.9000%  | 0.0000% | $90000.00          | $101139.00         | Corporate Debt Securities |
| VOTORANTIM CIMENTOS INTERNATIONAL SA                            | 2041-04-05      | 7.2500%  | 0.0000% | $418000.00         | $475598.08         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT 2013 LTD                         | 2043-05-22      | 4.3750%  | 0.0000% | $750000.00         | $715010.31         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2044-01-15      | 6.7500%  | 0.0000% | $445000.00         | $493745.30         | Corporate Debt Securities |
| BERMUDA                                                         | 2027-01-25      | 3.7170%  | 0.0000% | $326000.00         | $325864.55         | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2027-01-08      | 4.3500%  | 0.0000% | $200000.00         | $202085.83         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT BVI LTD                          | 2047-05-04      | 4.0000%  | 0.0000% | $300000.00         | $267631.00         | Corporate Debt Securities |
| WEA FINANCE LLC                                                 | 2027-01-15      | 2.8750%  | 0.0000% | $50000.00          | $49652.47          | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD                     | 2051-01-08      | 3.1000%  | 0.0000% | $250000.00         | $181826.81         | Corporate Debt Securities |
| PETRONAS CAPITAL LTD                                            | 2032-01-28      | 2.4800%  | 0.0000% | $706000.00         | $631135.76         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                                   | 2028-07-12      | 2.1250%  | 0.0000% | $300000.00         | $285456.96         | Corporate Debt Securities |
| AVIATION CAPITAL GROUP LLC                                      | 2028-04-15      | 6.2500%  | 0.0000% | $200000.00         | $211165.89         | Corporate Debt Securities |
| BIMBO BAKERIES USA INC                                          | 2036-01-09      | 5.3750%  | 0.0000% | $8370000.00        | $8399822.78        | Corporate Debt Securities |
| CORPORACION FINANCIERA DE DESARR                                | 2029-04-30      | 5.9500%  | 0.0000% | $732000.00         | $768147.38         | Corporate Debt Securities |
| CI FINANCIAL CORP (PRE-MERGER)                                  | 2029-05-30      | 7.5000%  | 0.0000% | $1070000.00        | $1147746.20        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE DE CHILE                         | 2055-01-13      | 6.7800%  | 0.0000% | $280000.00         | $296769.20         | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                          | 2032-11-17      | 4.9990%  | 0.0000% | $150000.00         | $151399.11         | Corporate Debt Securities |

### Security 287: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYEXKY96
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLSTATE CORP                  SR GLBL NT 32                 | 2032-12-15      | 6.1250%  | 0.0000% | $560000.00         | $610380.24         | Corporate Debt Securities |
| FOOTHILL / EASTERN TRANSN CORR TAXABLE REF BDS          2019 | 2053-01-15      | 3.9240%  | 0.0000% | $40000.00          | $31458.56          | Other Instrument          |
| MORGAN STANLEY                 FR 6.296%101828               | 2028-10-18      | 6.2960%  | 0.0000% | $43000.00          | $45285.75          | Corporate Debt Securities |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUB BDS  FISC | 2032-05-01      | 5.0000%  | 0.0000% | $5000.00           | $5530.32           | Other Instrument          |
| PORT SEATTLE WASH REV          INTER LIEN BDS           2025 | 2039-10-01      | 5.0000%  | 0.0000% | $15000.00          | $16446.30          | Other Instrument          |
| WASHINGTON ST                  MTR VEH FUEL TAX GO BDS  2018 | 2032-02-01      | 5.0000%  | 0.0000% | $5000.00           | $5237.42           | Other Instrument          |
| ARLINGTON TEX HIGHER ED FIN CO BDS                      2023 | 2036-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10966.59          | Other Instrument          |
| BANK NEW YORK MELLON CORP      FR 5.316%060636               | 2036-06-06      | 5.3160%  | 0.0000% | $53000.00          | $54395.05          | Corporate Debt Securities |
| CENTRAL FLA TOURISM OVERSIGHT  BDS                      2025 | 2042-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5484.55           | Other Instrument          |
| RICKENBACKER OHIO PORT AUTH CA BDS                      2002 | 2032-01-01      | 5.3750%  | 0.0000% | $290000.00         | $134003.39         | Other Instrument          |
| SUMTER CNTY FLA SCH BRD CTFS P COPS                     2024 | 2038-01-01      | 5.0000%  | 0.0000% | $30000.00          | $33332.70          | Other Instrument          |
| ALVIN TEX INDPT SCH DIST       UNLTD TAX REF BDS        2026 | 2037-02-15      | 5.0000%  | 0.0000% | $5000.00           | $5673.06           | Other Instrument          |
| AMERICAN EXPRESS CO            PERP JR SB -D NT              | 2079-12-31      | 3.5500%  | 0.0000% | $506000.00         | $500569.50         | Corporate Debt Securities |
| AUSTIN TEX INDPT SCH DIST      UNLTD TAX BLDG BDS       2024 | 2039-08-01      | 5.0000%  | 0.0000% | $160000.00         | $175910.93         | Other Instrument          |
| AUSTIN TEX WTR & WASTEWATER SY REF IMPT BDS             2024 | 2031-11-15      | 5.0000%  | 0.0000% | $5000.00           | $5632.34           | Other Instrument          |
| BLACKHAWK WIS TECHNICAL COLLEG GO PROM NTS              2024 | 2034-04-01      | 4.0000%  | 0.0000% | $5000.00           | $5246.35           | Other Instrument          |
| BNP PARIBAS                    SNR NPF 144A 33               | 2033-01-20      | 3.1320%  | 0.0000% | $1120000.00        | $1011771.04        | Corporate Debt Securities |
| BREVARD CNTY FLA SCH BRD CTFS  REF COPS                 2017 | 2031-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10366.20          | Other Instrument          |
| CALIFORNIA ST                  GO REF VAR PURP BDS           | 2032-03-01      | 5.0000%  | 0.0000% | $20000.00          | $22429.93          | Other Instrument          |
| CHICAGO ILL O HARE INTL ARPT R BDS                      2022 | 2037-01-01      | 5.0000%  | 0.0000% | $15000.00          | $16337.40          | Other Instrument          |
| CLARK CNTY WASH SCH DIST NO 11 UNLTD TAX GO BDS         2022 | 2040-12-01      | 5.2500%  | 0.0000% | $15000.00          | $16499.40          | Other Instrument          |
| COLORADO EDL & CULTURAL FACS A VAR BDS                  2012 | 2039-01-01      | 2.7500%  | 0.0000% | $100000.00         | $100225.56         | Money Market              |
| COLUMBIA FDG CO LLC                                          | 2026-09-10      | 0.0000%  | 0.0000% | $2259970.00        | $2219460.04        | Money Market              |
| COLUMBIA PIPELINES HLDG CO LLC                               | 2026-05-22      | 0.0000%  | 0.0000% | $665700.00         | $661697.81         | Money Market              |
| DXC TECHNOLOGY CO              SR GLBL NT 28                 | 2028-09-15      | 2.3750%  | 0.0000% | $7000.00           | $6569.26           | Corporate Debt Securities |
| DALLAS CNTY TEX HOSP DIST      LTD TAX BDS              2009 | 2044-08-15      | 5.6210%  | 0.0000% | $133000.00         | $130867.00         | Other Instrument          |
| DALLAS FORT WORTH TEX INTL ARP JT REF IMPT BDS          2025 | 2035-11-01      | 5.0000%  | 0.0000% | $10000.00          | $11454.03          | Other Instrument          |
| DISTRICT COLUMBIA WTR & SWR AU SUBORDINATE LIEN MULTIMO 2025 | 2060-10-01      | 2.7500%  | 0.0000% | $500000.00         | $501127.78         | Money Market              |
| ENERGY NORTHWEST WASH ELEC REV REF BDS                  2020 | 2034-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21802.00          | Other Instrument          |
| EQUITABLE SHORT TERM FDG LLC C                               | 2026-09-03      | 0.0000%  | 0.0000% | $5581700.00        | $5488055.82        | Money Market              |
| FLORIDA ST BRD ED PUB ED       REF CAP OUTLAY BDS       2021 | 2030-06-01      | 5.0000%  | 0.0000% | $105000.00         | $116350.15         | Other Instrument          |
| FONTANA CALIF REDEV AGY SUCCES BDS                      2017 | 2027-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5311.95           | Other Instrument          |
| HARRIS CNTY TEX                PERM IMPT REF BDS        2020 | 2036-10-01      | 4.0000%  | 0.0000% | $5000.00           | $5173.90           | Other Instrument          |
| HAYS TEX CONS INDPT SCH DIST   UNLTD TAX BLDG BDS       2023 | 2038-02-15      | 5.0000%  | 0.0000% | $15000.00          | $16198.78          | Other Instrument          |
| HELVETICA FDG CO LLC DISC COML                               | 2026-05-08      | 0.0000%  | 0.0000% | $3200.00           | $3186.73           | Money Market              |
| HORRY CNTY S C LTD OBLIG       BDS                      2022 | 2036-09-01      | 5.0000%  | 0.0000% | $10000.00          | $10980.07          | Other Instrument          |
| HQLA FDG LLC SER TAHOE A                                     | 2026-04-23      | 0.0000%  | 0.0000% | $29169800.00       | $29094921.12       | Money Market              |
| ILLINOIS ST                    GO BDS                   MAY  | 2032-05-01      | 5.0000%  | 0.0000% | $10000.00          | $11114.73          | Other Instrument          |
| ILLINOIS ST                    GO REF BDS               OCTO | 2034-02-01      | 5.0000%  | 0.0000% | $170000.00         | $188224.57         | Other Instrument          |
| J P MORGAN CHASE PUTTERS / DRI CTFS                     T003 | 2039-10-01      | 3.8200%  | 0.0000% | $7724998.00        | $7729835.62        | Money Market              |
| JOHNSON CNTY KANS UNI SCH DIST GO BDS                   2022 | 2033-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5513.58           | Other Instrument          |
| LAREDO TEX                     COMB TAX AND REV CFTS OF 2018 | 2032-02-15      | 4.0000%  | 0.0000% | $5000.00           | $5099.26           | Other Instrument          |
| LAWRENCEBURG TENN ELEC REV     SYS BDS                  2021 | 2029-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5396.75           | Other Instrument          |
| KONINKLIJKE PHILIPS N V        SR GLBL NT 38                 | 2038-03-11      | 6.8750%  | 0.0000% | $7000.00           | $7720.79           | Corporate Debt Securities |
| LONE TREE COLO CTFS PARTN      COP                      2024 | 2040-12-01      | 5.0000%  | 0.0000% | $5000.00           | $5467.68           | Other Instrument          |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2019 | 2032-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10662.30          | Other Instrument          |
| LOS ANGELES CALIF DEPT WTR & P SYS BDS                  2023 | 2044-07-01      | 5.0000%  | 0.0000% | $10000.00          | $10568.10          | Other Instrument          |
| LOS ANGELES CALIF HBR DEPT REV REF REV BDS              2016 | 2035-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5061.68           | Other Instrument          |
| MPLX LP                        SR GLBL NT5.5%34              | 2034-06-01      | 5.5000%  | 0.0000% | $1669000.00        | $1711832.10        | Corporate Debt Securities |
| MACQUARIE GROUP LIMITED        COML PAPER FLT26              | 2026-07-10      | 3.9300%  | 0.0000% | $9474000.00        | $9499421.90        | Money Market              |
| MAPLE PARENT HOLDINGS CORP     CR SEN SR 144A36              | 2036-03-26      | 5.7000%  | 0.0000% | $22157000.00       | $21936796.35       | Corporate Debt Securities |
| MARICOPA CNTY ARIZ UNI SCH DIS IMPT BDS                 2022 | 2035-07-01      | 5.0000%  | 0.0000% | $15000.00          | $16680.30          | Other Instrument          |
| MARYLAND ST                    GO BDS                   SECO | 2031-08-01      | 5.0000%  | 0.0000% | $70000.00          | $75452.53          | Other Instrument          |
| MASSACHUSETTS ST               GO REF BDS               2018 | 2030-07-01      | 5.0000%  | 0.0000% | $20000.00          | $22151.60          | Other Instrument          |
| MC KINNEY TEX WTRWKS & SWR REV SYS BDS                  2023 | 2040-03-15      | 5.0000%  | 0.0000% | $5000.00           | $5369.71           | Other Instrument          |
| MEMPHIS TENN                   GEN IMPT BDS             2018 | 2043-06-01      | 4.0000%  | 0.0000% | $10000.00          | $9723.13           | Other Instrument          |
| METROPOLITAN GOVT NASHVILLE &  REF IMPT BDS             2021 | 2031-05-01      | 5.0000%  | 0.0000% | $10000.00          | $10996.53          | Other Instrument          |
| METROPOLITAN GOVT NASHVILLE &  BDS                      2023 | 2037-07-01      | 5.0000%  | 0.0000% | $30000.00          | $33200.70          | Other Instrument          |
| MINNESOTA PUB FACS AUTH ST REV BDS                      2023 | 2034-03-01      | 5.0000%  | 0.0000% | $5000.00           | $5617.83           | Other Instrument          |
| MINNESOTA ST                   GO TRUNK HWY BDS         2023 | 2037-08-01      | 5.0000%  | 0.0000% | $105000.00         | $117001.85         | Other Instrument          |
| MISSISSIPPI DEV BK SPL OBLIG   REF BDS                  2024 | 2030-01-01      | 5.0000%  | 0.0000% | $5000.00           | $5457.80           | Other Instrument          |
| MORGAN STANLEY                 FR 4.708%031232               | 2032-03-12      | 4.7080%  | 0.0000% | $95000.00          | $94252.73          | Corporate Debt Securities |
| NEBRASKA PUB PWR DIST REV      GEN BDS                  2023 | 2028-07-01      | 5.0000%  | 0.0000% | $15000.00          | $15793.20          | Other Instrument          |
| NEEDVILLE TEX INDPT SCH DIST   ULTD TAX REF BDS         2016 | 2032-08-15      | 4.0000%  | 0.0000% | $5000.00           | $5039.81           | Other Instrument          |
| NEW YORK N Y CITY TRANSITIONAL FUTURE TAX SECD SUBORDIN FISC | 2045-05-01      | 5.0000%  | 0.0000% | $30000.00          | $32020.90          | Other Instrument          |
| NEW YORK ST DORM AUTH REVS NON SCH DISTS FING PROGRAM B 2025 | 2032-10-01      | 5.0000%  | 0.0000% | $5000.00           | $5854.67           | Other Instrument          |
| NEW YORK ST DORM AUTH REVS NON VAR REV BDS              2009 | 2039-09-01      | 2.2000%  | 0.0000% | $110000.00         | $110194.94         | Money Market              |
| NEW YORK ST DORM AUTH ST PERS  GEN PURP BDS             2022 | 2030-03-15      | 5.0000%  | 0.0000% | $35000.00          | $38073.08          | Other Instrument          |
| NEW YORK ST DORM AUTH REVS NON SCH DISTS FING PROGRAM B 2024 | 2039-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11039.10          | Other Instrument          |
| NEWARK CALIF CTFS PARTN        COPS                          | 2039-06-01      | 3.0000%  | 0.0000% | $35000.00          | $30550.45          | Other Instrument          |
| NEXTERA ENERGY CAP HLDGS INC   GLBL -60 DEB3%52              | 2052-01-15      | 3.0000%  | 0.0000% | $113000.00         | $69859.24          | Corporate Debt Securities |
| NORTH TEX TWY AUTH REV         REF SECOND TIER SYS BDS  2021 | 2035-01-01      | 4.0000%  | 0.0000% | $5000.00           | $5136.45           | Other Instrument          |
| NORTH TEX TWY AUTH REV         SYS REF BDS              2024 | 2044-01-01      | 5.2500%  | 0.0000% | $10000.00          | $10984.15          | Other Instrument          |
| NORTHWEST TEX INDPT SCH DIST   UNLTD TAX BLDG BDS       2024 | 2040-02-15      | 5.0000%  | 0.0000% | $10000.00          | $10832.19          | Other Instrument          |
| OHIO ST UNIV GEN RCPTS         REF BDS                  2026 | 2035-06-01      | 5.0000%  | 0.0000% | $430000.00         | $496450.29         | Other Instrument          |
| OKLAHOMA CAP IMP AUTH ST HWY C ST HWY CAP IMPT REV BDS  2016 | 2033-07-01      | 4.0000%  | 0.0000% | $5000.00           | $5067.35           | Other Instrument          |
| OREGON ST                      GO BDS                   2023 | 2034-06-01      | 5.0000%  | 0.0000% | $10000.00          | $11376.27          | Other Instrument          |
| PENNSYLVANIA ST                GO BDS                   FIRS | 2030-09-01      | 5.0000%  | 0.0000% | $5000.00           | $5486.38           | Other Instrument          |
| PENNSYLVANIA ST                GO BDS                   FIRS | 2041-10-01      | 4.1250%  | 0.0000% | $15000.00          | $15452.48          | Other Instrument          |
| PENNSYLVANIA ST TPK COMMN TPK  REV BDS                  2016 | 2033-12-01      | 5.0000%  | 0.0000% | $35000.00          | $35721.93          | Other Instrument          |
| PENNSYLVANIA ST TPK COMMN TPK  REF BDS                  2022 | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $11170.47          | Other Instrument          |
| PENNSYLVANIA ST TPK COMMN TPK  SUB REF BDS              FIRS | 2033-06-01      | 5.0000%  | 0.0000% | $5000.00           | $5675.13           | Other Instrument          |
| PORT AUTH N Y & N J            CONSOLIDATED BDS         244  | 2035-07-15      | 5.0000%  | 0.0000% | $5000.00           | $5764.83           | Other Instrument          |
| PUTNAM CNTY FLA SCH DIST       GO BDS                   2025 | 2031-07-01      | 5.0000%  | 0.0000% | $5000.00           | $5510.90           | Other Instrument          |
| REEDY CREEK IMPT DIST FLA      TAXABLE AD VALOREM TAX R 2020 | 2033-06-01      | 2.4470%  | 0.0000% | $65000.00          | $57126.98          | Other Instrument          |
| ST JOHN IND REDEV DIST         BDS                      2018 | 2029-08-01      | 4.0000%  | 0.0000% | $5000.00           | $5172.88           | Other Instrument          |
| ST LOUIS CNTY MO PKWY SCH DIST GEN OBLIG BDS            2025 | 2040-03-01      | 5.2500%  | 0.0000% | $10000.00          | $11112.35          | Other Instrument          |
| SALT RIV PROJ AGRIC IMPT & PWR BDS                      2022 | 2032-01-01      | 5.0000%  | 0.0000% | $100000.00         | $112788.00         | Other Instrument          |
| SANTA ROSA CNTY FLA SCH BRD CT COP                      2023 | 2037-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11125.23          | Other Instrument          |
| SEGUIN TEX                     GO REF BDS               2023 | 2034-09-01      | 5.0000%  | 0.0000% | $90000.00          | $98950.20          | Other Instrument          |
| SEMINOLE CNTY FLA WTR & SWR RE REF BDS                  2025 | 2032-10-01      | 5.0000%  | 0.0000% | $10000.00          | $11498.50          | Other Instrument          |
| SOUTH CAROLINA ST PUB SVC AUTH TAXABLE OBLIG            2010 | 2050-01-01      | 6.4540%  | 0.0000% | $1018000.00        | $1090272.91        | Other Instrument          |
| SPRING TEX INDPT SCH DIST      UNLTD TAX BLDG REF BDS   2025 | 2041-08-15      | 5.0000%  | 0.0000% | $215000.00         | $234848.56         | Other Instrument          |
| SUTTER HEALTH                                                | 2026-07-09      | 0.0000%  | 0.0000% | $18697000.00       | $18490136.39       | Money Market              |
| TARRANT CNTY TEX CULTURAL ED F VARIABLE RATE REF BDS    C-4  | 2047-07-01      | 2.3500%  | 0.0000% | $155000.00         | $120442.45         | Money Market              |
| TEXAS WOMANS UNIV REV FING SYS BDS                      2022 | 2038-07-01      | 5.0000%  | 0.0000% | $20000.00          | $21624.60          | Other Instrument          |
| UNIV CALIF REGTS MED CTR POOLE POOLED REV BDS           2010 | 2048-05-15      | 6.5480%  | 0.0000% | $10000.00          | $10828.27          | Other Instrument          |
| VIRGINIA COMWLTH TRANSN BRD TR CAP PROJ REV REF BDS     2017 | 2033-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10496.49          | Other Instrument          |
| VIRGINIA COMWLTH TRANSN BRD TR CAP PROJS REF BDS        2022 | 2037-05-15      | 4.0000%  | 0.0000% | $5000.00           | $5207.26           | Other Instrument          |
| WASHINGTON ST                  VAR PURP GO BDS          2023 | 2031-02-01      | 5.0000%  | 0.0000% | $10000.00          | $11081.13          | Other Instrument          |
| WASHINGTON ST                  MTR VEH FUEL TAX RELATED R-20 | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $5725.17           | Other Instrument          |
| WASHOE CNTY NEV SCH DIST       LTD TAX GO IMPT BDS      2018 | 2028-10-01      | 5.0000%  | 0.0000% | $20000.00          | $21665.60          | Other Instrument          |
| WYLIE TEX INDPT SCH DIST COLLI UNLTD TAX BLDG BDS       2024 | 2041-08-15      | 5.0000%  | 0.0000% | $10000.00          | $10823.69          | Other Instrument          |
| MACQUARIE GROUP LIMITED        FR 2.691%062332               | 2032-06-23      | 2.6910%  | 0.0000% | $50000.00          | $45099.78          | Corporate Debt Securities |

### Security 288: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYFAV1M1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GS MTG SEC CORP 2021-ROSS TR   A      20360616 FLT     | 2036-06-16      | 5.0870%  | 0.0000% | $4890571.00        | $4668999.88        | Private Label Collateralized Mortgage Obligations |
| IMPERIAL FD MTG TR 2022-NQM3   M-1    20670525 FLT     | 2067-05-25      | 4.4107%  | 0.0000% | $5345066.00        | $4587678.53        | Private Label Collateralized Mortgage Obligations |
| BCP TR 2021-330N               E      20380615 FLT     | 2038-06-15      | 7.4255%  | 0.0000% | $6980608.00        | $522882.44         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TR 2017-1MKT  A      20320210 3.61390 | 2032-02-10      | 3.6139%  | 0.0000% | $1706219.00        | $1201492.47        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    A-2A   20430108 3.65900 | 2043-01-08      | 3.6590%  | 0.0000% | $446622.00         | $381588.10         | Private Label Collateralized Mortgage Obligations |
| BAMLL COM MTG SEC TR 2016-ISQR A      20340816 2.84800 | 2034-08-16      | 2.8480%  | 0.0000% | $608827.00         | $506771.36         | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-1    20620425 FLT     | 2062-04-25      | 3.9000%  | 0.0000% | $4827613.00        | $3288837.77        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-1             A-4    20360125 FLT     | 2036-01-25      | 4.5530%  | 0.0000% | $9606000.00        | $490452.00         | Asset-Backed Securities                           |
| STARWOOD MTG RES TR 2021-3     A-1    20560625 FLT     | 2056-06-25      | 1.1270%  | 0.0000% | $6252776.00        | $1871199.67        | Private Label Collateralized Mortgage Obligations |
| A&D MTG TR 2026-NQM1           A-1    20710225 FLT     | 2071-02-25      | 4.9120%  | 0.0000% | $2207791.00        | $2169441.18        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-MINN A      20351115 FLT     | 2035-11-15      | 4.9895%  | 0.0000% | $4584000.00        | $4247079.57        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM2               M-1    20651225 FLT     | 2065-12-25      | 5.6110%  | 0.0000% | $4584540.00        | $4552401.61        | Private Label Collateralized Mortgage Obligations |
| SMR MORTGAGE TRUST 2022-IND    A      20390215 FLT     | 2039-02-15      | 5.3225%  | 0.0000% | $9203152.00        | $8377519.28        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2023-1        A-1    20670925 FLT     | 2067-09-25      | 4.7500%  | 0.0000% | $1809705.00        | $1302967.60        | Private Label Collateralized Mortgage Obligations |
| ASHFORD HOSP TR 2018-ASHF      E      20350416 FLT     | 2035-04-16      | 6.9450%  | 0.0000% | $3759000.00        | $3709519.03        | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM           A      20370715 FLT     | 2037-07-15      | 4.9700%  | 0.0000% | $70000.00          | $68203.79          | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2020-BOC     A      20320115 2.62700 | 2032-01-15      | 2.6270%  | 0.0000% | $2452000.00        | $2231023.72        | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2024-5C5            X-A    20570817 FLT     | 2057-08-17      | 1.1457%  | 0.0000% | $3300578.00        | $112402.54         | Private Label Collateralized Mortgage Obligations |
| BANK5 2025-5YR17               X-B    20581118 FLT     | 2058-11-18      | 0.5416%  | 0.0000% | $10702113.00       | $261969.56         | Private Label Collateralized Mortgage Obligations |
| BANK5 2024-5YR12               X-D    20571217 FLT     | 2057-12-17      | 2.3020%  | 0.0000% | $7945645.00        | $654509.21         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2025-V19      D      20580117 4.50000 | 2058-01-17      | 4.5000%  | 0.0000% | $34641.00          | $29468.06          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2026-NQM3     A-1    20651125 FLT     | 2065-11-25      | 4.9850%  | 0.0000% | $3510000.00        | $3464306.20        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT     | 2047-08-12      | 4.4575%  | 0.0000% | $3389743.00        | $2656590.97        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE25        E      20480812 FLT     | 2048-08-12      | 4.2184%  | 0.0000% | $2530424.00        | $2393288.54        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  A      20340615 FLT     | 2034-06-15      | 4.7200%  | 0.0000% | $121733.00         | $117119.05         | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2019-1735          E      20370410 FLT     | 2037-04-10      | 4.1945%  | 0.0000% | $3840010.00        | $2947950.56        | Private Label Collateralized Mortgage Obligations |
| GCAT 2026-NQM1 TRUST           A-1    20701225 FLT     | 2070-12-25      | 0.0000%  | 0.0000% | $11342926.00       | $11121923.06       | Private Label Collateralized Mortgage Obligations |
| KIND COML MTG TR 2024-1        F      20410815 FLT     | 2041-08-15      | 9.4075%  | 0.0000% | $2251000.00        | $2259507.28        | Private Label Collateralized Mortgage Obligations |
| NYT MTG TR 2019-NYT            A      20351217 FLT     | 2035-12-17      | 5.1700%  | 0.0000% | $267913.00         | $264007.57         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-INV1            A-F    20560225 FLT     | 2056-02-25      | 5.0119%  | 0.0000% | $12027001.00       | $11837196.47       | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    C      20430108 FLT     | 2043-01-08      | 4.3880%  | 0.0000% | $5562950.00        | $4393109.87        | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MTG TR 2026-2   A-1    20660425 FLT     | 2066-04-25      | 5.2510%  | 0.0000% | $13669457.00       | $13686131.46       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2025-9  A-3    20551025 FLT     | 2055-10-25      | 4.5000%  | 0.0000% | $10283040.00       | $8273766.84        | Private Label Collateralized Mortgage Obligations |

### Security 289: NATIXIS SECURITIES AMERICAS LLC

- **C.1 - Title:** TRI-PARTY NATIXIS SECURITIES AMERICAS LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300L8G1E7ZHVEOG75, C.5 - Other ID: BRYK3HVQ7
- **C.18 - Value (incl. sponsor support):** $56000000.00
- **C.18.a - Value (excl. sponsor support):** $56000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP                                         | 2031-03-25      | 2.7260%  | 0.0000% | $131000.00         | $119433.27         | Corporate Debt Securities |
| BIO-RAD LABS INC                                         | 2027-03-15      | 3.3000%  | 0.0000% | $2000.00           | $1978.49           | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                         | 2048-12-15      | 4.1500%  | 0.0000% | $489000.00         | $396055.50         | Corporate Debt Securities |
| HCA INC                                                  | 2095-11-15      | 7.5000%  | 0.0000% | $2000.00           | $2135.01           | Corporate Debt Securities |
| DOW CHEMICAL CO                                          | 2050-11-15      | 3.6000%  | 0.0000% | $589000.00         | $384940.95         | Corporate Debt Securities |
| HAMPTON ROADS PPV LLC                                    | 2053-06-15      | 6.1710%  | 0.0000% | $4000.00           | $3459.20           | Other Instrument          |
| BLUE OWL CREDIT INCOME CORP                              | 2031-03-15      | 6.6500%  | 0.0000% | $1000000.00        | $987735.56         | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV                            | 2027-05-25      | 3.6250%  | 0.0000% | $1420000.00        | $1424980.65        | Corporate Debt Securities |
| MORGAN STANLEY                                           | 2030-07-19      | 5.0420%  | 0.0000% | $898000.00         | $915505.61         | Corporate Debt Securities |
| HCA INC                                                  | 2027-03-15      | 3.1250%  | 0.0000% | $746000.00         | $737770.79         | Corporate Debt Securities |
| TYSON FOODS INC                                          | 2047-06-02      | 4.5500%  | 0.0000% | $11000.00          | $9369.91           | Corporate Debt Securities |
| ALIMENTATION COUCHE-TARD INC                             | 2041-05-13      | 3.4390%  | 0.0000% | $179000.00         | $142912.32         | Corporate Debt Securities |
| AMERICO LIFE INC.                                        | 2031-04-15      | 3.4500%  | 0.0000% | $5000.00           | $4478.29           | Corporate Debt Securities |
| ARCELORMITTAL SA                                         | 2039-10-15      | 7.0000%  | 0.0000% | $2000.00           | $2229.74           | Corporate Debt Securities |
| BANCO SANTANDER SA                                       | 2035-01-17      | 6.0330%  | 0.0000% | $6400000.00        | $6740871.47        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                     | 2079-12-31      | 6.2500%  | 0.0000% | $264000.00         | $267216.77         | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                                     | 2049-05-30      | 6.5810%  | 0.0000% | $235000.00         | $239674.15         | Corporate Debt Securities |
| BOEING CO                                                | 2029-03-01      | 3.2000%  | 0.0000% | $6925000.00        | $6682532.67        | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2032-01-10      | 7.5070%  | 0.0000% | $1152000.00        | $512978.83         | Corporate Debt Securities |
| CVS HEALTH CORP                                          | 2048-03-25      | 5.0500%  | 0.0000% | $115000.00         | $98220.54          | Corporate Debt Securities |
| Doctors                                                  | 2032-01-18      | 4.5000%  | 0.0000% | $3000000.00        | $2748585.00        | Corporate Debt Securities |
| FLNG LIQUEFACTION 2 LLC                                  | 2038-03-31      | 4.1250%  | 0.0000% | $338000.00         | $234796.89         | Corporate Debt Securities |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA               | 2039-09-30      | 7.3750%  | 0.0000% | $6024000.00        | $6976816.08        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                        | 2037-09-15      | 6.5000%  | 0.0000% | $2006000.00        | $2139637.49        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                               | 2029-04-02      | 5.1500%  | 0.0000% | $500000.00         | $490954.17         | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2030-07-22      | 4.9950%  | 0.0000% | $25000.00          | $25538.34          | Corporate Debt Securities |
| JPMORGAN CHASE & CO                                      | 2079-12-31      | 6.5000%  | 0.0000% | $737000.00         | $764357.44         | Corporate Debt Securities |
| MERCK & CO INC                                           | 2044-05-17      | 4.9000%  | 0.0000% | $2524000.00        | $2351708.96        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                         | 2029-03-01      | 4.2000%  | 0.0000% | $900000.00         | $891405.00         | Corporate Debt Securities |
| PIEDMONT NATURAL GAS COMPANY INC                         | 2046-11-01      | 3.6400%  | 0.0000% | $285000.00         | $211243.90         | Corporate Debt Securities |
| SAMMONS FINANCIAL GROUP INC                              | 2034-04-15      | 6.8750%  | 0.0000% | $100000.00         | $108755.14         | Corporate Debt Securities |
| CHARLES SCHWAB CORP                                      | 2079-12-31      | 4.0000%  | 0.0000% | $2000.00           | $1857.13           | Corporate Debt Securities |
| SHELL FINANCE US INC                                     | 2035-05-11      | 4.1250%  | 0.0000% | $2000.00           | $1920.62           | Corporate Debt Securities |
| SKYMILES IP LTD                                          | 2028-10-20      | 4.7500%  | 0.0000% | $123248.00         | $113826.71         | Corporate Debt Securities |
| STATE STREET CORP                                        | 2079-12-31      | 6.4500%  | 0.0000% | $915000.00         | $928264.45         | Corporate Debt Securities |
| VICI PROPERTIES LP                                       | 2028-01-15      | 4.5000%  | 0.0000% | $1280000.00        | $1283584.00        | Corporate Debt Securities |
| BANNER HEALTH                                            | 2031-01-01      | 1.8970%  | 0.0000% | $44000.00          | $39264.83          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                              | 2031-04-23      | 5.2180%  | 0.0000% | $28000.00          | $29039.67          | Corporate Debt Securities |
| GOLDMAN SACHS BDC INC                                    | 2029-01-28      | 5.1000%  | 0.0000% | $219000.00         | $214393.34         | Corporate Debt Securities |
| HCA INC                                                  | 2064-04-01      | 6.1000%  | 0.0000% | $15000.00          | $14857.35          | Corporate Debt Securities |
| SUMITOMO LIFE INSURANCE CO                               | 2055-09-10      | 5.8750%  | 0.0000% | $1910000.00        | $1875499.83        | Corporate Debt Securities |
| ABBOTT LABORATORIES                                      | 2056-03-15      | 5.5000%  | 0.0000% | $2707000.00        | $2646393.28        | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                               | 2056-10-30      | 2.9870%  | 0.0000% | $8836000.00        | $5265689.02        | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                               | 2030-09-09      | 5.8000%  | 0.0000% | $88000.00          | $85900.71          | Corporate Debt Securities |
| ATLANTIC MARINE CORPS COMMUNITIES LLC                    | 2048-02-15      | 5.3830%  | 0.0000% | $105000.00         | $67857.09          | Other Instrument          |
| BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA (CANADA) | 2054-02-15      | 5.5500%  | 0.0000% | $2000.00           | $1881.24           | Corporate Debt Securities |
| BP CAPITAL MARKETS AMERICA INC                           | 2034-04-10      | 4.9890%  | 0.0000% | $99000.00          | $101719.31         | Corporate Debt Securities |
| CIGNA GROUP                                              | 2050-03-15      | 3.4000%  | 0.0000% | $4435000.00        | $3008886.33        | Corporate Debt Securities |
| CARDINAL HEALTH INC                                      | 2034-11-15      | 5.3500%  | 0.0000% | $215000.00         | $220852.54         | Corporate Debt Securities |
| CORNING INC                                              | 2057-11-15      | 4.3750%  | 0.0000% | $1134000.00        | $908013.96         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                                | 2052-03-15      | 3.5500%  | 0.0000% | $83000.00          | $58299.02          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO                                     | 2042-06-04      | 5.0000%  | 0.0000% | $301000.00         | $267841.84         | Corporate Debt Securities |
| MPLX LP                                                  | 2058-04-15      | 4.9000%  | 0.0000% | $4245000.00        | $3507619.92        | Corporate Debt Securities |
| MAREX GROUP PLC                                          | 2029-11-04      | 6.4040%  | 0.0000% | $699000.00         | $735187.00         | Corporate Debt Securities |
| SCHLUMBERGER HOLDINGS CORP                               | 2034-06-01      | 5.0000%  | 0.0000% | $17000.00          | $17242.70          | Corporate Debt Securities |
| RTX CORP                                                 | 2040-04-15      | 5.7000%  | 0.0000% | $749000.00         | $785830.83         | Corporate Debt Securities |

### Security 290: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYLCNDN9
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BINOM_22-RPL1            | 2061-02-25      | 3.0000%  | 0.0000% | $10861000.00       | $5548065.30        | Private Label Collateralized Mortgage Obligations |
| DUKE ENERGY PROGRESS LLC | 2043-03-15      | 4.1000%  | 0.0000% | $656000.00         | $538866.10         | Corporate Debt Securities                         |
| IRHE_06-1                | 2035-09-25      | 6.2700%  | 0.0000% | $1692154.00        | $6697.77           | Asset-Backed Securities                           |
| JPMMT_26-ACS1            | 2066-04-26      | 0.0000%  | 0.0000% | $145737599.00      | $143696106.72      | Private Label Collateralized Mortgage Obligations |

### Security 291: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BRYUZQM49
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                                           | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.92             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASURY                                           | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $97.87             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASURY                                           | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.60             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASURY                                           | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.89             | U.S. Treasuries (including strips)                |
| UNITED STATES TREASURY                                           | 2027-09-30      | 3.5000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips)                |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                | 2061-10-20      | 2.4100%  | 0.0000% | $1658699.00        | $1045263.00        | Asset-Backed Securities                           |
| SM_22-IND                                                        | 2039-02-15      | 7.6225%  | 0.0000% | $2157000.00        | $1975061.89        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM1                        | 2063-01-25      | 6.0310%  | 0.0000% | $518381.00         | $322948.99         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM1                                                     | 2053-04-01      | 6.1449%  | 0.0000% | $450000.00         | $449302.66         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_23-NQM3                        | 2063-10-25      | 7.9382%  | 0.0000% | $390400.00         | $396634.20         | Private Label Collateralized Mortgage Obligations |
| BARC_23-NQM2                                                     | 2053-07-25      | 6.6000%  | 0.0000% | $2347137.00        | $1289325.19        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_24-5C31        | 2057-12-15      | 1.0611%  | 0.0000% | $45025959.00       | $1592687.89        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B6                             | 2051-10-10      | 0.5446%  | 0.0000% | $67160966.00       | $456662.31         | Private Label Collateralized Mortgage Obligations |
| BMARK_21-B23                                                     | 2054-02-15      | 1.3110%  | 0.0000% | $2065993.00        | $107424.81         | Private Label Collateralized Mortgage Obligations |
| FREMF_22-K148                                                    | 2032-08-25      | 0.0000%  | 0.0000% | $44649766.00       | $16457903.75       | Agency Collateralized Mortgage Obligation         |
| JPMCC_22-NLP                                                     | 2037-04-15      | 8.1973%  | 0.0000% | $23417000.00       | $21246781.06       | Private Label Collateralized Mortgage Obligations |
| MSBAM_25-5C1                                                     | 2058-03-15      | 1.3772%  | 0.0000% | $49005594.00       | $1990594.13        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                      | 2065-07-25      | 5.1620%  | 0.0000% | $1950012.00        | $1580599.94        | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQ14                                                      | 2065-07-27      | 2.1328%  | 0.0000% | $27587150.00       | $587383.55         | Private Label Collateralized Mortgage Obligations |
| QTS ISSUER ABS II LLC QTSII_25-1                                 | 2055-10-05      | 5.7780%  | 0.0000% | $525000.00         | $509418.00         | Asset-Backed Securities                           |
| STAR_20-3                                                        | 2065-04-25      | 3.5440%  | 0.0000% | $282320.00         | $254874.63         | Private Label Collateralized Mortgage Obligations |
| VNO MORTGAGE TRUST VNDO_16-350P                                  | 2035-01-12      | 4.0327%  | 0.0000% | $100000.00         | $100134.92         | Private Label Collateralized Mortgage Obligations |
| VISIO_20-1                                                       | 2055-08-25      | 5.5000%  | 0.0000% | $1569584.00        | $1517019.16        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP                | 2034-12-15      | 4.5950%  | 0.0000% | $5498000.00        | $5142388.14        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-C9                                     | 2057-07-11      | 4.7500%  | 0.0000% | $2576126.00        | $1851496.10        | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MORTGAGE LOAN TRUST BARC_21-NQM1                        | 2051-09-25      | 4.3780%  | 0.0000% | $370389.00         | $325373.52         | Private Label Collateralized Mortgage Obligations |
| CF_19-CF2                                                        | 2052-11-15      | 4.0762%  | 0.0000% | $3260883.00        | $2895333.40        | Private Label Collateralized Mortgage Obligations |
| CAS_25-R03                                                       | 2045-03-25      | 5.9119%  | 0.0000% | $2882497.00        | $2892511.71        | Private Label Collateralized Mortgage Obligations |
| FSRIA_24-FL9                                                     | 2039-10-19      | 7.6197%  | 0.0000% | $129500.00         | $128939.26         | Private Label Collateralized Mortgage Obligations |
| GCAT_22-NQM5                                                     | 2067-09-26      | 5.7066%  | 0.0000% | $2857773.00        | $789745.48         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST GSMS_18-SRP5                        | 2031-09-15      | 5.5195%  | 0.0000% | $116737.00         | $79197.03          | Private Label Collateralized Mortgage Obligations |
| INABS_06-C                                                       | 2036-08-25      | 4.2280%  | 0.0000% | $313179.00         | $104344.92         | Asset-Backed Securities                           |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OP | 2039-01-05      | 3.5646%  | 0.0000% | $234000.00         | $189136.27         | Private Label Collateralized Mortgage Obligations |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_21-W10           | 2034-12-15      | 7.8928%  | 0.0000% | $6684000.00        | $6655746.24        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST OBX_24-NQM10                                           | 2065-05-26      | 5.7060%  | 0.0000% | $3041000.00        | $2426652.41        | Private Label Collateralized Mortgage Obligations |
| RFM_24-FRR2                                                      | 2052-12-02      | 0.0000%  | 0.0000% | $3206000.00        | $2285486.87        | Private Label Collateralized Mortgage Obligations |
| SAIL_06-B3                                                       | 2036-09-25      | 4.0982%  | 0.0000% | $995358.00         | $562949.44         | Asset-Backed Securities                           |
| TGIF FUNDING LLC TGIF_17-1A                                      | 2047-04-30      | 6.2020%  | 0.0000% | $160294.00         | $49610.63          | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-5C4                | 2058-05-15      | 4.5000%  | 0.0000% | $160847.00         | $142307.78         | Private Label Collateralized Mortgage Obligations |

### Security 292: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYVPA8B3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC                                                | 2041-02-04      | 3.4000%  | 0.0000% | $257000.00         | $194262.02         | Corporate Debt Securities |
| CI FINANCIAL CORP                                               | 2051-06-15      | 4.1000%  | 0.0000% | $1237000.00        | $833456.24         | Corporate Debt Securities |
| MERCK & CO INC                                                  | 2044-05-17      | 4.9000%  | 0.0000% | $196000.00         | $182620.82         | Corporate Debt Securities |
| BOEING CO                                                       | 2060-05-01      | 5.9300%  | 0.0000% | $956000.00         | $937815.29         | Corporate Debt Securities |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                       | 2035-11-19      | 6.8160%  | 0.0000% | $549000.00         | $575073.11         | Corporate Debt Securities |
| ALTRIA GROUP INC                                                | 2032-02-04      | 2.4500%  | 0.0000% | $909000.00         | $797837.63         | Corporate Debt Securities |
| ASCOT GROUP LTD                                                 | 2035-06-15      | 6.3490%  | 0.0000% | $250000.00         | $259693.57         | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2036-09-16      | 5.1000%  | 0.0000% | $25000.00          | $25070.88          | Corporate Debt Securities |
| BARRICK NORTH AMERICA FINANCE LLC                               | 2043-05-01      | 5.7500%  | 0.0000% | $265000.00         | $267797.96         | Corporate Debt Securities |
| DOMINION ENERGY INC                                             | 2056-02-15      | 6.2000%  | 0.0000% | $6064000.00        | $6017260.04        | Corporate Debt Securities |
| EIDP INC                                                        | 2041-10-09      | 3.6098%  | 0.0000% | $2448000.00        | $2456156.58        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                                  | 2038-01-09      | 5.4000%  | 0.0000% | $919000.00         | $885107.28         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | 2066-10-01      | 5.9899%  | 0.0000% | $108000.00         | $95851.98          | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                                        | 2072-06-15      | 3.6300%  | 0.0000% | $82106000.00       | $80870551.02       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC                                           | 2037-01-25      | 6.2000%  | 0.0000% | $49982000.00       | $52139556.33       | Corporate Debt Securities |
| GENERAL ELECTRIC CO                                             | 2036-12-01      | 4.2925%  | 0.0000% | $121000.00         | $120864.48         | Corporate Debt Securities |
| GS FINANCE CORP                                                 | 2058-03-29      | 4.2623%  | 0.0000% | $137000.00         | $136023.66         | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                               | 2079-12-31      | 6.0000%  | 0.0000% | $10518000.00       | $10675138.92       | Corporate Debt Securities |
| NOMURA HOLDINGS INC                                             | 2036-06-10      | 5.0430%  | 0.0000% | $90000.00          | $88769.63          | Corporate Debt Securities |
| NORDEA BANK ABP                                                 | 2079-12-31      | 6.7500%  | 0.0000% | $1400000.00        | $1422606.50        | Corporate Debt Securities |
| POMONA COLLEGE                                                  | 2051-01-01      | 2.8880%  | 0.0000% | $38000.00          | $24548.38          | Corporate Debt Securities |
| 3M CO                                                           | 2044-12-15      | 3.5856%  | 0.0000% | $2658000.00        | $2643550.07        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                                    | 2046-09-14      | 0.0358%  | 0.0000% | $550000.00         | $549895.74         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                                    | 2046-12-17      | 3.6856%  | 0.0000% | $3331000.00        | $3322199.68        | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                                    | 2048-08-25      | 4.1807%  | 0.0000% | $740000.00         | $736600.61         | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                                    | 2055-12-01      | 3.6290%  | 0.0000% | $14303000.00       | $14280460.62       | Corporate Debt Securities |
| US BANK NATIONAL ASSOCIATION                                    | 2057-02-15      | 3.6141%  | 0.0000% | $8262000.00        | $8214305.81        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                                       | 2051-12-21      | 3.3361%  | 0.0000% | $9752000.00        | $9693526.47        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2047-12-20      | 3.6969%  | 0.0000% | $2601000.00        | $2583988.42        | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                                      | 2029-03-16      | 3.8750%  | 0.0000% | $200000.00         | $195866.92         | Corporate Debt Securities |
| AT&T INC                                                        | 2057-12-01      | 3.8000%  | 0.0000% | $8936000.00        | $6120683.41        | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2039-01-24      | 3.8780%  | 0.0000% | $44000.00          | $37988.61          | Corporate Debt Securities |
| HUMANA INC                                                      | 2055-05-01      | 6.0000%  | 0.0000% | $1486000.00        | $1402858.30        | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY                                | 2036-05-01      | 5.2000%  | 0.0000% | $1823000.00        | $1781694.87        | Corporate Debt Securities |
| UNITED PARCEL SERVICE INC                                       | 2049-10-26      | 3.3251%  | 0.0000% | $1234000.00        | $1233925.51        | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC                                          | 2048-06-15      | 4.2500%  | 0.0000% | $202000.00         | $161758.35         | Corporate Debt Securities |
| AIRBNB INC                                                      | 2036-03-16      | 5.2500%  | 0.0000% | $14125000.00       | $14122139.69       | Corporate Debt Securities |
| ALTRIA GROUP INC                                                | 2059-02-14      | 6.2000%  | 0.0000% | $1618000.00        | $1591391.09        | Corporate Debt Securities |
| AMAZON.COM INC                                                  | 2065-11-20      | 5.5500%  | 0.0000% | $3327000.00        | $3197166.60        | Corporate Debt Securities |
| AMAZON.COM INC                                                  | 2076-03-13      | 6.0500%  | 0.0000% | $57667000.00       | $57222675.77       | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                                        | 2034-07-28      | 5.6250%  | 0.0000% | $135000.00         | $138853.41         | Corporate Debt Securities |
| AMERICAN TRANSMISSION CO LLC                                    | 2056-04-01      | 5.7500%  | 0.0000% | $650000.00         | $643672.79         | Corporate Debt Securities |
| ANTOFAGASTA PLC                                                 | 2035-09-09      | 5.6250%  | 0.0000% | $243000.00         | $241867.01         | Corporate Debt Securities |
| APPLE INC                                                       | 2047-02-09      | 4.2500%  | 0.0000% | $715000.00         | $599676.86         | Corporate Debt Securities |
| APPLE INC                                                       | 2053-05-10      | 4.8500%  | 0.0000% | $1599000.00        | $1495761.90        | Corporate Debt Securities |
| ARROW ELECTRONICS INC                                           | 2032-02-15      | 2.9500%  | 0.0000% | $1525000.00        | $1349014.15        | Corporate Debt Securities |
| BAIDU INC                                                       | 2030-04-07      | 3.4250%  | 0.0000% | $214000.00         | $206079.86         | Corporate Debt Securities |
| BANCO INBURSA SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO | 2027-04-11      | 4.3750%  | 0.0000% | $190000.00         | $193788.55         | Corporate Debt Securities |
| BANCO SANTANDER SA                                              | 2030-12-03      | 2.7490%  | 0.0000% | $3000000.00        | $2711821.83        | Corporate Debt Securities |
| BANK OF AMERICA CORP                                            | 2058-08-30      | 3.6290%  | 0.0000% | $4559000.00        | $4491465.55        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON/THE                                     | 2038-06-30      | 3.7285%  | 0.0000% | $494000.00         | $489867.45         | Corporate Debt Securities |
| BARRICK GOLD FIN                                                | 2034-11-15      | 5.8000%  | 0.0000% | $227000.00         | $237201.63         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO                                    | 2048-07-15      | 3.8000%  | 0.0000% | $241000.00         | $178863.51         | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND                                  | 2032-01-29      | 6.0000%  | 0.0000% | $3770000.00        | $3684471.27        | Corporate Debt Securities |
| BOC AVIATION LTD                                                | 2029-09-11      | 3.0000%  | 0.0000% | $342000.00         | $327949.50         | Corporate Debt Securities |
| BURLINGTON NORTHERN SANTA FE LLC                                | 2042-03-15      | 4.4000%  | 0.0000% | $201000.00         | $176302.24         | Corporate Debt Securities |
| CSX CORP                                                        | 2066-11-01      | 4.2500%  | 0.0000% | $114000.00         | $87246.29          | Corporate Debt Securities |
| CVS HEALTH CORP                                                 | 2038-03-25      | 4.7800%  | 0.0000% | $375000.00         | $343540.00         | Corporate Debt Securities |
| CVS HEALTH CORP                                                 | 2063-06-01      | 6.0000%  | 0.0000% | $175000.00         | $168269.50         | Corporate Debt Securities |
| CITIGROUP INC                                                   | 2036-08-25      | 6.1250%  | 0.0000% | $579000.00         | $602782.43         | Corporate Debt Securities |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                           | 2057-08-18      | 3.6420%  | 0.0000% | $1364000.00        | $1341927.45        | Corporate Debt Securities |
| COCA-COLA CONSOLIDATED INC                                      | 2034-06-01      | 5.4500%  | 0.0000% | $436000.00         | $454397.75         | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                            | 2046-12-04      | 3.6184%  | 0.0000% | $8442000.00        | $8423472.26        | Corporate Debt Securities |
| COLGATE-PALMOLIVE CO                                            | 2054-10-30      | 3.6284%  | 0.0000% | $6818000.00        | $6765566.40        | Corporate Debt Securities |
| CONOCOPHILLIPS CO                                               | 2046-03-15      | 5.9500%  | 0.0000% | $383000.00         | $390669.36         | Corporate Debt Securities |
| COTE D IVOIRE (REPUBLIC OF)                                     | 2041-02-25      | 6.7500%  | 0.0000% | $380000.00         | $335068.80         | Corporate Debt Securities |
| COMMONWEALTH EDISON COMPANY                                     | 2048-03-01      | 4.0000%  | 0.0000% | $190000.00         | $147586.93         | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                                          | 2046-07-15      | 8.3500%  | 0.0000% | $31000.00          | $38727.92          | Corporate Debt Securities |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | 2034-03-17      | 5.7500%  | 0.0000% | $264000.00         | $251190.13         | Corporate Debt Securities |
| DOW CHEMICAL CO                                                 | 2042-11-15      | 4.3750%  | 0.0000% | $2885000.00        | $2297174.84        | Corporate Debt Securities |
| DOW CHEMICAL CO                                                 | 2054-02-15      | 5.6000%  | 0.0000% | $6285000.00        | $5444416.17        | Corporate Debt Securities |
| EMBRAER NETHERLANDS FINANCE BV                                  | 2035-02-11      | 5.9800%  | 0.0000% | $266000.00         | $275524.28         | Corporate Debt Securities |
| Entergy Tx                                                      | 2052-09-15      | 5.0000%  | 0.0000% | $177000.00         | $153921.36         | Corporate Debt Securities |
| EQUITABLE HOLDINGS INC                                          | 2055-03-28      | 6.7000%  | 0.0000% | $1774000.00        | $1786255.38        | Corporate Debt Securities |
| EVERGY MISSOURI W STORM EVGR_24-A                               | 2040-12-01      | 5.1040%  | 0.0000% | $35000.00          | $33211.90          | Asset-Backed Securities   |
| EXPORT-IMPORT BANK OF KOREA                                     | 2027-01-18      | 1.6250%  | 0.0000% | $309000.00         | $304199.73         | Corporate Debt Securities |
| EXPORT-IMPORT BANK OF KOREA                                     | 2027-09-15      | 4.2500%  | 0.0000% | $322000.00         | $323303.74         | Corporate Debt Securities |
| EXXON MOBIL CORP                                                | 2075-11-12      | 3.2142%  | 0.0000% | $16814000.00       | $16703000.57       | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD                                  | 2055-05-20      | 6.5000%  | 0.0000% | $998000.00         | $1039349.91        | Corporate Debt Securities |
| FIRST HORIZON BANK (MEMPHIS)                                    | 2030-05-01      | 5.7500%  | 0.0000% | $442000.00         | $457928.94         | Corporate Debt Securities |
| GILLETTE COMPANY LLC                                            | 2043-04-02      | 3.6224%  | 0.0000% | $7931000.00        | $8000336.27        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                                     | 2044-07-08      | 4.8000%  | 0.0000% | $1516000.00        | $1348097.95        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                               | 2079-12-31      | 8.0000%  | 0.0000% | $971000.00         | $1005405.77        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                                               | 2035-11-18      | 5.8740%  | 0.0000% | $437000.00         | $450717.94         | Corporate Debt Securities |
| HACKENSACK MERIDIAN HEALTH                                      | 2048-07-01      | 4.2110%  | 0.0000% | $45000.00          | $37371.04          | Corporate Debt Securities |
| HONEYWELL AEROSPACE INC                                         | 2066-03-16      | 5.8520%  | 0.0000% | $27880000.00       | $27631542.73       | Corporate Debt Securities |
| INDONESIA (REPUBLIC OF)                                         | 2028-01-11      | 4.5500%  | 0.0000% | $362000.00         | $365946.20         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHINES CORP                            | 2050-05-15      | 2.9500%  | 0.0000% | $264000.00         | $164182.77         | Corporate Debt Securities |
| ISRAEL (STATE OF)                                               | 2048-01-17      | 4.1250%  | 0.0000% | $236000.00         | $179444.76         | Corporate Debt Securities |
| ISRAEL (STATE OF)                                               | 2033-01-17      | 4.5000%  | 0.0000% | $204000.00         | $197108.88         | Corporate Debt Securities |
| KOREA (REPUBLIC OF)                                             | 2027-01-19      | 2.7500%  | 0.0000% | $335000.00         | $333462.35         | Corporate Debt Securities |
| KNOC                                                            | 2028-09-29      | 4.0000%  | 0.0000% | $285000.00         | $282370.08         | Corporate Debt Securities |
| LEGGETT & PLATT INC                                             | 2051-11-15      | 3.5000%  | 0.0000% | $9627000.00        | $6054923.04        | Corporate Debt Securities |
| ELI LILLY AND COMPANY                                           | 2039-03-15      | 3.8750%  | 0.0000% | $266000.00         | $225608.49         | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP                                      | 2031-03-26      | 5.0500%  | 0.0000% | $1390000.00        | $1382078.93        | Corporate Debt Securities |
| MAPLE PARENT HOLDINGS CORP                                      | 2036-03-26      | 5.7000%  | 0.0000% | $7012000.00        | $6942312.41        | Corporate Debt Securities |
| MAYO CLINIC                                                     | 2043-11-15      | 3.7740%  | 0.0000% | $56000.00          | $46333.13          | Corporate Debt Securities |
| MERCK SHARP & DOHME CORP                                        | 2041-07-18      | 3.4792%  | 0.0000% | $760000.00         | $762104.04         | Corporate Debt Securities |
| MERCK & CO INC                                                  | 2045-02-10      | 3.7000%  | 0.0000% | $263000.00         | $205211.45         | Corporate Debt Securities |
| METROPOLITAN MUSEUM OF ART                                      | 2045-07-01      | 3.4000%  | 0.0000% | $28000.00          | $21266.56          | Corporate Debt Securities |
| MICROSOFT CORP                                                  | 2047-02-06      | 4.2500%  | 0.0000% | $365000.00         | $311576.07         | Corporate Debt Securities |
| NATIONAL BANK HOLDINGS CORP                                     | 2036-02-15      | 5.8750%  | 0.0000% | $4031000.00        | $4010682.64        | Corporate Debt Securities |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP               | 2046-04-20      | 5.2500%  | 0.0000% | $134000.00         | $137152.91         | Corporate Debt Securities |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | 2082-03-15      | 3.8000%  | 0.0000% | $1179000.00        | $1138476.46        | Corporate Debt Securities |
| NORDEA BANK ABP                                                 | 2079-12-31      | 3.7500%  | 0.0000% | $350000.00         | $323979.25         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION                                    | 2047-11-01      | 3.9420%  | 0.0000% | $398000.00         | $310079.81         | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                                           | 2046-03-18      | 5.6000%  | 0.0000% | $3000000.00        | $2995896.67        | Corporate Debt Securities |
| NVIDIA CORP                                                     | 2060-04-01      | 3.7000%  | 0.0000% | $774000.00         | $568549.44         | Corporate Debt Securities |
| ONE GAS INC                                                     | 2044-02-01      | 4.6580%  | 0.0000% | $855000.00         | $749683.95         | Corporate Debt Securities |
| ONEOK INC                                                       | 2047-10-03      | 4.2000%  | 0.0000% | $2240000.00        | $1724859.73        | Corporate Debt Securities |
| PACIFICORP                                                      | 2036-04-15      | 5.8000%  | 0.0000% | $4828000.00        | $4853524.03        | Corporate Debt Securities |
| PROCTER & GAMBLE CO                                             | 2057-11-09      | 3.6215%  | 0.0000% | $3676000.00        | $3675778.93        | Corporate Debt Securities |
| PROGRESSIVE CORP                                                | 2047-04-15      | 4.1250%  | 0.0000% | $347000.00         | $280896.79         | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC                                     | 2030-07-27      | 8.4500%  | 0.0000% | $400000.00         | $386412.89         | Corporate Debt Securities |
| SALESFORCE INC                                                  | 2066-03-15      | 6.7000%  | 0.0000% | $1527000.00        | $1550882.28        | Corporate Debt Securities |
| SAUDI ARABIA KINGDOM OF (GOVERNMENT)                            | 2056-01-12      | 5.8750%  | 0.0000% | $332000.00         | $320769.22         | Corporate Debt Securities |
| SAUDI ARABIAN OIL CO                                            | 2070-11-24      | 3.5000%  | 0.0000% | $348000.00         | $211186.31         | Corporate Debt Securities |
| Southern Copper                                                 | 2035-07-27      | 7.5000%  | 0.0000% | $672000.00         | $775134.08         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                                          | 2035-05-14      | 5.9050%  | 0.0000% | $380000.00         | $396272.29         | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                                             | 2032-02-25      | 4.9470%  | 0.0000% | $1276000.00        | $1242692.57        | Corporate Debt Securities |
| SYSCO CORP                                                      | 2051-12-14      | 3.1500%  | 0.0000% | $451000.00         | $282823.23         | Corporate Debt Securities |
| ERCOTT_20-25                                                    | 2051-08-01      | 5.1470%  | 0.0000% | $131000.00         | $129560.76         | Asset-Backed Securities   |
| TOLEDO HOSPITAL                                                 | 2045-11-15      | 4.9820%  | 0.0000% | $13000.00          | $11044.42          | Corporate Debt Securities |
| TRITON CONTAINER INTERNATIONAL LTD                              | 2032-03-15      | 3.2500%  | 0.0000% | $321000.00         | $288952.79         | Corporate Debt Securities |
| FIDEICOMISO FIBRA UNO                                           | 2037-01-23      | 8.2500%  | 0.0000% | $689000.00         | $763807.03         | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401                                 | 2050-01-15      | 6.3900%  | 0.0000% | $231000.00         | $213432.45         | Corporate Debt Securities |
| TURKEY (REPUBLIC OF)                                            | 2028-10-24      | 6.1250%  | 0.0000% | $200000.00         | $205296.36         | Corporate Debt Securities |
| US BANCORP                                                      | 2079-12-31      | 5.3000%  | 0.0000% | $130000.00         | $132077.26         | Corporate Debt Securities |
| UNION ELECTRIC CO                                               | 2052-04-01      | 3.9000%  | 0.0000% | $100000.00         | $76308.00          | Corporate Debt Securities |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | 2056-02-09      | 6.7500%  | 0.0000% | $368000.00         | $358592.08         | Corporate Debt Securities |
| VALERO ENERGY CORP                                              | 2036-03-10      | 5.1500%  | 0.0000% | $432000.00         | $425435.40         | Corporate Debt Securities |
| VALMONT INDUSTRIES INC                                          | 2044-10-01      | 5.0000%  | 0.0000% | $228000.00         | $205343.64         | Corporate Debt Securities |
| WPP 2025 LLC                                                    | 2036-03-30      | 6.5000%  | 0.0000% | $9000000.00        | $8822880.00        | Corporate Debt Securities |
| WELLS FARGO BANK NA                                             | 2038-11-04      | 3.6724%  | 0.0000% | $741000.00         | $741496.89         | Corporate Debt Securities |
| WELLS FARGO BANK NA                                             | 2040-03-27      | 3.7224%  | 0.0000% | $2461000.00        | $2439819.66        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2035-08-01      | 5.5000%  | 0.0000% | $4000000.00        | $4058346.67        | Corporate Debt Securities |
| WELLS FARGO & COMPANY                                           | 2036-04-23      | 5.6050%  | 0.0000% | $22599000.00       | $23576400.47       | Corporate Debt Securities |
| WESLEYAN UNIVERSITY                                             | 2116-07-01      | 4.7810%  | 0.0000% | $48000.00          | $37632.12          | Corporate Debt Securities |

### Security 293: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BRYXG6MU0
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALLISON TRANSMISSION INC                      | 2029-06-01      | 5.8750%  | 0.0000% | $3000000.00        | $3074020.00        | Corporate Debt Securities |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C      | 2028-01-15      | 4.0000%  | 0.0000% | $1225000.00        | $1209803.19        | Corporate Debt Securities |
| BATH & BODY WORKS INC                         | 2030-10-01      | 6.6250%  | 0.0000% | $3636000.00        | $3768586.74        | Corporate Debt Securities |
| BOMBARDIER INC                                | 2029-02-01      | 7.5000%  | 0.0000% | $845000.00         | $885847.30         | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC              | 2029-01-15      | 6.0000%  | 0.0000% | $1000000.00        | $998336.67         | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC              | 2032-01-15      | 10.8750% | 0.0000% | $112000.00         | $121088.33         | Corporate Debt Securities |
| CENTENE CORP                                  | 2030-02-15      | 3.3750%  | 0.0000% | $2730000.00        | $2477263.43        | Corporate Debt Securities |
| NISSAN MTR CO LTD                             | 2030-09-17      | 4.8100%  | 0.0000% | $3500000.00        | $3158926.94        | Corporate Debt Securities |
| ODEON FINCO PLC                               | 2027-11-01      | 12.7500% | 0.0000% | $3000000.00        | $3249375.00        | Corporate Debt Securities |
| PRIME HEALTHCARE SERVICES INC                 | 2029-09-01      | 9.3750%  | 0.0000% | $188000.00         | $194492.11         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC                        | 2029-02-01      | 9.5000%  | 0.0000% | $1306000.00        | $1428559.39        | Corporate Debt Securities |
| ACRISURE LLC                                  | 2029-06-15      | 8.5000%  | 0.0000% | $1000000.00        | $1009567.78        | Corporate Debt Securities |
| SERVICE PROPERTIES TRUST                      | 2027-12-15      | 5.5000%  | 0.0000% | $1935000.00        | $1903352.00        | Corporate Debt Securities |
| AECOM                                         | 2033-08-01      | 6.0000%  | 0.0000% | $479000.00         | $479119.75         | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2033-03-15      | 6.2500%  | 0.0000% | $120000.00         | $120316.53         | Corporate Debt Securities |
| ALLSTATE CORP                                 | 2067-05-15      | 6.5000%  | 0.0000% | $1542000.00        | $1606895.93        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP                  | 2032-02-01      | 6.6250%  | 0.0000% | $1584000.00        | $1628053.68        | Corporate Debt Securities |
| ARCHROCK SERVICES LP                          | 2034-02-01      | 6.0000%  | 0.0000% | $2504000.00        | $2501788.13        | Corporate Debt Securities |
| ASURION LLC                                   | 2034-02-01      | 8.3750%  | 0.0000% | $3150000.00        | $3075875.25        | Corporate Debt Securities |
| BOMBARDIER INC                                | 2030-11-15      | 8.7500%  | 0.0000% | $251000.00         | $274309.25         | Corporate Debt Securities |
| BOMBARDIER INC                                | 2031-07-01      | 7.2500%  | 0.0000% | $3653000.00        | $3880015.69        | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2031-01-15      | 7.3750%  | 0.0000% | $155000.00         | $161075.91         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                     | 2030-02-15      | 7.0000%  | 0.0000% | $218000.00         | $221979.47         | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2033-02-15      | 6.1250%  | 0.0000% | $3149000.00        | $3169047.76        | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2032-08-01      | 5.7500%  | 0.0000% | $2180000.00        | $2176650.07        | Corporate Debt Securities |
| CENTENE CORP                                  | 2031-03-01      | 2.5000%  | 0.0000% | $2116000.00        | $1778060.69        | Corporate Debt Securities |
| CENTURY COMMUNITIES INC                       | 2033-09-15      | 6.6250%  | 0.0000% | $2200000.00        | $2130599.78        | Corporate Debt Securities |
| CLEARWAY ENERGY OPERATING LLC                 | 2032-01-15      | 3.7500%  | 0.0000% | $155000.00         | $141822.93         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $2704000.00        | $2678136.24        | Corporate Debt Securities |
| COREWEAVE INC                                 | 2030-06-01      | 9.2500%  | 0.0000% | $2625000.00        | $2600885.00        | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC          | 2030-10-01      | 6.5000%  | 0.0000% | $2173000.00        | $2113829.21        | Corporate Debt Securities |
| DAVITA INC                                    | 2030-06-01      | 4.6250%  | 0.0000% | $1899000.00        | $1842555.39        | Corporate Debt Securities |
| DELUXE CORP                                   | 2029-06-01      | 8.0000%  | 0.0000% | $3500000.00        | $3602153.33        | Corporate Debt Securities |
| FIRSTCASH INC                                 | 2032-03-01      | 6.8750%  | 0.0000% | $829000.00         | $844335.81         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2030-12-01      | 7.8750%  | 0.0000% | $671000.00         | $714380.15         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2031-05-01      | 7.0000%  | 0.0000% | $838000.00         | $878656.97         | Corporate Debt Securities |
| FTAI AVIATION INVESTORS LLC                   | 2033-04-15      | 5.8750%  | 0.0000% | $367000.00         | $367407.47         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                         | 2028-08-01      | 4.0000%  | 0.0000% | $121000.00         | $118073.82         | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                         | 2031-01-15      | 6.7500%  | 0.0000% | $254000.00         | $264965.18         | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2029-02-01      | 5.7500%  | 0.0000% | $2505000.00        | $2488300.00        | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2030-04-15      | 6.0000%  | 0.0000% | $82000.00          | $81806.21          | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2032-04-15      | 6.2500%  | 0.0000% | $802000.00         | $794917.89         | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2033-11-01      | 8.3750%  | 0.0000% | $499000.00         | $537435.89         | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2034-05-15      | 6.8750%  | 0.0000% | $67000.00          | $66865.48          | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC         | 2033-03-15      | 5.8750%  | 0.0000% | $152000.00         | $152378.65         | Corporate Debt Securities |
| HILTON DOMESTIC OPERATING COMPANY INC         | 2034-03-31      | 5.5000%  | 0.0000% | $1730000.00        | $1708770.02        | Corporate Debt Securities |
| HUB INTERNATIONAL LTD                         | 2032-01-31      | 7.3750%  | 0.0000% | $3326000.00        | $3393157.48        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2032-04-01      | 7.6250%  | 0.0000% | $2357000.00        | $2465693.06        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2033-01-15      | 7.3750%  | 0.0000% | $3440000.00        | $3465970.09        | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                   | 2028-05-01      | 5.0000%  | 0.0000% | $313000.00         | $295656.67         | Corporate Debt Securities |
| IRON MOUNTAIN INC                             | 2033-01-15      | 6.2500%  | 0.0000% | $78000.00          | $78076.01          | Corporate Debt Securities |
| LEVEL 3 FINANCING INC                         | 2036-01-15      | 8.5000%  | 0.0000% | $1565000.00        | $1652497.41        | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2033-04-15      | 6.2500%  | 0.0000% | $399000.00         | $409222.16         | Corporate Debt Securities |
| MURPHY OIL CORP                               | 2032-10-01      | 6.0000%  | 0.0000% | $42000.00          | $42641.34          | Corporate Debt Securities |
| NAVIENT CORP                                  | 2029-03-15      | 5.5000%  | 0.0000% | $147000.00         | $134101.40         | Corporate Debt Securities |
| NISSAN MTR CO LTD                             | 2027-09-17      | 4.3450%  | 0.0000% | $2600000.00        | $2517449.28        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2029-09-15      | 5.6250%  | 0.0000% | $1205000.00        | $1205301.25        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2030-03-15      | 7.8750%  | 0.0000% | $370000.00         | $379919.70         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2032-03-15      | 6.7500%  | 0.0000% | $1184000.00        | $1141944.32        | Corporate Debt Securities |
| FIBERCOP SPA                                  | 2036-07-18      | 7.2000%  | 0.0000% | $200000.00         | $201174.00         | Corporate Debt Securities |
| PHINIA INC                                    | 2032-10-15      | 6.6250%  | 0.0000% | $133000.00         | $138277.26         | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2033-03-01      | 6.3750%  | 0.0000% | $977000.00         | $959856.09         | Corporate Debt Securities |
| PRIME SECURITY SERVICES BORROWER LLC          | 2026-04-15      | 5.7500%  | 0.0000% | $121000.00         | $121324.95         | Corporate Debt Securities |
| PRIMO WATER HOLDINGS INC                      | 2029-04-30      | 4.3750%  | 0.0000% | $73000.00          | $72015.17          | Corporate Debt Securities |
| QXO BUILDING PRODUCTS INC                     | 2032-04-30      | 6.7500%  | 0.0000% | $893000.00         | $926179.42         | Corporate Debt Securities |
| RHP HOTEL PROPERTIES LP                       | 2029-02-15      | 4.5000%  | 0.0000% | $162000.00         | $157037.94         | Corporate Debt Securities |
| ROCKET COMPANIES INC                          | 2029-08-01      | 6.5000%  | 0.0000% | $409000.00         | $416207.94         | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                  | 2029-07-15      | 4.9500%  | 0.0000% | $1581000.00        | $1550613.18        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2032-08-01      | 7.0000%  | 0.0000% | $198000.00         | $203448.30         | Corporate Debt Securities |
| SENSATA TECHNOLOGIES INC                      | 2032-07-15      | 6.6250%  | 0.0000% | $227000.00         | $233813.66         | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL             | 2030-08-15      | 3.3750%  | 0.0000% | $263000.00         | $242299.93         | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                           | 2027-08-01      | 5.0000%  | 0.0000% | $398000.00         | $400273.91         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2029-11-15      | 5.3750%  | 0.0000% | $189000.00         | $185103.87         | Corporate Debt Securities |
| STANDARD BUILDING SOLUTIONS INC               | 2032-08-15      | 6.5000%  | 0.0000% | $494000.00         | $496403.58         | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                   | 2030-07-01      | 6.5000%  | 0.0000% | $98000.00          | $100631.30         | Corporate Debt Securities |
| SUPERIOR PLUS LP                              | 2029-03-15      | 4.5000%  | 0.0000% | $373000.00         | $354786.41         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2031-09-01      | 6.0000%  | 0.0000% | $25000.00          | $24692.75          | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2034-03-15      | 6.7500%  | 0.0000% | $2507000.00        | $2522743.96        | Corporate Debt Securities |
| TRANSDIGM INC                                 | 2033-05-31      | 6.3750%  | 0.0000% | $1057000.00        | $1066153.62        | Corporate Debt Securities |
| US FOODS INC                                  | 2028-09-15      | 6.8750%  | 0.0000% | $3059000.00        | $3129221.04        | Corporate Debt Securities |
| UWM HOLDINGS LLC                              | 2030-02-01      | 6.6250%  | 0.0000% | $242000.00         | $230159.34         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC            | 2036-01-15      | 6.7500%  | 0.0000% | $200000.00         | $213974.00         | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC            | 2030-12-15      | 6.1250%  | 0.0000% | $73000.00          | $76116.05          | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC             | 2033-11-01      | 3.8750%  | 0.0000% | $89000.00          | $79820.17          | Corporate Debt Securities |
| VIKING CRUISES LTD                            | 2031-07-15      | 9.1250%  | 0.0000% | $2115000.00        | $2268662.98        | Corporate Debt Securities |
| VIKING CRUISES LTD                            | 2033-10-15      | 5.8750%  | 0.0000% | $536000.00         | $540602.01         | Corporate Debt Securities |
| WULF COMPUTE LLC                              | 2030-10-15      | 7.7500%  | 0.0000% | $3420000.00        | $3691800.70        | Corporate Debt Securities |
| WYNN RESORTS FINANCE LLC                      | 2033-03-15      | 6.2500%  | 0.0000% | $138000.00         | $136189.13         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                  | 2030-04-23      | 6.7500%  | 0.0000% | $150000.00         | $149241.75         | Corporate Debt Securities |
| ZEGONA FINANCE PLC                            | 2029-07-15      | 8.6250%  | 0.0000% | $1435000.00        | $1525976.61        | Corporate Debt Securities |
| RAND PARENT LLC                               | 2030-02-15      | 8.5000%  | 0.0000% | $600000.00         | $619980.67         | Corporate Debt Securities |
| AHP HEALTH PARTNERS INC                       | 2029-07-15      | 5.7500%  | 0.0000% | $345000.00         | $345251.47         | Corporate Debt Securities |
| AETHON UNITED BR LP                           | 2029-10-01      | 7.5000%  | 0.0000% | $75000.00          | $80907.75          | Corporate Debt Securities |
| AHEAD DB HOLDINGS LLC                         | 2028-05-01      | 6.6250%  | 0.0000% | $498000.00         | $493071.88         | Corporate Debt Securities |
| ALBION FINANCING 1 SARL                       | 2030-05-21      | 7.0000%  | 0.0000% | $476000.00         | $485782.33         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC             | 2028-04-15      | 6.7500%  | 0.0000% | $271000.00         | $279231.63         | Corporate Debt Securities |
| ALLIANT HOLDINGS INTERMEDIATE LLC             | 2031-10-01      | 6.5000%  | 0.0000% | $2886000.00        | $2910704.16        | Corporate Debt Securities |
| ALTICE FINANCING SA                           | 2027-07-15      | 9.6250%  | 0.0000% | $5000000.00        | $3789497.22        | Corporate Debt Securities |
| ARCOSA INC                                    | 2029-04-15      | 4.3750%  | 0.0000% | $3080000.00        | $3020474.72        | Corporate Debt Securities |
| ARKO CORP                                     | 2029-11-15      | 5.1250%  | 0.0000% | $1096000.00        | $984231.14         | Corporate Debt Securities |
| ASBURY AUTOMOTIVE GROUP INC.                  | 2029-11-15      | 4.6250%  | 0.0000% | $248000.00         | $242209.75         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2029-06-30      | 5.8750%  | 0.0000% | $405000.00         | $405532.91         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2032-10-15      | 6.6250%  | 0.0000% | $37000.00          | $38546.18          | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2033-07-15      | 6.6250%  | 0.0000% | $727000.00         | $745862.82         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2031-01-28      | 9.5000%  | 0.0000% | $1000000.00        | $921025.00         | Corporate Debt Securities |
| AVIS BUDGET CAR RENTAL LLC                    | 2027-07-15      | 5.7500%  | 0.0000% | $1560000.00        | $1575083.47        | Corporate Debt Securities |
| BEAZER HOMES USA INC                          | 2031-03-15      | 7.5000%  | 0.0000% | $200000.00         | $195028.67         | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                      | 2032-07-15      | 7.2500%  | 0.0000% | $188000.00         | $197604.08         | Corporate Debt Securities |
| GGP RETAIL LLC                                | 2027-04-01      | 4.5000%  | 0.0000% | $327000.00         | $325623.33         | Corporate Debt Securities |
| BUCKEYE PARTNERS                              | 2026-12-01      | 3.9500%  | 0.0000% | $3200000.00        | $3211669.33        | Corporate Debt Securities |
| CCO HOLDINGS LLC                              | 2031-02-01      | 4.2500%  | 0.0000% | $406000.00         | $369871.41         | Corporate Debt Securities |
| VIRIDIEN SA                                   | 2030-10-15      | 10.0000% | 0.0000% | $1300000.00        | $1439036.44        | Corporate Debt Securities |
| CHS/COMMUNITY HEALTH SYSTEMS INC              | 2034-01-15      | 9.7500%  | 0.0000% | $1000000.00        | $1035953.33        | Corporate Debt Securities |
| CNX RESOURCES CORP                            | 2034-03-01      | 5.8750%  | 0.0000% | $95000.00          | $92413.32          | Corporate Debt Securities |
| CVR ENERGY INC                                | 2031-02-15      | 7.5000%  | 0.0000% | $1000000.00        | $1013338.33        | Corporate Debt Securities |
| CVR ENERGY INC                                | 2034-02-15      | 7.8750%  | 0.0000% | $1000000.00        | $1010778.75        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC                     | 2032-10-15      | 6.0000%  | 0.0000% | $178000.00         | $167200.15         | Corporate Debt Securities |
| CAPSTONE BORROWER INC                         | 2030-06-15      | 8.0000%  | 0.0000% | $302000.00         | $292977.92         | Corporate Debt Securities |
| CENTURY ALUMINUM CO.                          | 2032-08-01      | 6.8750%  | 0.0000% | $2907000.00        | $3001850.56        | Corporate Debt Securities |
| CHOBANI LLC                                   | 2028-11-15      | 4.6250%  | 0.0000% | $457000.00         | $456900.48         | Corporate Debt Securities |
| Compas Grp Diver                              | 2029-04-15      | 5.2500%  | 0.0000% | $248000.00         | $234828.31         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2029-03-01      | 6.7500%  | 0.0000% | $354000.00         | $349905.99         | Corporate Debt Securities |
| COMSTOCK RES INC                              | 2030-01-15      | 5.8750%  | 0.0000% | $36000.00          | $35073.46          | Corporate Debt Securities |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC          | 2032-12-01      | 6.7500%  | 0.0000% | $1700000.00        | $1617660.50        | Corporate Debt Securities |
| DBR LAND HOLDINGS LLC                         | 2030-12-01      | 6.2500%  | 0.0000% | $5000.00           | $5153.98           | Corporate Debt Securities |
| DELEK LOGISTICS PARTNERS LP                   | 2033-06-30      | 7.3750%  | 0.0000% | $1973000.00        | $2013106.16        | Corporate Debt Securities |
| DELUXE CORP                                   | 2029-09-15      | 8.1250%  | 0.0000% | $2600000.00        | $2696566.89        | Corporate Debt Securities |
| DIRECTV FINANCING LLC                         | 2030-02-01      | 8.8750%  | 0.0000% | $1325000.00        | $1334952.96        | Corporate Debt Securities |
| ECHOSTAR CORP                                 | 2029-11-30      | 10.7500% | 0.0000% | $665373.00         | $740183.10         | Corporate Debt Securities |
| ELEMENT SOLUTIONS INC                         | 2028-09-01      | 3.8750%  | 0.0000% | $1262000.00        | $1223949.65        | Corporate Debt Securities |
| ELLUCIAN HOLDINGS INC                         | 2029-12-01      | 6.5000%  | 0.0000% | $183000.00         | $181151.09         | Corporate Debt Securities |
| EMRLD BORROWER LP                             | 2030-12-15      | 6.6250%  | 0.0000% | $2652000.00        | $2737439.34        | Corporate Debt Securities |
| EQUIPMENTSHARECOM INC                         | 2032-05-15      | 8.6250%  | 0.0000% | $200000.00         | $214008.67         | Corporate Debt Securities |
| FMC CORP                                      | 2049-10-01      | 4.5000%  | 0.0000% | $4000000.00        | $2551080.00        | Corporate Debt Securities |
| ELLINGTON FINANCIAL OPERATING PARTNERSHIP LLC | 2030-09-30      | 7.3750%  | 0.0000% | $3000000.00        | $2883000.00        | Corporate Debt Securities |
| FIESTA PURCHASER INC                          | 2032-09-15      | 9.6250%  | 0.0000% | $123000.00         | $125812.74         | Corporate Debt Securities |
| FREEDOM MORTGAGE HOLDINGS LLC                 | 2029-02-01      | 9.2500%  | 0.0000% | $1295000.00        | $1327733.28        | Corporate Debt Securities |
| GFL ENVIRONMENTAL HOLDINGS US INC             | 2034-02-01      | 5.5000%  | 0.0000% | $2000000.00        | $1967336.67        | Corporate Debt Securities |
| GAP INC                                       | 2031-10-01      | 3.8750%  | 0.0000% | $1000000.00        | $915845.00         | Corporate Debt Securities |
| GENESIS ENERGY                                | 2030-04-15      | 8.8750%  | 0.0000% | $2000000.00        | $2161747.22        | Corporate Debt Securities |
| GENMAB A/S                                    | 2033-12-15      | 7.2500%  | 0.0000% | $435000.00         | $462380.59         | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2030-02-21      | 11.2500% | 0.0000% | $3069000.00        | $2875269.38        | Corporate Debt Securities |
| GETTY IMAGES INC                              | 2028-03-01      | 14.0000% | 0.0000% | $4000000.00        | $3846666.67        | Corporate Debt Securities |
| GLOBAL PARTNERS LP                            | 2029-01-15      | 6.8750%  | 0.0000% | $2980000.00        | $3023757.99        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBBER CO                     | 2031-04-30      | 5.2500%  | 0.0000% | $148000.00         | $135286.06         | Corporate Debt Securities |
| GREAT CANADIAN GAMING CORP                    | 2029-11-15      | 8.7500%  | 0.0000% | $340000.00         | $342857.89         | Corporate Debt Securities |
| GULFPORT ENERGY OPERATING CORP                | 2029-09-01      | 6.7500%  | 0.0000% | $642000.00         | $659876.49         | Corporate Debt Securities |
| HARVEST MIDSTREAM I LP                        | 2032-05-15      | 7.5000%  | 0.0000% | $259000.00         | $269420.43         | Corporate Debt Securities |
| HELIX ENERGY SOLUTIONS GROUP INC              | 2029-03-01      | 9.7500%  | 0.0000% | $674000.00         | $711659.75         | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC          | 2034-01-15      | 6.6250%  | 0.0000% | $1874000.00        | $1893051.29        | Corporate Debt Securities |
| ILIAD HOLDING SAS                             | 2032-04-15      | 7.0000%  | 0.0000% | $211000.00         | $217498.33         | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2029-07-31      | 7.7500%  | 0.0000% | $2440000.00        | $2489816.67        | Corporate Debt Securities |
| TREEHOUSE FOODS INC                           | 2033-02-11      | 7.7500%  | 0.0000% | $1010000.00        | $1019760.53        | Corporate Debt Securities |
| ION PLATFORM FINANCE US INC                   | 2032-09-30      | 7.8750%  | 0.0000% | $1800000.00        | $1411776.00        | Corporate Debt Securities |
| KAISER ALUMINUM CORPORATION                   | 2034-03-01      | 5.8750%  | 0.0000% | $418000.00         | $409136.66         | Corporate Debt Securities |
| KENNEDY-WILSON INC                            | 2031-03-01      | 5.0000%  | 0.0000% | $320000.00         | $316904.53         | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC                       | 2035-10-01      | 6.7500%  | 0.0000% | $83000.00          | $87161.21          | Corporate Debt Securities |
| KRONOS ACQUISITION HOLDINGS INC               | 2031-06-30      | 8.2500%  | 0.0000% | $2000000.00        | $1261250.00        | Corporate Debt Securities |
| LCM INVESTMENTS HOLDINGS II LLC               | 2031-08-01      | 8.2500%  | 0.0000% | $405000.00         | $423107.55         | Corporate Debt Securities |
| LBM ACQUISITION LLC                           | 2031-06-15      | 9.5000%  | 0.0000% | $2000000.00        | $1794184.44        | Corporate Debt Securities |
| LIFEPOINT HEALTH INC                          | 2030-08-15      | 9.8750%  | 0.0000% | $129000.00         | $137824.64         | Corporate Debt Securities |
| MPT Opt Partner                               | 2031-03-15      | 3.5000%  | 0.0000% | $173000.00         | $112895.57         | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2032-04-15      | 6.5000%  | 0.0000% | $1891000.00        | $1953766.49        | Corporate Debt Securities |
| BWAY HOLDING CO                               | 2030-04-15      | 7.8750%  | 0.0000% | $672000.00         | $683655.00         | Corporate Debt Securities |
| MELCO RESORTS FINANCE LTD                     | 2032-04-17      | 7.6250%  | 0.0000% | $261000.00         | $273453.90         | Corporate Debt Securities |
| MIDWEST GAMING BORROWER LLC                   | 2029-05-01      | 4.8750%  | 0.0000% | $500000.00         | $492091.25         | Corporate Debt Securities |
| MONEYGRAM INTL INC                            | 2030-06-01      | 9.0000%  | 0.0000% | $3014000.00        | $2190756.04        | Corporate Debt Securities |
| NCL CORPORATION LTD                           | 2032-02-01      | 6.7500%  | 0.0000% | $92000.00          | $91347.72          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2029-02-15      | 8.1250%  | 0.0000% | $52000.00          | $53754.06          | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC                      | 2032-02-15      | 8.3750%  | 0.0000% | $25000.00          | $25873.53          | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2032-11-15      | 7.6250%  | 0.0000% | $3000000.00        | $3138433.75        | Corporate Debt Securities |
| NEPTUNE BIDCO US INC                          | 2031-05-15      | 10.3750% | 0.0000% | $3490000.00        | $3640000.20        | Corporate Debt Securities |
| RITHM CAPITAL CORP                            | 2029-04-01      | 8.0000%  | 0.0000% | $3350000.00        | $3401791.00        | Corporate Debt Securities |
| BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC   | 2032-02-01      | 7.5000%  | 0.0000% | $1000000.00        | $1016010.00        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2028-01-15      | 4.3750%  | 0.0000% | $134000.00         | $133917.96         | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2031-05-15      | 7.5000%  | 0.0000% | $2918000.00        | $2989471.55        | Corporate Debt Securities |
| ORGANON & CO                                  | 2031-04-30      | 5.1250%  | 0.0000% | $200000.00         | $166654.83         | Corporate Debt Securities |
| PBF HOLDING COMPANY LLC                       | 2028-02-15      | 6.0000%  | 0.0000% | $1046000.00        | $1047795.63        | Corporate Debt Securities |
| PAPA JOHNS INTL INC                           | 2029-09-15      | 3.8750%  | 0.0000% | $2000000.00        | $1888724.44        | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2029-08-01      | 4.2500%  | 0.0000% | $171000.00         | $164187.93         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2032-09-15      | 6.1250%  | 0.0000% | $667000.00         | $664933.78         | Corporate Debt Securities |
| PERFORMANCE FOOD GROUP INC                    | 2034-03-01      | 5.6250%  | 0.0000% | $603000.00         | $581184.97         | Corporate Debt Securities |
| PHOENIX AVIATION CAPITAL LTD (SHANNON BRANCH) | 2030-07-15      | 9.2500%  | 0.0000% | $625000.00         | $637023.61         | Corporate Debt Securities |
| PLAYTIKA HOLDING CORP                         | 2029-03-15      | 4.2500%  | 0.0000% | $2300000.00        | $1756530.44        | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2034-10-15      | 6.2500%  | 0.0000% | $2088000.00        | $2080043.56        | Corporate Debt Securities |
| RFNA LP                                       | 2030-02-15      | 7.8750%  | 0.0000% | $326000.00         | $313886.66         | Corporate Debt Securities |
| RAIN CARBON INC                               | 2029-09-01      | 12.2500% | 0.0000% | $3836000.00        | $3998333.13        | Corporate Debt Securities |
| RAILWORKS HOLDINGS LP                         | 2028-11-15      | 8.2500%  | 0.0000% | $2000000.00        | $2053753.33        | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC                | 2030-04-15      | 7.0000%  | 0.0000% | $271200.00         | $278624.85         | Corporate Debt Securities |
| SM ENERGY CO                                  | 2026-09-15      | 6.7500%  | 0.0000% | $302000.00         | $303111.36         | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TRUST                  | 2028-02-15      | 4.7500%  | 0.0000% | $3000000.00        | $2884168.33        | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL             | 2031-05-15      | 4.0000%  | 0.0000% | $4280000.00        | $4040453.16        | Corporate Debt Securities |
| STAR HOLDING LLC                              | 2031-08-01      | 8.7500%  | 0.0000% | $256000.00         | $262334.29         | Corporate Debt Securities |
| SUBURBAN PROPANE PRTNR LP                     | 2031-06-01      | 5.0000%  | 0.0000% | $700000.00         | $666313.67         | Corporate Debt Securities |
| SUMMIT MIDSTREAM HOLDINGS LLC                 | 2029-10-31      | 8.6250%  | 0.0000% | $3110000.00        | $3226098.89        | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2030-12-31      | 6.0000%  | 0.0000% | $416000.00         | $417826.24         | Corporate Debt Securities |
| TALLGRASS ENERGY PARTNERS LP                  | 2029-02-15      | 7.3750%  | 0.0000% | $225000.00         | $232063.56         | Corporate Debt Securities |
| TEAM SERVICES HOLDING INC                     | 2033-02-15      | 9.0000%  | 0.0000% | $2470000.00        | $2419365.00        | Corporate Debt Securities |
| TOUCAN FINCO LTD                              | 2030-05-15      | 9.5000%  | 0.0000% | $700000.00         | $634157.22         | Corporate Debt Securities |
| USI INC                                       | 2032-01-15      | 7.5000%  | 0.0000% | $543000.00         | $556457.35         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2029-05-01      | 4.5000%  | 0.0000% | $73000.00          | $69507.68          | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2030-06-30      | 7.3750%  | 0.0000% | $1500000.00        | $1487876.25        | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2031-07-31      | 8.5000%  | 0.0000% | $593000.00         | $598590.01         | Corporate Debt Securities |
| USA COMPRESSION PARTNERS LP                   | 2029-03-15      | 7.1250%  | 0.0000% | $64000.00          | $65435.95          | Corporate Debt Securities |
| VFH PARENT LLC                                | 2031-06-15      | 7.5000%  | 0.0000% | $2784000.00        | $2910764.80        | Corporate Debt Securities |
| VIKING BAKED GOODS ACQUISITION CORP           | 2031-11-01      | 8.6250%  | 0.0000% | $2000000.00        | $2036175.00        | Corporate Debt Securities |
| VOLTAGRID LLC                                 | 2030-11-01      | 7.3750%  | 0.0000% | $2000000.00        | $2106849.72        | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2030-10-15      | 6.2500%  | 0.0000% | $83000.00          | $85152.35          | Corporate Debt Securities |
| WBI OPERATING LLC                             | 2033-10-15      | 6.5000%  | 0.0000% | $98000.00          | $100139.07         | Corporate Debt Securities |
| WILLIAMS SCOTS                                | 2031-10-01      | 7.3750%  | 0.0000% | $376000.00         | $397283.48         | Corporate Debt Securities |
| WINDSOR HOLDINGS III LLC                      | 2030-06-15      | 8.5000%  | 0.0000% | $135000.00         | $142762.20         | Corporate Debt Securities |
| UNITI SERVICES LLC                            | 2031-10-01      | 8.2500%  | 0.0000% | $1113000.00        | $1202351.64        | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2028-12-01      | 9.0000%  | 0.0000% | $376000.00         | $371187.20         | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD                     | 2026-04-20      | 5.5000%  | 0.0000% | $7000000.00        | $589800.87         | Corporate Debt Securities |
| ADVANCE AUTO PARTS INC                        | 2030-04-15      | 3.9000%  | 0.0000% | $77000.00          | $71479.36          | Corporate Debt Securities |
| ADVANTAGE SALES & MARKETING INC               | 2030-11-15      | 9.0000%  | 0.0000% | $2603617.00        | $1952712.76        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2031-03-31      | 5.5000%  | 0.0000% | $1000000.00        | $1002511.67        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2034-03-31      | 5.7500%  | 0.0000% | $2000000.00        | $1971801.67        | Corporate Debt Securities |
| ALBERTSONS COMPANIES INC                      | 2032-03-31      | 5.6250%  | 0.0000% | $1000000.00        | $985278.75         | Corporate Debt Securities |
| ATI INC                                       | 2027-12-01      | 5.8750%  | 0.0000% | $2000000.00        | $2036266.67        | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC             | 2029-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $974000.00         | Corporate Debt Securities |
| AMERICAN AXLE & MANUFACTURING INC             | 2032-10-15      | 6.3750%  | 0.0000% | $3000000.00        | $3039002.50        | Corporate Debt Securities |
| ARDONAGH FINCO LTD                            | 2031-02-15      | 7.7500%  | 0.0000% | $900000.00         | $922456.00         | Corporate Debt Securities |
| ASCENT RESOURCES UTICA HOLDINGS LLC           | 2027-11-01      | 9.0000%  | 0.0000% | $3000000.00        | $3600000.00        | Corporate Debt Securities |
| ASURION LLC                                   | 2032-12-31      | 8.0000%  | 0.0000% | $1255000.00        | $1322452.07        | Corporate Debt Securities |
| ATLANTICUS HOLDINGS CORP                      | 2030-09-01      | 9.7500%  | 0.0000% | $296000.00         | $266611.64         | Corporate Debt Securities |
| AVIANCA MIDCO 2 PLC                           | 2030-02-14      | 9.6250%  | 0.0000% | $4038000.00        | $3775796.40        | Corporate Debt Securities |
| B&G FOODS INC                                 | 2027-09-15      | 5.2500%  | 0.0000% | $2000000.00        | $1932106.67        | Corporate Debt Securities |
| BEACH ACQUISITION BIDCO LLC                   | 2033-07-15      | 10.0000% | 0.0000% | $2002000.00        | $2168435.16        | Corporate Debt Securities |
| BLACK PEARL COMPUTE LLC                       | 2031-02-15      | 6.1250%  | 0.0000% | $1000000.00        | $1019156.94        | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC.                     | 2031-03-01      | 10.2500% | 0.0000% | $4000000.00        | $3674351.11        | Corporate Debt Securities |
| BLUE RACER MIDSTREAM LLC                      | 2029-07-15      | 7.0000%  | 0.0000% | $1052000.00        | $1100736.82        | Corporate Debt Securities |
| BOMBARDIER INC                                | 2033-06-15      | 6.7500%  | 0.0000% | $1000000.00        | $1049145.00        | Corporate Debt Securities |
| BRANDYWINE OPERATING PARTNERSHIP              | 2031-01-15      | 6.1250%  | 0.0000% | $1000000.00        | $899210.56         | Corporate Debt Securities |
| BRISTOW GROUP INC                             | 2033-02-01      | 6.7500%  | 0.0000% | $1000000.00        | $1017277.50        | Corporate Debt Securities |
| BUCKEYE PARTNERS                              | 2043-11-15      | 5.8500%  | 0.0000% | $3225000.00        | $2974772.25        | Corporate Debt Securities |
| BUCKEYE PARTNERS                              | 2028-03-01      | 4.5000%  | 0.0000% | $660000.00         | $650304.60         | Corporate Debt Securities |
| CHURCHILL DOWNS INC                           | 2030-04-01      | 5.7500%  | 0.0000% | $699000.00         | $706758.90         | Corporate Debt Securities |
| CNX MIDSTREAM PARTNERS LP                     | 2030-04-15      | 4.7500%  | 0.0000% | $1000000.00        | $972282.78         | Corporate Debt Securities |
| CQP HOLDCO LP                                 | 2031-06-15      | 5.5000%  | 0.0000% | $1164000.00        | $1148163.13        | Corporate Debt Securities |
| CALUMET SPE                                   | 2031-02-15      | 9.7500%  | 0.0000% | $246000.00         | $263974.19         | Corporate Debt Securities |
| CARNIVAL CORP                                 | 2031-06-15      | 5.8750%  | 0.0000% | $9000.00           | $9166.31           | Corporate Debt Securities |
| CARPENTER TECH CORP                           | 2034-03-01      | 5.6250%  | 0.0000% | $1000000.00        | $984657.50         | Corporate Debt Securities |
| CENTENE CORP                                  | 2030-10-15      | 3.0000%  | 0.0000% | $1400000.00        | $1239564.67        | Corporate Debt Securities |
| CENTENE CORP                                  | 2028-07-15      | 2.4500%  | 0.0000% | $1600000.00        | $1495267.56        | Corporate Debt Securities |
| CHART INDUSTRIES                              | 2031-01-01      | 9.5000%  | 0.0000% | $1500000.00        | $1608975.00        | Corporate Debt Securities |
| CHEMOURS COMPANY                              | 2033-01-15      | 8.0000%  | 0.0000% | $1000000.00        | $1007238.89        | Corporate Debt Securities |
| CIPHER COMPUTE LLC                            | 2030-11-15      | 7.1250%  | 0.0000% | $973000.00         | $1026536.89        | Corporate Debt Securities |
| CITIGROUP INC                                 | 2079-12-31      | 7.2000%  | 0.0000% | $476000.00         | $486386.32         | Corporate Debt Securities |
| SM ENERGY CO                                  | 2030-11-01      | 8.6250%  | 0.0000% | $448000.00         | $487982.88         | Corporate Debt Securities |
| CLARIOS US FINANCE COMPANY INC                | 2028-05-15      | 6.7500%  | 0.0000% | $839000.00         | $867718.97         | Corporate Debt Securities |
| CLARIOS GLOBAL LP                             | 2032-09-15      | 6.7500%  | 0.0000% | $684000.00         | $687461.04         | Corporate Debt Securities |
| CLEAN HARBORS INC                             | 2033-10-15      | 5.7500%  | 0.0000% | $1000000.00        | $1021782.22        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HOLDINGS INC           | 2029-04-15      | 6.6250%  | 0.0000% | $702000.00         | $702511.48         | Corporate Debt Securities |
| CONDUENT BUSINESS SERVICES LLC                | 2029-11-01      | 6.0000%  | 0.0000% | $3100000.00        | $2177595.00        | Corporate Debt Securities |
| CREDIT ACCEP CORP                             | 2030-03-15      | 6.6250%  | 0.0000% | $1325000.00        | $1284341.64        | Corporate Debt Securities |
| DAVITA INC                                    | 2033-07-15      | 6.7500%  | 0.0000% | $3420000.00        | $3503584.80        | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC                  | 2029-05-15      | 4.1250%  | 0.0000% | $2000000.00        | $1816166.67        | Corporate Debt Securities |
| DISH DBS CORP                                 | 2026-12-01      | 5.2500%  | 0.0000% | $2000000.00        | $2012880.00        | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                   | 2029-04-15      | 6.6250%  | 0.0000% | $1000000.00        | $996798.61         | Corporate Debt Securities |
| RR DONNELLEY & SONS COMPANY                   | 2029-08-01      | 9.5000%  | 0.0000% | $577000.00         | $589707.46         | Corporate Debt Securities |
| DOTDASH MEREDITH INC                          | 2032-06-15      | 7.6250%  | 0.0000% | $2300000.00        | $2164786.19        | Corporate Debt Securities |
| EFESTO BIDCO SPA                              | 2032-02-15      | 7.5000%  | 0.0000% | $952000.00         | $952261.80         | Corporate Debt Securities |
| EG GLOBAL FINANCE PLC                         | 2028-11-30      | 12.0000% | 0.0000% | $1200000.00        | $1328892.00        | Corporate Debt Securities |
| ENERGIZER HOLDINGS INC                        | 2029-03-31      | 4.3750%  | 0.0000% | $1006000.00        | $952641.76         | Corporate Debt Securities |
| ENERSYS                                       | 2027-12-15      | 4.3750%  | 0.0000% | $2226000.00        | $2229721.75        | Corporate Debt Securities |
| ENERSYS                                       | 2032-01-15      | 6.6250%  | 0.0000% | $857000.00         | $882321.02         | Corporate Debt Securities |
| ESAB CORP                                     | 2031-04-01      | 5.6250%  | 0.0000% | $650000.00         | $648908.81         | Corporate Debt Securities |
| FAIR ISAAC CORP                               | 2033-05-15      | 6.0000%  | 0.0000% | $3161000.00        | $3135353.75        | Corporate Debt Securities |
| FAIR ISAAC CORP                               | 2034-09-15      | 6.2500%  | 0.0000% | $400000.00         | $390235.89         | Corporate Debt Securities |
| MACYS RETAIL HOLDINGS LLC                     | 2037-03-15      | 6.3750%  | 0.0000% | $2469000.00        | $2213614.87        | Corporate Debt Securities |
| FIVE POINT OPERATING COMPANY LP               | 2030-10-01      | 8.0000%  | 0.0000% | $1000000.00        | $1030523.33        | Corporate Debt Securities |
| FOCUS FINANCIAL PARTNERS LLC                  | 2031-09-15      | 6.7500%  | 0.0000% | $197000.00         | $195851.49         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY LLC                 | 2028-03-20      | 5.6597%  | 0.0000% | $2400000.00        | $2407797.20        | Corporate Debt Securities |
| GEO GROUP INC                                 | 2029-04-15      | 8.6250%  | 0.0000% | $3000000.00        | $3215042.50        | Corporate Debt Securities |
| GFL ENVIRONMENTAL INC                         | 2029-06-15      | 4.7500%  | 0.0000% | $2000000.00        | $1984552.22        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2032-05-15      | 7.8750%  | 0.0000% | $3641000.00        | $3844349.85        | Corporate Debt Securities |
| GENESIS ENERGY                                | 2034-03-15      | 6.7500%  | 0.0000% | $3931000.00        | $3903021.11        | Corporate Debt Securities |
| GOEASY LTD                                    | 2026-05-01      | 4.3750%  | 0.0000% | $750000.00         | $753231.88         | Corporate Debt Securities |
| GOTO GROUP INC                                | 2028-05-01      | 5.5000%  | 0.0000% | $5000000.00        | $3935416.67        | Corporate Debt Securities |
| GRAHAM HOLDINGS CO                            | 2033-12-01      | 5.6250%  | 0.0000% | $3000000.00        | $2966681.25        | Corporate Debt Securities |
| GRUBHUB HOLDINGS INC                          | 2030-07-31      | 6.0000%  | 0.0000% | $5000000.00        | $3948100.00        | Corporate Debt Securities |
| HERC HOLDINGS INC                             | 2031-03-15      | 5.7500%  | 0.0000% | $2135000.00        | $2094425.51        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                  | 2030-02-15      | 4.2500%  | 0.0000% | $269000.00         | $259082.12         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP                  | 2030-10-15      | 5.5000%  | 0.0000% | $2050000.00        | $2074438.28        | Corporate Debt Securities |
| HILCORP ENERGY I LP                           | 2031-02-01      | 6.0000%  | 0.0000% | $20000.00          | $19549.00          | Corporate Debt Securities |
| HOLOGIC INC                                   | 2029-02-15      | 3.2500%  | 0.0000% | $4036000.00        | $4048684.25        | Corporate Debt Securities |
| HOWARD HUGHES CORP                            | 2034-03-01      | 6.1250%  | 0.0000% | $3650000.00        | $3498912.31        | Corporate Debt Securities |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC          | 2032-07-15      | 7.3750%  | 0.0000% | $111000.00         | $115804.02         | Corporate Debt Securities |
| HOWDEN UK REFINANCE 2 PLC                     | 2032-02-15      | 8.1250%  | 0.0000% | $1561000.00        | $1468045.49        | Corporate Debt Securities |
| HOWDEN UK REFINANCE PLC                       | 2031-02-15      | 7.2500%  | 0.0000% | $1600000.00        | $1615302.22        | Corporate Debt Securities |
| HUNTSMAN INTERNATIONAL LLC                    | 2029-05-01      | 4.5000%  | 0.0000% | $3000000.00        | $2811330.00        | Corporate Debt Securities |
| ILIAD HOLDING SAS                             | 2031-04-15      | 8.5000%  | 0.0000% | $729000.00         | $790975.53         | Corporate Debt Securities |
| ITT HOLDINGS LLC                              | 2029-08-01      | 6.5000%  | 0.0000% | $1270000.00        | $1240171.93        | Corporate Debt Securities |
| ICAHN ENTERPRISES LP                          | 2029-01-15      | 9.7500%  | 0.0000% | $3294000.00        | $3275235.18        | Corporate Debt Securities |
| IHEARTCOMMUNICATIONS INC                      | 2030-08-15      | 7.7500%  | 0.0000% | $5000000.00        | $4008263.89        | Corporate Debt Securities |
| ING GROEP NV                                  | 2079-12-31      | 3.8750%  | 0.0000% | $1750000.00        | $1702384.69        | Corporate Debt Securities |
| INGLES MKTS INC                               | 2031-06-15      | 4.0000%  | 0.0000% | $857000.00         | $803992.65         | Corporate Debt Securities |
| INVERSION ESCROW ISSUER LLC                   | 2032-08-01      | 6.7500%  | 0.0000% | $590000.00         | $574919.60         | Corporate Debt Securities |
| IRON MOUNTAIN INC                             | 2032-07-15      | 5.6250%  | 0.0000% | $857000.00         | $836650.54         | Corporate Debt Securities |
| JANE STREET GROUP LLC                         | 2032-11-01      | 6.1250%  | 0.0000% | $680000.00         | $684808.17         | Corporate Debt Securities |
| K HOVNANIAN ENTERPRISES INC                   | 2033-10-01      | 8.3750%  | 0.0000% | $2033000.00        | $2078235.94        | Corporate Debt Securities |
| CATURUS ENERGY LLC                            | 2030-02-15      | 8.5000%  | 0.0000% | $623000.00         | $651963.96         | Corporate Debt Securities |
| KIOXIA HOLDINGS CORP                          | 2030-07-24      | 6.2500%  | 0.0000% | $1711000.00        | $1754565.39        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC                   | 2032-04-15      | 7.8750%  | 0.0000% | $335000.00         | $350809.49         | Corporate Debt Securities |
| LIGHTNING POWER LLC                           | 2032-08-15      | 7.2500%  | 0.0000% | $1500000.00        | $1568270.83        | Corporate Debt Securities |
| MATADOR RESOURCES CO                          | 2034-04-15      | 6.0000%  | 0.0000% | $2469000.00        | $2448811.81        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC                   | 2030-08-01      | 4.1250%  | 0.0000% | $650000.00         | $602735.25         | Corporate Debt Securities |
| BWAY HOLDING CO                               | 2030-04-15      | 9.2500%  | 0.0000% | $1000000.00        | $952948.06         | Corporate Debt Securities |
| MERLIN ENTERTAINMENTS GROUP US HOLDINGS INC   | 2031-02-15      | 7.3750%  | 0.0000% | $400000.00         | $335773.44         | Corporate Debt Securities |
| METHANEX US OPERATIONS INC                    | 2032-03-15      | 6.2500%  | 0.0000% | $2057000.00        | $2099081.65        | Corporate Debt Securities |
| NABORS INDUSTRIES INC                         | 2031-08-15      | 8.8750%  | 0.0000% | $2000000.00        | $2086420.56        | Corporate Debt Securities |
| NASSAU COMPANIES OF NEW YORK                  | 2030-07-15      | 7.8750%  | 0.0000% | $384000.00         | $356154.24         | Corporate Debt Securities |
| NEW FLYER HOLDINGS INC                        | 2030-07-01      | 9.2500%  | 0.0000% | $1699000.00        | $1842370.12        | Corporate Debt Securities |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC           | 2030-09-30      | 6.1250%  | 0.0000% | $446000.00         | $426371.54         | Corporate Debt Securities |
| NOVA CHEMICALS CORP                           | 2028-11-15      | 8.5000%  | 0.0000% | $1000000.00        | $1070351.11        | Corporate Debt Securities |
| NUSTAR LOGISTICS LP                           | 2030-10-01      | 6.3750%  | 0.0000% | $1060000.00        | $1126615.70        | Corporate Debt Securities |
| OLYMPUS WATER US HOLDING CORP                 | 2031-06-15      | 7.2500%  | 0.0000% | $596000.00         | $600279.28         | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2029-02-15      | 3.5000%  | 0.0000% | $2243000.00        | $2146712.99        | Corporate Debt Securities |
| 1011778 BC UNLIMITED LIABILITY CO             | 2029-06-15      | 6.1250%  | 0.0000% | $1781000.00        | $1832995.80        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2032-09-15      | 7.1250%  | 0.0000% | $3793000.00        | $3707493.14        | Corporate Debt Securities |
| ONEMAIN FINANCE CORP                          | 2030-05-15      | 6.1250%  | 0.0000% | $1000000.00        | $993878.89         | Corporate Debt Securities |
| OPEN TEXT INC                                 | 2030-02-15      | 4.1250%  | 0.0000% | $4000000.00        | $3560123.33        | Corporate Debt Securities |
| ORGANON & CO                                  | 2034-05-15      | 7.8750%  | 0.0000% | $3000000.00        | $2541840.00        | Corporate Debt Securities |
| PATRICK IND                                   | 2029-05-01      | 4.7500%  | 0.0000% | $1235000.00        | $1215155.61        | Corporate Debt Securities |
| PETCO HEALTH AND WELLNESS COMPANY INC         | 2031-02-01      | 8.2500%  | 0.0000% | $2000000.00        | $2009521.67        | Corporate Debt Securities |
| POST HOLDINGS INC                             | 2030-04-15      | 4.6250%  | 0.0000% | $87000.00          | $85222.28          | Corporate Debt Securities |
| QNITY ELECTRONICS INC                         | 2032-08-15      | 5.7500%  | 0.0000% | $83000.00          | $83178.22          | Corporate Debt Securities |
| RXO INC                                       | 2031-05-15      | 6.3750%  | 0.0000% | $1000000.00        | $957840.42         | Corporate Debt Securities |
| RAND PARENT LLC                               | 2030-02-15      | 8.5000%  | 0.0000% | $3200000.00        | $3306563.56        | Corporate Debt Securities |
| ROCKIES EXPRESS PIPELINE LLC                  | 2030-05-15      | 4.8000%  | 0.0000% | $920000.00         | $893911.87         | Corporate Debt Securities |
| SM ENERGY CO                                  | 2029-08-01      | 6.7500%  | 0.0000% | $1900000.00        | $1940204.00        | Corporate Debt Securities |
| SM ENERGY CO                                  | 2034-04-15      | 6.6250%  | 0.0000% | $603000.00         | $600942.93         | Corporate Debt Securities |
| SS&C TECH INC                                 | 2032-06-01      | 6.5000%  | 0.0000% | $3368000.00        | $3427299.25        | Corporate Debt Securities |
| SABRE GLBL INC                                | 2029-11-15      | 10.7500% | 0.0000% | $2000000.00        | $1762422.22        | Corporate Debt Securities |
| MATIV HOLDINGS INC                            | 2029-10-01      | 8.0000%  | 0.0000% | $3190000.00        | $3070087.90        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD       | 2029-06-01      | 4.0910%  | 0.0000% | $2814000.00        | $2756134.78        | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD       | 2031-07-15      | 8.5000%  | 0.0000% | $2010000.00        | $2141081.03        | Corporate Debt Securities |
| SERVICE CORPORATION INTERNATIONAL             | 2032-10-15      | 5.7500%  | 0.0000% | $2000000.00        | $2033767.78        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC                           | 2028-07-15      | 4.0000%  | 0.0000% | $86000.00          | $83474.56          | Corporate Debt Securities |
| SIX FLAGS ENTERTAINMENT CORP                  | 2032-05-01      | 6.6250%  | 0.0000% | $2098000.00        | $2141500.28        | Corporate Debt Securities |
| SOLSTICE ADVANCED MATERIALS INC               | 2033-09-30      | 5.6250%  | 0.0000% | $1113000.00        | $1094401.77        | Corporate Debt Securities |
| STARWOOD PROPERTY TRUST INC                   | 2030-10-15      | 6.5000%  | 0.0000% | $1389000.00        | $1442715.72        | Corporate Debt Securities |
| STONEPEAK NILE PARENT LLC                     | 2032-03-15      | 7.2500%  | 0.0000% | $1545000.00        | $1602879.13        | Corporate Debt Securities |
| SUNOCO LP                                     | 2032-05-01      | 7.2500%  | 0.0000% | $1832000.00        | $1944976.39        | Corporate Debt Securities |
| SUNOCO LP                                     | 2031-03-15      | 5.6250%  | 0.0000% | $1000000.00        | $991350.00         | Corporate Debt Securities |
| TRI POINTE HOMES INC (DELAWARE)               | 2027-06-01      | 5.2500%  | 0.0000% | $2800000.00        | $2835896.00        | Corporate Debt Securities |
| TOLL ROAD INVESTORS PARTNERSHIP II LP         | 2027-02-15      | 0.0000%  | 0.0000% | $3000000.00        | $2850480.00        | Corporate Debt Securities |
| TOLL ROAD INVESTORS PARTNERSHIP II LP         | 2029-02-15      | 0.0000%  | 0.0000% | $2000000.00        | $1669760.00        | Corporate Debt Securities |
| TOPBUILD CORP                                 | 2034-01-31      | 5.6250%  | 0.0000% | $2000000.00        | $1995485.00        | Corporate Debt Securities |
| TRANSDIGM INC                                 | 2028-08-15      | 6.7500%  | 0.0000% | $2796000.00        | $2848522.86        | Corporate Debt Securities |
| TRINET GROUP INC                              | 2031-08-15      | 7.1250%  | 0.0000% | $1904000.00        | $1867660.57        | Corporate Debt Securities |
| US FOODS INC                                  | 2029-02-15      | 4.7500%  | 0.0000% | $3334000.00        | $3284654.95        | Corporate Debt Securities |
| US FOODS INC                                  | 2033-04-15      | 5.7500%  | 0.0000% | $2114000.00        | $2147832.22        | Corporate Debt Securities |
| UWM HOLDINGS LLC                              | 2031-03-15      | 6.2500%  | 0.0000% | $700000.00         | $633855.44         | Corporate Debt Securities |
| UNISYS CORP                                   | 2031-01-15      | 10.6250% | 0.0000% | $1000000.00        | $884780.56         | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC                  | 2028-08-15      | 8.0000%  | 0.0000% | $1777000.00        | $1815991.33        | Corporate Debt Securities |
| VAIL RESORTS INC                              | 2032-05-15      | 6.5000%  | 0.0000% | $3000000.00        | $3093796.67        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG LLC            | 2033-05-01      | 7.5000%  | 0.0000% | $1290000.00        | $1454410.50        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS LLC             | 2030-01-15      | 6.2500%  | 0.0000% | $2000.00           | $2065.05           | Corporate Debt Securities |
| VERSANT MEDIA GROUP INC                       | 2031-01-30      | 7.2500%  | 0.0000% | $501000.00         | $525484.43         | Corporate Debt Securities |
| TK ELEVATOR US NEWCO INC                      | 2027-07-15      | 5.2500%  | 0.0000% | $647000.00         | $651641.15         | Corporate Debt Securities |
| VIAVI SOLUTIONS INC                           | 2029-10-01      | 3.7500%  | 0.0000% | $2383000.00        | $2256867.81        | Corporate Debt Securities |
| WABASH NATIONAL CORPORATION                   | 2028-10-15      | 4.5000%  | 0.0000% | $2500000.00        | $2229500.00        | Corporate Debt Securities |
| WASTE PRO USA INC                             | 2033-02-01      | 7.0000%  | 0.0000% | $941000.00         | $954697.82         | Corporate Debt Securities |
| WEATHERFORD INTERNATIONAL LTD                 | 2033-10-15      | 6.7500%  | 0.0000% | $501000.00         | $525650.45         | Corporate Debt Securities |
| WYNDHAM HOTELS & RESORTS INC                  | 2033-03-01      | 5.6250%  | 0.0000% | $800000.00         | $784034.00         | Corporate Debt Securities |
| YUM! BRANDS INC.                              | 2032-01-31      | 4.6250%  | 0.0000% | $609000.00         | $591792.71         | Corporate Debt Securities |
| ZF NORTH AMERICA CAPITAL INC                  | 2028-04-14      | 6.8750%  | 0.0000% | $3000000.00        | $3132607.08        | Corporate Debt Securities |
| POINSETTIA FINANCE LIMITED SARL               | 2031-06-17      | 6.6250%  | 0.0000% | $900000.00         | $623455.52         | Corporate Debt Securities |

### Security 294: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** TRI-PARTY GOLDMAN SACHS & CO. LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYD0ESQN6
- **C.18 - Value (incl. sponsor support):** $32500000.00
- **C.18.a - Value (excl. sponsor support):** $32500000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **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                  EXT JR SB GLBL67        | 2067-05-15      | 6.5000%  | 0.0000% | $18018000.00       | $18776297.54       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55        | 2055-02-15      | 7.0000%  | 0.0000% | $390000.00         | $404182.13         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -C 55        | 2055-05-15      | 6.7000%  | 0.0000% | $273000.00         | $282249.54         | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 56        | 2056-07-15      | 5.7500%  | 0.0000% | $3809000.00        | $3812313.83        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29        | 2029-12-15      | 0.0000%  | 0.0000% | $4408000.00        | $881.60            | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55        | 2055-03-31      | 6.3750%  | 0.0000% | $3279000.00        | $3321823.74        | Corporate Debt Securities |
| ALLSTATE CORP                  SUB GLBL B DB 53        | 2053-08-15      | 6.8521%  | 0.0000% | $20000.00          | $20148.70          | Corporate Debt Securities |
| AMERICAN AIRLINES PASS 2025-1A A      20391111 4.90000 | 2039-11-11      | 4.9000%  | 0.0000% | $28000.00          | $28441.38          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54        | 2054-12-15      | 7.0500%  | 0.0000% | $230000.00         | $240954.52         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54        | 2054-12-15      | 6.9500%  | 0.0000% | $82000.00          | $88098.66          | Corporate Debt Securities |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29          | 2029-07-01      | 0.0000%  | 0.0000% | $2000.00           | $295.00            | Corporate Debt Securities |
| EVERSOURCE ENERGY              JR SB A NT6.1%56        | 2056-08-15      | 6.1000%  | 0.0000% | $6129000.00        | $6041726.45        | Corporate Debt Securities |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27          | 2027-06-30      | 0.0000%  | 0.0000% | $5.00              | $2.40              | Corporate Debt Securities |
| PECF USS INTER HLDG III CORP   SR 144A NT 8%29         | 2029-11-15      | 0.0000%  | 0.0000% | $96000.00          | $637.25            | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  FR 8.45%062938          | 2038-06-29      | 8.4500%  | 0.0000% | $464000.00         | $505256.30         | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 39           | 2039-01-08      | 8.1250%  | 0.0000% | $564000.00         | $603329.21         | Corporate Debt Securities |

### Security 295: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $821000000.00
- **C.18.a - Value (excl. sponsor support):** $821000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-10-20      | 3.5000%  | 0.0000% | $500000.00         | $57907.67          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 2.0000%  | 0.0000% | $1247738880.00     | $673614508.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 4.5000%  | 0.0000% | $136150000.00      | $126362528.55      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-12-20      | 5.1250%  | 0.0000% | $43964991.00       | $635972.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-10-20      | 2.0000%  | 0.0000% | $3865270.00        | $2207235.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.5000%  | 0.0000% | $500000.00         | $177939.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-07-15      | 2.5000%  | 0.0000% | $4590280.00        | $1757259.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1639330.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-01-20      | 7.5000%  | 0.0000% | $18413279.00       | $17554666.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2064-04-20      | 7.5000%  | 0.0000% | $1259580.00        | $836198.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $141485.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 3.0000%  | 0.0000% | $413625.00         | $365536.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | 0.0000% | $2822124.00        | $2998363.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | 0.0000% | $1349560.00        | $1422873.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-01-20      | 1.5000%  | 0.0000% | $47291.00          | $36894.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.5000%  | 0.0000% | $5153520.00        | $5277018.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5426.06           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2030-12-15      | 6.5000%  | 0.0000% | $15468038.00       | $29440.51          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.3750%  | 0.0000% | $6705902.00        | $154768.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 2.5000%  | 0.0000% | $325000.00         | $183641.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $1866325.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-11-15      | 2.5000%  | 0.0000% | $1130604.00        | $94679.43          | Agency Mortgage-Backed Securities |

### Security 296: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD4AZ9S4
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| UBS GROUP AG                               | 2029-01-12      | 3.8690%  | 0.0000% | $1095000.00        | $1090598.43        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC          | 2038-04-15      | 7.5500%  | 0.0000% | $25281000.00       | $30682131.16       | Corporate Debt Securities |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP   | 2028-09-15      | 4.7000%  | 0.0000% | $2811000.00        | $2822971.74        | Corporate Debt Securities |
| CITIGROUP INC                              | 2028-07-25      | 4.1250%  | 0.0000% | $660000.00         | $658529.85         | Corporate Debt Securities |
| GLOBAL ATLANTIC (FIN) CO                   | 2031-06-15      | 3.1250%  | 0.0000% | $160000.00         | $141323.42         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2028-03-15      | 3.6150%  | 0.0000% | $1841000.00        | $1828290.96        | Corporate Debt Securities |
| MASTEC INC.                                | 2028-08-15      | 4.5000%  | 0.0000% | $47000.00          | $46623.06          | Corporate Debt Securities |
| MCDONALDS CORP                             | 2027-07-01      | 3.5000%  | 0.0000% | $341000.00         | $340716.97         | Corporate Debt Securities |
| MERCK & CO INC                             | 2043-05-18      | 4.1500%  | 0.0000% | $145000.00         | $124147.83         | Corporate Debt Securities |
| NRG ENERGY INC                             | 2033-03-15      | 7.0000%  | 0.0000% | $1288000.00        | $1395768.39        | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2079-12-31      | 6.2500%  | 0.0000% | $25813000.00       | $26127524.23       | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION               | 2048-02-28      | 4.1500%  | 0.0000% | $532000.00         | $421596.26         | Corporate Debt Securities |
| AGREE LP                                   | 2032-10-01      | 4.8000%  | 0.0000% | $177000.00         | $178920.45         | Corporate Debt Securities |
| APTARGROUP INC                             | 2032-03-15      | 3.6000%  | 0.0000% | $465000.00         | $431943.15         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND                 | 2031-01-15      | 5.1500%  | 0.0000% | $14676000.00       | $13992424.53       | Corporate Debt Securities |
| BAT CAPITAL CORP                           | 2043-08-02      | 7.0790%  | 0.0000% | $821000.00         | $907657.94         | Corporate Debt Securities |
| BANK OZK                                   | 2031-10-01      | 2.7500%  | 0.0000% | $115000.00         | $111003.75         | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE           | 2079-12-31      | 3.7500%  | 0.0000% | $507000.00         | $496979.57         | Corporate Debt Securities |
| CSX CORP                                   | 2046-11-01      | 3.8000%  | 0.0000% | $570000.00         | $443108.50         | Corporate Debt Securities |
| CAIXABANK SA                               | 2034-09-13      | 6.8400%  | 0.0000% | $2206000.00        | $2403216.40        | Corporate Debt Securities |
| ENERGY TRANSFER LP                         | 2031-02-01      | 7.3750%  | 0.0000% | $1886000.00        | $1975003.48        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP           | 2040-11-15      | 7.5000%  | 0.0000% | $5099000.00        | $6022445.90        | Corporate Debt Securities |
| ENEL FINANCE INTERNATIONAL NV              | 2055-09-30      | 5.7500%  | 0.0000% | $21232000.00       | $19708816.32       | Corporate Debt Securities |
| ENGIE ENERGIA CHILE SA                     | 2034-04-17      | 6.3750%  | 0.0000% | $3063000.00        | $3266449.57        | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HOLDINGS LLC       | 2028-05-01      | 5.0000%  | 0.0000% | $30234000.00       | $30863875.00       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2027-09-10      | 1.5420%  | 0.0000% | $154000.00         | $152116.50         | Corporate Debt Securities |
| GULFSTREAM NATURAL GAS SYSTEM LL           | 2035-07-23      | 5.6000%  | 0.0000% | $49854000.00       | $50840001.33       | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                 | 2030-06-05      | 5.8500%  | 0.0000% | $4591000.00        | $4560148.48        | Corporate Debt Securities |
| LIBERTY MUTUAL GROUP INC                   | 2050-10-15      | 3.9510%  | 0.0000% | $3684000.00        | $2721070.55        | Corporate Debt Securities |
| MORGAN STANLEY                             | 2041-01-18      | 5.3140%  | 0.0000% | $612000.00         | $594331.80         | Corporate Debt Securities |
| MORGAN STANLEY                             | 2027-04-23      | 3.9500%  | 0.0000% | $22211000.00       | $22459676.82       | Corporate Debt Securities |
| NIAGARA ENERGY SAC                         | 2034-10-03      | 5.7460%  | 0.0000% | $1529000.00        | $1525758.52        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                    | 2052-09-16      | 5.7830%  | 0.0000% | $9588000.00        | $9175328.48        | Corporate Debt Securities |
| NORTHERN STAR RESOURCES LTD                | 2033-04-11      | 6.1250%  | 0.0000% | $1195000.00        | $1265557.12        | Corporate Debt Securities |
| OGLETHORPE POWER CORP                      | 2048-10-01      | 5.0500%  | 0.0000% | $255000.00         | $227947.05         | Corporate Debt Securities |
| OHIO POWER CO                              | 2051-10-01      | 2.9000%  | 0.0000% | $382000.00         | $233111.68         | Corporate Debt Securities |
| BLUE OWL CAPITAL CORP                      | 2027-04-13      | 3.1250%  | 0.0000% | $98000.00          | $96440.17          | Corporate Debt Securities |
| PARKVIEW HEALTH SYSTEM INC                 | 2050-11-01      | 3.4520%  | 0.0000% | $2460000.00        | $1781368.00        | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY    | 2053-03-15      | 5.1250%  | 0.0000% | $15847000.00       | $14445456.10       | Corporate Debt Securities |
| SANTOS FINANCE LTD.                        | 2031-04-29      | 3.6490%  | 0.0000% | $13982000.00       | $13265099.36       | Corporate Debt Securities |
| STARBUCKS CORP                             | 2033-02-15      | 4.8000%  | 0.0000% | $539000.00         | $539120.38         | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC | 2041-08-15      | 5.4000%  | 0.0000% | $7509000.00        | $7222606.74        | Corporate Debt Securities |
| WISCONSIN POWER AND LIGHT COMPANY          | 2031-09-16      | 1.9500%  | 0.0000% | $543000.00         | $470326.24         | Corporate Debt Securities |
| COLUMBIA PIPELINES HOLDING COMPANY LLC     | 2026-08-15      | 6.0550%  | 0.0000% | $15000.00          | $15177.40          | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO 2401            | 2032-01-23      | 7.7000%  | 0.0000% | $34271000.00       | $37115302.61       | Corporate Debt Securities |
| AEP TEXAS INC                              | 2051-05-15      | 3.4500%  | 0.0000% | $978000.00         | $654285.26         | Corporate Debt Securities |
| AETNA INC                                  | 2042-11-15      | 4.1250%  | 0.0000% | $286000.00         | $223753.05         | Corporate Debt Securities |
| AGREE LP                                   | 2033-06-15      | 2.6000%  | 0.0000% | $313000.00         | $267194.19         | Corporate Debt Securities |
| ARIZONA PUBLIC SERVICE COMPANY             | 2031-12-15      | 2.2000%  | 0.0000% | $856000.00         | $746798.18         | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                    | 2032-02-15      | 5.0000%  | 0.0000% | $303000.00         | $304881.29         | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARIA SA         | 2035-03-13      | 6.0330%  | 0.0000% | $200000.00         | $207711.30         | Corporate Debt Securities |
| COTERRA ENERGY INC                         | 2035-02-15      | 5.4000%  | 0.0000% | $1482000.00        | $1492477.74        | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC               | 2030-02-06      | 2.5000%  | 0.0000% | $3864000.00        | $3567822.25        | Corporate Debt Securities |
| COX COMMUNICATIONS INC                     | 2031-06-15      | 2.6000%  | 0.0000% | $43323000.00       | $38576339.57       | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                     | 2030-02-01      | 4.3500%  | 0.0000% | $1121000.00        | $1115585.57        | Corporate Debt Securities |
| DUKE ENERGY OHIO INC                       | 2049-02-01      | 4.3000%  | 0.0000% | $598000.00         | $478894.35         | Corporate Debt Securities |
| GLOBE LIFE INC                             | 2034-09-15      | 5.8500%  | 0.0000% | $2000000.00        | $2056840.00        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2036-01-28      | 5.5360%  | 0.0000% | $6932000.00        | $7078736.58        | Corporate Debt Securities |
| HEALTHPEAK OP LLC                          | 2026-07-15      | 3.2500%  | 0.0000% | $1159000.00        | $1162605.78        | Corporate Debt Securities |
| HPS CORPORATE LENDING FUND                 | 2030-11-15      | 5.4500%  | 0.0000% | $7300000.00        | $7199316.78        | Corporate Debt Securities |
| NATIONAL GRID USA                          | 2033-04-01      | 5.8750%  | 0.0000% | $489000.00         | $510890.09         | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP           | 2044-09-01      | 5.4000%  | 0.0000% | $120000.00         | $111459.60         | Corporate Debt Securities |
| MACQUARIE GROUP LTD                        | 2034-06-15      | 5.8870%  | 0.0000% | $556000.00         | $588116.75         | Corporate Debt Securities |
| NGPL PIPECO LLC                            | 2031-07-15      | 3.2500%  | 0.0000% | $58000.00          | $53580.46          | Corporate Debt Securities |
| REPSOL E&P CAPITAL MARKETS US LLC          | 2028-09-16      | 4.8050%  | 0.0000% | $1120000.00        | $1124280.73        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2045-02-01      | 3.6000%  | 0.0000% | $107000.00         | $75983.91          | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2029-06-01      | 5.1500%  | 0.0000% | $451000.00         | $463969.26         | Corporate Debt Securities |
| STANDARD CHARTERED PLC                     | 2036-08-12      | 5.4000%  | 0.0000% | $12053000.00       | $11936688.55       | Corporate Debt Securities |
| STANDARD CHARTERED PLC                     | 2030-01-13      | 3.6300%  | 0.0000% | $3000000.00        | $3024946.98        | Corporate Debt Securities |
| UBER TECHNOLOGIES INC                      | 2034-09-15      | 4.8000%  | 0.0000% | $10598000.00       | $10338808.25       | Corporate Debt Securities |
| VULCAN MATERIALS COMPANY                   | 2047-06-15      | 4.5000%  | 0.0000% | $722000.00         | $604530.60         | Corporate Debt Securities |
| WILLIS NORTH AMERICA INC                   | 2036-03-15      | 5.1500%  | 0.0000% | $595000.00         | $585523.14         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVESTMENT 2014 LTD    | 2044-05-07      | 4.8500%  | 0.0000% | $500000.00         | $505290.00         | Corporate Debt Securities |
| AEP TRANSMISSION COMPANY LLC               | 2049-09-15      | 3.1500%  | 0.0000% | $3490000.00        | $2276282.70        | Corporate Debt Securities |
| INFRAESTRUCTURA ENERGETICA NOVA SAB DE CV  | 2048-01-14      | 4.8750%  | 0.0000% | $667000.00         | $506304.41         | Corporate Debt Securities |
| ABBVIE INC                                 | 2036-03-15      | 4.7500%  | 0.0000% | $1642000.00        | $1608572.99        | Corporate Debt Securities |
| AKER BP ASA                                | 2028-06-13      | 5.6000%  | 0.0000% | $200000.00         | $207508.00         | Corporate Debt Securities |
| ALCON FINANCE CORP                         | 2030-05-27      | 2.6000%  | 0.0000% | $11748000.00       | $10939332.95       | Corporate Debt Securities |
| ALLEGION US HOLDING CO INC                 | 2034-05-29      | 5.6000%  | 0.0000% | $55000.00          | $57247.73          | Corporate Debt Securities |
| ALLSTATE CORP                              | 2035-05-09      | 5.5500%  | 0.0000% | $3555000.00        | $3740221.43        | Corporate Debt Securities |
| ALLSTATE CORP                              | 2036-04-01      | 5.9500%  | 0.0000% | $10372000.00       | $11209020.40       | Corporate Debt Securities |
| AMEREN CORPORATION                         | 2028-03-15      | 1.7500%  | 0.0000% | $94000.00          | $89373.11          | Corporate Debt Securities |
| AMERICAN TOWER CORP                        | 2033-03-15      | 5.6500%  | 0.0000% | $1185000.00        | $1224580.32        | Corporate Debt Securities |
| AVOLON HOLDINGS FUNDING LTD                | 2028-02-21      | 2.7500%  | 0.0000% | $4601000.00        | $4446385.95        | Corporate Debt Securities |
| BALTIMORE GAS AND ELECTRIC CO              | 2049-09-15      | 3.2000%  | 0.0000% | $882000.00         | $579802.30         | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2031-07-23      | 1.8980%  | 0.0000% | $4207000.00        | $3750856.49        | Corporate Debt Securities |
| BANK OF AMERICA CORP                       | 2031-01-24      | 3.6300%  | 0.0000% | $2933000.00        | $2948947.13        | Corporate Debt Securities |
| BANK OF NEW YORK MELLON CORP/THE           | 2034-02-01      | 4.7060%  | 0.0000% | $1949000.00        | $1938676.80        | Corporate Debt Securities |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA      | 2036-01-15      | 5.1060%  | 0.0000% | $2527000.00        | $2496952.29        | Corporate Debt Securities |
| BARCLAYS PLC                               | 2030-03-12      | 5.6900%  | 0.0000% | $233000.00         | $239552.67         | Corporate Debt Securities |
| BERRY GLOBAL INC                           | 2031-06-15      | 5.8000%  | 0.0000% | $1309000.00        | $1373125.00        | Corporate Debt Securities |
| BNP PARIBAS SA                             | 2034-01-15      | 4.9160%  | 0.0000% | $8484000.00        | $8355452.32        | Corporate Debt Securities |
| BOEING CO                                  | 2033-02-15      | 6.1250%  | 0.0000% | $76000.00          | $81196.61          | Corporate Debt Securities |
| BROOKFIELD INFRASTRUCTURE FINANCE ULC      | 2055-03-15      | 6.7500%  | 0.0000% | $13388000.00       | $13328423.40       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP                       | 2030-07-26      | 5.2470%  | 0.0000% | $3107000.00        | $3171544.04        | Corporate Debt Securities |
| CITIGROUP INC                              | 2026-10-21      | 3.2000%  | 0.0000% | $2859000.00        | $2882164.25        | Corporate Debt Securities |
| CITIGROUP INC                              | 2031-05-07      | 4.9520%  | 0.0000% | $6490000.00        | $6643021.22        | Corporate Debt Securities |
| COMISION FEDERAL DE ELECTRICIDAD           | 2029-05-15      | 4.6880%  | 0.0000% | $714000.00         | $712907.74         | Corporate Debt Securities |
| COMMONSPIRIT HEALTH                        | 2049-10-01      | 4.1870%  | 0.0000% | $1590000.00        | $1251258.45        | Corporate Debt Securities |
| CONNECTICUT LIGHT & PWR CO                 | 2045-06-01      | 4.1500%  | 0.0000% | $300000.00         | $247102.00         | Corporate Debt Securities |
| CONOCO FUNDING                             | 2031-10-15      | 7.2500%  | 0.0000% | $11000.00          | $12718.21          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC                  | 2051-04-15      | 3.4500%  | 0.0000% | $368000.00         | $259038.27         | Corporate Debt Securities |
| EAST OHIO GAS CO                           | 2050-06-15      | 3.0000%  | 0.0000% | $7198000.00        | $4518064.63        | Corporate Debt Securities |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO    | 2050-08-18      | 3.0680%  | 0.0000% | $1259000.00        | $784035.40         | Corporate Debt Securities |
| ESSEX PORTFOLIO LP                         | 2028-03-01      | 1.7000%  | 0.0000% | $1519000.00        | $1442574.05        | Corporate Debt Securities |
| EVERGY MISSOURI WEST INC                   | 2032-03-15      | 3.7500%  | 0.0000% | $30000.00          | $27489.50          | Corporate Debt Securities |
| EVERSOURCE ENERGY                          | 2034-01-01      | 5.5000%  | 0.0000% | $6454000.00        | $6615930.86        | Corporate Debt Securities |
| EXELON CORPORATION                         | 2046-04-15      | 4.4500%  | 0.0000% | $1957000.00        | $1633741.65        | Corporate Debt Securities |
| EXELON CORPORATION                         | 2032-03-15      | 3.3500%  | 0.0000% | $24888000.00       | $22934264.35       | Corporate Debt Securities |
| FAIRFAX FINANCIAL HOLDINGS LTD             | 2031-03-03      | 3.3750%  | 0.0000% | $20795000.00       | $19416187.53       | Corporate Debt Securities |
| FEDEX FREIGHT HOLDING COMPANY INC          | 2036-03-15      | 5.2500%  | 0.0000% | $2105000.00        | $2043779.58        | Corporate Debt Securities |
| FLORIDA GAS TRANSMISSION COMPANY LLC       | 2035-07-15      | 5.7500%  | 0.0000% | $9585000.00        | $9915959.40        | Corporate Debt Securities |
| FLORIDA POWER & LIGHT CO                   | 2051-12-04      | 2.8750%  | 0.0000% | $1493000.00        | $937087.05         | Corporate Debt Securities |
| FLOWERS FOODS INC                          | 2031-03-15      | 2.4000%  | 0.0000% | $46000.00          | $38845.01          | Corporate Debt Securities |
| GATX CORP                                  | 2030-06-30      | 4.0000%  | 0.0000% | $1303000.00        | $1275871.54        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                       | 2033-10-06      | 6.5000%  | 0.0000% | $4530000.00        | $5026611.32        | Corporate Debt Securities |
| GLOBAL NET LEASE INC                       | 2027-12-15      | 3.7500%  | 0.0000% | $10100000.00       | $9897208.83        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2031-01-28      | 3.6300%  | 0.0000% | $1000000.00        | $1007298.52        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE                | 2028-04-23      | 4.9370%  | 0.0000% | $1086000.00        | $1114092.59        | Corporate Debt Securities |
| HSBC HOLDINGS PLC                          | 2038-06-01      | 6.8000%  | 0.0000% | $1135000.00        | $1250720.82        | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC               | 2043-04-15      | 4.3000%  | 0.0000% | $122000.00         | $104352.43         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC               | 2049-08-19      | 3.6000%  | 0.0000% | $144000.00         | $103190.40         | Corporate Debt Securities |
| HEALTHPEAK OP LLC                          | 2035-02-15      | 5.3750%  | 0.0000% | $1415000.00        | $1423119.35        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC                  | 2039-11-18      | 6.1410%  | 0.0000% | $4786000.00        | $4969196.51        | Corporate Debt Securities |
| IDAHO POWER COMPANY                        | 2053-03-15      | 5.5000%  | 0.0000% | $125000.00         | $118958.06         | Corporate Debt Securities |
| KIMBERLY-CLARK CORPORATION                 | 2043-06-01      | 3.7000%  | 0.0000% | $101000.00         | $80182.22          | Corporate Debt Securities |
| KINROSS GOLD CORP                          | 2041-09-01      | 6.8750%  | 0.0000% | $53000.00          | $56201.16          | Corporate Debt Securities |
| LIBERTY UTILITIES CO                       | 2029-01-31      | 5.5770%  | 0.0000% | $126000.00         | $129391.29         | Corporate Debt Securities |
| MACQUARIE BANK LTD                         | 2030-06-03      | 3.6240%  | 0.0000% | $4420000.00        | $4236210.51        | Corporate Debt Securities |
| MACQUARIE GROUP LTD                        | 2033-11-09      | 5.4910%  | 0.0000% | $320000.00         | $333820.46         | Corporate Debt Securities |
| MARTIN MARIETTA MATERIALS INC              | 2030-03-15      | 2.5000%  | 0.0000% | $1592000.00        | $1470946.09        | Corporate Debt Securities |
| MEMORIAL SLOAN-KETTERING CANCER CENTER     | 2050-01-01      | 2.9550%  | 0.0000% | $245000.00         | $159925.59         | Corporate Debt Securities |
| MISS PWR CO                                | 2051-07-30      | 3.1000%  | 0.0000% | $1992000.00        | $1291924.88        | Corporate Debt Securities |
| NNN REIT INC                               | 2027-10-15      | 3.5000%  | 0.0000% | $8344000.00        | $8368438.65        | Corporate Debt Securities |
| NIAGARA MOHAWK PWR CORP                    | 2032-01-10      | 2.7590%  | 0.0000% | $288000.00         | $258369.91         | Corporate Debt Securities |
| NORFOLK SOUTHERN CORPORATION               | 2047-11-01      | 3.9420%  | 0.0000% | $90000.00          | $70118.55          | Corporate Debt Securities |
| NORTH HAVEN PRIVATE INCOME FUND LLC        | 2028-09-25      | 5.1250%  | 0.0000% | $38000.00          | $36922.86          | Corporate Debt Securities |
| NORTHERN TRUST CORPORATION                 | 2040-11-19      | 5.1170%  | 0.0000% | $641000.00         | $634027.42         | Corporate Debt Securities |
| ONEOK INC                                  | 2032-11-15      | 6.1000%  | 0.0000% | $767000.00         | $823324.22         | Corporate Debt Securities |
| PECO ENERGY CO                             | 2052-05-15      | 4.6000%  | 0.0000% | $1650000.00        | $1408683.83        | Corporate Debt Securities |
| PERTAMINA PERSERO PT                       | 2048-11-07      | 6.5000%  | 0.0000% | $730000.00         | $755148.50         | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY           | 2035-03-01      | 5.7000%  | 0.0000% | $3569000.00        | $3621714.13        | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC              | 2030-06-15      | 2.1250%  | 0.0000% | $367000.00         | $333018.35         | Corporate Debt Securities |
| QUEST DIAGNOSTICS INC                      | 2027-12-15      | 4.6000%  | 0.0000% | $1208000.00        | $1228674.25        | Corporate Debt Securities |
| RTX CORP                                   | 2040-10-15      | 4.8750%  | 0.0000% | $844000.00         | $816645.26         | Corporate Debt Securities |
| REINSURANCE GROUP OF AMERICA INC           | 2056-09-15      | 6.3750%  | 0.0000% | $1525000.00        | $1476182.21        | Corporate Debt Securities |
| REYNOLDS AMERICAN INC                      | 2040-05-01      | 8.1250%  | 0.0000% | $103000.00         | $124920.89         | Corporate Debt Securities |
| SOCIETE GENERALE SA                        | 2028-01-19      | 5.5190%  | 0.0000% | $429000.00         | $436523.80         | Corporate Debt Securities |
| SOCIETE GENERALE SA                        | 2030-01-19      | 5.6340%  | 0.0000% | $2768000.00        | $2853913.18        | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2043-03-15      | 3.9000%  | 0.0000% | $423000.00         | $321071.10         | Corporate Debt Securities |
| SOUTHERN CALIFORNIA EDISON COMPANY         | 2051-06-01      | 3.6500%  | 0.0000% | $662000.00         | $454586.57         | Corporate Debt Securities |
| STANLEY BLACK & DECKER INC                 | 2028-03-06      | 6.0000%  | 0.0000% | $7198000.00        | $7440980.49        | Corporate Debt Securities |
| STARBUCKS CORP                             | 2035-05-15      | 5.4000%  | 0.0000% | $1651000.00        | $1715240.41        | Corporate Debt Securities |
| TAKE TWO INTERACTIVE SOFTWARE INC          | 2032-04-14      | 4.0000%  | 0.0000% | $50000.00          | $48467.78          | Corporate Debt Securities |
| TAKEDA US FINANCING INC                    | 2035-07-07      | 5.2000%  | 0.0000% | $29419000.00       | $29672395.65       | Corporate Debt Securities |
| TORONTO-DOMINION BANK/THE                  | 2032-01-30      | 5.2980%  | 0.0000% | $425000.00         | $438935.75         | Corporate Debt Securities |
| TRAVELERS COMPANIES INC                    | 2050-04-27      | 2.5500%  | 0.0000% | $272000.00         | $162206.75         | Corporate Debt Securities |
| VENTAS REALTY LP                           | 2030-01-15      | 3.0000%  | 0.0000% | $385000.00         | $364962.03         | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC                 | 2033-08-10      | 4.5000%  | 0.0000% | $3442000.00        | $3350046.97        | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY        | 2035-03-15      | 5.1500%  | 0.0000% | $2076000.00        | $2067610.65        | Corporate Debt Securities |
| WEA FINANCE LLC                            | 2029-06-15      | 3.5000%  | 0.0000% | $176000.00         | $171495.38         | Corporate Debt Securities |
| WELLS FARGO & COMPANY                      | 2045-11-17      | 4.9000%  | 0.0000% | $4202000.00        | $3660273.49        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA                   | 2035-10-13      | 4.7500%  | 0.0000% | $171000.00         | $169862.28         | Corporate Debt Securities |
| GLENCORE FUNDING LLC                       | 2029-03-12      | 4.8750%  | 0.0000% | $113000.00         | $113815.06         | Corporate Debt Securities |
| EMPRESA DE ENERGIA DE BOGOTA SA            | 2030-05-15      | 4.8750%  | 0.0000% | $5154000.00        | $5017968.76        | Corporate Debt Securities |
| HARLEY-DAVIDSON FINANCIAL                  | 2027-02-14      | 3.0500%  | 0.0000% | $100000.00         | $98897.19          | Corporate Debt Securities |
| ANGLO AMERICAN CAPITAL PLC                 | 2033-05-02      | 5.5000%  | 0.0000% | $1709000.00        | $1764378.25        | Corporate Debt Securities |
| FIDEICOMISO IRREVOCABLE NO F/1721          | 2038-01-14      | 5.6250%  | 0.0000% | $1080000.00        | $1040278.95        | Corporate Debt Securities |

### Security 297: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZMA8
- **C.18 - Value (incl. sponsor support):** $975000000.00
- **C.18.a - Value (excl. sponsor support):** $975000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO                     | 2029-04-23      | 4.0050%  | 0.0000% | $11000000.00       | $11087642.50       | Corporate Debt Securities |
| BROADCOM INC                            | 2036-11-15      | 3.1870%  | 0.0000% | $17000000.00       | $14357346.22       | Corporate Debt Securities |
| SUMITOMO MITSUI FIN GRP INC             | 2044-07-09      | 5.8360%  | 0.0000% | $15000000.00       | $15016696.67       | Corporate Debt Securities |
| BEIGNET INVESTOR LLC                    | 2049-05-30      | 6.5810%  | 0.0000% | $68718000.00       | $70084801.02       | Corporate Debt Securities |
| AMAZON.COM INC                          | 2026-05-12      | 1.0000%  | 0.0000% | $20000000.00       | $20005422.22       | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP                  | 2040-01-15      | 7.3750%  | 0.0000% | $4000000.00        | $4757197.78        | Corporate Debt Securities |
| AIA GROUP LTD                           | 2046-03-16      | 4.5000%  | 0.0000% | $5000000.00        | $4436925.00        | Corporate Debt Securities |
| CITIGROUP INC                           | 2034-05-25      | 6.1740%  | 0.0000% | $17441000.00       | $18360995.31       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2033-07-25      | 4.9120%  | 0.0000% | $35000000.00       | $35264436.67       | Corporate Debt Securities |
| MGIC INVESTMENT CORPORATION             | 2028-08-15      | 5.2500%  | 0.0000% | $15224000.00       | $15314405.19       | Corporate Debt Securities |
| MIDCAP FINANCIAL ISSUER TRUST           | 2031-01-15      | 0.0000%  | 0.0000% | $28314000.00       | $28689799.33       | Corporate Debt Securities |
| NASDAQ INC                              | 2053-08-15      | 5.9500%  | 0.0000% | $24736000.00       | $24851833.19       | Corporate Debt Securities |
| PACIFIC GAS AND ELECTRIC COMPANY        | 2050-07-01      | 4.9500%  | 0.0000% | $10486586.00       | $8816754.48        | Corporate Debt Securities |
| EQUINOR ASA                             | 2040-08-17      | 5.1000%  | 0.0000% | $3200000.00        | $3133706.67        | Corporate Debt Securities |
| TRINIDAD & TOBAGO (REPUBLIC OF)         | 2034-06-26      | 6.4000%  | 0.0000% | $2105000.00        | $2117396.11        | Corporate Debt Securities |
| SHELL REQUIRES SEC MASTER REVIEW        | 2056-01-15      | 0.0000%  | 0.0000% | $25000000.00       | $25066530.73       | Corporate Debt Securities |
| ESSENTIAL UTILITIES INC                 | 2049-05-01      | 4.2760%  | 0.0000% | $23323000.00       | $18577857.91       | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP      | 2028-11-15      | 4.6250%  | 0.0000% | $18000000.00       | $18008805.00       | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND          | 2031-03-12      | 5.3500%  | 0.0000% | $11500000.00       | $11038508.19       | Corporate Debt Securities |
| CBRE SERVICES INC                       | 2030-06-15      | 4.8000%  | 0.0000% | $14188000.00       | $14386679.29       | Corporate Debt Securities |
| DT MIDSTREAM INC                        | 2034-12-15      | 5.8000%  | 0.0000% | $200000.00         | $208161.56         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE             | 2037-10-01      | 6.7500%  | 0.0000% | $57496000.00       | $63521580.80       | Corporate Debt Securities |
| MORGAN STANLEY                          | 2030-01-09      | 3.6300%  | 0.0000% | $2000000.00        | $2012895.32        | Corporate Debt Securities |
| PINE STREET TRUST III                   | 2054-05-15      | 6.2230%  | 0.0000% | $10000000.00       | $10057491.11       | Corporate Debt Securities |
| QUANTA SERV INC.                        | 2034-08-09      | 5.2500%  | 0.0000% | $17876000.00       | $18079667.23       | Corporate Debt Securities |
| ROYALTY PHARMA PLC                      | 2040-09-02      | 3.3000%  | 0.0000% | $56711000.00       | $42790056.31       | Corporate Debt Securities |
| VIRGINIA ELECTRIC AND POWER COMPANY     | 2028-04-01      | 3.8000%  | 0.0000% | $5000000.00        | $5039300.00        | Corporate Debt Securities |
| AT&T INC                                | 2031-04-30      | 4.4000%  | 0.0000% | $10000000.00       | $9937744.44        | Corporate Debt Securities |
| ALPHABET INC                            | 2029-02-15      | 3.7000%  | 0.0000% | $14000000.00       | $13918566.67       | Corporate Debt Securities |
| AMAZON.COM INC                          | 2028-11-20      | 3.9000%  | 0.0000% | $3996000.00        | $4029613.02        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV                 | 2042-07-16      | 4.3750%  | 0.0000% | $28534000.00       | $24737682.08       | Corporate Debt Securities |
| ELEVANCE HEALTH INC                     | 2048-03-01      | 4.5500%  | 0.0000% | $17727000.00       | $14652813.21       | Corporate Debt Securities |
| ATLAS WAREHOUSE LENDING COMPANY LP      | 2033-01-15      | 5.2500%  | 0.0000% | $41000000.00       | $39965091.67       | Corporate Debt Securities |
| BANK OF AMERICA CORP                    | 2028-04-27      | 4.3760%  | 0.0000% | $19000000.00       | $19326791.56       | Corporate Debt Securities |
| CSX CORP                                | 2048-11-15      | 4.7500%  | 0.0000% | $21084000.00       | $18588380.63       | Corporate Debt Securities |
| CROWN CASTLE INC                        | 2033-05-01      | 5.1000%  | 0.0000% | $15000000.00       | $15062850.00       | Corporate Debt Securities |
| DANSKE BANK A/S                         | 2028-06-12      | 4.3750%  | 0.0000% | $6000000.00        | $6060699.17        | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC                | 2047-09-15      | 3.6000%  | 0.0000% | $30600000.00       | $22259970.00       | Corporate Debt Securities |
| EASTERN ENERGY GAS HOLDINGS LLC         | 2054-10-15      | 5.6500%  | 0.0000% | $8000000.00        | $7728582.22        | Corporate Debt Securities |
| ENTERPRISE PRODUCTS OPERATING LLC       | 2046-05-15      | 4.9000%  | 0.0000% | $20758000.00       | $18853061.40       | Corporate Debt Securities |
| EQUINOR ASA                             | 2050-04-06      | 3.7000%  | 0.0000% | $26998000.00       | $20567511.37       | Corporate Debt Securities |
| FOX CORP                                | 2049-01-25      | 5.5760%  | 0.0000% | $20000000.00       | $18513853.33       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC/THE             | 2043-02-24      | 3.4360%  | 0.0000% | $26000000.00       | $19525257.56       | Corporate Debt Securities |
| IBM INTERNATIONAL CAPITAL PTE LTD       | 2054-02-05      | 5.3000%  | 0.0000% | $6500000.00        | $5812133.89        | Corporate Debt Securities |
| JPMORGAN CHASE & CO                     | 2048-11-15      | 3.9640%  | 0.0000% | $18000000.00       | $14152052.00       | Corporate Debt Securities |
| KEURIG DR PEPPER INC                    | 2052-04-15      | 4.5000%  | 0.0000% | $3150000.00        | $2508723.00        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS LP        | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1065.39           | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION             | 2036-05-15      | 4.5000%  | 0.0000% | $6000000.00        | $5908620.00        | Corporate Debt Securities |
| MORGAN STANLEY                          | 2038-07-22      | 3.9710%  | 0.0000% | $14021000.00       | $12295030.09       | Corporate Debt Securities |
| ONCOR ELECTRIC DELIVERY COMPANY LLC     | 2045-04-01      | 3.7500%  | 0.0000% | $22232000.00       | $17341404.64       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2045-05-01      | 4.0500%  | 0.0000% | $35786000.00       | $28875186.61       | Corporate Debt Securities |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY | 2026-09-15      | 2.2500%  | 0.0000% | $3499000.00        | $3475276.78        | Corporate Debt Securities |
| ROCHE HOLDINGS INC                      | 2026-05-15      | 2.6250%  | 0.0000% | $17830000.00       | $17971867.37       | Corporate Debt Securities |
| ROCHE HOLDINGS INC                      | 2031-12-13      | 2.0760%  | 0.0000% | $19000000.00       | $16774492.00       | Corporate Debt Securities |
| T-MOBILE USA INC                        | 2026-04-15      | 2.6250%  | 0.0000% | $836000.00         | $845400.12         | Corporate Debt Securities |
| UNION ELECTRIC CO                       | 2027-06-15      | 2.9500%  | 0.0000% | $4250000.00        | $4224015.97        | Corporate Debt Securities |
| US BANCORP                              | 2034-06-12      | 5.8360%  | 0.0000% | $14434000.00       | $15281421.74       | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC              | 2040-11-20      | 2.6500%  | 0.0000% | $85000000.00       | $60008559.72       | Corporate Debt Securities |
| WELLS FARGO & COMPANY                   | 2029-04-23      | 4.9700%  | 0.0000% | $30000000.00       | $30872783.33       | Corporate Debt Securities |
| WISCONSIN PUBLIC SERVICE CORPORATION    | 2049-09-01      | 3.3000%  | 0.0000% | $11144000.00       | $7607897.36        | Corporate Debt Securities |
| UBS GROUP AG                            | 2079-12-31      | 7.0000%  | 0.0000% | $1223000.00        | $1189390.60        | Corporate Debt Securities |

### Security 298: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYD74ZR54
- **C.18 - Value (incl. sponsor support):** $130000000.00
- **C.18.a - Value (excl. sponsor support):** $130000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AIR LEASE CORPORATION                   | 2027-12-15      | 5.8500%  | 0.0000% | $5000.00           | $5184.33           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                   | 2028-11-05      | 4.1847%  | 0.0000% | $5174000.00        | $5218386.58        | Corporate Debt Securities |
| DTE ELECTRIC COMPANY                    | 2026-12-01      | 4.8500%  | 0.0000% | $3500000.00        | $3569358.33        | Corporate Debt Securities |
| ECOPETROL SA                            | 2032-02-01      | 7.7500%  | 0.0000% | $1000.00           | $1020.93           | Corporate Debt Securities |
| SYNCHRONY FINANCIAL                     | 2031-10-28      | 2.8750%  | 0.0000% | $12000.00          | $10571.39          | Corporate Debt Securities |
| AIRCASTLE LTD                           | 2030-09-15      | 5.0000%  | 0.0000% | $15000000.00       | $14970183.33       | Corporate Debt Securities |
| AMERICAN EXPRESS COMPANY                | 2036-01-30      | 5.4420%  | 0.0000% | $13585000.00       | $13893379.50       | Corporate Debt Securities |
| ARES STRATEGIC INCOME FUND              | 2031-04-15      | 5.5500%  | 0.0000% | $4000000.00        | $3860233.33        | Corporate Debt Securities |
| BHP BILLITON FINANCE (USA) LTD          | 2030-02-21      | 5.0000%  | 0.0000% | $7500000.00        | $7672541.67        | Corporate Debt Securities |
| EQT CORP                                | 2034-02-01      | 5.7500%  | 0.0000% | $554000.00         | $574427.83         | Corporate Debt Securities |
| EXXON MOBIL CORP                        | 2040-03-19      | 4.2270%  | 0.0000% | $26902000.00       | $24262348.86       | Corporate Debt Securities |
| MORGAN STANLEY BANK NA                  | 2028-01-14      | 4.9520%  | 0.0000% | $7825000.00        | $7936128.91        | Corporate Debt Securities |
| SUZANO AUSTRIA GMBH                     | 2029-01-15      | 6.0000%  | 0.0000% | $6556000.00        | $6743807.55        | Corporate Debt Securities |
| T-MOBILE USA INC                        | 2035-05-15      | 5.3000%  | 0.0000% | $29549000.00       | $30273607.14       | Corporate Debt Securities |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC | 2028-03-27      | 5.0500%  | 0.0000% | $14000000.00       | $14082615.56       | Corporate Debt Securities |
| SITIOS LATINOAMERICA SAB DE CV          | 2029-11-25      | 6.0000%  | 0.0000% | $3355000.00        | $3442297.10        | Corporate Debt Securities |

### Security 299: SCOTIA CAPITAL USA INC

- **C.1 - Title:** TRI-PARTY SCOTIA CAPITAL (USA) INC. 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300BLWPABP1VNME36, C.5 - Other ID: BYD7AMC03
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27  | 2027-07-15      | 5.7500%  | 0.0000% | $938000.00         | $943598.82         | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD27 | 2027-10-27      | 4.3750%  | 0.0000% | $440.00            | $298.90            | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30  | 2030-05-01      | 3.8750%  | 0.0000% | $4218000.00        | $4019905.14        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  1LIEN GLBL 30    | 2030-02-15      | 7.0000%  | 0.0000% | $1500000.00        | $1527381.67        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32  | 2032-10-15      | 6.0000%  | 0.0000% | $1782000.00        | $1673880.12        | Corporate Debt Securities |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32  | 2032-04-01      | 7.6250%  | 0.0000% | $669000.00         | $699850.94         | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 33  | 2033-04-15      | 6.2500%  | 0.0000% | $2418000.00        | $2479947.82        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 30  | 2030-02-15      | 4.1250%  | 0.0000% | $900000.00         | $801027.75         | Corporate Debt Securities |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 29  | 2029-02-15      | 4.5000%  | 0.0000% | $1642000.00        | $1591705.54        | Corporate Debt Securities |
| SIRIUS XM RADIO LLC            SR GLBL 144A 27  | 2027-08-01      | 5.0000%  | 0.0000% | $1460000.00        | $1468341.47        | Corporate Debt Securities |
| ROYAL BK CDA                   FR 4.305%110331  | 2031-11-03      | 4.3050%  | 0.0000% | $4138000.00        | $4132944.74        | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33  | 2033-10-15      | 5.7500%  | 0.0000% | $983000.00         | $995049.12         | Corporate Debt Securities |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 34  | 2034-07-01      | 5.7500%  | 0.0000% | $3000000.00        | $2987708.33        | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 34    | 2034-01-20      | 8.2500%  | 0.0000% | $4000.00           | $4575.16           | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 6%26  | 2026-04-07      | 6.0000%  | 0.0000% | $1000000.00        | $1028300.00        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29  | 2029-10-15      | 4.6250%  | 0.0000% | $959000.00         | $937793.05         | Corporate Debt Securities |
| CANADIAN IMPERIAL BANK OF COMM SUB GLBL COCO 86 | 2086-07-28      | 6.5000%  | 0.0000% | $3010000.00        | $2958900.23        | Corporate Debt Securities |
| CROWN AMERS LLC/CROWN AMERS    SR GLBL NT 26    | 2026-09-30      | 4.2500%  | 0.0000% | $1645000.00        | $1636610.50        | Corporate Debt Securities |
| DAVITA INC                     SR GLBL 144A 31  | 2031-02-15      | 3.7500%  | 0.0000% | $321000.00         | $293760.48         | Corporate Debt Securities |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31 | 2031-06-01      | 8.6250%  | 0.0000% | $1000000.00        | $1057080.00        | Corporate Debt Securities |
| FLASH COMPUTE LLC              SR SEC GLBL 30   | 2030-12-31      | 7.2500%  | 0.0000% | $1157000.00        | $1181676.24        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 47    | 2047-01-21      | 5.5410%  | 0.0000% | $1612000.00        | $1547172.08        | Corporate Debt Securities |
| HILTON WORLDWIDE FINANCE LLC   SR GLBL NT 27    | 2027-04-01      | 4.8750%  | 0.0000% | $3000.00           | $3065.45           | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 30  | 2030-06-15      | 5.8750%  | 0.0000% | $3988000.00        | $4050606.06        | Corporate Debt Securities |
| LIBERTY COSTA RICA SR SECD FIN SR SEC 144A NT31 | 2031-01-15      | 10.8750% | 0.0000% | $1794000.00        | $1929336.37        | Corporate Debt Securities |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27   | 2027-05-15      | 6.5000%  | 0.0000% | $1900000.00        | $1948840.56        | Corporate Debt Securities |
| MURPHY OIL CORP                SR GLBL NT6.5%34 | 2034-02-15      | 6.5000%  | 0.0000% | $2000000.00        | $1984315.56        | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 31  | 2031-05-15      | 7.2500%  | 0.0000% | $2580000.00        | $2494960.33        | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28    | 2028-10-01      | 5.8750%  | 0.0000% | $625000.00         | $637821.88         | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29    | 2029-05-15      | 4.8750%  | 0.0000% | $425000.00         | $413710.58         | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD45 | 2045-11-20      | 4.1250%  | 0.0000% | $315.00            | $269.80            | Corporate Debt Securities |
| URUGUAY REP                    SR GLBL AMZ BD50 | 2050-06-18      | 5.1000%  | 0.0000% | $312.00            | $287.32            | Corporate Debt Securities |
| URUGUAY REP                    GLBL AMRTZ BD 34 | 2034-10-28      | 5.7500%  | 0.0000% | $446.00            | $474.09            | Corporate Debt Securities |
| SEAGATE DATA STORAGE TECHNOLOG SR GLBL 144A 34  | 2034-12-01      | 5.7500%  | 0.0000% | $754000.00         | $761190.65         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT3.5%31 | 2031-06-01      | 3.5000%  | 0.0000% | $50000.00          | $45755.83          | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30  | 2030-08-15      | 5.6250%  | 0.0000% | $309000.00         | $307852.84         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 33  | 2033-08-15      | 6.0000%  | 0.0000% | $1087000.00        | $1067767.35        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29 | 2029-08-15      | 3.8750%  | 0.0000% | $605000.00         | $575277.19         | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT31 | 2031-06-01      | 8.3750%  | 0.0000% | $1657000.00        | $1764136.10        | Corporate Debt Securities |
| WYNN MACAU LTD                 SR GLBL 144A 34  | 2034-02-15      | 6.7500%  | 0.0000% | $345000.00         | $338684.78         | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28   | 2028-06-01      | 6.2500%  | 0.0000% | $650000.00         | $669768.67         | Corporate Debt Securities |
| ENERGUATE TRUST                1LIEN REGS NT 35 | 2035-09-15      | 6.3500%  | 0.0000% | $300000.00         | $294924.67         | Corporate Debt Securities |
| ORAZUL ENERGY PERU S A         SR REGS NT 32    | 2032-09-17      | 6.2500%  | 0.0000% | $245000.00         | $244615.49         | Corporate Debt Securities |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 27  | 2027-05-01      | 5.1250%  | 0.0000% | $2576000.00        | $2628689.93        | Corporate Debt Securities |
| C&W SR FIN LTD                 SR GLBL 144A 33  | 2033-01-15      | 9.0000%  | 0.0000% | $1303000.00        | $1322297.43        | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  1LIEN 144A NT 32 | 2032-02-15      | 6.5000%  | 0.0000% | $2452000.00        | $2428474.42        | Corporate Debt Securities |
| HECLA MINING COMPANY           SR GLBL NT 28    | 2028-02-15      | 7.2500%  | 0.0000% | $5020000.00        | $5063994.72        | Corporate Debt Securities |
| OPEN TEXT HLDGS INC            SR GLBL 144A 31  | 2031-12-01      | 4.1250%  | 0.0000% | $494000.00         | $423629.70         | Corporate Debt Securities |
| SUNRISE FINCO I BV             SR SEC GLBL 31   | 2031-07-15      | 4.8750%  | 0.0000% | $899000.00         | $858942.06         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 34   | 2034-12-30      | 5.7000%  | 0.0000% | $3978000.00        | $4038744.06        | Corporate Debt Securities |
| XPO INC                        SR GLBL 144A 32  | 2032-02-01      | 7.1250%  | 0.0000% | $572000.00         | $594751.30         | Corporate Debt Securities |
| BRAZIL FEDERATIVE REP          SR GLBL BD 56    | 2056-01-12      | 7.2500%  | 0.0000% | $64000.00          | $63263.34          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26  | 2026-10-06      | 4.0000%  | 0.0000% | $3066000.00        | $3118012.99        | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 8%33  | 2033-05-15      | 8.0000%  | 0.0000% | $2954000.00        | $3136859.16        | Corporate Debt Securities |
| JETBLUE AWYS CORP / JETBLUE LO SR SEC 144A NT31 | 2031-09-20      | 9.8750%  | 0.0000% | $1801000.00        | $1669468.22        | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 28  | 2028-12-15      | 6.6250%  | 0.0000% | $1542000.00        | $1593205.11        | Corporate Debt Securities |
| KODIAK GAS SVCS LLC            SR 144A NT 31    | 2031-04-01      | 5.8750%  | 0.0000% | $1000000.00        | $999075.14         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.123%020129  | 2029-02-01      | 5.1230%  | 0.0000% | $700000.00         | $712794.83         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.708%031232  | 2032-03-12      | 4.7080%  | 0.0000% | $1000000.00        | $992134.00         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.9%031347    | 2047-03-13      | 5.9000%  | 0.0000% | $3555000.00        | $3529475.10        | Corporate Debt Securities |
| NRG ENERGY INC                 SR GLBL 144A 31  | 2031-02-15      | 3.6250%  | 0.0000% | $3510000.00        | $3229452.52        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT 26    | 2026-06-01      | 2.7500%  | 0.0000% | $3493000.00        | $3507274.73        | Corporate Debt Securities |
| TALEN ENERGY SUPPLY LLC        SR GLBL 144A 36  | 2036-02-01      | 6.5000%  | 0.0000% | $2338000.00        | $2393704.15        | Corporate Debt Securities |
| VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 | 2034-06-15      | 6.5000%  | 0.0000% | $460000.00         | $486386.62         | Corporate Debt Securities |
| WESCO DISTR INC                GLBL 144A NT 32  | 2032-03-15      | 6.6250%  | 0.0000% | $100000.00         | $101938.44         | Corporate Debt Securities |
| WYNN RESORTS FIN LLC / WYNN RE SR 144A NT 31    | 2031-02-15      | 7.1250%  | 0.0000% | $764000.00         | $804625.06         | Corporate Debt Securities |
| KLABIN AUSTRIA GMBH            SR GLBL-- REGS49 | 2049-04-03      | 7.0000%  | 0.0000% | $671000.00         | $686480.72         | Corporate Debt Securities |
| CENTRAIS ELET BRAS SA          SR GLBL REGS 30  | 2030-02-04      | 4.6250%  | 0.0000% | $800000.00         | $768834.33         | Corporate Debt Securities |
| OLEODUCTO CENT S A             SR GLBL REGS 27  | 2027-07-14      | 4.0000%  | 0.0000% | $750000.00         | $745399.17         | Corporate Debt Securities |
| ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35  | 2035-05-13      | 7.5000%  | 0.0000% | $276000.00         | $269320.80         | Corporate Debt Securities |

### Security 300: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** TRI-PARTY WELLS FARGO SECURITIES LLC 4.050000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYD93B475
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOLUB CAPITAL PRIVATE CREDIT FUND GCRED_25-1A                 | 2039-10-18      | 5.1376%  | 0.0000% | $14000000.00       | $13993557.70       | Asset-Backed Securities                           |
| ARI FLEET LEASE TRUST ARIFL_24-A                              | 2032-11-15      | 5.3000%  | 0.0000% | $11476000.00       | $3604271.79        | Asset-Backed Securities                           |
| AFFIRM MASTER TRUST AFRMT_25-3                                | 2034-10-16      | 4.7500%  | 0.0000% | $1000000.00        | $995057.11         | Asset-Backed Securities                           |
| ALLY AUTO RECEIVABLES TRUST ALLYL_23-1                        | 2028-05-15      | 5.4600%  | 0.0000% | $193000.00         | $79772.30          | Asset-Backed Securities                           |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1           | 2029-01-18      | 5.4300%  | 0.0000% | $305000.00         | $242469.51         | Asset-Backed Securities                           |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_25-3        | 2032-07-12      | 4.9500%  | 0.0000% | $1500000.00        | $1510754.25        | Asset-Backed Securities                           |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_24-1        | 2030-01-14      | 5.6300%  | 0.0000% | $4470000.00        | $1836593.11        | Asset-Backed Securities                           |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3           | 2027-08-18      | 1.4100%  | 0.0000% | $890000.00         | $205915.45         | Asset-Backed Securities                           |
| AXIS EQUIPMENT FINANCE RECEIVABLES LLC AXIS_23-1              | 2029-12-20      | 6.0900%  | 0.0000% | $352000.00         | $65433.64          | Asset-Backed Securities                           |
| ARES_68-R                                                     | 2037-07-25      | 5.3680%  | 0.0000% | $1128918.00        | $1141633.17        | Asset-Backed Securities                           |
| ARES_21-61A                                                   | 2037-04-20      | 5.1976%  | 0.0000% | $1500000.00        | $1517249.25        | Asset-Backed Securities                           |
| BABSN_25-8                                                    | 2039-01-18      | 4.8894%  | 0.0000% | $1000000.00        | $1007212.63        | Asset-Backed Securities                           |
| BLKMM_6R                                                      | 2037-04-20      | 5.2176%  | 0.0000% | $3000000.00        | $3017086.18        | Asset-Backed Securities                           |
| BRAVO_25-HE1                                                  | 2072-09-25      | 5.0119%  | 0.0000% | $28569000.00       | $24355455.19       | Private Label Collateralized Mortgage Obligations |
| BLAST_24-4                                                    | 2028-09-15      | 4.7200%  | 0.0000% | $8659000.00        | $6119255.50        | Asset-Backed Securities                           |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_25-2      | 2031-03-17      | 5.1700%  | 0.0000% | $1000000.00        | $1007195.78        | Asset-Backed Securities                           |
| CCG RECEIVABLES TRUST CCG_25-1                                | 2032-10-14      | 4.4800%  | 0.0000% | $3762000.00        | $3009773.59        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_23-A                           | 2029-04-16      | 6.4400%  | 0.0000% | $2000000.00        | $2035158.44        | Asset-Backed Securities                           |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1           | 2028-02-15      | 4.8700%  | 0.0000% | $2520000.00        | $695262.86         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_22-2                            | 2027-09-15      | 3.6200%  | 0.0000% | $325000.00         | $178216.42         | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_22-2                            | 2027-12-15      | 4.2600%  | 0.0000% | $2395000.00        | $2400051.85        | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_24-1                            | 2030-07-15      | 6.0000%  | 0.0000% | $75000.00          | $76444.48          | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_23-4                            | 2030-04-15      | 7.1600%  | 0.0000% | $80000.00          | $82875.14          | Asset-Backed Securities                           |
| CARMAX AUTO OWNER TRUST CARMX_25-1                            | 2028-03-15      | 4.6300%  | 0.0000% | $572000.00         | $213084.13         | Asset-Backed Securities                           |
| CMXS_25-B                                                     | 2029-09-15      | 4.1900%  | 0.0000% | $7000000.00        | $7012818.56        | Asset-Backed Securities                           |
| CRVNA_21-N3                                                   | 2028-06-12      | 1.1100%  | 0.0000% | $2915000.00        | $729138.07         | Asset-Backed Securities                           |
| CRVNA_21-N3                                                   | 2028-06-12      | 1.5800%  | 0.0000% | $535000.00         | $54504.41          | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                    | 2028-09-11      | 1.7200%  | 0.0000% | $8820000.00        | $662629.70         | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P4                    | 2028-02-10      | 2.3300%  | 0.0000% | $3032000.00        | $2960242.16        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P4                    | 2028-10-10      | 6.1600%  | 0.0000% | $2500000.00        | $1047145.51        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3                    | 2028-08-10      | 5.8200%  | 0.0000% | $3159000.00        | $1090641.29        | Asset-Backed Securities                           |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                        | 2030-08-12      | 4.5500%  | 0.0000% | $19210000.00       | $19324648.47       | Asset-Backed Securities                           |
| CEDF_17-8A                                                    | 2038-01-17      | 4.8876%  | 0.0000% | $3975000.00        | $4004310.56        | Asset-Backed Securities                           |
| CEDAR FUNDING II CLO LTD CEDF_13-1AR3                         | 2038-07-22      | 5.4192%  | 0.0000% | $1000000.00        | $1010296.27        | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TRUST CPS_24-A                           | 2030-04-15      | 5.7400%  | 0.0000% | $1926000.00        | $1859289.07        | Asset-Backed Securities                           |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_25-1                  | 2035-03-15      | 5.0200%  | 0.0000% | $495000.00         | $499569.90         | Asset-Backed Securities                           |
| DT AUTO OWNER TRUST DTAOT_22-1                                | 2027-12-15      | 3.4000%  | 0.0000% | $10122000.00       | $2451409.71        | Asset-Backed Securities                           |
| DTAOT_23-1                                                    | 2028-10-16      | 5.5500%  | 0.0000% | $20780000.00       | $2929882.58        | Asset-Backed Securities                           |
| DLLMT LLC DLLMT_24-1                                          | 2028-08-21      | 4.8400%  | 0.0000% | $1060000.00        | $1067247.10        | Asset-Backed Securities                           |
| DRSLF_87-R                                                    | 2038-08-20      | 5.2556%  | 0.0000% | $6500000.00        | $6535057.98        | Asset-Backed Securities                           |
| EATON_20-1A                                                   | 2037-10-15      | 5.0622%  | 0.0000% | $1000000.00        | $1010916.23        | Asset-Backed Securities                           |
| EMPOWER CLO 2024-2 LTD EMPWR_24-2A                            | 2037-07-15      | 5.1922%  | 0.0000% | $1500000.00        | $1516780.59        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                 | 2027-06-15      | 1.5500%  | 0.0000% | $28735000.00       | $6805541.58        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                 | 2028-08-15      | 6.5100%  | 0.0000% | $1878000.00        | $701695.89         | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-4                 | 2030-08-15      | 5.2900%  | 0.0000% | $445000.00         | $393757.24         | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-5                 | 2028-06-15      | 4.3800%  | 0.0000% | $13414000.00       | $12777932.14       | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-1                 | 2031-05-15      | 5.4900%  | 0.0000% | $7624000.00        | $7653321.90        | Asset-Backed Securities                           |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_25-2A                | 2031-07-15      | 5.8900%  | 0.0000% | $220000.00         | $222623.01         | Asset-Backed Securities                           |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_22-1A                  | 2028-06-15      | 3.7900%  | 0.0000% | $4720000.00        | $4719312.98        | Asset-Backed Securities                           |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                      | 2028-05-15      | 4.9222%  | 0.0000% | $1000000.00        | $1003218.93        | Asset-Backed Securities                           |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                      | 2030-04-15      | 4.6300%  | 0.0000% | $1000000.00        | $1008080.78        | Asset-Backed Securities                           |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                       | 2030-03-15      | 5.2200%  | 0.0000% | $50000.00          | $50211.15          | Asset-Backed Securities                           |
| FCBSL_28                                                      | 2039-04-20      | 0.0000%  | 0.0000% | $30000000.00       | $30004329.24       | Asset-Backed Securities                           |
| GLS AUTO RECEIVABLES TRUST GCAR_25-1                          | 2030-11-15      | 5.0700%  | 0.0000% | $800000.00         | $806701.07         | Asset-Backed Securities                           |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_25-4                   | 2031-12-15      | 5.1400%  | 0.0000% | $10500000.00       | $10513434.16       | Asset-Backed Securities                           |
| GENERATE CLO 7 LTD GNRT_7AR                                   | 2037-04-22      | 5.2892%  | 0.0000% | $750000.00         | $757500.53         | Asset-Backed Securities                           |
| GCAR_25-3A                                                    | 2028-07-17      | 4.5200%  | 0.0000% | $6520000.00        | $4720259.74        | Asset-Backed Securities                           |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4 | 2028-08-16      | 5.7800%  | 0.0000% | $2407000.00        | $1333850.30        | Asset-Backed Securities                           |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1 | 2028-02-16      | 4.6600%  | 0.0000% | $5241000.00        | $1292507.97        | Asset-Backed Securities                           |
| HAMLIN PARK CLO LTD HAMLN_24-1                                | 2037-10-20      | 5.0076%  | 0.0000% | $750000.00         | $757467.79         | Asset-Backed Securities                           |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_25-A                   | 2028-07-17      | 4.7100%  | 0.0000% | $200000.00         | $117919.55         | Asset-Backed Securities                           |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2A                       | 2027-12-27      | 1.6800%  | 0.0000% | $67741000.00       | $66814370.86       | Asset-Backed Securities                           |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-B                      | 2028-08-15      | 3.8000%  | 0.0000% | $4095000.00        | $1109180.07        | Asset-Backed Securities                           |
| HYUNDAI AUTO RECEIVABLES TRUST HART_24-B                      | 2029-03-15      | 4.8400%  | 0.0000% | $19835000.00       | $19993047.49       | Asset-Backed Securities                           |
| HALST_25-C                                                    | 2029-06-15      | 4.3800%  | 0.0000% | $400000.00         | $401712.67         | Asset-Backed Securities                           |
| INVESCO US CLO LTD INVCO_24-1RA                               | 2037-04-15      | 5.2222%  | 0.0000% | $800000.00         | $808503.65         | Asset-Backed Securities                           |
| KKR_50                                                        | 2037-04-20      | 5.2176%  | 0.0000% | $275000.00         | $277762.48         | Asset-Backed Securities                           |
| KUBOTA CREDIT OWNER TRUST KCOT_26-1                           | 2032-01-15      | 3.9800%  | 0.0000% | $2500000.00        | $2460432.22        | Asset-Backed Securities                           |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                         | 2028-08-15      | 5.6100%  | 0.0000% | $560000.00         | $224002.23         | Asset-Backed Securities                           |
| M&T EQUIPMENT NOTES MTLRF_24-1                                | 2031-08-18      | 4.9900%  | 0.0000% | $1251000.00        | $420526.80         | Asset-Backed Securities                           |
| MDPK_19-36A                                                   | 2035-04-15      | 5.2222%  | 0.0000% | $3500000.00        | $3530063.47        | Asset-Backed Securities                           |
| MADISON PARK FUNDING LIX LTD MDPK_21_59AR                     | 2037-04-18      | 5.3676%  | 0.0000% | $11000000.00       | $11117337.64       | Asset-Backed Securities                           |
| MENLO CLO I LTD MENLO_24-1A                                   | 2038-01-20      | 5.0876%  | 0.0000% | $250000.00         | $252583.15         | Asset-Backed Securities                           |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1               | 2027-08-16      | 5.2100%  | 0.0000% | $2265000.00        | $195510.92         | Asset-Backed Securities                           |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_25-A                     | 2029-04-16      | 4.6100%  | 0.0000% | $385000.00         | $388422.22         | Asset-Backed Securities                           |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_23-2                | 2028-11-15      | 5.9500%  | 0.0000% | $19000.00          | $10078.17          | Asset-Backed Securities                           |
| MVEW_24-1A                                                    | 2037-10-16      | 7.3211%  | 0.0000% | $3000000.00        | $3057926.97        | Asset-Backed Securities                           |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-B                | 2028-03-15      | 5.9300%  | 0.0000% | $1227000.00        | $504658.65         | Asset-Backed Securities                           |
| NISSAN AUTO LEASE TRUST NALT_24-A                             | 2027-04-15      | 4.9100%  | 0.0000% | $27160000.00       | $12907900.49       | Asset-Backed Securities                           |
| OAKCL_21-2A                                                   | 2035-01-15      | 5.3722%  | 0.0000% | $250000.00         | $252245.52         | Asset-Backed Securities                           |
| OCTR_8R-R2                                                    | 2038-03-15      | 0.0000%  | 0.0000% | $8000000.00        | $8123391.52        | Asset-Backed Securities                           |
| OCTAGON INVESTMENT PARTNERS                                   | 2037-10-31      | 5.0522%  | 0.0000% | $7375000.00        | $7454911.05        | Asset-Backed Securities                           |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_21-1                   | 2036-06-16      | 4.4322%  | 0.0000% | $500000.00         | $501079.38         | Asset-Backed Securities                           |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF3            | 2055-07-25      | 5.2500%  | 0.0000% | $850000.00         | $669376.94         | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO 2022-4 LTD PLMRS_22-4AR                     | 2037-10-20      | 7.7676%  | 0.0000% | $2500000.00        | $2554519.31        | Asset-Backed Securities                           |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC_26-1                      | 2033-07-20      | 4.7500%  | 0.0000% | $4570000.00        | $4561762.07        | Asset-Backed Securities                           |
| PART_24-1                                                     | 2028-05-15      | 5.7100%  | 0.0000% | $1330000.00        | $102227.81         | Asset-Backed Securities                           |
| PART_24-2A                                                    | 2029-02-15      | 4.5600%  | 0.0000% | $4935000.00        | $4942642.67        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_23_SFR2                | 2040-10-15      | 4.5000%  | 0.0000% | $6000000.00        | $5955218.74        | Asset-Backed Securities                           |
| RAD_31                                                        | 2039-04-18      | 0.0000%  | 0.0000% | $6600000.00        | $6735178.57        | Asset-Backed Securities                           |
| RCKT MORTGAGE TRUST RCKT_25-CES7                              | 2055-07-25      | 5.3770%  | 0.0000% | $39675000.00       | $32194988.70       | Private Label Collateralized Mortgage Obligations |
| REGATTA XXXIV FUNDING LTD REG34_25-3A                         | 2038-07-20      | 5.0676%  | 0.0000% | $9750000.00        | $9849486.32        | Asset-Backed Securities                           |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_25-1                  | 2034-04-17      | 5.7300%  | 0.0000% | $150000.00         | $151356.85         | Asset-Backed Securities                           |
| SBNA AUTO LEASE TRUST SBALT_24-B                              | 2027-11-22      | 5.5600%  | 0.0000% | $230000.00         | $137045.61         | Asset-Backed Securities                           |
| SMB_26-A                                                      | 2053-12-15      | 4.6800%  | 0.0000% | $9000000.00        | $8864982.00        | Asset-Backed Securities                           |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6             | 2031-02-18      | 5.6900%  | 0.0000% | $70000.00          | $70809.05          | Asset-Backed Securities                           |
| SSTRT_26-A                                                    | 2033-03-25      | 4.4310%  | 0.0000% | $60000.00          | $55030.92          | Asset-Backed Securities                           |
| 720 EAST CLO V LTD                                            | 2038-01-20      | 5.0276%  | 0.0000% | $9130000.00        | $9220897.80        | Asset-Backed Securities                           |
| SFAST_25-1A                                                   | 2030-12-20      | 4.8300%  | 0.0000% | $6515000.00        | $6576989.14        | Asset-Backed Securities                           |
| SFAST_26-1                                                    | 2032-06-21      | 4.2700%  | 0.0000% | $5630000.00        | $5541528.62        | Asset-Backed Securities                           |
| SPCSL_5                                                       | 2038-04-20      | 5.8176%  | 0.0000% | $38000000.00       | $38415570.24       | Asset-Backed Securities                           |
| SYCAMORE TREE CLO 2021-1 LTD STCP_21-1AR                      | 2038-01-20      | 5.7176%  | 0.0000% | $2800000.00        | $2831269.32        | Asset-Backed Securities                           |
| TCW_19-2A                                                     | 2038-01-20      | 6.6676%  | 0.0000% | $5000000.00        | $4848424.19        | Asset-Backed Securities                           |
| TESLA ELECTRIC VEHICLE TRUST TLEVS_25-A                       | 2029-06-20      | 4.7900%  | 0.0000% | $2665000.00        | $2672405.00        | Asset-Backed Securities                           |
| TESLA AUTO LEASE TRUST                                        | 2028-12-20      | 5.4900%  | 0.0000% | $2500000.00        | $2517436.25        | Asset-Backed Securities                           |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                 | 2027-04-15      | 3.7600%  | 0.0000% | $11509000.00       | $463241.51         | Asset-Backed Securities                           |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                 | 2027-08-16      | 3.1100%  | 0.0000% | $308000.00         | $147981.48         | Asset-Backed Securities                           |
| TRINITAS CLO LTD TRNTS_17-7A                                  | 2035-01-25      | 7.4296%  | 0.0000% | $1000000.00        | $965618.23         | Asset-Backed Securities                           |
| TRINITAS CLO LTD TRNTS_23-23                                  | 2038-10-20      | 4.9776%  | 0.0000% | $9336709.00        | $9424462.16        | Asset-Backed Securities                           |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2            | 2028-01-10      | 6.8400%  | 0.0000% | $2200000.00        | $457829.37         | Asset-Backed Securities                           |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                           | 2029-07-20      | 4.6300%  | 0.0000% | $58590000.00       | $59045755.32       | Asset-Backed Securities                           |
| VOLVO FINANCIAL EQUIPMENT LLC VFET_26-1                       | 2033-01-17      | 4.0400%  | 0.0000% | $3000000.00        | $2976472.33        | Asset-Backed Securities                           |
| VSART_24-A                                                    | 2028-12-15      | 5.6200%  | 0.0000% | $1500000.00        | $637696.38         | Asset-Backed Securities                           |
| WELLINGTON MANAGEMENT CLO 4 LTD WELLI_25-4A                   | 2038-04-18      | 4.8176%  | 0.0000% | $340000.00         | $342042.59         | Asset-Backed Securities                           |
| WLAKE_23-P1                                                   | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5578550.33        | Asset-Backed Securities                           |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_26-P1             | 2029-01-15      | 3.8400%  | 0.0000% | $586000.00         | $585576.72         | Asset-Backed Securities                           |
| WDMNT_22-10A                                                  | 2038-04-15      | 5.7722%  | 0.0000% | $5250000.00        | $5214485.83        | Asset-Backed Securities                           |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                   | 2028-09-15      | 3.6800%  | 0.0000% | $1590000.00        | $1589520.70        | Asset-Backed Securities                           |

### Security 301: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDAZQU26
- **C.18 - Value (incl. sponsor support):** $86000000.00
- **C.18.a - Value (excl. sponsor support):** $86000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEWMONT CORPORATION     | 2034-03-15      | 5.3500%  | 0.0000% | $30103000.00       | $30894340.97       | Corporate Debt Securities |
| CAPITAL ONE FIN CORP    | 2034-06-08      | 6.3770%  | 0.0000% | $42000000.00       | $44877281.17       | Corporate Debt Securities |
| MANULIFE FINANCIAL CORP | 2032-02-24      | 4.0610%  | 0.0000% | $14582000.00       | $14528685.37       | Corporate Debt Securities |

### Security 302: BARCLAYS CAPITAL INC

- **C.1 - Title:** TRI-PARTY BARCLAYS CAPITAL INC. 4.040000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDBAGQG7
- **C.18 - Value (incl. sponsor support):** $68000000.00
- **C.18.a - Value (excl. sponsor support):** $68000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: 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        | $3859900.44        | Asset-Backed Securities                           |
| HTAP_25-1                                | 2042-11-25      | 8.0000%  | 0.0000% | $3100000.00        | $3097906.47        | Private Label Collateralized Mortgage Obligations |
| LCM_38A                                  | 2034-07-15      | 0.0000%  | 0.0000% | $7362500.00        | $3867454.99        | Asset-Backed Securities                           |
| LSST_18-A                                | 2060-02-25      | 0.0000%  | 0.0000% | $5500000.00        | $3207813.39        | Asset-Backed Securities                           |
| UNLOK_25-1                               | 2041-07-25      | 6.0000%  | 0.0000% | $4390000.00        | $3566475.51        | Private Label Collateralized Mortgage Obligations |
| ACHVT_23-2PL                             | 2030-05-20      | 8.9100%  | 0.0000% | $49026419.00       | $3174243.17        | Asset-Backed Securities                           |
| APID_50                                  | 2038-01-20      | 0.0000%  | 0.0000% | $6600000.00        | $3894000.00        | Asset-Backed Securities                           |
| FAT_22-1A                                | 2051-04-25      | 5.7500%  | 0.0000% | $7570000.00        | $4441448.60        | Asset-Backed Securities                           |
| NMC_2                                    | 2034-04-17      | 0.0000%  | 0.0000% | $11960000.00       | $5023200.00        | Asset-Backed Securities                           |
| CONTINENTAL CREDIT CARD ABS LLC          | 2035-12-17      | 5.4000%  | 0.0000% | $5000000.00        | $4976890.00        | Asset-Backed Securities                           |
| PERIMETER MASTER NOTE BUSINESS TRUST     | 2030-12-16      | 5.5800%  | 0.0000% | $5325000.00        | $5309504.25        | Asset-Backed Securities                           |
| GRADE_25-RTL1                            | 2040-10-25      | 6.9150%  | 0.0000% | $5283000.00        | $5287007.16        | Private Label Collateralized Mortgage Obligations |
| TWNP_24-1A                               | 2054-10-26      | 11.0000% | 0.0000% | $5250000.00        | $4381343.75        | Asset-Backed Securities                           |
| UNLOK_25-1                               | 2041-07-25      | 8.0000%  | 0.0000% | $5000000.00        | $5038063.33        | Private Label Collateralized Mortgage Obligations |
| VITAL CARE ISSUER LLC VITAL_25-1         | 2056-01-30      | 6.7370%  | 0.0000% | $3856000.00        | $3957556.11        | Asset-Backed Securities                           |
| AMCR_23-1A                               | 2031-01-21      | 12.5200% | 0.0000% | $5000000.00        | $5033055.56        | Asset-Backed Securities                           |
| ENVA_25-A                                | 2031-10-20      | 7.2900%  | 0.0000% | $8635000.00        | $3861652.59        | Asset-Backed Securities                           |
| OXFORD FINANCE FUNDING TRUST OXFIN_25-1A | 2035-02-15      | 5.4130%  | 0.0000% | $5000000.00        | $4997578.89        | Asset-Backed Securities                           |
| PSTRMS_26-1                              | 2056-02-25      | 5.2500%  | 0.0000% | $6000000.00        | $5896014.00        | Private Label Collateralized Mortgage Obligations |
| TPMT_26-CES2                             | 2066-02-25      | 5.0730%  | 0.0000% | $2161675.00        | $2128991.55        | Private Label Collateralized Mortgage Obligations |

### Security 303: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDDBK1P0
- **C.18 - Value (incl. sponsor support):** $168500000.00
- **C.18.a - Value (excl. sponsor support):** $168500000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMAZON.COM INC | 2046-03-13      | 5.6500%  | 0.0000% | $45049000.00       | $44828935.63       | Corporate Debt Securities |
| SALESFORCE INC | 2028-03-15      | 4.5000%  | 0.0000% | $24616000.00       | $24630277.28       | Corporate Debt Securities |
| SALESFORCE INC | 2036-03-15      | 5.5500%  | 0.0000% | $56777000.00       | $56527465.09       | Corporate Debt Securities |
| SALESFORCE INC | 2056-03-15      | 6.5500%  | 0.0000% | $50768000.00       | $50938326.64       | Corporate Debt Securities |

### Security 304: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES INC. 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDDGW3E2
- **C.18 - Value (incl. sponsor support):** $368000000.00
- **C.18.a - Value (excl. sponsor support):** $368000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| GCAT_24-INV1                                              | 2054-01-26      | 0.2770%  | 0.0000% | $122377000.00      | $531119.33         | Private Label Collateralized Mortgage Obligations |
| OBX_23-INV1                                               | 2052-01-25      | 3.2352%  | 0.0000% | $5038000.00        | $3727350.32        | Private Label Collateralized Mortgage Obligations |
| AGL_16-R                                                  | 2035-01-22      | 6.0676%  | 0.0000% | $1560000.00        | $1517767.95        | Asset-Backed Securities                           |
| BANK_18-BK15                                              | 2061-11-15      | 3.0000%  | 0.0000% | $430630.00         | $337544.16         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B16                     | 2053-02-15      | 3.6406%  | 0.0000% | $3190000.00        | $2656879.90        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-IG1                     | 2043-09-15      | 2.9086%  | 0.0000% | $11008000.00       | $9358372.30        | Private Label Collateralized Mortgage Obligations |
| BMARK_25-B41                                              | 2068-07-15      | 6.1364%  | 0.0000% | $663000.00         | $666659.57         | Private Label Collateralized Mortgage Obligations |
| BRAVO_24-RPL1                                             | 2063-10-25      | 3.5784%  | 0.0000% | $10123000.00       | $6286726.85        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_18-B7                      | 2050-11-15      | 4.5298%  | 0.0000% | $1344000.00        | $1185217.61        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                              | 2052-04-25      | 3.3877%  | 0.0000% | $8935000.00        | $6907564.79        | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                              | 2054-09-25      | 5.5000%  | 0.0000% | $1125000.00        | $642231.11         | Private Label Collateralized Mortgage Obligations |
| OBX_25-NQM7                                               | 2055-05-25      | 6.5980%  | 0.0000% | $18031000.00       | $18332412.22       | Private Label Collateralized Mortgage Obligations |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM1                      | 2063-11-25      | 6.4550%  | 0.0000% | $1531000.00        | $851467.14         | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                          | 2032-02-10      | 4.0163%  | 0.0000% | $3000000.00        | $2836907.75        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                              | 2043-11-25      | 8.6010%  | 0.0000% | $566000.00         | $578423.41         | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                              | 2054-09-25      | 7.0412%  | 0.0000% | $712400.00         | $693345.61         | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                              | 2056-01-25      | 5.2319%  | 0.0000% | $7455000.00        | $6153527.82        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVENUE MORTGAGE TRUST PRK_17-280P                | 2034-09-15      | 5.4454%  | 0.0000% | $12600000.00       | $12441836.14       | Private Label Collateralized Mortgage Obligations |
| WFCM_25-DWHP                                              | 2038-04-15      | 8.4605%  | 0.0000% | $17954000.00       | $18122430.22       | Private Label Collateralized Mortgage Obligations |
| BAMLL_24-BHP                                              | 2039-08-15      | 8.1730%  | 0.0000% | $41282000.00       | $41088405.75       | Private Label Collateralized Mortgage Obligations |
| BX_26-VLT9                                                | 2045-03-15      | 6.9225%  | 0.0000% | $5000000.00        | $4977883.36        | Private Label Collateralized Mortgage Obligations |
| BARINGS CLO LTD 2021-II  BABSN_21-2                       | 2034-07-15      | 6.5722%  | 0.0000% | $3500000.00        | $3428397.22        | Asset-Backed Securities                           |
| CANYON CLO LTD CANYC_21-4                                 | 2034-10-15      | 6.5222%  | 0.0000% | $9000000.00        | $8656451.06        | Asset-Backed Securities                           |
| EFMT_26-AE1                                               | 2060-11-25      | 0.0000%  | 0.0000% | $21659898.00       | $298362.86         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV1                                              | 2055-02-25      | 6.6068%  | 0.0000% | $328000.00         | $327871.06         | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV5                                              | 2055-12-27      | 6.6003%  | 0.0000% | $286000.00         | $274702.91         | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV3                                               | 2052-02-26      | 3.1731%  | 0.0000% | $3639000.00        | $2731184.85        | Private Label Collateralized Mortgage Obligations |
| OBX_21-INV3                                               | 2051-10-25      | 0.1776%  | 0.0000% | $439988000.00      | $3270879.27        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J1                                                 | 2055-05-25      | 0.5000%  | 0.0000% | $31844000.00       | $268959.54         | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM3                                               | 2066-01-25      | 5.3150%  | 0.0000% | $1514000.00        | $1496434.83        | Private Label Collateralized Mortgage Obligations |
| PMTLT_21-INV1                                             | 2051-07-25      | 3.0880%  | 0.0000% | $9538000.00        | $7047974.32        | Private Label Collateralized Mortgage Obligations |
| RCKT_22-3                                                 | 2052-05-27      | 0.1833%  | 0.0000% | $130811904.00      | $1051896.31        | Private Label Collateralized Mortgage Obligations |
| SEMT_26-INV1                                              | 2056-01-25      | 5.2319%  | 0.0000% | $12426000.00       | $10614672.55       | Private Label Collateralized Mortgage Obligations |
| TXT_24-HOU                                                | 2039-06-15      | 6.8986%  | 0.0000% | $2951000.00        | $2966642.62        | Private Label Collateralized Mortgage Obligations |
| AMMST_21-MF2                                              | 2054-06-15      | 2.8085%  | 0.0000% | $500000.00         | $436615.21         | Private Label Collateralized Mortgage Obligations |
| BBCMS_21-C11                                              | 2054-09-15      | 1.6263%  | 0.0000% | $3175000.00        | $229184.17         | Private Label Collateralized Mortgage Obligations |
| BANK BANK_18-BN14                                         | 2060-09-15      | 4.7653%  | 0.0000% | $680500.00         | $627324.49         | Private Label Collateralized Mortgage Obligations |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-3       | 2060-09-15      | 3.0000%  | 0.0000% | $6175000.00        | $4485273.00        | Private Label Collateralized Mortgage Obligations |
| BANK BANK_23-5YR3                                         | 2056-09-15      | 7.5589%  | 0.0000% | $323000.00         | $334532.04         | Private Label Collateralized Mortgage Obligations |
| BATTALION CLO LTD BATLN_24-25                             | 2037-03-13      | 8.0176%  | 0.0000% | $960000.00         | $965347.04         | Asset-Backed Securities                           |
| BATTALION CLO LTD BATLN_2022-24                           | 2036-07-14      | 5.9169%  | 0.0000% | $1000000.00        | $1010721.30        | Asset-Backed Securities                           |
| BENCHMARK MORTGAGE TRUST BMARK_18-B3                      | 2051-04-12      | 4.6962%  | 0.0000% | $1210000.00        | $1009501.61        | Private Label Collateralized Mortgage Obligations |
| BMARK_0B-20                                               | 2053-10-15      | 2.0000%  | 0.0000% | $5614944.00        | $3293421.07        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                     | 2054-01-15      | 2.0000%  | 0.0000% | $900000.00         | $642018.30         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V17                     | 2030-09-15      | 4.5000%  | 0.0000% | $8725000.00        | $7719548.45        | Private Label Collateralized Mortgage Obligations |
| BRAVO_20-TAC1                                             | 2057-10-25      | 2.5000%  | 0.0000% | $243000.00         | $134844.31         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM7                                             | 2063-09-25      | 7.8716%  | 0.0000% | $497000.00         | $504664.83         | Private Label Collateralized Mortgage Obligations |
| BRAVO_23-NQM2                                             | 2062-05-25      | 4.6160%  | 0.0000% | $8096000.00        | $7255838.01        | Private Label Collateralized Mortgage Obligations |
| BKPRK_19-1A                                               | 2034-07-18      | 2.6330%  | 0.0000% | $1400000.00        | $1288978.79        | Asset-Backed Securities                           |
| CD COMMERCIAL MORTGAGE TRUST CD_18-CD7                    | 2051-08-15      | 3.2490%  | 0.0000% | $1250000.00        | $1050380.68        | Private Label Collateralized Mortgage Obligations |
| CIM_20-INV1                                               | 2050-04-25      | 3.9287%  | 0.0000% | $2681000.00        | $1841477.57        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-GC46         | 2053-02-18      | 3.5540%  | 0.0000% | $3200000.00        | $2697733.33        | Private Label Collateralized Mortgage Obligations |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02 | 2044-02-25      | 5.4619%  | 0.0000% | $2420000.00        | $2422953.17        | Private Label Collateralized Mortgage Obligations |
| CROSSM_25-H5                                              | 2070-07-25      | 5.7620%  | 0.0000% | $1925000.00        | $1690270.95        | Private Label Collateralized Mortgage Obligations |
| CROSSM_26-NQM2                                            | 2061-03-25      | 5.2390%  | 0.0000% | $250000.00         | $247290.29         | Private Label Collateralized Mortgage Obligations |
| DIAMOND ISSUER LLC SHINE_21-1                             | 2051-11-20      | 2.3050%  | 0.0000% | $1251000.00        | $1212271.93        | Asset-Backed Securities                           |
| EFMT_24-INV1                                              | 2069-03-25      | 7.0010%  | 0.0000% | $2029000.00        | $1418687.87        | Private Label Collateralized Mortgage Obligations |
| EFMT_26-AE1                                               | 2060-11-25      | 1.6828%  | 0.0000% | $183832000.00      | $10504405.73       | Private Label Collateralized Mortgage Obligations |
| ELMCL COMMERCIAL MORTGAGE TRUST 2024-GTWY                 | 2041-09-15      | 8.6600%  | 0.0000% | $6000000.00        | $5374223.86        | Private Label Collateralized Mortgage Obligations |
| ELMW5_18-RR                                               | 2037-07-17      | 6.6176%  | 0.0000% | $14000000.00       | $13674606.60       | Asset-Backed Securities                           |
| FSMT_21-5INV                                              | 2051-07-25      | 2.5000%  | 0.0000% | $110000.00         | $60565.82          | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV2                                              | 2052-04-25      | 3.3892%  | 0.0000% | $6382000.00        | $4388649.62        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV2                                              | 2055-05-25      | 7.0119%  | 0.0000% | $382000.00         | $377229.32         | Private Label Collateralized Mortgage Obligations |
| GCAT_24-INV3                                              | 2054-09-25      | 6.9922%  | 0.0000% | $5471000.00        | $5162016.56        | Private Label Collateralized Mortgage Obligations |
| GCAT_22-INV3                                              | 2052-08-26      | 4.5970%  | 0.0000% | $8242000.00        | $7176928.08        | Private Label Collateralized Mortgage Obligations |
| GCAT_25-INV3                                              | 2055-08-25      | 0.5000%  | 0.0000% | $16275000.00       | $211229.82         | Private Label Collateralized Mortgage Obligations |
| HRPK_1R-R                                                 | 2038-07-20      | 6.5676%  | 0.0000% | $4752290.00        | $4562818.06        | Asset-Backed Securities                           |
| INVITATION HOMES TRUST IHSFR_24-SFR1                      | 2041-09-17      | 4.2500%  | 0.0000% | $900000.00         | $864068.10         | Asset-Backed Securities                           |
| JACK IN THE BOX FUNDING LLC JACK_19-1A                    | 2049-08-25      | 4.4760%  | 0.0000% | $500000.00         | $284089.39         | Asset-Backed Securities                           |
| JACK IN THE BOX FUNDING LLC JACK_22-1A                    | 2052-02-26      | 4.1360%  | 0.0000% | $3601000.00        | $2838552.93        | Asset-Backed Securities                           |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST MF1_22-FL8    | 2037-02-19      | 5.0267%  | 0.0000% | $10000000.00       | $3755190.58        | Private Label Collateralized Mortgage Obligations |
| MF1_25-FL17                                               | 2040-02-21      | 6.4206%  | 0.0000% | $3200000.00        | $3209107.17        | Private Label Collateralized Mortgage Obligations |
| MSDB TRUST MSDB_17-712F                                   | 2039-07-11      | 3.5679%  | 0.0000% | $4053000.00        | $3874535.24        | Private Label Collateralized Mortgage Obligations |
| MAST_04-OPT2                                              | 2034-09-25      | 4.4930%  | 0.0000% | $6000000.00        | $104853.40         | Asset-Backed Securities                           |
| MSC_21-L7                                                 | 2054-10-16      | 2.5000%  | 0.0000% | $1185000.00        | $848382.19         | Private Label Collateralized Mortgage Obligations |
| NEUB_17-16SA                                              | 2039-04-15      | 6.3722%  | 0.0000% | $3000000.00        | $2967586.19        | Asset-Backed Securities                           |
| NOHT_19-HNLA                                              | 2032-04-15      | 5.0082%  | 0.0000% | $6425000.00        | $6339355.35        | Private Label Collateralized Mortgage Obligations |
| OBX_23-NQM7                                               | 2063-04-25      | 7.2990%  | 0.0000% | $1583000.00        | $779483.86         | Private Label Collateralized Mortgage Obligations |
| OBX_26-J1                                                 | 2056-01-25      | 6.0855%  | 0.0000% | $3259000.00        | $2649476.52        | Private Label Collateralized Mortgage Obligations |
| OBX_26-R1                                                 | 2063-01-25      | 5.5580%  | 0.0000% | $1070000.00        | $1060400.67        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV4                                               | 2052-06-25      | 0.1114%  | 0.0000% | $312386999.00      | $1304214.74        | Private Label Collateralized Mortgage Obligations |
| OBX_22-INV5                                               | 2052-10-25      | 4.3188%  | 0.0000% | $6687000.00        | $5667896.81        | Private Label Collateralized Mortgage Obligations |
| OBX_25-J3                                                 | 2055-10-25      | 6.5948%  | 0.0000% | $3594000.00        | $3136795.20        | Private Label Collateralized Mortgage Obligations |
| PMTLT_22-INV1                                             | 2052-03-25      | 3.1804%  | 0.0000% | $4196000.00        | $3191634.22        | Private Label Collateralized Mortgage Obligations |
| PALMER SQUARE CLO 2024-2 LTD PLMRS_24-2A                  | 2037-07-20      | 8.0176%  | 0.0000% | $3000000.00        | $2996069.51        | Asset-Backed Securities                           |
| PMTLT_25-CNF2                                             | 2056-12-25      | 6.0212%  | 0.0000% | $3368000.00        | $2748859.70        | Private Label Collateralized Mortgage Obligations |
| POINT AU ROCHE PARK CLO LTD PARPK_21-1A                   | 2039-01-20      | 0.0000%  | 0.0000% | $7800000.00        | $7577371.30        | Asset-Backed Securities                           |
| PFMT_21-1                                                 | 2051-04-25      | 2.3840%  | 0.0000% | $1053000.00        | $437470.62         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-2                                                | 2051-05-25      | 2.3474%  | 0.0000% | $1024000.00        | $618807.46         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV2                                             | 2051-11-27      | 0.3987%  | 0.0000% | $11328464.00       | $203316.21         | Private Label Collateralized Mortgage Obligations |
| PFMLT_21-INV2                                             | 2051-11-27      | 2.6879%  | 0.0000% | $276300.00         | $193236.85         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-1                                                | 2055-02-25      | 0.4716%  | 0.0000% | $74863000.00       | $823926.77         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-5                                                | 2055-11-25      | 0.5000%  | 0.0000% | $22750000.00       | $684471.67         | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-6                                                | 2055-12-25      | 5.5000%  | 0.0000% | $8751000.00        | $8402818.47        | Private Label Collateralized Mortgage Obligations |
| PFMLT_25-2                                                | 2055-06-25      | 0.2448%  | 0.0000% | $344629000.00      | $1392695.37        | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                              | 2043-11-25      | 9.7070%  | 0.0000% | $435550.00         | $446562.75         | Private Label Collateralized Mortgage Obligations |
| RCKT_23-CES3                                              | 2043-11-25      | 9.7070%  | 0.0000% | $2861032.00        | $2590975.51        | Private Label Collateralized Mortgage Obligations |
| RCKT_24-INV2                                              | 2054-09-25      | 7.0412%  | 0.0000% | $306650.00         | $297371.11         | Private Label Collateralized Mortgage Obligations |
| ROCK TRUST ROCKT_24-CNTR                                  | 2041-11-13      | 7.1091%  | 0.0000% | $284000.00         | $296539.25         | Private Label Collateralized Mortgage Obligations |
| RCKT_26-1                                                 | 2035-02-26      | 5.2100%  | 0.0000% | $1000000.00        | $986909.33         | Private Label Collateralized Mortgage Obligations |
| SCG HOTEL ISSUER INC SCG_25-SNIP                          | 2042-09-15      | 6.2725%  | 0.0000% | $3448000.00        | $3461922.27        | Private Label Collateralized Mortgage Obligations |
| SLM Stud 2005-5                                           | 2040-10-25      | 4.8986%  | 0.0000% | $7450000.00        | $4860982.25        | Asset-Backed Securities                           |
| SEMT_26-INV2                                              | 2026-04-01      | 0.0000%  | 0.0000% | $8987000.00        | $9305507.59        | Private Label Collateralized Mortgage Obligations |
| SPEAK_1R-RRR                                              | 2034-04-17      | 6.9060%  | 0.0000% | $2000000.00        | $1937474.12        | Asset-Backed Securities                           |
| SONIC CAPITAL LLC SONIC_20-1A                             | 2050-01-20      | 3.8450%  | 0.0000% | $200000.00         | $187174.03         | Asset-Backed Securities                           |
| SONIC CAPITAL LLC SONIC_21-1                              | 2051-08-20      | 2.1900%  | 0.0000% | $1750000.00        | $1552611.59        | Asset-Backed Securities                           |
| SYMP_28-R                                                 | 2036-01-23      | 5.5213%  | 0.0000% | $7700000.00        | $7841795.19        | Asset-Backed Securities                           |
| THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3             | 2034-09-25      | 0.0000%  | 0.0000% | $1216370000.00     | $13643.91          | Private Label Collateralized Mortgage Obligations |
| TBOLT_19-1                                                | 2039-11-15      | 4.7500%  | 0.0000% | $6639000.00        | $1273170.98        | Asset-Backed Securities                           |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_17-C5                 | 2050-11-15      | 4.6089%  | 0.0000% | $2500000.00        | $2334863.69        | Private Label Collateralized Mortgage Obligations |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM_19-C18                | 2052-12-15      | 3.9196%  | 0.0000% | $4320000.00        | $3589010.04        | Private Label Collateralized Mortgage Obligations |
| VIBR_9R                                                   | 2037-04-20      | 8.3255%  | 0.0000% | $5000000.00        | $5005476.40        | Asset-Backed Securities                           |
| WELLS FARGO COMMERCIAL MORTGAGE                           | 2048-07-15      | 4.1760%  | 0.0000% | $2500000.00        | $2483290.00        | Private Label Collateralized Mortgage Obligations |

### Security 305: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $202000000.00
- **C.18.a - Value (excl. sponsor support):** $202000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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 1 | 2038-08-15      | 6.0000%  | 0.0000% | $3180407.00        | $23909.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-01-20      | 2.5000%  | 0.0000% | $967702.00         | $150988.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-04-20      | 4.0000%  | 0.0000% | $80921.00          | $70927.84          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-06-15      | 4.5000%  | 0.0000% | $1013.00           | $27.53             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $18007.00          | $18267.65          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | 0.0000% | $268433.00         | $248720.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-09-15      | 3.0200%  | 0.0000% | $7587.00           | $4778.30           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-10-15      | 6.5000%  | 0.0000% | $665351.00         | $9490.00           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 5.5000%  | 0.0000% | $2734796.00        | $29511.61          | Agency Mortgage-Backed Securities         |
| FANNIE MAE FNMA_20-96                      | 2051-01-25      | 3.0000%  | 0.0000% | $15000000.00       | $1405999.58        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                | 2051-09-25      | 2.5000%  | 0.0000% | $35552900.00       | $1759431.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                | 2050-11-25      | 3.0000%  | 0.0000% | $21700000.00       | $1447089.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                 | 2055-05-25      | 1.2381%  | 0.0000% | $54700000.00       | $1003516.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                | 2055-05-20      | 2.7771%  | 0.0000% | $109656.00         | $6940.34           | Agency Collateralized Mortgage Obligation |
| FREMF_17-KWO3                              | 2027-08-25      | 0.0000%  | 0.0000% | $832120.00         | $742127.89         | Agency Collateralized Mortgage Obligation |
| FNMA_20-44A                                | 2057-01-25      | 2.5000%  | 0.0000% | $5820370.00        | $552420.15         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                | 2054-12-25      | 0.5381%  | 0.0000% | $50000000.00       | $471006.06         | Agency Collateralized Mortgage Obligation |
| FNMA_25-33D                                | 2055-04-25      | 2.1381%  | 0.0000% | $49998980.00       | $3940385.97        | Agency Collateralized Mortgage Obligation |
| FNMA_25-96                                 | 2055-11-25      | 1.7381%  | 0.0000% | $75000000.00       | $3732260.28        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                | 2048-11-15      | 0.5778%  | 0.0000% | $174000000.00      | $2211328.19        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999R                                | 2050-06-25      | 2.3736%  | 0.0000% | $99019040.00       | $4817732.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5021C                                | 2050-03-25      | 2.0000%  | 0.0000% | $23154999.00       | $1599892.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080M                                | 2049-08-25      | 4.0000%  | 0.0000% | $61584192.00       | $4850906.57        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                | 2052-11-25      | 1.0881%  | 0.0000% | $170645504.00      | $4205560.90        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-11-20      | 3.0000%  | 0.0000% | $1538378.00        | $196582.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-08-20      | 3.0000%  | 0.0000% | $178446.00         | $22914.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-08-20      | 5.5000%  | 0.0000% | $1020.00           | $726.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 5.5000%  | 0.0000% | $4292512.00        | $3053740.68        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $304879.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2064-05-15      | 6.0100%  | 0.0000% | $18125.00          | $18850.23          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 7.0000%  | 0.0000% | $1008.00           | $638.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 7.0000%  | 0.0000% | $42356.00          | $27039.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.5000%  | 0.0000% | $1011901.00        | $1065537.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2067-09-15      | 5.6000%  | 0.0000% | $983258.00         | $1013526.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2068-05-15      | 5.3400%  | 0.0000% | $849256.00         | $857055.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 7.0000%  | 0.0000% | $25953.00          | $26880.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | 0.0000% | $14147952.00       | $14295775.70       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-01-20      | 5.0000%  | 0.0000% | $23055395.00       | $22866933.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 5.0000%  | 0.0000% | $64079822.00       | $63814865.54       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2066-02-20      | 5.5000%  | 0.0000% | $16181603.00       | $16321405.61       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.0000%  | 0.0000% | $3678874.00        | $3754595.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 6.5000%  | 0.0000% | $1024.00           | $1069.83           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 5.5000%  | 0.0000% | $1152.00           | $1171.92           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.0000%  | 0.0000% | $8574715.00        | $8503408.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.5000%  | 0.0000% | $1023976.00        | $1052765.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1042.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-01-20      | 6.0000%  | 0.0000% | $8672063.00        | $8825731.77        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-11-20      | 7.0000%  | 0.0000% | $1432203.00        | $1498547.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $3431110.00        | $3488095.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | 0.0000% | $824235.00         | $833071.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-12-20      | 6.0000%  | 0.0000% | $7540608.00        | $7899345.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2046-10-15      | 4.5000%  | 0.0000% | $694964.00         | $33751.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2047-05-15      | 5.0000%  | 0.0000% | $1185674.00        | $7739.47           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-06-15      | 5.5000%  | 0.0000% | $3083901.00        | $98291.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-12-20      | 5.5000%  | 0.0000% | $3026192.00        | $12479.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-04-20      | 5.5000%  | 0.0000% | $738156.00         | $7934.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-07-20      | 6.0000%  | 0.0000% | $4803881.00        | $46831.57          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-01-20      | 6.0000%  | 0.0000% | $2726575.00        | $31664.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-05-20      | 4.5000%  | 0.0000% | $20106161.00       | $661019.43         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-06-20      | 5.0000%  | 0.0000% | $5687552.00        | $192796.91         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-12-15      | 4.0000%  | 0.0000% | $877764.00         | $127821.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2034-09-15      | 6.5000%  | 0.0000% | $2308000.00        | $20953.49          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.0000%  | 0.0000% | $1000.00           | $4.01              | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-11-15      | 6.0000%  | 0.0000% | $319843.00         | $5229.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-01-15      | 6.0000%  | 0.0000% | $1331050.00        | $9872.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | 0.0000% | $1414424.00        | $7450.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-09-15      | 6.5000%  | 0.0000% | $1473481.00        | $27862.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-07-15      | 6.0000%  | 0.0000% | $49999.00          | $67.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-11-15      | 6.0000%  | 0.0000% | $97625.00          | $1140.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2036-12-15      | 6.0000%  | 0.0000% | $12053.00          | $53.07             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-06-15      | 6.0000%  | 0.0000% | $24999.00          | $237.45            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.0000%  | 0.0000% | $25000.00          | $240.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.5000%  | 0.0000% | $4790332.00        | $16256.15          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-02-15      | 6.0000%  | 0.0000% | $2999.00           | $59.46             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-06-15      | 6.0000%  | 0.0000% | $4340.00           | $30.24             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-07-15      | 6.0000%  | 0.0000% | $50000.00          | $311.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-08-15      | 6.0000%  | 0.0000% | $25000.00          | $289.32            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-07-15      | 6.0000%  | 0.0000% | $50000.00          | $219.02            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | 0.0000% | $852880.00         | $7124.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.5000%  | 0.0000% | $8672.00           | $196.49            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $123.89            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-09-15      | 6.0000%  | 0.0000% | $497000.00         | $4332.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-05-15      | 6.0000%  | 0.0000% | $6003.00           | $39.36             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2037-11-15      | 6.0000%  | 0.0000% | $25000.00          | $137.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 5.5000%  | 0.0000% | $2862454.00        | $11783.29          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-01-15      | 6.0000%  | 0.0000% | $36841.00          | $315.92            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-03-15      | 6.0000%  | 0.0000% | $891268.00         | $37521.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-02-15      | 6.0000%  | 0.0000% | $1786019.00        | $10833.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-07-15      | 5.0000%  | 0.0000% | $1741042.00        | $34712.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 6.0000%  | 0.0000% | $1567970.00        | $15393.45          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $1245892.00        | $19279.06          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $176.53            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-07-15      | 5.5000%  | 0.0000% | $60000.00          | $549.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.5000%  | 0.0000% | $1011503.00        | $7567.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-05-15      | 5.5000%  | 0.0000% | $538967.00         | $2193.02           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-06-15      | 5.5000%  | 0.0000% | $28554.00          | $542.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $4726.00           | $111.36            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 5.5000%  | 0.0000% | $5170742.00        | $8295.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.5000%  | 0.0000% | $691490.00         | $4520.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $87000.00          | $475.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.0000%  | 0.0000% | $50000.00          | $1745.06           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-09-15      | 6.0000%  | 0.0000% | $25000.00          | $309.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $255.99            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $209.18            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-10-15      | 6.0000%  | 0.0000% | $78018.00          | $2097.19           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.0000%  | 0.0000% | $46740.00          | $316.20            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 5.5000%  | 0.0000% | $562802.00         | $1993.16           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 5.5000%  | 0.0000% | $4691100.00        | $40921.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-11-15      | 6.5000%  | 0.0000% | $106705.00         | $1297.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.0000%  | 0.0000% | $3250953.00        | $69802.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2039-01-15      | 6.0000%  | 0.0000% | $5002.00           | $67.22             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-04-15      | 4.5000%  | 0.0000% | $2396.00           | $91.06             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-01-15      | 4.5000%  | 0.0000% | $2763.00           | $120.33            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2043-04-15      | 2.5000%  | 0.0000% | $35970.00          | $11091.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-02-20      | 3.5000%  | 0.0000% | $9206.00           | $2843.78           | Agency Mortgage-Backed Securities         |
| GNMA_21-122E                               | 2051-07-20      | 0.0000%  | 0.0000% | $75820849.00       | $257490.42         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1L                                 | 2051-06-20      | 3.0000%  | 0.0000% | $173016576.00      | $8749720.43        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97F                                | 2054-06-20      | 3.6271%  | 0.0000% | $42979700.00       | $3662943.08        | Agency Collateralized Mortgage Obligation |
| GNMA GNII EP 788330 C                      | 2065-03-20      | 0.0000%  | 0.0000% | $8192.00           | $8056.24           | Agency Mortgage-Backed Securities         |

### Security 306: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDJLDRL3
- **C.18 - Value (incl. sponsor support):** $531405000.00
- **C.18.a - Value (excl. sponsor support):** $531405000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                  | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BLOOM ENERGY CORPORATION     | 2030-11-15      | 0.0000%  | 0.0000% | $113565000.00      | $113667208.50      | Corporate Debt Securities |
| BRIDGEBIO PHARMA INC         | 2029-02-01      | 2.2500%  | 0.0000% | $44707000.00       | $48870562.91       | Corporate Debt Securities |
| INTEGER HOLDINGS CORP        | 2028-02-15      | 2.1250%  | 0.0000% | $11065000.00       | $12887574.55       | Corporate Debt Securities |
| LUCID GROUP INC              | 2031-11-01      | 7.0000%  | 0.0000% | $117351000.00      | $83296391.75       | Corporate Debt Securities |
| APPLIED DIGITAL CORP         | 2030-06-01      | 2.7500%  | 0.0000% | $13432000.00       | $31560722.67       | Corporate Debt Securities |
| CONMED CORP                  | 2027-06-15      | 2.2500%  | 0.0000% | $3170000.00        | $3083221.25        | Corporate Debt Securities |
| HALOZYME THERAPEUTICS INC    | 2027-03-01      | 0.2500%  | 0.0000% | $2711000.00        | $2762396.04        | Corporate Debt Securities |
| HERBALIFE LTD                | 2028-06-15      | 4.2500%  | 0.0000% | $256000.00         | $305104.36         | Corporate Debt Securities |
| PTC THERAPEUTICS INC         | 2026-09-15      | 1.5000%  | 0.0000% | $54457000.00       | $70217763.42       | Corporate Debt Securities |
| PLANET LABS PBC              | 2030-10-15      | 0.5000%  | 0.0000% | $31358000.00       | $78168090.03       | Corporate Debt Securities |
| PROGRESS SOFTWARE CORP       | 2026-04-15      | 1.0000%  | 0.0000% | $36728000.00       | $36823900.89       | Corporate Debt Securities |
| RAPID7 INC                   | 2029-03-15      | 1.2500%  | 0.0000% | $9278000.00        | $7789396.44        | Corporate Debt Securities |
| SEMTECH CORP                 | 2030-10-15      | 0.0000%  | 0.0000% | $7111000.00        | $7567526.20        | Corporate Debt Securities |
| SUPER MICRO COMPUTER INC     | 2030-06-15      | 0.0000%  | 0.0000% | $30011000.00       | $21325816.60       | Corporate Debt Securities |
| TERAWULF INC                 | 2032-05-01      | 0.0000%  | 0.0000% | $18903000.00       | $18970672.74       | Corporate Debt Securities |
| TRANSOCEAN INTERNATIONAL LTD | 2029-09-30      | 4.6250%  | 0.0000% | $3645000.00        | $7357869.90        | Corporate Debt Securities |
| WORKIVA INC                  | 2028-08-15      | 1.2500%  | 0.0000% | $54258000.00       | $50519473.08       | Corporate Debt Securities |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.810000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDM0QAN4
- **C.18 - Value (incl. sponsor support):** $445000000.00
- **C.18.a - Value (excl. sponsor support):** $445000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| BROADCOM INC                   COM         | 2500-12-31      | 0.0000%  | 0.0000% | $386130.00         | $113294403.30      | Equities   |
| AGILENT TECHNOLOGIES INC       COM         | 2500-12-31      | 0.0000%  | 0.0000% | $273435.00         | $30627454.35       | Equities   |
| ALBEMARLE CORP                 COM         | 2500-12-31      | 0.0000%  | 0.0000% | $11186.00          | $1982382.92        | Equities   |
| WELLS FARGO & CO               COM         | 2500-12-31      | 0.0000%  | 0.0000% | $31471.00          | $2416972.80        | Equities   |
| BOEING CO                      COM         | 2500-12-31      | 0.0000%  | 0.0000% | $583343.00         | $110374329.03      | Equities   |
| HORMEL FOODS CORP              COM         | 2500-12-31      | 0.0000%  | 0.0000% | $129846.00         | $2989054.92        | Equities   |
| AFLAC INC                      COM         | 2500-12-31      | 0.0000%  | 0.0000% | $32284.00          | $3492160.28        | Equities   |
| AES CORP                       COM         | 2500-12-31      | 0.0000%  | 0.0000% | $200131.00         | $2805836.62        | Equities   |
| ANALOG DEVICES INC             COM         | 2500-12-31      | 0.0000%  | 0.0000% | $54392.00          | $16486215.20       | Equities   |
| CHURCH & DWIGHT CO INC         COM         | 2500-12-31      | 0.0000%  | 0.0000% | $1728.00           | $162276.48         | Equities   |
| DOW HLDGS INC                  COM         | 2500-12-31      | 0.0000%  | 0.0000% | $304299.00         | $12740999.13       | Equities   |
| IRON MTN INC DEL               COM         | 2500-12-31      | 0.0000%  | 0.0000% | $115242.00         | $11247619.20       | Equities   |
| LAS VEGAS SANDS CORP           COM         | 2500-12-31      | 0.0000%  | 0.0000% | $99069.00          | $5113941.78        | Equities   |
| LENNOX INTL INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $6883.00           | $3055983.17        | Equities   |
| GEN DIGITAL INC                COM         | 2500-12-31      | 0.0000%  | 0.0000% | $289268.00         | $5299389.76        | Equities   |
| REGIONS FINANCIAL CORP NEW     COM         | 2500-12-31      | 0.0000%  | 0.0000% | $1153940.00        | $29125445.60       | Equities   |
| STARBUCKS CORP                 COM         | 2500-12-31      | 0.0000%  | 0.0000% | $28591.00          | $2479411.52        | Equities   |
| WABTEC                         COM         | 2500-12-31      | 0.0000%  | 0.0000% | $67133.00          | $15935360.21       | Equities   |
| WESTERN DIGITAL CORP           COM         | 2500-12-31      | 0.0000%  | 0.0000% | $312240.00         | $78581440.80       | Equities   |
| ACCENTURE PLC IRELAND          SHS CLASS A | 2500-12-31      | 0.0000%  | 0.0000% | $209007.00         | $41289332.85       | Equities   |

### Security 308: SANTANDER US CAPITAL MARKETS LLC

- **C.1 - Title:** TRI-PARTY SANTANDER US CAPITAL MARKETS LLC 4.080000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: BYDM2WJC4
- **C.18 - Value (incl. sponsor support):** $82750000.00
- **C.18.a - Value (excl. sponsor support):** $82750000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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.: 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| SUPER MICRO COMPUTER INC                   | 2030-06-15      | 0.0000%  | 0.0000% | $378000.00         | $268606.80         | Corporate Debt Securities         |
| BOX INC                                    | 2029-09-15      | 1.5000%  | 0.0000% | $500000.00         | $456583.33         | Corporate Debt Securities         |
| CLOUDFLARE INC                             | 2026-08-15      | 0.0000%  | 0.0000% | $84000.00          | $94718.40          | Corporate Debt Securities         |
| COINBASE GLOBAL INC                        | 2030-04-01      | 0.2500%  | 0.0000% | $46000.00          | $41606.54          | Corporate Debt Securities         |
| DATADOG INC                                | 2029-12-01      | 0.0000%  | 0.0000% | $1023000.00        | $981057.00         | Corporate Debt Securities         |
| Digital Rlty                               | 2029-11-15      | 1.8750%  | 0.0000% | $529000.00         | $556816.58         | Corporate Debt Securities         |
| DUKE ENERGY CORP                           | 2026-04-15      | 4.1250%  | 0.0000% | $1218000.00        | $1368959.93        | Corporate Debt Securities         |
| EOS ENERGY ENTERPRISES INC                 | 2031-12-01      | 1.7500%  | 0.0000% | $7000.00           | $3944.32           | Corporate Debt Securities         |
| IONIS PHARMACEUTICALS INC                  | 2028-06-15      | 1.7500%  | 0.0000% | $343000.00         | $505548.65         | Corporate Debt Securities         |
| LIVE NATION ENTERTAINMENT INC              | 2031-10-15      | 2.8750%  | 0.0000% | $48000.00          | $48754.38          | Corporate Debt Securities         |
| MIRION TECHNOLOGIES INC                    | 2030-06-01      | 0.2500%  | 0.0000% | $38000.00          | $39703.67          | Corporate Debt Securities         |
| NUTANIX INC                                | 2027-10-01      | 0.2500%  | 0.0000% | $2000.00           | $2039.50           | Corporate Debt Securities         |
| SOFI TECHNOLOGIES INC                      | 2029-03-15      | 1.2500%  | 0.0000% | $3521000.00        | $6177226.75        | Corporate Debt Securities         |
| TERAWULF INC                               | 2031-09-01      | 1.0000%  | 0.0000% | $258000.00         | $346043.36         | Corporate Debt Securities         |
| WEC ENERGY GROUP INC                       | 2029-06-01      | 4.3750%  | 0.0000% | $30000.00          | $37382.50          | Corporate Debt Securities         |
| CMS ENERGY CORP                            | 2028-05-01      | 3.3750%  | 0.0000% | $1500000.00        | $1707843.75        | Corporate Debt Securities         |
| CORE SCIENTIFIC INC                        | 2029-09-01      | 3.0000%  | 0.0000% | $520000.00         | $790727.60         | Corporate Debt Securities         |
| CYTOKINETICS INCORPORATED                  | 2031-10-01      | 1.7500%  | 0.0000% | $65000.00          | $81003.87          | Corporate Debt Securities         |
| ECHOSTAR CORP                              | 2030-11-30      | 3.8750%  | 0.0000% | $1043.00           | $3598.78           | Corporate Debt Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2037-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1066.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 2.0000%  | 0.0000% | $12000.00          | $8703.01           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 3.5000%  | 0.0000% | $5000.00           | $3708.53           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2199.83           | Other Instrument                  |
| MKS INCORPORATED                           | 2030-06-01      | 1.2500%  | 0.0000% | $89000.00          | $138053.83         | Corporate Debt Securities         |
| POST HOLDINGS INC                          | 2027-08-15      | 2.5000%  | 0.0000% | $1000.00           | $1077.69           | Corporate Debt Securities         |
| UPSTART HOLDINGS INC                       | 2026-08-15      | 0.2500%  | 0.0000% | $150000.00         | $146672.92         | Corporate Debt Securities         |
| AKAMAI TECH INC                            | 2029-02-15      | 1.1250%  | 0.0000% | $664000.00         | $743771.30         | Corporate Debt Securities         |
| ALARM.COM HOLDINGS INC                     | 2029-06-01      | 2.2500%  | 0.0000% | $185000.00         | $171010.30         | Corporate Debt Securities         |
| BRIDGEBIO PHARMA INC                       | 2027-03-15      | 2.5000%  | 0.0000% | $3000.00           | $5088.33           | Corporate Debt Securities         |
| COINBASE GLOBAL INC                        | 2032-10-01      | 0.0000%  | 0.0000% | $1986000.00        | $1538157.00        | Corporate Debt Securities         |
| FREDDIE MAC GOLD                           | 2046-10-01      | 3.0000%  | 0.0000% | $11000.00          | $1670.69           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2045-12-01      | 3.5000%  | 0.0000% | $6000.00           | $1033.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2034-10-01      | 2.5000%  | 0.0000% | $9999.00           | $2540.59           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-04-01      | 3.5000%  | 0.0000% | $10000.00          | $2781.13           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1209.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-10-01      | 2.0000%  | 0.0000% | $4000.00           | $2115.99           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2037-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1150.57           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1197.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-03-01      | 5.0000%  | 0.0000% | $10000.00          | $5494.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-05-01      | 2.5000%  | 0.0000% | $2002.00           | $1112.70           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3552.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-09-01      | 2.5000%  | 0.0000% | $9970.00           | $6707.17           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-02-01      | 2.0000%  | 0.0000% | $3036.00           | $1934.17           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-10-01      | 4.0000%  | 0.0000% | $4002.00           | $3293.04           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 3.5000%  | 0.0000% | $9000.00           | $6576.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-08-01      | 3.0000%  | 0.0000% | $11000.00          | $1144.53           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2049-09-01      | 4.0000%  | 0.0000% | $4000.00           | $1041.96           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1198.55           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1737.74           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | 0.0000% | $3999.00           | $2359.28           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1233.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2768.46           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 2.0000%  | 0.0000% | $2999.00           | $1998.73           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2106.11           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1460.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-08-01      | 6.0000%  | 0.0000% | $3000.00           | $1944.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1504.31           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-10-01      | 4.0000%  | 0.0000% | $13000.00          | $10425.28          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3320.42           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2705.85           | Other Instrument                  |
| FREDDIE MAC GOLD                           | 2044-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1574.90           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                           | 2046-04-01      | 4.5000%  | 0.0000% | $12000.00          | $2908.95           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2490.68           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2048.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-11-01      | 2.5000%  | 0.0000% | $4999.00           | $2788.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2471.81           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1345.81           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3488.12           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-05-01      | 3.5000%  | 0.0000% | $8000.00           | $5669.72           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-09-01      | 2.0000%  | 0.0000% | $4009.00           | $1931.79           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-02-01      | 1.5000%  | 0.0000% | $2385.00           | $1257.02           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-05-01      | 2.0000%  | 0.0000% | $4020.00           | $2213.89           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-09-01      | 2.5000%  | 0.0000% | $14997000.00       | $8598417.88        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-07-01      | 5.0000%  | 0.0000% | $10000.00          | $8723.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2044-12-01      | 4.0000%  | 0.0000% | $34000.00          | $3915.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-04-01      | 3.5000%  | 0.0000% | $40000.00          | $5373.13           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-08-01      | 4.5000%  | 0.0000% | $1000.00           | $42.92             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-10-01      | 6.0000%  | 0.0000% | $1000.00           | $3.13              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-12-01      | 5.5000%  | 0.0000% | $1999.00           | $2027.58           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-10-01      | 2.5000%  | 0.0000% | $115000.00         | $13805.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-06-01      | 4.0000%  | 0.0000% | $124000.00         | $13217.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-10-01      | 4.0000%  | 0.0000% | $35000.00          | $7788.82           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $539.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-12-01      | 3.5000%  | 0.0000% | $53999.00          | $7402.41           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-07-01      | 3.0000%  | 0.0000% | $31056.00          | $7490.62           | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-08-01      | 3.5000%  | 0.0000% | $72000.00          | $9615.59           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 4.0000%  | 0.0000% | $4000.00           | $1332.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-06-01      | 4.0000%  | 0.0000% | $3000.00           | $2201.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-07-01      | 3.5000%  | 0.0000% | $5000.00           | $2955.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2649.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.0000%  | 0.0000% | $3937000.00        | $3175977.63        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-02-01      | 5.5000%  | 0.0000% | $3498000.00        | $3589554.56        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2056-04-01      | 5.5000%  | 0.0000% | $5973432.00        | $6074301.36        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 2.0000%  | 0.0000% | $21055744.00       | $17342493.36       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2045-10-01      | 4.5000%  | 0.0000% | $6000.00           | $1819.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-03-01      | 2.0000%  | 0.0000% | $2729560.00        | $1418436.26        | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-11-01      | 4.0000%  | 0.0000% | $6000.00           | $1753.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 4.5000%  | 0.0000% | $6000.00           | $2706.12           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-06-01      | 4.0000%  | 0.0000% | $2999.00           | $1417.52           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-11-01      | 2.5000%  | 0.0000% | $1619000.00        | $985904.99         | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.5000%  | 0.0000% | $32151.00          | $21528.43          | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 3.5000%  | 0.0000% | $18000.00          | $13681.54          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-05-01      | 4.0000%  | 0.0000% | $7999.00           | $1076.01           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2038-11-01      | 7.0000%  | 0.0000% | $597998.00         | $1980.44           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-09-01      | 6.0000%  | 0.0000% | $1131.00           | $20.49             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-09-01      | 5.0000%  | 0.0000% | $69993.00          | $5865.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-09-01      | 2.5000%  | 0.0000% | $38000.00          | $22225.63          | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $73.72             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2684.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-02-01      | 3.5000%  | 0.0000% | $13999.00          | $2089.10           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-10-01      | 2.5000%  | 0.0000% | $5999.00           | $2534.09           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-01-01      | 2.5000%  | 0.0000% | $7000.00           | $3194.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-03-01      | 5.5000%  | 0.0000% | $20000.00          | $15032.99          | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-04-01      | 3.0000%  | 0.0000% | $36000.00          | $24096.61          | Other Instrument                  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 3.0000%  | 0.0000% | $7000.00           | $4886.61           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2014.85           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 4.0000%  | 0.0000% | $3000.00           | $2722.49           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | 0.0000% | $7000.00           | $6738.60           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-10-01      | 3.0000%  | 0.0000% | $2998.00           | $2495.69           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-12-01      | 6.0000%  | 0.0000% | $2003.00           | $1982.82           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.55           | Other Instrument                  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-01-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.91           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $4003.00           | $4047.97           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.34           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.61           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3045.47           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-03-01      | 5.5000%  | 0.0000% | $4003.00           | $4053.40           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3052.52           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 5.5000%  | 0.0000% | $5000.00           | $5079.15           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-03-01      | 5.5000%  | 0.0000% | $3016.00           | $3064.74           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-03-01      | 5.5000%  | 0.0000% | $3001.00           | $3061.56           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-02-01      | 6.0000%  | 0.0000% | $12033232.00       | $12634604.18       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.5000%  | 0.0000% | $2016.00           | $2057.90           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.5000%  | 0.0000% | $1002.00           | $1015.29           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.5000%  | 0.0000% | $4096.00           | $4202.41           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2056-04-01      | 5.5000%  | 0.0000% | $1010.00           | $1036.24           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-04-15      | 5.3000%  | 0.0000% | $5119990.00        | $5183629.77        | Agency Mortgage-Backed Securities |
| GAMESTOP CORP                              | 2030-04-01      | 0.0000%  | 0.0000% | $1138000.00        | $1153363.00        | Corporate Debt Securities         |
| GAMESTOP CORP                              | 2032-06-15      | 0.0000%  | 0.0000% | $50000.00          | $50675.00          | Corporate Debt Securities         |
| GUIDEWIRE SOFTWARE INC                     | 2029-11-01      | 1.2500%  | 0.0000% | $294000.00         | $291306.47         | Corporate Debt Securities         |
| LCI INDUSTRIES                             | 2026-05-15      | 1.1250%  | 0.0000% | $14000.00          | $13955.76          | Corporate Debt Securities         |
| SIRIUS XM HOLDINGS INC                     | 2028-03-15      | 3.7500%  | 0.0000% | $1617000.00        | $1669822.00        | Corporate Debt Securities         |
| LUMENTUM HOLDINGS INC                      | 2028-06-15      | 0.5000%  | 0.0000% | $150000.00         | $749262.33         | Corporate Debt Securities         |
| ON SEMICONDUCTOR CORP                      | 2027-05-01      | 0.0000%  | 0.0000% | $9000.00           | $10863.00          | Corporate Debt Securities         |
| ON SEMICONDUCTOR CORP                      | 2029-03-01      | 0.5000%  | 0.0000% | $11000.00          | $10460.08          | Corporate Debt Securities         |
| PPL CAPITAL FUNDING INC                    | 2028-03-15      | 2.8750%  | 0.0000% | $19000.00          | $22187.78          | Corporate Debt Securities         |
| PG&E CORP                                  | 2027-12-01      | 4.2500%  | 0.0000% | $1000.00           | $1049.77           | Corporate Debt Securities         |
| RIVIAN AUTOMOTIVE INC                      | 2030-10-15      | 3.6250%  | 0.0000% | $187000.00         | $178438.26         | Corporate Debt Securities         |
| SHIFT4 PAYMENTS INC                        | 2027-08-01      | 0.5000%  | 0.0000% | $9000.00           | $8373.00           | Corporate Debt Securities         |
| BLOCK INC                                  | 2027-11-01      | 0.2500%  | 0.0000% | $500000.00         | $467770.83         | Corporate Debt Securities         |
| SUPER MICRO COMPUTER INC                   | 2029-03-01      | 3.5000%  | 0.0000% | $393000.00         | $310079.62         | Corporate Debt Securities         |
| UBER TECHNOLOGIES INC                      | 2028-12-01      | 0.8750%  | 0.0000% | $3034000.00        | $3605656.17        | Corporate Debt Securities         |
| WAYFAIR INC                                | 2028-11-15      | 3.5000%  | 0.0000% | $710000.00         | $1168462.78        | Corporate Debt Securities         |
| ZOETIS INC                                 | 2029-06-15      | 0.2500%  | 0.0000% | $29000.00          | $28585.74          | Corporate Debt Securities         |
| GNMA GNHA RM DR0439 H                      | 2076-02-20      | 0.0000%  | 0.0000% | $1214384.00        | $1325688.77        | Agency Mortgage-Backed Securities |

### Security 309: BARCLAYS BANK PLC

- **C.1 - Title:** TRI-PARTY BARCLAYS BANK PLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDMT1967
- **C.18 - Value (incl. sponsor support):** $74000000.00
- **C.18.a - Value (excl. sponsor support):** $74000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **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? 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% | $16943530.00       | $7179245.49        | Private Label Collateralized Mortgage Obligations |
| CHASE_24-RPL4                                           | 2064-12-25      | 3.3750%  | 0.0000% | $1163209.00        | $928355.91         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                            | 2034-05-10      | 2.8555%  | 0.0000% | $1065900.00        | $818756.30         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2018-CBM BBCMS_18-CBM                       | 2037-07-15      | 4.7200%  | 0.0000% | $20000.00          | $19486.80          | Private Label Collateralized Mortgage Obligations |
| ACREC_25-FL3                                            | 2042-08-18      | 6.7206%  | 0.0000% | $303560.00         | $304544.85         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1           | 2061-09-25      | 2.7500%  | 0.0000% | $2008724.00        | $1203930.42        | Private Label Collateralized Mortgage Obligations |
| CSMC_21-NQM1                                            | 2065-05-25      | 0.8090%  | 0.0000% | $100093.00         | $17965.64          | Private Label Collateralized Mortgage Obligations |
| MSC_20-CNP                                              | 2042-04-05      | 2.5085%  | 0.0000% | $8763000.00        | $6993207.00        | Private Label Collateralized Mortgage Obligations |
| OBX_22-NQM5                                             | 2062-05-25      | 4.2906%  | 0.0000% | $4109892.00        | $3472996.28        | Private Label Collateralized Mortgage Obligations |
| CHASE_24-5                                              | 2055-04-26      | 6.0000%  | 0.0000% | $3300000.00        | $2130391.03        | Private Label Collateralized Mortgage Obligations |
| JPMMT_17-4                                              | 2048-11-25      | 3.5000%  | 0.0000% | $6455671.00        | $4246356.13        | Private Label Collateralized Mortgage Obligations |
| ONE MARKET PLAZA TRUST OMPT_17-1                        | 2032-02-10      | 3.6139%  | 0.0000% | $4405376.00        | $3102196.20        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE      | 2043-01-05      | 3.6590%  | 0.0000% | $9141478.00        | $7810361.48        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST BAMLL_16-ISQ | 2034-08-14      | 2.8480%  | 0.0000% | $3566116.00        | $2968339.86        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST BMO_24-5C5                           | 2057-02-15      | 1.3921%  | 0.0000% | $8408296.00        | $286347.96         | Private Label Collateralized Mortgage Obligations |
| BXMTL_26-FL6                                            | 2043-08-19      | 6.5267%  | 0.0000% | $235118.00         | $235827.83         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TRUST BMARK_25-V19                   | 2058-01-15      | 4.5000%  | 0.0000% | $58638.00          | $49881.58          | Private Label Collateralized Mortgage Obligations |
| BMO_24-5C3                                              | 2057-02-16      | 0.6323%  | 0.0000% | $156785757.00      | $2035179.00        | Private Label Collateralized Mortgage Obligations |
| GSMS_19-GC38                                            | 2052-02-10      | 1.1680%  | 0.0000% | $64977999.00       | $1379409.98        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECURITIES TRUST                            | 2034-05-10      | 2.8555%  | 0.0000% | $5000000.00        | $3840680.66        | Private Label Collateralized Mortgage Obligations |
| GCAT_26-NQM1                                            | 2070-12-25      | 4.7890%  | 0.0000% | $2649074.00        | $2597460.05        | Private Label Collateralized Mortgage Obligations |
| HAVN_25-MOB                                             | 2035-10-15      | 7.4810%  | 0.0000% | $4027314.00        | $3995479.42        | Private Label Collateralized Mortgage Obligations |
| HYT COMMERCIAL MORTGAGE TRUST HYT_24-RGCY               | 2041-08-15      | 7.1117%  | 0.0000% | $1426000.00        | $1430507.22        | Private Label Collateralized Mortgage Obligations |
| IMPRL_22-NQM3                                           | 2067-05-25      | 4.4097%  | 0.0000% | $324975.00         | $278926.55         | Private Label Collateralized Mortgage Obligations |
| NRZT_22-NQM3                                            | 2062-04-25      | 3.9000%  | 0.0000% | $2960217.00        | $2016664.03        | Private Label Collateralized Mortgage Obligations |
| PRPM_22-INV1                                            | 2067-04-25      | 4.4467%  | 0.0000% | $7676628.00        | $6944470.38        | Asset-Backed Securities                           |
| PFMLT_25-5                                              | 2055-11-25      | 5.0000%  | 0.0000% | $7028439.00        | $6280868.54        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE      | 2043-01-08      | 3.8720%  | 0.0000% | $2494500.00        | $2140978.63        | Private Label Collateralized Mortgage Obligations |
| SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE      | 2043-01-05      | 4.1440%  | 0.0000% | $343895.00         | $297972.75         | Private Label Collateralized Mortgage Obligations |
| SWCHCM_25-DATA                                          | 2042-02-15      | 5.1231%  | 0.0000% | $966000.00         | $954889.57         | Private Label Collateralized Mortgage Obligations |
| SG RESIDENTIAL MORTGAGE TRUST SGR_22-1                  | 2066-01-25      | 4.7820%  | 0.0000% | $1378081.00        | $1362145.84        | Private Label Collateralized Mortgage Obligations |
| WFCM_25-C64                                             | 2058-02-27      | 1.2423%  | 0.0000% | $26456694.00       | $1856177.09        | Private Label Collateralized Mortgage Obligations |

### Security 310: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.750000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSMB5Q9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **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   |
|:---|:---|:---|:---|:---|:---|:---|
| AIRBNB INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $10000.00          | $1231000.00        | Equities   |
| AIR LEASE CORPORATION             | 2026-04-01      | 0.0000%  | 0.0000% | $148498.00         | $9616730.48        | Equities   |
| OPTIMUM COMMUNICATIONS INC        | 2026-04-01      | 0.0000%  | 0.0000% | $94.00             | $123.14            | Equities   |
| AMAZON.COM INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $64674.00          | $12996240.30       | Equities   |
| ANALOG DEVICES INC                | 2026-04-01      | 0.0000%  | 0.0000% | $13358.00          | $4048809.80        | Equities   |
| APPLE INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $59242.00          | $14610854.46       | Equities   |
| APPLIED MAT INC                   | 2026-04-01      | 0.0000%  | 0.0000% | $8429.00           | $2723578.48        | Equities   |
| BROADCOM INC                      | 2026-04-01      | 0.0000%  | 0.0000% | $103812.00         | $30459478.92       | Equities   |
| CANTALOUPE INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $240251.00         | $2570685.70        | Equities   |
| CIRCLE INTERNET GROUP INC         | 2026-04-01      | 0.0000%  | 0.0000% | $100.00            | $8991.00           | Equities   |
| FRESHWORKS INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $477765.00         | $3841230.60        | Equities   |
| GREENBRIER CO INC                 | 2026-04-01      | 0.0000%  | 0.0000% | $332750.00         | $17186537.50       | Equities   |
| INTERCONTINENTAL EXCHANGE INC     | 2026-04-01      | 0.0000%  | 0.0000% | $115.00            | $18048.10          | Equities   |
| ELI LILLY AND COMPANY             | 2026-04-01      | 0.0000%  | 0.0000% | $19076.00          | $16913353.88       | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC | 2026-04-01      | 0.0000%  | 0.0000% | $2503.00           | $38145.72          | Equities   |
| MICROSOFT CORP                    | 2026-04-01      | 0.0000%  | 0.0000% | $564204.00         | $202526667.84      | Equities   |
| MICRON TECHNOLOGY INC             | 2026-04-01      | 0.0000%  | 0.0000% | $47.00             | $15124.60          | Equities   |
| NVIDIA CORP                       | 2026-04-01      | 0.0000%  | 0.0000% | $1197046.00        | $197716087.82      | Equities   |
| ORACLE CORPORATION                | 2026-04-01      | 0.0000%  | 0.0000% | $262554.00         | $36442495.20       | Equities   |
| PEBBLEBROOK HOTEL TRUST           | 2026-04-01      | 0.0000%  | 0.0000% | $385791.00         | $4818529.59        | Equities   |
| PROASSURANCE CORPORATION          | 2026-04-01      | 0.0000%  | 0.0000% | $58686.00          | $1446023.04        | Equities   |
| RBC BEARINGS                      | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $524.38            | Equities   |
| ROCKET COMPANIES INC              | 2026-04-01      | 0.0000%  | 0.0000% | $324597.00         | $4378813.53        | Equities   |
| SANDISK CORP                      | 2026-04-01      | 0.0000%  | 0.0000% | $107555.00         | $61575237.50       | Equities   |
| TERADYNE INC                      | 2026-04-01      | 0.0000%  | 0.0000% | $3.00              | $829.05            | Equities   |
| ALPHABET INC                      | 2026-04-01      | 0.0000%  | 0.0000% | $1842.00           | $503123.88         | Equities   |
| AMICUS THERAPEUTICS INC           | 2026-04-01      | 0.0000%  | 0.0000% | $50942.00          | $735093.06         | Equities   |
| BIOMARIN PHARMACEUTICAL INC.      | 2026-04-01      | 0.0000%  | 0.0000% | $2447.00           | $134071.13         | Equities   |
| COCA-COLA CO                      | 2026-04-01      | 0.0000%  | 0.0000% | $117701.00         | $8977055.27        | Equities   |
| CONNECTONE BANCORP INC            | 2026-04-01      | 0.0000%  | 0.0000% | $1300.00           | $34216.00          | Equities   |
| HALOZYME THERAPEUTICS INC         | 2026-04-01      | 0.0000%  | 0.0000% | $778.00            | $48337.14          | Equities   |
| HORIZON BANCORP/IN                | 2026-04-01      | 0.0000%  | 0.0000% | $1592.00           | $26045.12          | Equities   |
| ISHARES CORE S&P 500 ETF          | 2026-04-01      | 0.0000%  | 0.0000% | $8842.00           | $5614051.06        | Equities   |
| LAM RSRCH CORP                    | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $199.93            | Equities   |
| FORMULA ONE GROUP                 | 2026-04-01      | 0.0000%  | 0.0000% | $1678.00           | $138888.06         | Equities   |
| RIVIAN AUTOMOTIVE INC             | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $28.98             | Equities   |
| DOCGO INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $821415.00         | $492766.86         | Equities   |
| AKAMAI TECH INC                   | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $110.22            | Equities   |
| BATH & BODY WORKS INC             | 2026-04-01      | 0.0000%  | 0.0000% | $76108.00          | $1420936.36        | Equities   |
| EDISON INTL                       | 2026-04-01      | 0.0000%  | 0.0000% | $62585.00          | $4496106.40        | Equities   |
| Farmland Prtnrs                   | 2026-04-01      | 0.0000%  | 0.0000% | $39.00             | $432.12            | Equities   |
| HIGHWOODS PROP INC.               | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $41.80             | Equities   |
| HUNTINGTON BANCSHARES INC         | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $15.02             | Equities   |
| INSIGHT ENTERPRISES INC           | 2026-04-01      | 0.0000%  | 0.0000% | $1300.00           | $83759.00          | Equities   |
| PERMIAN RESOURCES CORP            | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $42.98             | Equities   |
| CHARLES SCHWAB CORP               | 2026-04-01      | 0.0000%  | 0.0000% | $772.00            | $71842.32          | Equities   |
| TJX COMPANIES INC                 | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $155.79            | Equities   |
| TERNS PHARMACEUTICALS INC         | 2026-04-01      | 0.0000%  | 0.0000% | $120617.00         | $6378226.96        | Equities   |
| TRACTOR SUPPLY CO                 | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $45.41             | Equities   |
| ZOETIS INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $48657.00          | $5660268.81        | Equities   |

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

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDSV5SM6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch, Inc.: NR; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| NVIDIA CORP                        | 2026-04-01      | 0.0000%  | 0.0000% | $588819.00         | $97255234.23       | Equities   |
| AMAZON.COM INC                     | 2026-04-01      | 0.0000%  | 0.0000% | $162516.00         | $32657590.20       | Equities   |
| APPLE INC                          | 2026-04-01      | 0.0000%  | 0.0000% | $79680.00          | $19651478.40       | Equities   |
| CANTALOUPE INC                     | 2026-04-01      | 0.0000%  | 0.0000% | $141719.00         | $1516393.30        | Equities   |
| GREENBRIER CO INC                  | 2026-04-01      | 0.0000%  | 0.0000% | $392.00            | $20246.80          | Equities   |
| ISHARES CORE S&P 500 ETF           | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $634.93            | Equities   |
| ELI LILLY AND COMPANY              | 2026-04-01      | 0.0000%  | 0.0000% | $9949.00           | $8821081.87        | Equities   |
| MICROSOFT CORP                     | 2026-04-01      | 0.0000%  | 0.0000% | $306411.00         | $109989292.56      | Equities   |
| MICRON TECHNOLOGY INC              | 2026-04-01      | 0.0000%  | 0.0000% | $270441.00         | $87027913.80       | Equities   |
| ORACLE CORPORATION                 | 2026-04-01      | 0.0000%  | 0.0000% | $2811.00           | $390166.80         | Equities   |
| ZOETIS INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $116.33            | Equities   |
| OPTIMUM COMMUNICATIONS INC         | 2026-04-01      | 0.0000%  | 0.0000% | $10.00             | $13.10             | Equities   |
| MAUI LAND & PINEAPPLE COMPANY INC  | 2026-04-01      | 0.0000%  | 0.0000% | $20247.00          | $308564.28         | Equities   |
| RBC BEARINGS                       | 2026-04-01      | 0.0000%  | 0.0000% | $5578.00           | $2924991.64        | Equities   |
| APPLIED MAT INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $699.00            | $225860.88         | Equities   |
| BROADCOM INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $82733.00          | $24274689.53       | Equities   |
| EDISON INTL                        | 2026-04-01      | 0.0000%  | 0.0000% | $3.00              | $215.52            | Equities   |
| ALPHABET INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $37943.00          | $10363751.02       | Equities   |
| ADVANCED MICRO DEVICES INC         | 2026-04-01      | 0.0000%  | 0.0000% | $204527.00         | $40095473.08       | Equities   |
| AMPHENOL CORP                      | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $238.30            | Equities   |
| BLACKBAUD INC                      | 2026-04-01      | 0.0000%  | 0.0000% | $164.00            | $6212.32           | Equities   |
| BLACKSTONE GROUP INC               | 2026-04-01      | 0.0000%  | 0.0000% | $13796.00          | $1539633.60        | Equities   |
| BRIGHTHOUSE FINANCIAL INC          | 2026-04-01      | 0.0000%  | 0.0000% | $75872.00          | $4546250.24        | Equities   |
| ABBOTT LABORATORIES                | 2026-04-01      | 0.0000%  | 0.0000% | $159523.00         | $16252203.24       | Equities   |
| AKAMAI TECH INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $110.22            | Equities   |
| CIGNA GROUP                        | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $258.08            | Equities   |
| CANNAE HOLDINGS INC                | 2026-04-01      | 0.0000%  | 0.0000% | $3746.00           | $41505.68          | Equities   |
| CLEARWATER ANALYTICS HOLDINGS INC  | 2026-04-01      | 0.0000%  | 0.0000% | $8.00              | $188.40            | Equities   |
| COSTCO WHSLE CORP                  | 2026-04-01      | 0.0000%  | 0.0000% | $16578.00          | $16521303.24       | Equities   |
| DATADOG INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $10234.00          | $1185199.54        | Equities   |
| DAVE AND BUSTERS ENTERTAINMENT INC | 2026-04-01      | 0.0000%  | 0.0000% | $100.00            | $1004.00           | Equities   |
| DOVER CORP                         | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $202.81            | Equities   |
| ECOLAB INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $100.00            | $26249.00          | Equities   |
| EQUINIX INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $438.00            | $422253.90         | Equities   |
| EQUITY RESIDENTIAL                 | 2026-04-01      | 0.0000%  | 0.0000% | $18624.00          | $1090993.92        | Equities   |
| EVOLV TECHNOLOGIES HOLDINGS INC    | 2026-04-01      | 0.0000%  | 0.0000% | $7.00              | $39.76             | Equities   |
| META PLATFORMS INC                 | 2026-04-01      | 0.0000%  | 0.0000% | $34961.00          | $18752381.18       | Equities   |
| FIRSTCASH HOLDINGS INC             | 2026-04-01      | 0.0000%  | 0.0000% | $802.00            | $153639.14         | Equities   |
| FOX CORP                           | 2026-04-01      | 0.0000%  | 0.0000% | $500.00            | $26890.00          | Equities   |
| INTEL CORP                         | 2026-04-01      | 0.0000%  | 0.0000% | $90848.00          | $3742029.12        | Equities   |
| JPMORGAN CHASE & CO                | 2026-04-01      | 0.0000%  | 0.0000% | $8780.00           | $2491500.60        | Equities   |
| JOHNSON & JOHNSON                  | 2026-04-01      | 0.0000%  | 0.0000% | $17062.00          | $4137364.38        | Equities   |
| KENVUE INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $1835.00           | $31635.40          | Equities   |
| KINSALE CAPITAL GROUP INC          | 2026-04-01      | 0.0000%  | 0.0000% | $100.00            | $33669.00          | Equities   |
| LAMB WESTON HOLDINGS INC           | 2026-04-01      | 0.0000%  | 0.0000% | $3901.00           | $159745.95         | Equities   |
| MGIC INVESTMENT CORPORATION        | 2026-04-01      | 0.0000%  | 0.0000% | $3.00              | $78.27             | Equities   |
| NETFLIX INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $92.97             | Equities   |
| NEUROGENE INC                      | 2026-04-01      | 0.0000%  | 0.0000% | $19817.00          | $382468.10         | Equities   |
| NORFOLK SOUTHERN CORPORATION       | 2026-04-01      | 0.0000%  | 0.0000% | $58459.00          | $16504729.47       | Equities   |
| OCEANFIRST FINL CORP.              | 2026-04-01      | 0.0000%  | 0.0000% | $100.00            | $1763.00           | Equities   |
| PTC THERAPEUTICS INC               | 2026-04-01      | 0.0000%  | 0.0000% | $585247.00         | $38415613.08       | Equities   |
| PACKAGING CORP OF AMERICA          | 2026-04-01      | 0.0000%  | 0.0000% | $164983.00         | $34488046.32       | Equities   |
| PALANTIR TECHNOLOGIES INC          | 2026-04-01      | 0.0000%  | 0.0000% | $438002.00         | $60247175.10       | Equities   |
| RAYONIER INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $493.00            | $10155.80          | Equities   |
| REGENERON PHARMACEUTICALS INC.     | 2026-04-01      | 0.0000%  | 0.0000% | $99.00             | $74179.71          | Equities   |
| ROPER TECHNOLOGIES INC             | 2026-04-01      | 0.0000%  | 0.0000% | $698.00            | $245664.59         | Equities   |
| SIMON PROPERTY GROUP INC           | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $364.70            | Equities   |
| STOKE THERAPEUTICS INC             | 2026-04-01      | 0.0000%  | 0.0000% | $67147.00          | $2133260.19        | Equities   |
| SYNOPSYS INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $383.14            | Equities   |
| TARSUS PHARMACEUTICALS INC         | 2026-04-01      | 0.0000%  | 0.0000% | $396.00            | $26500.32          | Equities   |
| TESLA INC                          | 2026-04-01      | 0.0000%  | 0.0000% | $47204.00          | $16770637.12       | Equities   |
| UNITEDHEALTH GROUP INC             | 2026-04-01      | 0.0000%  | 0.0000% | $666.00            | $174352.14         | Equities   |
| UNITY SOFTWARE INC                 | 2026-04-01      | 0.0000%  | 0.0000% | $5173.00           | $106253.42         | Equities   |
| VERASTEM INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $4.85              | Equities   |
| VIASAT INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $87.44             | Equities   |
| ALPHABET INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $244684.00         | $66921074.00       | Equities   |
| AMERICAN AIRLINES GROUP INC        | 2026-04-01      | 0.0000%  | 0.0000% | $4.00              | $40.72             | Equities   |
| Astronics                          | 2026-04-01      | 0.0000%  | 0.0000% | $3.00              | $186.96            | Equities   |
| CENTENE CORP                       | 2026-04-01      | 0.0000%  | 0.0000% | $65521.00          | $2083567.80        | Equities   |
| DXC TECHNOLOGY CO                  | 2026-04-01      | 0.0000%  | 0.0000% | $19.00             | $227.05            | Equities   |
| EBAY INC                           | 2026-04-01      | 0.0000%  | 0.0000% | $147603.00         | $12990540.03       | Equities   |
| FREEPORT-MCMORAN INC               | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $54.65             | Equities   |
| ARTHUR J GALLAGHER & CO            | 2026-04-01      | 0.0000%  | 0.0000% | $99.00             | $21379.05          | Equities   |
| GENERAL DYNAMICS CORP              | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $340.79            | Equities   |
| GENERAL ELECTRIC CO                | 2026-04-01      | 0.0000%  | 0.0000% | $40641.00          | $11105153.25       | Equities   |
| GENERAL MOTORS CO                  | 2026-04-01      | 0.0000%  | 0.0000% | $18104.00          | $1317247.04        | Equities   |
| HOME DEPOT INC                     | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $323.50            | Equities   |
| HUBSPOT INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $64793.00          | $15408423.33       | Equities   |
| LATTICE SEMICONDUCTOR CORP         | 2026-04-01      | 0.0000%  | 0.0000% | $12329.00          | $1051910.28        | Equities   |
| MASTERCARD INC                     | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $494.00            | Equities   |
| PAYLOCITY HOLDING CORP             | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $108.63            | Equities   |
| PHILLIPS 66                        | 2026-04-01      | 0.0000%  | 0.0000% | $12183.00          | $2251540.23        | Equities   |
| SEMRUSH HOLDINGS INC               | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $23.88             | Equities   |
| AES CORP                           | 2026-04-01      | 0.0000%  | 0.0000% | $5.00              | $70.10             | Equities   |
| GOLDCOM INC                        | 2026-04-01      | 0.0000%  | 0.0000% | $792.00            | $30080.16          | Equities   |
| ABBVIE INC                         | 2026-04-01      | 0.0000%  | 0.0000% | $16691.00          | $3557185.92        | Equities   |
| ADOBE INC                          | 2026-04-01      | 0.0000%  | 0.0000% | $53999.00          | $13020778.87       | Equities   |
| AMERIPRISE FINANCIAL INC           | 2026-04-01      | 0.0000%  | 0.0000% | $2624.00           | $1150440.32        | Equities   |
| AMICUS THERAPEUTICS INC            | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $14.43             | Equities   |
| ANALOG DEVICES INC                 | 2026-04-01      | 0.0000%  | 0.0000% | $168.00            | $50920.80          | Equities   |
| APTARGROUP INC                     | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $246.72            | Equities   |
| BKV CORP                           | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $29.27             | Equities   |
| BILL HOLDINGS INC                  | 2026-04-01      | 0.0000%  | 0.0000% | $9.00              | $335.16            | Equities   |
| CHESAPEAKE UTIL CORP               | 2026-04-01      | 0.0000%  | 0.0000% | $699.00            | $88185.84          | Equities   |
| CLOVER HEALTH INVESTMENTS CORP     | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $1.72              | Equities   |
| COHERENT CORP                      | 2026-04-01      | 0.0000%  | 0.0000% | $61123.00          | $13425666.95       | Equities   |
| COLGATE-PALMOLIVE CO               | 2026-04-01      | 0.0000%  | 0.0000% | $1303.00           | $111706.19         | Equities   |
| VISTANCE NETWORKS INC              | 2026-04-01      | 0.0000%  | 0.0000% | $14.00             | $246.54            | Equities   |
| CORCEPT THERAPEUTICS INC           | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $38.12             | Equities   |
| CROCS INC                          | 2026-04-01      | 0.0000%  | 0.0000% | $7.00              | $560.00            | Equities   |
| EQT CORP                           | 2026-04-01      | 0.0000%  | 0.0000% | $3134.00           | $201954.96         | Equities   |
| EXLSERVICE HOLDINGS INC            | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $30.56             | Equities   |
| FORTUNE BRANDS INNOVATIONS INC     | 2026-04-01      | 0.0000%  | 0.0000% | $3.00              | $111.48            | Equities   |
| FRESHPET INC                       | 2026-04-01      | 0.0000%  | 0.0000% | $278.00            | $15734.80          | Equities   |
| GLOBAL PAYMENTS INC.               | 2026-04-01      | 0.0000%  | 0.0000% | $7398.00           | $490487.40         | Equities   |
| HARTFORD INSURANCE GROUP INC       | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $134.44            | Equities   |
| JB HUNT TRANSPORT SERVICES INC     | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $409.54            | Equities   |
| IDEX CORP                          | 2026-04-01      | 0.0000%  | 0.0000% | $7.00              | $1284.43           | Equities   |
| JEFFERIES FINANCIAL GROUP INC      | 2026-04-01      | 0.0000%  | 0.0000% | $2040.00           | $80865.60          | Equities   |
| FORMULA ONE GROUP                  | 2026-04-01      | 0.0000%  | 0.0000% | $611.00            | $50572.47          | Equities   |
| SYNTA PHARMACEUTICALS CORP         | 2026-04-01      | 0.0000%  | 0.0000% | $202.00            | $102078.68         | Equities   |
| NEWMONT CORPORATION                | 2026-04-01      | 0.0000%  | 0.0000% | $23269.00          | $2399499.28        | Equities   |
| OTTER TAIL CORP                    | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $171.46            | Equities   |
| PAYCOM SOFTWARE INC                | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $241.94            | Equities   |
| PERFORMANCE FOOD GROUP CO          | 2026-04-01      | 0.0000%  | 0.0000% | $1097.00           | $92444.19          | Equities   |
| RIVIAN AUTOMOTIVE INC              | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $14.49             | Equities   |
| ROSS STORES INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $1.00              | $208.79            | Equities   |
| SHERWIN-WILLIAMS COMPANY (THE)     | 2026-04-01      | 0.0000%  | 0.0000% | $2.00              | $631.80            | Equities   |
| SOUTHWEST AIRLINES CO              | 2026-04-01      | 0.0000%  | 0.0000% | $4.00              | $145.16            | Equities   |
| T-MOBILE US INC                    | 2026-04-01      | 0.0000%  | 0.0000% | $3229.00           | $690812.26         | Equities   |
| TERNS PHARMACEUTICALS INC          | 2026-04-01      | 0.0000%  | 0.0000% | $280.00            | $14806.40          | Equities   |

### Security 312: US BANCORP INVESTMENTS INC

- **C.1 - Title:** TRI-PARTY U.S. BANCORP INVESTMENTS INC. 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 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:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                      | 2036-02-15      | 4.5000%  | 0.0000% | $5700.00           | $5834.56           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-01-15      | 0.3750%  | 0.0000% | $31450700.00       | $42463734.02       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2031-02-15      | 1.1250%  | 0.0000% | $939100.00         | $824408.10         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-02-28      | 4.2500%  | 0.0000% | $17156800.00       | $17414841.07       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-05-31      | 4.5000%  | 0.0000% | $47700000.00       | $49337912.64       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-07-31      | 4.0000%  | 0.0000% | $27000000.00       | $27302706.10       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-03-31      | 1.2500%  | 0.0000% | $52649700.00       | $50063441.44       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-02-28      | 1.8750%  | 0.0000% | $436600.00         | $429925.90         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2034-02-15      | 4.0000%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-08-31      | 3.6250%  | 0.0000% | $25000000.00       | $24884716.71       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-06-30      | 3.7500%  | 0.0000% | $38240000.00       | $38567303.98       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2030-05-31      | 4.0000%  | 0.0000% | $3686400.00        | $3748101.87        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-07-15      | 4.3750%  | 0.0000% | $1658900.00        | $1685018.10        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2032-04-30      | 4.0000%  | 0.0000% | $950000.00         | $962148.68         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50233180.39       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2045-08-15      | 4.8750%  | 0.0000% | $9000000.00        | $9018183.73        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-12-31      | 1.3750%  | 0.0000% | $44364900.00       | $41700100.47       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-09-15      | 3.3750%  | 0.0000% | $278000.00         | $275544.25         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2030-09-30      | 3.6250%  | 0.0000% | $11881500.00       | $11735012.99       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2030-10-31      | 3.6250%  | 0.0000% | $2158200.00        | $2162926.15        | U.S. Treasuries (including strips)  |
| LEVEL 3 FINANCING INC                       | 2034-03-31      | 7.0000%  | 0.0000% | $225.00            | $228.39            | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY                      | 2032-09-30      | 3.8750%  | 0.0000% | $2654500.00        | $2619537.58        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2035-11-15      | 4.0000%  | 0.0000% | $106900.00         | $105822.08         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-11-15      | 3.5000%  | 0.0000% | $88700.00          | $89151.67          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-12-15      | 3.5000%  | 0.0000% | $300.00            | $300.59            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-12-31      | 3.3750%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2026-10-15      | 0.0000%  | 0.0000% | $245000.00         | $240255.33         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2026-09-30      | 0.0000%  | 0.0000% | $88000.00          | $86419.78          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2032-11-30      | 3.7500%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-12-31      | 0.0000%  | 0.0000% | $193000.00         | $173603.50         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2026-10-31      | 0.0000%  | 0.0000% | $282861.79         | $276797.23         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-12-31      | 0.0000%  | 0.0000% | $192000.00         | $179543.81         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-06-30      | 0.0000%  | 0.0000% | $193000.00         | $177078.27         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-02-18      | 0.0000%  | 0.0000% | $100.00            | $96.84             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-09-30      | 0.0000%  | 0.0000% | $293976.68         | $267127.79         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-03-31      | 0.0000%  | 0.0000% | $294000.00         | $261851.10         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2029-09-30      | 0.0000%  | 0.0000% | $291000.00         | $253936.49         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2026-09-30      | 0.0000%  | 0.0000% | $185000.00         | $181603.40         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-03-31      | 0.0000%  | 0.0000% | $185000.00         | $178351.10         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2027-09-30      | 0.0000%  | 0.0000% | $79000.00          | $74632.88          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                      | 2028-03-31      | 0.0000%  | 0.0000% | $79000.00          | $73183.39          | U.S. Treasuries (including strips)  |
| CASH & EQUIVALENTS                          | 2026-04-01      | 0.0000%  | 0.0000% | $14459851.94       | $14459851.94       | Cash                                |
| UNITED STATES TREASURY                      | 2033-03-31      | 4.2500%  | 0.0000% | $23690500.00       | $23847520.63       | U.S. Treasuries (including strips)  |
| ASP UNIFRAX HOLDINGS INC                    | 2029-09-30      | 7.1000%  | 0.0000% | $15763.00          | $945.78            | Agency Debentures and Agency Strips |
| CHASE AUTO OWNER TRUST CHAOT_25-2           | 2031-03-25      | 4.3200%  | 0.0000% | $401745.00         | $398595.32         | Agency Debentures and Agency Strips |
| Compas Grp Diver                            | 2029-04-15      | 5.2500%  | 0.0000% | $24.00             | $22.72             | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION       | 2028-03-01      | 6.0000%  | 0.0000% | $10438.00          | $1.66              | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2  | 2029-12-20      | 7.0000%  | 0.0000% | $25000.00          | $12.72             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1  | 2028-03-15      | 6.5000%  | 0.0000% | $25030.00          | $27.86             | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1  | 2031-08-15      | 7.0000%  | 0.0000% | $25000.00          | $36.44             | Agency Mortgage-Backed Securities   |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-A | 2027-12-15      | 5.0500%  | 0.0000% | $3000.00           | $531.06            | Agency Debentures and Agency Strips |
| LEVEL 3 FINANCING INC                       | 2033-06-30      | 6.8750%  | 0.0000% | $419.00            | $431.30            | Agency Debentures and Agency Strips |
| LEVEL 3 FINANCING INC                       | 2036-01-15      | 8.5000%  | 0.0000% | $21.00             | $22.18             | Agency Debentures and Agency Strips |
| NORTHERN STATES POWER COMPANY (MINNESOTA)   | 2047-09-15      | 3.6000%  | 0.0000% | $1000.00           | $737.76            | Agency Debentures and Agency Strips |
| TRANSDIGM INC                               | 2031-12-01      | 7.1250%  | 0.0000% | $2000.00           | $2097.30           | Agency Debentures and Agency Strips |
| USAA AUTO OWNER TRUST USAOT_23-A            | 2028-05-15      | 5.5800%  | 0.0000% | $1000.00           | $295.16            | Agency Debentures and Agency Strips |
| WORLD FINANCIAL NETWORK CREDIT C            | 2031-02-17      | 5.4700%  | 0.0000% | $1202000.00        | $1220679.22        | Agency Debentures and Agency Strips |

### Security 313: BANK OF NOVA SCOTIA (TORONTO BRANCH)

- **C.1 - Title:** TRI-PARTY BANK OF NOVA SCOTIA (TORONTO BRANCH) 3.720000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYDV0XEA3
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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       | $19270600.00       | Corporate Debt Securities |
| AMAZON.COM INC                              | 2027-04-13      | 3.3000%  | 0.0000% | $12000000.00       | $12089400.00       | Corporate Debt Securities |
| CHEVRON USA INC.                            | 2028-08-13      | 4.2342%  | 0.0000% | $5300000.00        | $5347765.64        | Corporate Debt Securities |
| GLENCORE FUNDING LLC                        | 2029-03-12      | 4.8750%  | 0.0000% | $1282000.00        | $1291246.96        | Corporate Debt Securities |
| ELEMENT FLEET MANAGEMENT CORP               | 2030-03-25      | 5.0370%  | 0.0000% | $40000000.00       | $40287180.00       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2079-12-31      | 4.6000%  | 0.0000% | $10000000.00       | $9220288.89        | Corporate Debt Securities |
| KINDER MORGAN INC                           | 2033-06-01      | 5.2000%  | 0.0000% | $17070000.00       | $17591716.10       | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP                       | 2030-11-05      | 4.1000%  | 0.0000% | $1870000.00        | $1874633.44        | Corporate Debt Securities |
| AIR LEASE CORPORATION                       | 2026-08-15      | 1.8750%  | 0.0000% | $9950000.00        | $9871851.04        | Corporate Debt Securities |
| ALPHABET INC                                | 2056-02-15      | 5.6500%  | 0.0000% | $4020000.00        | $4020938.00        | Corporate Debt Securities |
| CHEVRON CORP                                | 2027-05-11      | 1.9950%  | 0.0000% | $17500000.00       | $17233620.83       | Corporate Debt Securities |
| CITIZENS FINANCIAL GROUP INC                | 2035-04-25      | 6.6450%  | 0.0000% | $22617000.00       | $24817294.85       | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC                      | 2051-03-24      | 4.4000%  | 0.0000% | $1200000.00        | $952422.67         | Corporate Debt Securities |
| AMRIZE FINANCE US LLC                       | 2028-04-07      | 4.7000%  | 0.0000% | $10000000.00       | $10271866.67       | Corporate Debt Securities |
| MARSH & MCLENNAN COMPANIES INC              | 2034-03-15      | 5.1500%  | 0.0000% | $4000000.00        | $4040915.56        | Corporate Debt Securities |
| ABBVIE INC                                  | 2039-11-21      | 4.0500%  | 0.0000% | $2000000.00        | $1771770.00        | Corporate Debt Securities |
| ABBVIE INC                                  | 2054-03-15      | 5.4000%  | 0.0000% | $2541000.00        | $2418981.18        | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2028-06-06      | 5.7500%  | 0.0000% | $10000000.00       | $10420080.56       | Corporate Debt Securities |
| AERCAP IRELAND CAPITAL DAC                  | 2034-01-19      | 5.3000%  | 0.0000% | $61225000.00       | $61409899.50       | Corporate Debt Securities |
| ARTHUR J GALLAGHER & CO                     | 2054-02-15      | 6.7500%  | 0.0000% | $8079000.00        | $8754767.96        | Corporate Debt Securities |
| BAKER HUGHES HOLDINGS LLC                   | 2036-06-15      | 5.0000%  | 0.0000% | $1479000.00        | $1447908.13        | Corporate Debt Securities |
| BLACKSTONE HOLDINGS FINANCE CO LLC          | 2032-01-30      | 2.0000%  | 0.0000% | $1006000.00        | $854751.25         | Corporate Debt Securities |
| CSX CORP                                    | 2049-03-15      | 4.5000%  | 0.0000% | $3045000.00        | $2532343.80        | Corporate Debt Securities |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC | 2049-05-15      | 4.1250%  | 0.0000% | $21612000.00       | $17088464.32       | Corporate Debt Securities |
| COUSINS PROPERTIES LP                       | 2033-03-01      | 4.8750%  | 0.0000% | $574000.00         | $552596.74         | Corporate Debt Securities |
| DARDEN RESTAURANTS INC                      | 2027-05-01      | 3.8500%  | 0.0000% | $1253000.00        | $1262512.36        | Corporate Debt Securities |
| DELL INTERNATIONAL LLC                      | 2036-02-15      | 5.1000%  | 0.0000% | $6600000.00        | $6472004.00        | Corporate Debt Securities |
| WALT DISNEY CO                              | 2027-03-23      | 3.7000%  | 0.0000% | $2000000.00        | $1993584.44        | Corporate Debt Securities |
| META PLATFORMS INC                          | 2027-08-15      | 3.5000%  | 0.0000% | $18044000.00       | $17989186.34       | Corporate Debt Securities |
| GEORGIA POWER COMPANY                       | 2035-03-15      | 5.2000%  | 0.0000% | $15645000.00       | $15863108.68       | Corporate Debt Securities |
| HCA INC                                     | 2054-04-01      | 6.0000%  | 0.0000% | $20856000.00       | $20657033.76       | Corporate Debt Securities |
| HSBC HOLDINGS PLC                           | 2029-03-09      | 6.1610%  | 0.0000% | $2500000.00        | $2578887.64        | Corporate Debt Securities |
| ILLINOIS TOOL WORKS INC                     | 2026-11-15      | 2.6500%  | 0.0000% | $3500000.00        | $3507703.89        | Corporate Debt Securities |
| IMPERIAL BRANDS FINANCE PLC                 | 2035-07-01      | 5.6250%  | 0.0000% | $12000000.00       | $12213510.00       | Corporate Debt Securities |
| JPMORGAN CHASE & CO                         | 2042-01-06      | 5.4000%  | 0.0000% | $1250000.00        | $1238225.00        | Corporate Debt Securities |
| KLA CORP                                    | 2049-03-15      | 5.0000%  | 0.0000% | $15622000.00       | $14029840.48       | Corporate Debt Securities |
| LOCKHEED MARTIN CORPORATION                 | 2052-09-15      | 4.0900%  | 0.0000% | $23036000.00       | $17947987.49       | Corporate Debt Securities |
| REVVITY INC                                 | 2051-03-15      | 3.6250%  | 0.0000% | $3200000.00        | $2239235.56        | Corporate Debt Securities |
| PHILLIPS 66 CO                              | 2033-06-30      | 5.3000%  | 0.0000% | $24112000.00       | $24773392.16       | Corporate Debt Securities |
| PLAINS ALL AMERICAN PIPELINE LP             | 2036-01-15      | 5.6000%  | 0.0000% | $11000000.00       | $11114424.44       | Corporate Debt Securities |
| ROCHE HOLDINGS INC                          | 2027-01-28      | 2.3750%  | 0.0000% | $10500000.00       | $10398950.63       | Corporate Debt Securities |
| SYSCO CORP                                  | 2050-04-01      | 6.6000%  | 0.0000% | $1500000.00        | $1601895.00        | Corporate Debt Securities |
| UNILEVER CAPITAL CORP                       | 2026-07-28      | 2.0000%  | 0.0000% | $2982000.00        | $2974246.80        | Corporate Debt Securities |
| UBS GROUP AG                                | 2079-12-31      | 7.0000%  | 0.0000% | $18777000.00       | $18260987.18       | Corporate Debt Securities |

### Security 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** TRI-PARTY J.P. MORGAN SECURITIES LLC 3.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVYH065
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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   |
|:---|:---|:---|:---|:---|:---|:---|
| TAKE TWO INTERACTIVE SOFTWARE INC | 2026-04-01      | 0.0000%  | 0.0000% | $30211.00          | $5833139.88        | Equities   |
| AMERICAN WATER WORKS COMPANY INC  | 2026-04-01      | 0.0000%  | 0.0000% | $11342.00          | $1574496.44        | Equities   |
| MONDELEZ INTERNATIONAL INC        | 2026-04-01      | 0.0000%  | 0.0000% | $765554.00         | $44593520.50       | Equities   |
| ON SEMICONDUCTOR CORP             | 2026-04-01      | 0.0000%  | 0.0000% | $53878.00          | $2998849.48        | Equities   |

### Security 315: BNP PARIBAS SA

- **C.1 - Title:** TRI-PARTY BNP PARIBAS SA 3.840000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDXGTTD9
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CSC HOLDINGS LLC | 2027-04-15      | 5.5000%  | 0.0000% | $54465000.00       | $48763664.32       | Corporate Debt Securities |
| CSC HOLDINGS LLC | 2029-02-01      | 6.5000%  | 0.0000% | $3195000.00        | $2115004.80        | Corporate Debt Securities |
| CSC HOLDINGS LLC | 2029-01-31      | 11.7500% | 0.0000% | $73345000.00       | $54802161.58       | Corporate Debt Securities |
| RRD PARENT INC   | 2031-10-15      | 10.0000% | 0.0000% | $38415296.00       | $68686591.93       | Corporate Debt Securities |
| DISH DBS CORP    | 2026-12-01      | 5.2500%  | 0.0000% | $40111000.00       | $40369314.84       | Corporate Debt Securities |
| DISH DBS CORP    | 2028-12-01      | 5.7500%  | 0.0000% | $50292000.00       | $49763263.44       | Corporate Debt Securities |

### Security 316: TD SECURITIES (USA) LLC

- **C.1 - Title:** TRI-PARTY TD SECURITIES (USA) LLC 3.760000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDYPVUJ7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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.: 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| CORECIVIC INC                 | 2027-10-15      | 4.7500%  | 0.0000% | $8284000.00        | $8383928.05        | Corporate Debt Securities |
| FREEDOM MORTGAGE CORP         | 2030-10-01      | 12.2500% | 0.0000% | $13250000.00       | $15013840.00       | Corporate Debt Securities |
| GEN DIGITAL INC               | 2033-04-01      | 6.2500%  | 0.0000% | $12286000.00       | $12158471.32       | Corporate Debt Securities |
| APLD COMPUTECO LLC            | 2030-12-15      | 9.2500%  | 0.0000% | $3060000.00        | $3224198.75        | Corporate Debt Securities |
| FORTESCUE TREASURY PTY LTD    | 2027-09-15      | 4.5000%  | 0.0000% | $14560000.00       | $14437841.60       | Corporate Debt Securities |
| NOVA CHEMICALS CORP           | 2027-06-01      | 5.2500%  | 0.0000% | $4217000.00        | $4278568.20        | Corporate Debt Securities |
| POST HOLDINGS INC             | 2036-03-15      | 6.5000%  | 0.0000% | $13547000.00       | $13166991.60       | Corporate Debt Securities |
| RAKUTEN GROUP INC             | 2027-02-15      | 11.2500% | 0.0000% | $7780000.00        | $8025653.50        | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC | 2031-01-31      | 4.7000%  | 0.0000% | $14500000.00       | $14369040.83       | Corporate Debt Securities |
| DISCOVERY COMMUNICATIONS LLC  | 2030-05-15      | 3.6250%  | 0.0000% | $4769000.00        | $4474869.28        | Corporate Debt Securities |
| KIOXIA HOLDINGS CORP          | 2033-07-24      | 6.6250%  | 0.0000% | $10706000.00       | $11069038.97       | Corporate Debt Securities |
| KODIAK GAS SERVICES LLC       | 2031-04-01      | 5.8750%  | 0.0000% | $19000.00          | $18982.43          | Corporate Debt Securities |
| NEPTUNE BIDCO US INC          | 2029-04-15      | 9.2900%  | 0.0000% | $13837000.00       | $14343257.39       | Corporate Debt Securities |
| SABRE FINANCIAL BORROWER LLC  | 2029-06-15      | 11.1250% | 0.0000% | $13000000.00       | $13652173.89       | Corporate Debt Securities |
| TIME WARNER CABLE LLC         | 2041-09-01      | 5.5000%  | 0.0000% | $5154000.00        | $4438745.06        | Corporate Debt Securities |
| VALARIS LTD                   | 2030-04-30      | 8.3750%  | 0.0000% | $11627000.00       | $12404914.12       | Corporate Debt Securities |
| VISTRA OPERATIONS COMPANY LLC | 2027-07-31      | 5.0000%  | 0.0000% | $15000000.00       | $15051050.00       | Corporate Debt Securities |

### Security 317: 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: BYJ1LF4T9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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.: 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 318: 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: BYJ1LH1M3
- **C.18 - Value (incl. sponsor support):** $712000000.00
- **C.18.a - Value (excl. sponsor support):** $712000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 319: 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: BYJ1NGZE4
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: 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: BYJ1QH5N2
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: ING BANK NV (AMSTERDAM BRANCH)

- **C.1 - Title:** ING BANK NV (AMSTERDAM BRANCH) 3.670000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: N/A, C.5 - Other ID: BYJ1QMEA9
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: 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: BYJ1SUCB9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: BYJ1VAWY7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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: 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: 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: BYJ1VCC74
- **C.18 - Value (incl. sponsor support):** $980000000.00
- **C.18.a - Value (excl. sponsor support):** $980000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 325: 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: BYJ1VCC82
- **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:** 3.6500%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 326: 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: BYJ1VCC90
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 327: 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: BYJ1VCCC3
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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: BYJ1VCCF6
- **C.18 - Value (incl. sponsor support):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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: BYJ1VCCG4
- **C.18 - Value (incl. sponsor support):** $610000000.00
- **C.18.a - Value (excl. sponsor support):** $610000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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: BYJ1VCCH2
- **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:** 3.6300%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: 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: BYJ1VCCJ8
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.630000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ1VCCL3
- **C.18 - Value (incl. sponsor support):** $299000000.00
- **C.18.a - Value (excl. sponsor support):** $299000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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: BOFA SECURITIES INC

- **C.1 - Title:** TRI-PARTY BOFA SECURITIES 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: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYJ1VEAB3
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1+; Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 05449S 07/25/54 | 2054-07-25      | 2.2381%  | 0.0000% | $29202999.00       | $708120.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-116 NS     | 2050-08-20      | 2.4105%  | 0.0000% | $5740283.00        | $341880.08         | Agency Collateralized Mortgage Obligation |

### Security 334: 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: BYJ1VEAK3
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $400.00            | $413.31            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AA 29 | 2029-06-30      | 4.2500%  | 0.0000% | $22200.00          | $22681.66          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $1145000.00        | $1156403.44        | U.S. Treasuries (including strips) |
| 2 1/8 TRIN X 29  | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.94            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | 0.0000% | $379419300.00      | $388645446.26      | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | 0.0000% | $55783900.00       | $58974985.99       | U.S. Treasuries (including strips) |

### Security 335: 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: BYJ1VEAL1
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 NOTE E 32 | 2032-08-15      | 2.7500%  | 0.0000% | $12555200.00       | $11632901.81       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE V 31 | 2031-02-28      | 3.5000%  | 0.0000% | $3734100.00        | $3667104.16        | U.S. Treasuries (including strips) |

### Security 336: 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: BYJ1VEAM9
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HXBZ5055 | 2030-09-01      | 4.2500%  | 0.0000% | $10256741.00       | $10300000.52       | Agency Mortgage-Backed Securities |

### Security 337: 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: BYJ1VEAT4
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 1/4 NOTE F 27  | 2027-11-15      | 2.2500%  | 0.0000% | $6.67              | $6.55              | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | 0.0000% | $6.67              | $6.64              | U.S. Treasuries (including strips) |
| TINT 11/15/35    | 2035-11-15      | 0.0000%  | 0.0000% | $18.65             | $12.19             | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | 0.0000% | $1895263.33        | $1901701.49        | U.S. Treasuries (including strips) |
| 3 7/8 TRIB 29    | 2029-04-15      | 3.8750%  | 0.0000% | $6.67              | $14.46             | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 28    | 2028-11-15      | 0.0000%  | 0.0000% | $40.00             | $36.17             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | 0.0000% | $1892190.00        | $1542762.65        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | 0.0000% | $16.67             | $15.00             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | 0.0000% | $73.33             | $70.78             | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | 0.0000% | $3.33              | $3.34              | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | 0.0000% | $2997936.67        | $3027560.16        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | 0.0000% | $26.67             | $26.75             | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | 0.0000% | $19.25             | $16.86             | U.S. Treasuries (including strips) |
| TINT 02/15/39    | 2039-02-15      | 0.0000%  | 0.0000% | $6.34              | $3.43              | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | 0.0000% | $2440916.67        | $2243299.92        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | 0.0000% | $92273.33          | $75357.36          | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | 0.0000% | $33.33             | $16.35             | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | 0.0000% | $83470.00          | $58237.75          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | 0.0000% | $3.33              | $3.29              | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | 0.0000% | $644613.33         | $637869.91         | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | 0.0000% | $717176.67         | $624512.24         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN A 32  | 2032-01-15      | 0.1250%  | 0.0000% | $20.00             | $21.58             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29  | 2029-03-31      | 2.3750%  | 0.0000% | $20.00             | $19.16             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | 0.0000% | $18030.00          | $16705.53          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | 0.0000% | $13.33             | $12.86             | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | 0.0000% | $6.67              | $6.84              | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | 0.0000% | $15.61             | $10.34             | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | 0.0000% | $3.33              | $3.31              | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | 0.0000% | $3.33              | $2.38              | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | 0.0000% | $3.33              | $2.31              | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | 0.0000% | $26.67             | $32.98             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | 0.0000% | $608240.00         | $598346.22         | U.S. Treasuries (including strips) |
| TINT 05/15/34    | 2034-05-15      | 0.0000%  | 0.0000% | $5.44              | $3.84              | U.S. Treasuries (including strips) |
| TINT 02/15/48    | 2048-02-15      | 0.0000%  | 0.0000% | $2599479.68        | $843421.98         | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 40    | 2040-11-15      | 0.0000%  | 0.0000% | $3.33              | $1.66              | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 43    | 2043-02-15      | 0.0000%  | 0.0000% | $6.67              | $2.89              | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 54    | 2054-08-15      | 0.0000%  | 0.0000% | $16.67             | $4.07              | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | 0.0000% | $2328386.67        | $1521034.44        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | 0.0000% | $902753.33         | $647263.91         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | 0.0000% | $6.67              | $5.38              | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | 0.0000% | $2810.00           | $2791.34           | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | 0.0000% | $33.33             | $33.00             | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | 0.0000% | $26.51             | $18.46             | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 37    | 2037-02-15      | 0.0000%  | 0.0000% | $8196.67           | $5103.09           | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | 0.0000% | $544310.00         | $803350.66         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | 0.0000% | $3.33              | $3.74              | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | 0.0000% | $1183086.67        | $1158912.66        | U.S. Treasuries (including strips) |
| TINT 02/15/37    | 2037-02-15      | 0.0000%  | 0.0000% | $2.92              | $1.78              | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | 0.0000% | $38783.33          | $38367.44          | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54    | 2054-11-15      | 4.5000%  | 0.0000% | $1423593.33        | $1354571.94        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | 0.0000% | $373.33            | $376.91            | U.S. Treasuries (including strips) |
| TINT 08/15/38    | 2038-08-15      | 0.0000%  | 0.0000% | $0.78              | $0.43              | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | 0.0000% | $0.53              | $0.15              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | 0.0000% | $13.33             | $13.16             | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | 0.0000% | $2090283.33        | $2102464.60        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | 0.0000% | $40086.67          | $40485.90          | U.S. Treasuries (including strips) |
| TINT 11/15/38    | 2038-11-15      | 0.0000%  | 0.0000% | $7.76              | $4.27              | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | 0.0000% | $97187.47          | $23477.87          | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | 0.0000% | $1593.33           | $1428.39           | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55    | 2055-05-15      | 0.0000%  | 0.0000% | $6.67              | $1.58              | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | 0.0000% | $3.33              | $3.37              | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | 0.0000% | $26.67             | $26.45             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | 0.0000% | $10.00             | $10.07             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | 0.0000% | $33.33             | $33.73             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | 0.0000% | $12443.33          | $12323.07          | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | 0.0000% | $1270.00           | $1243.37           | U.S. Treasuries (including strips) |
| TINT 05/15/37    | 2037-05-15      | 0.0000%  | 0.0000% | $1.66              | $1.00              | U.S. Treasuries (including strips) |
| TINT 11/15/37    | 2037-11-15      | 0.0000%  | 0.0000% | $1718626.56        | $1003337.62        | U.S. Treasuries (including strips) |
| TINT 08/15/39    | 2039-08-15      | 0.0000%  | 0.0000% | $61.52             | $32.34             | U.S. Treasuries (including strips) |
| TINT 11/15/44    | 2044-11-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| TINT 05/15/49    | 2049-05-15      | 0.0000%  | 0.0000% | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| 5 1/2 TPRN 28    | 2028-08-15      | 0.0000%  | 0.0000% | $20.00             | $18.26             | U.S. Treasuries (including strips) |
| BILL 07/21/26    | 2026-07-21      | 0.0000%  | 0.0000% | $3.33              | $3.30              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | 0.0000% | $111573.33         | $113120.15         | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | 0.0000% | $6.76              | $5.01              | U.S. Treasuries (including strips) |

### Security 338: 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: BYJ1VEAV9
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | 0.0000% | $578880.00         | $570920.40         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | 0.0000% | $4383212.73        | $4529080.75        | U.S. Treasuries (including strips) |

### Security 339: 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: BYJ1VEB14
- **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:** 3.6600%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2046-02-15      | 2.5000%  | 0.0000% | $700.00            | $484.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $9204900.00        | $6779421.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $5334700.00        | $3328553.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2400.00           | $2366.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $500.00            | $524.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $400.00            | $393.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $600.00            | $600.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 3.8750%  | 0.0000% | $88000.00          | $87711.71          | U.S. Treasuries (including strips) |

### Security 340: 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: BYJ1VEB55
- **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):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Fitch, Inc.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $5475900.00        | $5100013.08        | U.S. Treasuries (including strips) |

### Security 341: DEUTSCHE BANK AG

- **C.1 - Title:** TRI-PARTY DEUTSCHE BANK AG 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: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYJ1VEBA4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                     | 2045-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4595.90           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2046-05-15      | 2.5000%  | 0.0000% | $7837100.00        | $5446363.37        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2047-02-15      | 3.0000%  | 0.0000% | $3900.00           | $2916.22           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2049-05-15      | 2.8750%  | 0.0000% | $4300.00           | $3100.46           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2050-11-15      | 1.6250%  | 0.0000% | $5100.00           | $2691.13           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2027-11-15      | 6.1250%  | 0.0000% | $1200.00           | $1270.17           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $360.35            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2049-08-15      | 2.2500%  | 0.0000% | $2000.00           | $1248.37           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2054-05-15      | 4.6250%  | 0.0000% | $2600000.00        | $2524477.00        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2028-08-15      | 5.5000%  | 0.0000% | $5000.00           | $5218.91           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2028-11-15      | 5.2500%  | 0.0000% | $5000.00           | $5270.95           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2049-02-15      | 3.0000%  | 0.0000% | $7100.00           | $5205.57           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2046-02-15      | 2.5000%  | 0.0000% | $36400.00          | $25176.23          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2029-08-15      | 6.1250%  | 0.0000% | $5000.00           | $5383.99           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2029-02-15      | 5.2500%  | 0.0000% | $5000.00           | $5228.28           | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2044-05-15      | 3.3750%  | 0.0000% | $5000000.00        | $4142282.79        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2045-05-15      | 5.0000%  | 0.0000% | $45000.00          | $46376.98          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.45             | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2046-08-15      | 2.2500%  | 0.0000% | $600.00            | $391.95            | U.S. Treasuries (including strips)  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-04-01      | 2.3200%  | 0.0000% | $32576015.00       | $27972806.89       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2026-05-27      | 0.0000%  | 0.0000% | $487000.00         | $484146.18         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-11-01      | 4.1200%  | 0.0000% | $88537000.00       | $87925858.57       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.5000%  | 0.0000% | $118810354.00      | $120188356.05      | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY                     | 2026-09-24      | 0.0000%  | 0.0000% | $4000000.00        | $3929320.00        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY                     | 2046-02-15      | 4.6250%  | 0.0000% | $3508000.00        | $3397110.53        | U.S. Treasuries (including strips)  |

### Security 342: 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: BYJ1VEBK2
- **C.18 - Value (incl. sponsor support):** $3760000000.00
- **C.18.a - Value (excl. sponsor support):** $3760000000.00
- **C.19 - Percentage of Net Assets:** 4.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $218932200.00      | $208177812.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $52557500.00       | $45684152.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $13130600.00       | $12929580.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $4047700.00        | $4050691.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $142344800.00      | $144129402.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $10027100.00       | $9686009.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $4332900.00        | $4368557.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $21315600.00       | $21470014.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $2525100.00        | $2566565.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $50000000.00       | $50652403.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $2709200.00        | $2666433.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $164800.00         | $162481.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $1191900.00        | $1225617.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $103403700.00      | $105031711.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $71866500.00       | $70338829.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $822199000.00      | $837844206.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $20175800.00       | $19178885.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $268897700.00      | $254772560.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $10646000.00       | $10830758.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $179390400.00      | $179385811.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $4402400.00        | $4362152.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $54918300.00       | $55623437.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $24927000.00       | $25043249.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $22797000.00       | $20021580.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $2148300.00        | $2034453.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $1241500.00        | $1103476.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $7700.00           | $7721.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $59900.00          | $60326.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $283480300.00      | $288060838.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $34006400.00       | $34049327.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $303420300.00      | $303742455.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $15923000.00       | $16076662.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $121300000.00      | $122141700.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $299918100.00      | $294199861.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $104971000.00      | $103979891.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $3478800.00        | $3461889.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $598100.00         | $611736.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $262958600.00      | $263534441.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $12387700.00       | $12525734.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $360100.00         | $361113.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $278374400.00      | $280958395.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $9413100.00        | $9365705.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $8814400.00        | $8721355.19        | U.S. Treasuries (including strips) |

### Security 343: 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: BYJ1VEBR7
- **C.18 - Value (incl. sponsor support):** $2823000000.00
- **C.18.a - Value (excl. sponsor support):** $2823000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2044-08-15      | 3.1250%  | 0.0000% | $83281000.00       | $65542841.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $361847000.00      | $287839720.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $49989400.00       | $32428211.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $405272800.00      | $283013267.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $265410000.00      | $231897375.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $263432000.00      | $192637479.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $320223000.00      | $222347162.05      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $424000000.00      | $202952744.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $336380000.00      | $209966513.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $206496000.00      | $198068185.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $229000000.00      | $224378890.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $551071200.00      | $270068571.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $373000000.00      | $264898087.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $193031000.00      | $193421002.61      | U.S. Treasuries (including strips) |

### Security 344: 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: BYJ1VEBT3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLAS9478 | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $227.89            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $8809.00           | $343.32            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A61517 G | 2036-10-01      | 6.0000%  | 0.0000% | $38409.00          | $303.16            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | 0.0000% | $7839985.00        | $286428.35         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $1001.00           | $131.09            | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0757 | 2037-05-01      | 4.5000%  | 0.0000% | $1109.00           | $0.82              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $318.14            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $3073.00           | $744.08            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $325.91            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3544 | 2042-04-01      | 3.5000%  | 0.0000% | $352084.00         | $51882.61          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $226.30            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5318 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $761.80            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4685 | 2054-01-01      | 6.0000%  | 0.0000% | $159887237.00      | $127551607.83      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5139 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $570.94            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $920.65            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8094 | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $184.47            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $829.08            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | 0.0000% | $152550188.00      | $111878737.87      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $2008.00           | $1475.34           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $916.19            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $59162542.00       | $46587987.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3605 | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $849.94            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $745.02            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3740 | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3048.82           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | 0.0000% | $5079.00           | $606.34            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17118 G | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $166.51            | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84653 G | 2048-09-01      | 4.5000%  | 0.0000% | $191290489.00      | $30268687.52       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $3092.00           | $393.03            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q35744 G | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $164.41            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62759 G | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $280.91            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63950 G | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $338.61            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  | 0.0000% | $1000.00           | $163.99            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1016.00           | $209.26            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $330.49            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA0980 | 2049-07-01      | 4.5000%  | 0.0000% | $1053.00           | $362.35            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $1605219.00        | $414801.31         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4166 | 2049-11-01      | 3.0000%  | 0.0000% | $13867.00          | $3225.44           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $445.91            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $1023.00           | $512.06            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8887 | 2051-10-01      | 3.0000%  | 0.0000% | $280000.00         | $178502.53         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $4015.00           | $2360.00           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5508 | 2052-07-01      | 5.0000%  | 0.0000% | $104000.00         | $71705.74          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $817.70            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9358 | 2052-09-01      | 5.0000%  | 0.0000% | $1019.00           | $701.50            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0632 | 2052-09-01      | 5.0000%  | 0.0000% | $1018.00           | $824.47            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $687.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2777 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $487.85            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.67            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF4930 | 2052-12-01      | 6.0000%  | 0.0000% | $13628381.00       | $6699762.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6492 | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $929.66            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6482 | 2053-01-01      | 6.0000%  | 0.0000% | $1013.00           | $524.37            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6624 | 2053-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1608.12           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF6819 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $787.56            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7057 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $581.99            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $678.83            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $1020.00           | $793.75            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $512.91            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8935 | 2053-03-01      | 6.0000%  | 0.0000% | $1025.00           | $657.20            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $574.79            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | 0.0000% | $1001.00           | $919.06            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0243 | 2053-03-01      | 5.0000%  | 0.0000% | $1025.00           | $751.12            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3369.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $635.71            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6607 | 2053-07-01      | 5.5000%  | 0.0000% | $1002.00           | $912.50            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6685 | 2053-07-01      | 5.5000%  | 0.0000% | $1117.00           | $880.35            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7209 | 2053-07-01      | 4.5000%  | 0.0000% | $5514389.00        | $5122522.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | 0.0000% | $4041.00           | $3403.19           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $831.36            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1764.54           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ3382 | 2054-07-01      | 7.0000%  | 0.0000% | $2000.00           | $1517.72           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3703 | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1633.75           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5120 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1791.10           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1812.76           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9065 | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $902.03            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA8272 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $780.68            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $1064.00           | $776.01            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $1074.00           | $804.35            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $41044838.00       | $32454370.37       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | 0.0000% | $3056.00           | $2352.81           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  | 0.0000% | $2112.00           | $1523.59           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9301 | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $806.73            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9671 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $899.73            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | 0.0000% | $1040.00           | $808.95            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5279 | 2044-02-01      | 6.0000%  | 0.0000% | $66000.00          | $35017.75          | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $548.43            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | 0.0000% | $3050.00           | $2802.82           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $761.64            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | 0.0000% | $3016.00           | $2648.43           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI6785 | 2054-05-01      | 6.5000%  | 0.0000% | $1067.00           | $816.20            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $772.86            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $580.37            | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL252482 | 2029-04-01      | 7.0000%  | 0.0000% | $1222.00           | $2.49              | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL563310 | 2030-06-01      | 7.0000%  | 0.0000% | $1581.00           | $0.87              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $2000.00           | $118.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ8465 | 2041-12-01      | 4.0000%  | 0.0000% | $2052.00           | $172.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKAJ9329 | 2042-01-01      | 4.0000%  | 0.0000% | $4314194.00        | $97627.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6730 | 2042-03-01      | 3.5000%  | 0.0000% | $1085.00           | $74.36             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6731 | 2042-03-01      | 3.5000%  | 0.0000% | $1079.00           | $76.93             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAL2748 | 2031-08-01      | 4.5000%  | 0.0000% | $5134.00           | $237.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2772 | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $159.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3177 | 2042-12-01      | 3.5000%  | 0.0000% | $77139712.00       | $10295126.27       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3425 | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $156.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5768 | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $118.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAL5853 | 2044-09-01      | 5.0000%  | 0.0000% | $390214.00         | $28873.75          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $1000.00           | $132.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7201 | 2045-08-01      | 3.5000%  | 0.0000% | $2144.00           | $379.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $1000.00           | $190.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $169.25            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9268 | 2046-10-01      | 3.0000%  | 0.0000% | $1788000.00        | $411682.49         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $175.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5619 | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $115.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5885 | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $115.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7141 | 2042-07-01      | 3.5000%  | 0.0000% | $1283.00           | $115.38            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO7706 | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $156.63            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO8112 | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $123.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAO9775 | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $89.82             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP0354 | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $130.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAP5184 | 2042-09-01      | 3.5000%  | 0.0000% | $1055.00           | $130.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ0960 | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $49.51             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $2000.00           | $126.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $194.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR2586 | 2043-02-01      | 3.5000%  | 0.0000% | $1024.00           | $130.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2629 | 2043-02-01      | 3.0000%  | 0.0000% | $1024.00           | $179.66            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3465 | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $107.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3916 | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $262.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | 0.0000% | $2016.00           | $185.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR5405 | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $90.49             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $222.93            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR5851 | 2043-02-01      | 3.5000%  | 0.0000% | $1319.00           | $125.81            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $198.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $53.94             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $4005.00           | $453.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3610 | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $170.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $99.64             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $198.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4560 | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $144.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  | 0.0000% | $4096.00           | $329.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | 0.0000% | $1015.00           | $93.43             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4706 | 2045-04-01      | 3.5000%  | 0.0000% | $2048.00           | $409.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4800 | 2045-04-01      | 3.5000%  | 0.0000% | $3074.00           | $678.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $177.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6281 | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $180.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $96.29             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $115055828.00      | $10364493.81       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $111.55            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  | 0.0000% | $1024.00           | $122.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $257.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8004 | 2046-09-01      | 3.0000%  | 0.0000% | $1048.00           | $131.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $5115.00           | $1105.66           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  | 0.0000% | $1024.00           | $119.55            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  | 0.0000% | $178386728.00      | $19059150.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7882 | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $224.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $139.13            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $1002.00           | $254.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | 0.0000% | $26484991.00       | $7743052.82        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $205.77            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9831 | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $83.61             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  | 0.0000% | $2048.00           | $463.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $8185.00           | $1444.54           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2943 | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $178.08            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3038 | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $178.94            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3116 | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $169.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT5902 | 2043-06-01      | 3.5000%  | 0.0000% | $1120.00           | $189.39            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT9804 | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $122.23            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAU1307 | 2033-07-01      | 3.5000%  | 0.0000% | $4028.00           | $400.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3746 | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $105.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAU6940 | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $195.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $103.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW0977 | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $158.10            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW1806 | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $89.68             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRAW4718 | 2034-06-01      | 4.5000%  | 0.0000% | $1000.00           | $110.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | 0.0000% | $1006.00           | $134.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW9490 | 2044-11-01      | 4.0000%  | 0.0000% | $1994.00           | $40.89             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $94.16             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4658 | 2031-04-01      | 4.0000%  | 0.0000% | $1003.00           | $29.29             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | 0.0000% | $1024.00           | $134.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0446 | 2045-05-01      | 3.5000%  | 0.0000% | $3024.00           | $455.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2048 | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $213.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $244.83            | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL735182 | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $7.81              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $5238.00           | $28.12             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | 0.0000% | $1008.00           | $10.62             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $1022.00           | $11.90             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL880212 | 2036-02-01      | 6.0000%  | 0.0000% | $1026.00           | $10.76             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5729 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $770.16            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $420.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $768.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0472 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $983.34            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1927 | 2054-09-01      | 6.0000%  | 0.0000% | $5055892.00        | $4886748.57        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $2148.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $812.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5818 | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $773.53            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5950 | 2054-06-01      | 6.0000%  | 0.0000% | $24619.00          | $17187.61          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6488 | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $650.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $880.51            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6704 | 2054-06-01      | 6.5000%  | 0.0000% | $1895.00           | $1619.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6805 | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $923.46            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8015 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $741.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8091 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $983.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7292 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $958.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7685 | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $853.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | 0.0000% | $2000.00           | $715.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9340 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.85           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9570 | 2054-08-01      | 6.5000%  | 0.0000% | $1001.00           | $916.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1417 | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3445.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3259 | 2054-09-01      | 6.0000%  | 0.0000% | $1043.00           | $837.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3397 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.06           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4434 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $951.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3652 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $508.51            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC4022 | 2054-10-01      | 7.5000%  | 0.0000% | $4001.00           | $2646.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1998.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $897.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  | 0.0000% | $1006.00           | $899.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5473 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $3905.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1158.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6744 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6989 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $828.87            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $2012.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7201 | 2054-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1313.68           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $831.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7751 | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $761.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $899.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2075.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2078.34           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2077.02           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8769 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $817.84            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC9604 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $982.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0158 | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $904.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $3001.00           | $2922.05           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2028.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $4001.00           | $3987.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1930.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2023.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2135 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2993.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $977.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  | 0.0000% | $3007.00           | $2536.58           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2119.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2953.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5375 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $884.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $3020.10           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD6717 | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1645.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7875 | 2055-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1167.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  | 0.0000% | $3000.00           | $3007.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.00           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1506.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE0954 | 2055-06-01      | 5.5000%  | 0.0000% | $5166.00           | $4988.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $5000.00           | $4253.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1954 | 2055-06-01      | 5.0000%  | 0.0000% | $1068.00           | $820.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | 0.0000% | $4048.00           | $3981.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3320 | 2055-07-01      | 5.0000%  | 0.0000% | $1001.00           | $988.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4410 | 2055-11-01      | 5.5000%  | 0.0000% | $127179.00         | $124963.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3613 | 2055-07-01      | 5.5000%  | 0.0000% | $1260.00           | $1173.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5161 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $991.85            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  | 0.0000% | $1001.00           | $763.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8515 | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $832.83            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0503 | 2055-09-01      | 6.0000%  | 0.0000% | $3984.00           | $4041.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.59           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1094 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1554 | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $995.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1905 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $959.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ8218 | 2045-08-01      | 4.0000%  | 0.0000% | $3000.00           | $484.92            | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $98.62             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $161.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBC4932 | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $209.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $712.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9077 | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $235.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $241.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $143.11            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $206.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $147.11            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3591 | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $379.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $211.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3605 | 2049-02-01      | 4.5000%  | 0.0000% | $1007944.00        | $795933.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8750 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $305.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $154.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I3BF0328 | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $86790.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $253992.00         | $59499.41          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $1028.00           | $150.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3270 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $290.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | 0.0000% | $202138662.00      | $28076154.71       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $773.47            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2788 | 2056-01-01      | 5.5000%  | 0.0000% | $1801317.00        | $1709281.39        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $1999.00           | $224.50            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0821 | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $587.81            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1779 | 2052-10-01      | 5.5000%  | 0.0000% | $35371755.00       | $26811834.80       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2890 | 2053-05-01      | 5.5000%  | 0.0000% | $204928.00         | $158453.04         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G31029 G | 2036-11-01      | 4.0000%  | 0.0000% | $1000.00           | $182.04            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQA9457 | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $456.19            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE2335 | 2052-05-01      | 4.0000%  | 0.0000% | $1002.00           | $688.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7040 | 2053-02-01      | 5.5000%  | 0.0000% | $7301410.00        | $5032255.67        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG0612 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $656.35            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQG6478 | 2053-07-01      | 4.0000%  | 0.0000% | $1000623.00        | $858918.20         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5285 | 2051-05-01      | 2.5000%  | 0.0000% | $216273.00         | $115150.43         | Agency Mortgage-Backed Securities |
| FEPC 02.000 ZLSI2075 | 2050-09-01      | 2.0000%  | 0.0000% | $320000.00         | $217048.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $62.20             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAQ9465 | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $96.01             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8807 | 2047-02-01      | 3.5000%  | 0.0000% | $205300080.00      | $18786994.40       | Agency Mortgage-Backed Securities |
| FNMS 05.450 CA841758 | 2035-08-01      | 5.4500%  | 0.0000% | $1000.00           | $202.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0471 | 2054-05-01      | 5.5000%  | 0.0000% | $7359668.00        | $6293488.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6942 | 2056-01-01      | 5.0000%  | 0.0000% | $3303296.00        | $3293160.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4117 | 2055-11-01      | 6.0000%  | 0.0000% | $3450546.00        | $3362498.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAZ8665 | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $288.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $465.84            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $532.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $758.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $804.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $83636439.00       | $69781715.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $83779363.00       | $70154966.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8692 | 2054-06-01      | 5.5000%  | 0.0000% | $61858.00          | $56508.69          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $66060230.00       | $57519633.51       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9476 | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $944.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG2263 | 2056-03-01      | 5.0000%  | 0.0000% | $3159441.00        | $3154091.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG3934 | 2056-03-01      | 5.0000%  | 0.0000% | $2955923.00        | $2951112.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0552 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $942.97            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2198 | 2055-07-01      | 5.0000%  | 0.0000% | $1028.00           | $962.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2770 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $931.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2771 | 2053-09-01      | 4.0000%  | 0.0000% | $20252321.00       | $18408652.65       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3185 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3412 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $909.44            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS3533 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $625.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4273 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $783.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6516 | 2052-09-01      | 4.5000%  | 0.0000% | $1008.00           | $842.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7595 | 2051-11-01      | 3.0000%  | 0.0000% | $105073795.00      | $78238839.51       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9836 | 2054-02-01      | 6.5000%  | 0.0000% | $99594624.00       | $74086988.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9853 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $943.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0860 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $998.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0867 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $999.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0076 | 2055-03-01      | 5.5000%  | 0.0000% | $37670656.00       | $36030406.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1672 | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1674 | 2055-12-01      | 5.0000%  | 0.0000% | $56172561.00       | $55401686.67       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6918 | 2055-11-01      | 6.5000%  | 0.0000% | $3007833.00        | $3162890.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA1956 | 2056-01-01      | 6.0000%  | 0.0000% | $2877456.00        | $2966831.65        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2720 | 2055-12-01      | 6.5000%  | 0.0000% | $2811088.00        | $2918771.45        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA2962 | 2055-12-01      | 6.5000%  | 0.0000% | $2936259.00        | $3075436.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3101 | 2056-01-01      | 5.0000%  | 0.0000% | $3365126.00        | $3344717.75        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3619 | 2056-01-01      | 5.0000%  | 0.0000% | $3453519.00        | $3428289.84        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3705 | 2056-01-01      | 5.0000%  | 0.0000% | $3254062.00        | $3212906.76        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4097 | 2056-01-01      | 5.5000%  | 0.0000% | $3273177.00        | $3342895.11        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4099 | 2056-01-01      | 5.5000%  | 0.0000% | $3321085.00        | $3383266.70        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5686 | 2056-02-01      | 5.0000%  | 0.0000% | $3245449.00        | $3203106.12        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA7577 | 2056-02-01      | 6.0000%  | 0.0000% | $3058014.00        | $3153041.01        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA8249 | 2056-02-01      | 5.5000%  | 0.0000% | $3023023.00        | $3096852.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8308 | 2056-03-01      | 5.0000%  | 0.0000% | $3128167.00        | $3105740.13        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA8621 | 2056-03-01      | 6.0000%  | 0.0000% | $3235877.00        | $3343058.95        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA8785 | 2055-12-01      | 5.0000%  | 0.0000% | $2854879.00        | $2825521.33        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA9582 | 2056-03-01      | 5.0000%  | 0.0000% | $3118426.00        | $3097796.57        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA9712 | 2056-04-01      | 5.5000%  | 0.0000% | $3003804.00        | $3028126.80        | Agency Mortgage-Backed Securities |

### Security 345: 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: BYJ1VEBW6
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2026-05-31      | 4.8750%  | 0.0000% | $407291200.00      | $414553347.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-07      | 0.0000%  | 0.0000% | $2590400.00        | $2588843.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-21      | 0.0000%  | 0.0000% | $93904500.00       | $92857840.44       | U.S. Treasuries (including strips) |

### Security 346: 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: BYJ1VEBZ9
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE H 32 | 2032-02-29      | 4.1250%  | 0.0000% | $32458800.00       | $32640077.99       | U.S. Treasuries (including strips) |

### Security 347: 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: BYJ1VEC70
- **C.18 - Value (incl. sponsor support):** $908000000.00
- **C.18.a - Value (excl. sponsor support):** $908000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $919499000.00      | $926160038.72      | U.S. Treasuries (including strips) |

### Security 348: 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: BYJ1VEC88
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | 0.0000% | $9261035.00        | $9180000.19        | Agency Mortgage-Backed Securities |

### Security 349: 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: BYJ1VECN5
- **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:** 3.6700%
- **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.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.5000%  | 0.0000% | $50830200.00       | $35992415.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 4.5000%  | 0.0000% | $14700.00          | $13491.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-03-20      | 4.0000%  | 0.0000% | $23000.00          | $20071.83          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-12-20      | 4.0000%  | 0.0000% | $11700.00          | $10245.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 3.5000%  | 0.0000% | $9068600.00        | $6706847.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-06-20      | 4.0000%  | 0.0000% | $24600.00          | $16932.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-11-20      | 4.5000%  | 0.0000% | $883700.00         | $768378.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 2.5000%  | 0.0000% | $2556600.00        | $1942270.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.5000%  | 0.0000% | $33800.00          | $23122.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-12-20      | 4.0000%  | 0.0000% | $254200.00         | $233137.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2061-01-15      | 5.0000%  | 0.0000% | $9393800.00        | $9501745.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-03-20      | 5.0000%  | 0.0000% | $22509500.00       | $22413804.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 3.0000%  | 0.0000% | $5044300.00        | $4285100.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2056-02-20      | 5.0000%  | 0.0000% | $50975200.00       | $50710162.91       | Agency Mortgage-Backed Securities |

### Security 350: 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: BYJ1VECY1
- **C.18 - Value (incl. sponsor support):** $2152000000.00
- **C.18.a - Value (excl. sponsor support):** $2152000000.00
- **C.19 - Percentage of Net Assets:** 2.6100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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           | 2034-03-20      | 4.5000%  | 0.0000% | $346149.00         | $46343.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-11-20      | 5.5000%  | 0.0000% | $139245.00         | $1822.86           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | 0.0000% | $44659000.00       | $30140090.36       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.5000%  | 0.0000% | $110028211.00      | $64124335.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-07-20      | 6.0000%  | 0.0000% | $18808135.00       | $204873.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 4.0000%  | 0.0000% | $1630000.00        | $988148.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 4.5000%  | 0.0000% | $111166976.00      | $107138916.33      | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                               | 2028-01-31      | 3.7524%  | 0.0000% | $11008500.00       | $11072400.36       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2043-01-20      | 3.0000%  | 0.0000% | $1988969.00        | $383328.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-05-20      | 3.5000%  | 0.0000% | $30000.00          | $2063.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-06-20      | 4.0000%  | 0.0000% | $262527.00         | $14170.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $592177.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-08-20      | 4.0000%  | 0.0000% | $1694994.00        | $102610.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-11-20      | 2.5000%  | 0.0000% | $108566.00         | $13574.12          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2028-02-20      | 2.5000%  | 0.0000% | $1868059.00        | $41755.89          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-03-20      | 3.0000%  | 0.0000% | $364955035.00      | $28363405.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $407993.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2044-11-20      | 5.5000%  | 0.0000% | $930000.00         | $89371.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-01-20      | 4.0000%  | 0.0000% | $42598589.00       | $3139936.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2030-04-20      | 3.0000%  | 0.0000% | $10500000.00       | $437920.02         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 3.5000%  | 0.0000% | $2741209.00        | $194057.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-05-20      | 3.0000%  | 0.0000% | $13860000.00       | $1238266.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-10-20      | 3.5000%  | 0.0000% | $1025000.00        | $59825.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1283101.38        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-05-20      | 3.5000%  | 0.0000% | $16440000.00       | $1664563.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-09-20      | 3.5000%  | 0.0000% | $2520155.00        | $290173.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5428.14           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 5.5000%  | 0.0000% | $512061.00         | $59051.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 3.0000%  | 0.0000% | $851215.00         | $114195.37         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.5000%  | 0.0000% | $85106662.00       | $9686574.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 4.5000%  | 0.0000% | $8000000.00        | $735311.21         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | 0.0000% | $2188307.00        | $261366.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 4.5000%  | 0.0000% | $150000.00         | $12354.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 5.5000%  | 0.0000% | $12594175.00       | $1887186.95        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-02-20      | 6.0000%  | 0.0000% | $250681.00         | $38949.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-03-20      | 4.5000%  | 0.0000% | $27910408.00       | $2351093.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-04-20      | 4.5000%  | 0.0000% | $75980000.00       | $5566231.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-10-20      | 2.5000%  | 0.0000% | $200000.00         | $34422.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-10-20      | 3.5000%  | 0.0000% | $189000.00         | $19752.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 5.5000%  | 0.0000% | $1799870.00        | $155549.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-01-20      | 4.0000%  | 0.0000% | $269417.00         | $22257.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $27688.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 6.0000%  | 0.0000% | $25000.00          | $2602.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-04-20      | 6.0000%  | 0.0000% | $92336.00          | $11001.43          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-04-20      | 4.5000%  | 0.0000% | $51650.00          | $7473.96           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-07-20      | 4.0000%  | 0.0000% | $267220.00         | $36446.55          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | 0.0000% | $234703997.00      | $111765966.77      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 4.5000%  | 0.0000% | $275000.00         | $64240.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-03-20      | 2.5000%  | 0.0000% | $5902674.00        | $952316.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 2.0000%  | 0.0000% | $100000.00         | $40192.42          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 3.5000%  | 0.0000% | $50715000.00       | $11152067.09       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-07-20      | 4.5000%  | 0.0000% | $11635000.00       | $2683525.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-09-20      | 4.0000%  | 0.0000% | $66868.00          | $7507.51           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 2.0000%  | 0.0000% | $111901188.00      | $46782093.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-01-20      | 7.0000%  | 0.0000% | $117788.00         | $22564.52          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $33825.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.5000%  | 0.0000% | $72262356.00       | $27171843.29       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-11-20      | 2.5000%  | 0.0000% | $1265000.00        | $412773.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-12-20      | 2.5000%  | 0.0000% | $5800000.00        | $1849563.67        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 4.5000%  | 0.0000% | $17526585.00       | $4309435.75        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-05-20      | 1.5000%  | 0.0000% | $223418.00         | $129726.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-05-20      | 4.0000%  | 0.0000% | $192306.00         | $64845.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | 0.0000% | $2173442.00        | $1010702.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-04-20      | 2.0000%  | 0.0000% | $785000.00         | $316978.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 1.5000%  | 0.0000% | $12150149.00       | $6620409.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 3.0000%  | 0.0000% | $139062531.00      | $75639073.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 4.0000%  | 0.0000% | $164583.00         | $84552.70          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 6.0000%  | 0.0000% | $165246.00         | $56542.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 2.5000%  | 0.0000% | $176734949.00      | $104121728.67      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 6.0000%  | 0.0000% | $165000.00         | $63715.56          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.5000%  | 0.0000% | $955000.00         | $597150.13         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-12-20      | 2.5000%  | 0.0000% | $50000.00          | $24852.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 3.5000%  | 0.0000% | $16800000.00       | $10895707.30       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 6.0000%  | 0.0000% | $551961.00         | $289807.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-08-20      | 6.0000%  | 0.0000% | $134160.00         | $68394.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 3.5000%  | 0.0000% | $5163980.00        | $3779622.86        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 6.0000%  | 0.0000% | $292745.00         | $143256.83         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-02-20      | 3.0000%  | 0.0000% | $115859.00         | $75502.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-03-20      | 7.0000%  | 0.0000% | $228000.00         | $81797.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | 0.0000% | $31800000.00       | $14512095.56       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-09-20      | 3.0000%  | 0.0000% | $176339.00         | $121423.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 3.0000%  | 0.0000% | $13394606.00       | $8986707.83        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 4.0000%  | 0.0000% | $55822115.00       | $45159568.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | 0.0000% | $2710928.00        | $1140944.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 5.0000%  | 0.0000% | $1301000.00        | $1149231.76        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 7.5000%  | 0.0000% | $3667193.00        | $688630.84         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 5.0000%  | 0.0000% | $14990000.00       | $12935611.44       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | 0.0000% | $30000000.00       | $21342332.93       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 7.5000%  | 0.0000% | $253694.00         | $73423.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 6.0000%  | 0.0000% | $311241.00         | $163804.58         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 3.5000%  | 0.0000% | $3212035.00        | $888092.16         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 4.0000%  | 0.0000% | $200000.00         | $47698.72          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-10-20      | 3.5000%  | 0.0000% | $1757125.00        | $589311.82         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-11-20      | 3.0000%  | 0.0000% | $2120002.00        | $428587.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 4.5000%  | 0.0000% | $1590000.00        | $1076893.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 5.5000%  | 0.0000% | $250000.00         | $199620.46         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-05-20      | 5.0000%  | 0.0000% | $1607000.00        | $438550.74         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-09-20      | 3.5000%  | 0.0000% | $14630486.00       | $6034555.19        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-08-20      | 2.5000%  | 0.0000% | $8639141.00        | $4882522.69        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 4.0000%  | 0.0000% | $1610000.00        | $334343.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-12-20      | 2.5000%  | 0.0000% | $190000.00         | $103675.10         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-05-20      | 3.0000%  | 0.0000% | $6341929.00        | $938094.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 4.0000%  | 0.0000% | $1009940.00        | $383263.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 3.0000%  | 0.0000% | $500000.00         | $224793.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-08-20      | 3.5000%  | 0.0000% | $125000.00         | $67768.77          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 3.5000%  | 0.0000% | $1050093.00        | $663060.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.5000%  | 0.0000% | $300000.00         | $198142.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | 0.0000% | $8090000.00        | $4007709.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 3.0000%  | 0.0000% | $30000.00          | $20097.01          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 2.5000%  | 0.0000% | $6000.00           | $3145.13           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.5000%  | 0.0000% | $1033180.00        | $158988.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.0000%  | 0.0000% | $1687801.00        | $1382289.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.0000%  | 0.0000% | $100000.00         | $73937.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 5.0000%  | 0.0000% | $1065112.00        | $526926.40         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-03-20      | 3.0000%  | 0.0000% | $1596292.00        | $892068.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | 0.0000% | $19348.00          | $16257.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 5.0000%  | 0.0000% | $35298607.00       | $30908733.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 7.0000%  | 0.0000% | $542430.00         | $232972.50         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 7.5000%  | 0.0000% | $1927634.00        | $541548.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 4.0000%  | 0.0000% | $120463.00         | $107109.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 5.0000%  | 0.0000% | $211967582.00      | $188173734.37      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 6.0000%  | 0.0000% | $3898666.00        | $1973294.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-11-20      | 3.5000%  | 0.0000% | $1434247.00        | $1272627.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 6.0000%  | 0.0000% | $1631053.00        | $982294.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-04-20      | 3.5000%  | 0.0000% | $3044169.00        | $323581.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 6.0000%  | 0.0000% | $1500000.00        | $325023.57         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 5.5000%  | 0.0000% | $250000.00         | $152015.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-04-20      | 5.5000%  | 0.0000% | $6066355.00        | $4625377.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 7.0000%  | 0.0000% | $30757493.00       | $25754198.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 6.0000%  | 0.0000% | $1208795.00        | $671664.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 7.0000%  | 0.0000% | $5057973.00        | $1951355.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-07-20      | 7.5000%  | 0.0000% | $3171508.00        | $1592058.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 6.0000%  | 0.0000% | $1145332.00        | $380467.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 7.0000%  | 0.0000% | $1647408.00        | $693689.63         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-10-20      | 6.0000%  | 0.0000% | $1498957.00        | $431986.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | 0.0000% | $1661256.00        | $986572.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 7.5000%  | 0.0000% | $10966229.00       | $9199592.52        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 6.5000%  | 0.0000% | $1078217.00        | $895897.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | 0.0000% | $1437422.00        | $298516.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 6.5000%  | 0.0000% | $1515442.00        | $518407.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $1711513.00        | $763555.93         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $1493847.00        | $608341.53         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 7.5000%  | 0.0000% | $1409415.00        | $485679.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 7.5000%  | 0.0000% | $1111742.00        | $550881.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $1081322.00        | $799158.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $1080211.00        | $646453.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $2724655.00        | $557345.24         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 6.0000%  | 0.0000% | $8985682.00        | $5572671.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 6.0000%  | 0.0000% | $4059980.00        | $2920585.15        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.0000%  | 0.0000% | $10225937.00       | $4064668.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-01-20      | 7.5000%  | 0.0000% | $5069031.00        | $2502878.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 6.0000%  | 0.0000% | $1578717.00        | $1602091.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.0000%  | 0.0000% | $1162482.00        | $893646.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.0000%  | 0.0000% | $1600571.00        | $792684.67         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.0000%  | 0.0000% | $3185872.00        | $1893902.42        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 6.0000%  | 0.0000% | $6023414.00        | $4486491.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-05-20      | 7.0000%  | 0.0000% | $1155240.00        | $1190781.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | 0.0000% | $7874160.00        | $5192473.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 6.5000%  | 0.0000% | $2260813.00        | $2271597.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 7.0000%  | 0.0000% | $1116877.00        | $904777.09         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 7.5000%  | 0.0000% | $3947521.00        | $4178750.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | 0.0000% | $1211160.00        | $404856.23         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-08-20      | 6.5000%  | 0.0000% | $2409545.00        | $1505589.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.5000%  | 0.0000% | $12702455.00       | $11000911.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-07-20      | 6.5000%  | 0.0000% | $1306235.00        | $1181308.63        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 7.0000%  | 0.0000% | $1135058.00        | $1169926.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | 0.0000% | $1849913.00        | $1915676.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 6.0000%  | 0.0000% | $1603493.00        | $1627188.55        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.5000%  | 0.0000% | $4905506.00        | $3861079.14        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 7.0000%  | 0.0000% | $1128727.00        | $793355.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-09-20      | 6.5000%  | 0.0000% | $2437000.00        | $1864360.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 7.0000%  | 0.0000% | $1040028.00        | $231844.95         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-10-20      | 7.0000%  | 0.0000% | $2324288.00        | $1309048.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.5000%  | 0.0000% | $1847167.00        | $1624151.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2394038.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 7.0000%  | 0.0000% | $1360890.00        | $593604.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 5.5000%  | 0.0000% | $3516993.00        | $3522545.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 7.0000%  | 0.0000% | $1170460.00        | $520162.61         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 6.5000%  | 0.0000% | $2041508.00        | $1766135.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | 0.0000% | $2154619.00        | $1670750.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | 0.0000% | $1210630.00        | $1264512.59        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | 0.0000% | $1663285.00        | $1742794.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | 0.0000% | $2035879.00        | $1922842.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.0000%  | 0.0000% | $2983156.00        | $2865386.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.0000%  | 0.0000% | $2373400.00        | $2431371.00        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 7.0000%  | 0.0000% | $1031511.00        | $868675.94         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 7.0000%  | 0.0000% | $1911863.00        | $992155.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.0000%  | 0.0000% | $4235207.00        | $2752448.98        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 6.5000%  | 0.0000% | $1484240.00        | $1370872.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 6.5000%  | 0.0000% | $1816275.00        | $1936844.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2329685.47        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.5000%  | 0.0000% | $2023202.00        | $1749176.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.0000%  | 0.0000% | $3398066.00        | $3257148.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 6.0000%  | 0.0000% | $10338467.00       | $8899219.72        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 7.0000%  | 0.0000% | $1243618.00        | $1201232.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | 0.0000% | $1461801.00        | $1511822.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | 0.0000% | $2238581.00        | $2372987.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | 0.0000% | $6670479.00        | $6225312.43        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.5000%  | 0.0000% | $1171749.00        | $1232334.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 7.0000%  | 0.0000% | $1336988.00        | $658358.03         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 7.0000%  | 0.0000% | $1308737.00        | $1175054.31        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 7.0000%  | 0.0000% | $8232072.00        | $8762384.79        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 7.5000%  | 0.0000% | $2709457.00        | $2926345.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | 0.0000% | $4186520.00        | $4439310.54        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 7.5000%  | 0.0000% | $726932.00         | $554203.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 7.0000%  | 0.0000% | $3798179.00        | $2958961.30        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | 0.0000% | $1006830.00        | $1059208.07        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | 0.0000% | $1766374.00        | $1814498.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | 0.0000% | $2196382.00        | $2226992.10        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.5000%  | 0.0000% | $1061199.00        | $752865.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | 0.0000% | $4859167.00        | $4231310.21        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | 0.0000% | $9082093.00        | $8500239.35        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | 0.0000% | $4229496.00        | $4442986.02        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 6.5000%  | 0.0000% | $485779.00         | $510915.54         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | 0.0000% | $12583703.00       | $12864348.88       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 7.0000%  | 0.0000% | $1008067.00        | $1052530.05        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | 0.0000% | $1432597.00        | $1479664.64        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 6.0000%  | 0.0000% | $1888841.00        | $1956652.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | 0.0000% | $10052575.00       | $10220530.33       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $2277290.00        | $2275370.37        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 7.5000%  | 0.0000% | $3529275.00        | $3801538.40        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 7.5000%  | 0.0000% | $8794292.00        | $9479187.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 5.0000%  | 0.0000% | $8117999.00        | $8094526.36        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.5000%  | 0.0000% | $12268120.00       | $12509781.51       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $1760104.00        | $1748907.24        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | 0.0000% | $1857159.00        | $1961272.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | 0.0000% | $5315421.00        | $5487207.99        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 4.5000%  | 0.0000% | $2237090.00        | $2143679.85        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $1144085.00        | $1140338.89        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.5000%  | 0.0000% | $12310702.00       | $12521342.18       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | 0.0000% | $3227467.00        | $3247360.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | 0.0000% | $5955968.00        | $5930647.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $1581176.00        | $1677448.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-02-20      | 6.5000%  | 0.0000% | $4555873.00        | $4806113.13        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $1396559.00        | $1474851.03        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 7.0000%  | 0.0000% | $4129340.00        | $4407819.94        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $2966471.00        | $3159619.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $5557453.00        | $5919296.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $3419120.00        | $3641741.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $23849080.00       | $25401957.20       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $9873383.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 6.0000%  | 0.0000% | $263842187.00      | $267661369.10      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-12-20      | 5.0000%  | 0.0000% | $23885907.00       | $21745490.16       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-02-20      | 6.0000%  | 0.0000% | $7897356.00        | $5460857.88        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 4.0000%  | 0.0000% | $96281.00          | $87344.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-02-20      | 7.0000%  | 0.0000% | $30110471.00       | $13721015.39       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2055-04-20      | 7.0000%  | 0.0000% | $30673848.00       | $14990439.06       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 4.0000%  | 0.0000% | $638071.00         | $592397.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | 0.0000% | $151891335.00      | $119975699.32      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-08-20      | 4.5000%  | 0.0000% | $537500.00         | $502154.41         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 4.5000%  | 0.0000% | $180000.00         | $173014.07         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-09-20      | 6.5000%  | 0.0000% | $238695337.00      | $241608107.17      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-11-20      | 4.5000%  | 0.0000% | $15000000.00       | $14404721.78       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.0000%  | 0.0000% | $761800.00         | $786592.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $1456322.00        | $1447075.80        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.0000%  | 0.0000% | $2747467.00        | $2723910.17        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.5000%  | 0.0000% | $1356937.00        | $1393534.11        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 6.0000%  | 0.0000% | $1607841.00        | $1668513.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-01-20      | 5.0000%  | 0.0000% | $1646161.00        | $1640746.53        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | 0.0000% | $7482364.00        | $7617168.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-12-20      | 5.5000%  | 0.0000% | $15332550.00       | $15438601.58       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 6.5000%  | 0.0000% | $1125669.00        | $1189118.08        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | 0.0000% | $2444976.00        | $2443586.44        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | 0.0000% | $1643075.00        | $1640627.92        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2056-03-20      | 5.0000%  | 0.0000% | $1611234.00        | $1605471.70        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 3.5000%  | 0.0000% | $2000000.00        | $307717.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 3.5000%  | 0.0000% | $1324751.00        | $339263.66         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-06-20      | 3.0000%  | 0.0000% | $1089505.00        | $166863.11         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-11-20      | 3.0000%  | 0.0000% | $750000.00         | $175971.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2028-11-20      | 6.5000%  | 0.0000% | $5500000.00        | $3612.60           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2029-01-20      | 6.0000%  | 0.0000% | $9925001.00        | $10479.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2030-10-20      | 7.5000%  | 0.0000% | $2550000.00        | $1300.55           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-09-20      | 6.0000%  | 0.0000% | $18150000.00       | $31785.59          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-05-20      | 7.0000%  | 0.0000% | $570068.00         | $889.43            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-10-20      | 6.0000%  | 0.0000% | $314000.00         | $1142.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-08-20      | 5.5000%  | 0.0000% | $140000.00         | $1522.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-05-20      | 4.0000%  | 0.0000% | $95000.00          | $3398.22           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-02-20      | 5.5000%  | 0.0000% | $361000.00         | $5543.09           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-11-20      | 5.5000%  | 0.0000% | $125000.00         | $1757.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-10-20      | 5.5000%  | 0.0000% | $7564195.00        | $123713.06         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-02-20      | 6.0000%  | 0.0000% | $580000.00         | $7426.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-05-20      | 6.0000%  | 0.0000% | $125000.00         | $1456.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-03-20      | 5.5000%  | 0.0000% | $50000.00          | $585.24            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $980249.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-08-20      | 6.5000%  | 0.0000% | $565000.00         | $4948.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-09-20      | 5.0000%  | 0.0000% | $25220.00          | $745.72            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-12-20      | 5.5000%  | 0.0000% | $310000.00         | $2569.49           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-10-20      | 6.5000%  | 0.0000% | $50000.00          | $550.13            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-09-20      | 5.5000%  | 0.0000% | $243808.00         | $3028.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 6.0000%  | 0.0000% | $474524.00         | $4941.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-11-20      | 7.0000%  | 0.0000% | $550000.00         | $9205.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 4.0000%  | 0.0000% | $25000.00          | $715.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-10-20      | 4.0000%  | 0.0000% | $120000.00         | $4677.01           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-09-20      | 4.5000%  | 0.0000% | $258091.00         | $8478.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 4.5000%  | 0.0000% | $61000.00          | $2097.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-09-20      | 6.0000%  | 0.0000% | $389284.00         | $10022.32          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-10-20      | 3.5000%  | 0.0000% | $3000000.00        | $162788.39         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-11-20      | 4.5000%  | 0.0000% | $103431255.00      | $4856895.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-11-20      | 3.5000%  | 0.0000% | $629160.00         | $41156.05          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-11-20      | 3.0000%  | 0.0000% | $98000.00          | $5728.58           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-08-20      | 4.5000%  | 0.0000% | $1303681.00        | $157732.87         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-04-20      | 4.5000%  | 0.0000% | $3278268.00        | $179208.34         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2035-08-20      | 5.5000%  | 0.0000% | $75000.00          | $3686.11           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | 0.0000% | $2087950.00        | $125246.92         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-09-20      | 4.5000%  | 0.0000% | $4493900.00        | $379563.00         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 5.0000%  | 0.0000% | $1263705.00        | $79853.19          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-12-20      | 6.5000%  | 0.0000% | $1000197.00        | $70352.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-08-20      | 4.5000%  | 0.0000% | $2261145.00        | $144707.44         | Agency Mortgage-Backed Securities         |
| GNMA_16-25C                                          | 2046-02-16      | 5.0000%  | 0.0000% | $12224028.00       | $300321.81         | Agency Collateralized Mortgage Obligation |
| GNMA_17-139K                                         | 2047-09-20      | 4.5000%  | 0.0000% | $4474160.00        | $366273.02         | Agency Collateralized Mortgage Obligation |
| GNMA_18-6A                                           | 2048-01-20      | 4.0000%  | 0.0000% | $75533125.00       | $2747183.63        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.5000%  | 0.0000% | $25863021.00       | $2247691.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77C                                          | 2050-08-20      | 3.0000%  | 0.0000% | $160467936.00      | $12992591.40       | Agency Collateralized Mortgage Obligation |
| GNMA_21-98M                                          | 2051-06-20      | 4.5000%  | 0.0000% | $12224941.00       | $1105122.57        | Agency Collateralized Mortgage Obligation |
| GNMA_21-117                                          | 2051-07-20      | 5.0000%  | 0.0000% | $12450000.00       | $1043537.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | 0.0000% | $17135629.00       | $1639063.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-68E                                          | 2052-04-20      | 3.5000%  | 0.0000% | $5107661.00        | $4133618.36        | Agency Collateralized Mortgage Obligation |

### Security 351: 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: BYJ1VECZ8
- **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:** 3.6600%
- **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.: F1+; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 | 2045-05-15      | 5.0000%  | 0.0000% | $9897200.00        | $10200049.67       | U.S. Treasuries (including strips) |

### Security 352: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: BYJ1VLKZ3
- **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:** 3.7000%
- **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.: F1; Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FISERV INC                     SR GLBL NT4.4%49        | 2049-07-01      | 4.4000%  | 0.0000% | $128000.00         | $97888.00          | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 30           | 2030-05-22      | 3.9730%  | 0.0000% | $2201000.00        | $2182768.20        | Corporate Debt Securities          |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33        | 2033-02-28      | 4.9000%  | 0.0000% | $150000.00         | $150687.25         | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 27           | 2027-11-22      | 2.2510%  | 0.0000% | $2582000.00        | $2566342.97        | Corporate Debt Securities          |
| URUGUAY REP                    GLBL AMRTZ BD 34        | 2034-10-28      | 5.7500%  | 0.0000% | $116.00            | $123.31            | Corporate Debt Securities          |
| STORE CAP CORP                 SR GLBL NT4.5%28        | 2028-03-15      | 4.5000%  | 0.0000% | $1500000.00        | $1492890.00        | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 4.376%042728         | 2028-04-27      | 4.3760%  | 0.0000% | $1333000.00        | $1355927.01        | Corporate Debt Securities          |
| RIO TINTO FIN USA PLC          SR GLBL NT 35           | 2035-03-14      | 5.2500%  | 0.0000% | $61000.00          | $61839.92          | Corporate Debt Securities          |
| STANDARD CHARTERED PLC         SR GLBL 144A 36         | 2036-08-12      | 5.4000%  | 0.0000% | $2045000.00        | $2025265.75        | Corporate Debt Securities          |
| 3 5/8 NOTE AC 30                                       | 2030-08-31      | 3.6250%  | 0.0000% | $3503200.00        | $3466429.25        | U.S. Treasuries (including strips) |
| BANK AMERICA CORP              FR 1.734%072227         | 2027-07-22      | 1.7340%  | 0.0000% | $1957000.00        | $1947045.72        | Corporate Debt Securities          |
| CELANESE US HLDGS LLC          SR GLBL NT 34           | 2034-02-15      | 7.3750%  | 0.0000% | $396000.00         | $412776.76         | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 29           | 2029-06-19      | 4.5830%  | 0.0000% | $200000.00         | $202149.03         | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 31           | 2031-06-04      | 2.8480%  | 0.0000% | $2317000.00        | $2159017.67        | Corporate Debt Securities          |
| HYUNDAI CAP AMER               SR 144A NT5.4%31        | 2031-06-24      | 5.4000%  | 0.0000% | $200000.00         | $205984.00         | Corporate Debt Securities          |
| LOWES COS INC                  SR GLBL NT 52           | 2052-04-01      | 4.2500%  | 0.0000% | $360000.00         | $282639.60         | Corporate Debt Securities          |
| MCCORMICK & CO INC             SR GLBL NT3.4%27        | 2027-08-15      | 3.4000%  | 0.0000% | $1571000.00        | $1559208.77        | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 2.475%012128         | 2028-01-21      | 2.4750%  | 0.0000% | $214000.00         | $211567.36         | Corporate Debt Securities          |
| MORGAN STANLEY                 FR 4.238%010930         | 2030-01-09      | 4.2380%  | 0.0000% | $160000.00         | $159318.12         | Corporate Debt Securities          |
| REINSURANCE GROUP AMER INC     SR GLBL NT 6%33         | 2033-09-15      | 6.0000%  | 0.0000% | $773000.00         | $803615.95         | Corporate Debt Securities          |
| SUMITOMO MITSUI FIN GRP INC    3.944%28                | 2028-07-19      | 3.9440%  | 0.0000% | $8000.00           | $7981.26           | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 28           | 2028-05-07      | 4.6430%  | 0.0000% | $591000.00         | $602691.16         | Corporate Debt Securities          |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28           | 2028-08-23      | 4.4820%  | 0.0000% | $1826000.00        | $1832958.89        | Corporate Debt Securities          |
| HOTWIRE FDING LLC 2023-1       A-2    20530520 5.68700 | 2053-05-20      | 5.6870%  | 0.0000% | $185000.00         | $186441.65         | Asset-Backed Securities            |
| HYUNDAI CAP AMER               SR 144A NT3.5%26        | 2026-11-02      | 3.5000%  | 0.0000% | $93000.00          | $93838.50          | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 5.3%010830           | 2030-01-08      | 5.3000%  | 0.0000% | $19000.00          | $19538.64          | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 1.5%061526           | 2026-06-15      | 1.5000%  | 0.0000% | $7000.00           | $6987.66           | Corporate Debt Securities          |
| MARRIOTT INTL INC NEW          SR GLBL QQ NT 35        | 2035-03-15      | 5.3500%  | 0.0000% | $6648000.00        | $6666267.23        | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31           | 2031-04-24      | 5.1590%  | 0.0000% | $2500000.00        | $2588347.43        | Corporate Debt Securities          |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55        | 2055-03-01      | 5.9000%  | 0.0000% | $740000.00         | $704914.13         | Corporate Debt Securities          |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT 31           | 2031-02-12      | 4.2150%  | 0.0000% | $170000.00         | $168716.00         | Corporate Debt Securities          |
| WELLS FARGO & CO               FR 4.96%012337          | 2037-01-23      | 4.9600%  | 0.0000% | $813000.00         | $796194.39         | Corporate Debt Securities          |
| AT&T INC                       SR GLBL NT4.5%35        | 2035-05-15      | 4.5000%  | 0.0000% | $50000.00          | $48082.50          | Corporate Debt Securities          |
| AT&T INC                       GLBL NT 2.3%27          | 2027-06-01      | 2.3000%  | 0.0000% | $2197000.00        | $2163224.79        | Corporate Debt Securities          |
| AT&T INC                       GLBL NT 4.4%31          | 2031-04-30      | 4.4000%  | 0.0000% | $325000.00         | $322976.69         | Corporate Debt Securities          |
| ABBVIE INC                     GLBL NT 4.8%27          | 2027-03-15      | 4.8000%  | 0.0000% | $5859000.00        | $5900208.30        | Corporate Debt Securities          |
| AMERICAN EXPRESS CO            SR GLBL NT 29           | 2029-07-20      | 4.3510%  | 0.0000% | $91000.00          | $91624.36          | Corporate Debt Securities          |
| AMERICAN TOWER CORP            SR GLBL NT 32           | 2032-03-15      | 4.0500%  | 0.0000% | $980000.00         | $937458.20         | Corporate Debt Securities          |
| ASTRAZENECA PLC                SR GLBL NT 4%29         | 2029-01-17      | 4.0000%  | 0.0000% | $44000.00          | $44145.30          | Corporate Debt Securities          |
| BANK AMERICA CORP              VR 020626-020632        | 2032-02-06      | 4.5305%  | 0.0000% | $532000.00         | $527114.65         | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 2.651%031132         | 2032-03-11      | 2.6510%  | 0.0000% | $100000.00         | $90617.28          | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 5.015%072233         | 2033-07-22      | 5.0150%  | 0.0000% | $500000.00         | $505531.04         | Corporate Debt Securities          |
| BANK AMERICA CORP              FR 5.819%091529         | 2029-09-15      | 5.8190%  | 0.0000% | $5119000.00        | $5286064.82        | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           GLBL NT 1.35%26         | 2026-06-24      | 1.3500%  | 0.0000% | $21000.00          | $20937.79          | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           FR 5.45%080129          | 2029-08-01      | 5.4500%  | 0.0000% | $18000.00          | $18680.46          | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           FR 4.404%090828         | 2028-09-08      | 4.4040%  | 0.0000% | $110000.00         | $110119.20         | Corporate Debt Securities          |
| BANK NOVA SCOTIA B C           VR 091525-091528        | 2028-09-15      | 4.4079%  | 0.0000% | $6000.00           | $6011.62           | Corporate Debt Securities          |
| BARCLAYS PLC                   SR GLBL NT 27           | 2027-05-09      | 5.8290%  | 0.0000% | $1899000.00        | $1944978.90        | Corporate Debt Securities          |
| BAYER CORP                                             | 2026-12-08      | 0.0000%  | 0.0000% | $1789.00           | $1737.05           | Money Market                       |
| BOEING CO                      CR SEN SR GLBL34        | 2034-05-01      | 6.5280%  | 0.0000% | $20000.00          | $22236.80          | Corporate Debt Securities          |
| BROOKFIELD FIN INC             SR GLBL NT 30           | 2030-04-15      | 4.3500%  | 0.0000% | $5665000.00        | $5676207.26        | Corporate Debt Securities          |
| CRH AMER FIN INC DISC COML PAP                         | 2026-06-24      | 0.0000%  | 0.0000% | $690.00            | $683.18            | Money Market                       |
| CSL FIN PLC                    GLBL 144A NT 34         | 2034-04-03      | 5.1060%  | 0.0000% | $461000.00         | $463364.93         | Corporate Debt Securities          |
| THE CAMPBELLS COMPANY          SR GLBL NT5.4%34        | 2034-03-21      | 5.4000%  | 0.0000% | $2727000.00        | $2647071.63        | Corporate Debt Securities          |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 30           | 2030-09-11      | 4.6310%  | 0.0000% | $141000.00         | $141206.25         | Corporate Debt Securities          |
| CITIGROUP INC                  SR NT FXD/FLT 28        | 2028-07-24      | 3.6680%  | 0.0000% | $1650000.00        | $1642552.82        | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 27           | 2027-06-09      | 1.4620%  | 0.0000% | $202000.00         | $201739.11         | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 33           | 2033-11-17      | 6.2700%  | 0.0000% | $294000.00         | $319856.81         | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 30           | 2030-11-05      | 2.9760%  | 0.0000% | $1573000.00        | $1500924.09        | Corporate Debt Securities          |
| CITIGROUP INC                  SR GLBL NT 33           | 2033-01-25      | 3.0570%  | 0.0000% | $7074000.00        | $6412329.87        | Corporate Debt Securities          |
| CNO GLOBAL FUNDING             FR 4.375%090828         | 2028-09-08      | 4.3750%  | 0.0000% | $445000.00         | $442180.99         | Corporate Debt Securities          |
| COMCAST CORP NEW               SR GLBL NT 28           | 2028-02-15      | 3.1500%  | 0.0000% | $66000.00          | $64972.71          | Corporate Debt Securities          |
| COMCAST CORP NEW               SR GLBL NT 31           | 2031-01-15      | 1.9500%  | 0.0000% | $38000.00          | $33786.81          | Corporate Debt Securities          |
| COMCAST CORP NEW               GLBL NT 5.1%29          | 2029-06-01      | 5.1000%  | 0.0000% | $48000.00          | $49865.28          | Corporate Debt Securities          |
| COMMONSPIRIT HEALTH            2024A BD5.205%31        | 2031-12-01      | 5.2050%  | 0.0000% | $30000.00          | $31053.30          | Corporate Debt Securities          |
| CONAGRA BRANDS INC             SR NT       7%28        | 2028-10-01      | 7.0000%  | 0.0000% | $1499000.00        | $1625890.35        | Corporate Debt Securities          |
| CUBESMART L P                  SR GLBL NT 3%30         | 2030-02-15      | 3.0000%  | 0.0000% | $16000.00          | $15116.53          | Corporate Debt Securities          |
| DNB BANK ASA                   FR 4.832%033032         | 2032-03-30      | 4.8320%  | 0.0000% | $8000000.00        | $7965760.00        | Corporate Debt Securities          |
| DNB BANK ASA                   FR 4.384%110431         | 2031-11-04      | 4.3840%  | 0.0000% | $3266000.00        | $3268551.83        | Corporate Debt Securities          |
| ERP OPER LTD PARTNERSHIP       SR GLBL NT2.5%30        | 2030-02-15      | 2.5000%  | 0.0000% | $155000.00         | $144831.14         | Corporate Debt Securities          |
| ECOLAB INC                     GLBL NT 2.125%32        | 2032-02-01      | 2.1250%  | 0.0000% | $2625000.00        | $2304885.63        | Corporate Debt Securities          |
| ENCORE CAP GROUP INC           SR SEC GLBL 31          | 2031-04-15      | 6.6250%  | 0.0000% | $1000.00           | $1029.53           | Corporate Debt Securities          |
| ENERGIZER HLDGS INC            SR GLBL 144A 28         | 2028-06-15      | 4.7500%  | 0.0000% | $4000.00           | $3982.30           | Corporate Debt Securities          |
| EQUINIX INC                    SR GLBL NT3.2%29        | 2029-11-18      | 3.2000%  | 0.0000% | $1110000.00        | $1067478.37        | Corporate Debt Securities          |
| EXELON CORP                    SR GLBL NT 35           | 2035-06-15      | 5.6250%  | 0.0000% | $16000.00          | $16586.76          | Corporate Debt Securities          |
| PENNSYLVANIA ELEC CO           SR 144A NT 28           | 2028-03-15      | 4.1500%  | 0.0000% | $362000.00         | $360690.77         | Corporate Debt Securities          |
| FRESENIUS MED CARE US FIN III  SR GLBL 144A 31         | 2031-02-16      | 2.3750%  | 0.0000% | $1222000.00        | $1084046.89        | Corporate Debt Securities          |
| FRONTIER COMMUNICATIONS HLDGS  2LIEN GLBL NT 29        | 2029-11-01      | 5.8750%  | 0.0000% | $154.00            | $158.64            | Corporate Debt Securities          |
| GXO LOGISTICS INCORPORATED     GLBL NT 6.5%34          | 2034-05-06      | 6.5000%  | 0.0000% | $959000.00         | $1028575.98        | Corporate Debt Securities          |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.4%28        | 2028-10-15      | 2.4000%  | 0.0000% | $12000.00          | $11493.92          | Corporate Debt Securities          |
| GEORGIA PAC CORP               SR GLBL 144A 28         | 2028-06-30      | 4.4000%  | 0.0000% | $14000.00          | $14150.92          | Corporate Debt Securities          |
| GEORGIA PWR CO                 SR GLBL 2025D 28        | 2028-10-01      | 4.0000%  | 0.0000% | $62000.00          | $62830.94          | Corporate Debt Securities          |
| GOLDMAN SACHS BDC INC          SR GLBL NT 27           | 2027-03-11      | 6.3750%  | 0.0000% | $2000.00           | $2020.26           | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 28           | 2028-09-22      | 2.0130%  | 0.0000% | $233000.00         | $224591.79         | Corporate Debt Securities          |
| HSBC HLDGS PLC                 SR GLBL NT 31           | 2031-05-13      | 5.2400%  | 0.0000% | $200000.00         | $206563.33         | Corporate Debt Securities          |
| HSBC USA INC NEW                                       | 2027-02-02      | 0.0000%  | 0.0000% | $422.00            | $407.32            | Money Market                       |
| HONEYWELL AEROSPACE INC        SR GLBL 144A 28         | 2028-03-16      | 3.9000%  | 0.0000% | $5000000.00        | $4965725.00        | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 6.2%092130           | 2030-09-21      | 6.2000%  | 0.0000% | $498000.00         | $522253.71         | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 4.55%092629          | 2029-09-26      | 4.5500%  | 0.0000% | $13000.00          | $12924.63          | Corporate Debt Securities          |
| HYUNDAI CAP AMER               FR 6.1%092128           | 2028-09-21      | 6.1000%  | 0.0000% | $8000.00           | $8270.60           | Corporate Debt Securities          |
| HYUNDAI AUTO RECV TR 2025-B    A-3    20291217 4.36000 | 2029-12-17      | 4.3600%  | 0.0000% | $650000.00         | $653451.36         | Asset-Backed Securities            |
| IDAHO PWR CO                   FR 5.2%081534           | 2034-08-15      | 5.2000%  | 0.0000% | $219000.00         | $222903.55         | Corporate Debt Securities          |
| INTEL CORP                     SR GLBL NT5.6%54        | 2054-02-21      | 5.6000%  | 0.0000% | $1541000.00        | $1418586.38        | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            GLBL FLT NT 27          | 2027-04-22      | 4.5509%  | 0.0000% | $734000.00         | $740511.48         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 27           | 2027-09-22      | 1.4700%  | 0.0000% | $679000.00         | $669926.86         | Corporate Debt Securities          |
| JPMORGAN CHASE & CO            SR GLBL NT 34           | 2034-06-01      | 5.3500%  | 0.0000% | $686000.00         | $709312.57         | Corporate Debt Securities          |
| JEFFERSON CAPITAL HOLDINGS LLC SR 144A NT 30           | 2030-05-15      | 8.2500%  | 0.0000% | $157000.00         | $166774.30         | Corporate Debt Securities          |
| KEURIG DR PEPPER INC           SR GLBL NT 35           | 2035-05-15      | 5.1500%  | 0.0000% | $205000.00         | $203449.29         | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 35           | 2035-11-26      | 5.5900%  | 0.0000% | $537000.00         | $555392.10         | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 33           | 2033-08-11      | 4.9760%  | 0.0000% | $706000.00         | $706198.46         | Corporate Debt Securities          |
| LLOYDS BANKING GROUP PLC       SR GLBL NT 28           | 2028-01-05      | 5.4620%  | 0.0000% | $929000.00         | $947578.25         | Corporate Debt Securities          |
| MACQUARIE BK LTD               VR 070224-070227        | 2027-07-02      | 4.6004%  | 0.0000% | $254000.00         | $255254.76         | Corporate Debt Securities          |
| MASTR ASSET BKD SECS 2004-OPT2 A-1    20340925 FLT     | 2034-09-25      | 4.4930%  | 0.0000% | $54344.00          | $811.97            | Asset-Backed Securities            |
| METHANEX CORP                  GLBL NT 5.125%27        | 2027-10-15      | 5.1250%  | 0.0000% | $4000.00           | $4063.65           | Corporate Debt Securities          |
| MILLROSE PPTYS INC             SR GLBL 144A 32         | 2032-09-15      | 6.2500%  | 0.0000% | $157000.00         | $153288.17         | Corporate Debt Securities          |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 31           | 2031-09-12      | 4.5270%  | 0.0000% | $200000.00         | $197929.85         | Corporate Debt Securities          |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 31           | 2031-05-25      | 2.5910%  | 0.0000% | $4410000.00        | $4085681.98        | Corporate Debt Securities          |
| MONTELL AMER FIN CORP          GLBL 144A NT 27         | 2027-03-15      | 8.1000%  | 0.0000% | $325000.00         | $335731.50         | Corporate Debt Securities          |
| NOMURA HLDGS INC               SR GLBL NT 27           | 2027-01-22      | 2.3290%  | 0.0000% | $1330000.00        | $1313606.31        | Corporate Debt Securities          |
| NORINCHUKIN BANK LTD           SR GLBL 144A 29         | 2029-10-16      | 5.0940%  | 0.0000% | $203000.00         | $209304.67         | Corporate Debt Securities          |
| NSTAR ELEC CO                  GLBL DEB 1.95%31        | 2031-08-15      | 1.9500%  | 0.0000% | $1410000.00        | $1235105.95        | Corporate Debt Securities          |
| OESTERREICHESCHE KONTROLLBANK  GLBL NT 5%26            | 2026-10-23      | 5.0000%  | 0.0000% | $2489000.00        | $2558578.61        | Corporate Debt Securities          |
| ORACLE CORP                    SR GLBL NT 30           | 2030-04-01      | 2.9500%  | 0.0000% | $16000.00          | $14808.16          | Corporate Debt Securities          |
| PARKER-HANNIFIN CORP           SR GLBL NT 29           | 2029-06-14      | 3.2500%  | 0.0000% | $1190000.00        | $1162617.77        | Corporate Debt Securities          |
| PENSKE TRUCK LEASNG/PTL FIN                            | 2026-09-10      | 0.0000%  | 0.0000% | $505.00            | $494.99            | Money Market                       |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34         | 2034-07-15      | 5.7500%  | 0.0000% | $311000.00         | $321421.26         | Corporate Debt Securities          |
| PHILLIPS 66 CO                 GLBL NT 3.55%26         | 2026-10-01      | 3.5500%  | 0.0000% | $152000.00         | $154231.36         | Corporate Debt Securities          |
| PIONEER NAT RES CO             SR GLBL NT1.9%30        | 2030-08-15      | 1.9000%  | 0.0000% | $191000.00         | $171844.19         | Corporate Debt Securities          |
| REGENCY CTRS L P               GLBL NT 5%32            | 2032-07-15      | 5.0000%  | 0.0000% | $9000.00           | $9134.96           | Corporate Debt Securities          |
| ROYAL BK CDA                   FR 4.875%011927         | 2027-01-19      | 4.8750%  | 0.0000% | $17000.00          | $17237.15          | Corporate Debt Securities          |
| ROYAL BK CDA                   FR 5.069%072327         | 2027-07-23      | 5.0690%  | 0.0000% | $91000.00          | $92033.28          | Corporate Debt Securities          |
| ROYAL BK CDA                   FR 4.305%110331         | 2031-11-03      | 4.3050%  | 0.0000% | $73000.00          | $72910.82          | Corporate Debt Securities          |
| SCHWAB CHARLES CORP            SR GLBL NT 27           | 2027-03-03      | 2.4500%  | 0.0000% | $1117000.00        | $1101357.04        | Corporate Debt Securities          |
| SIMON PPTY GROUP LP            SR GLBL NT 32           | 2032-01-15      | 2.2500%  | 0.0000% | $141000.00         | $123555.48         | Corporate Debt Securities          |
| SIMON PPTY GROUP LP            GLBL NT 4.75%34         | 2034-09-26      | 4.7500%  | 0.0000% | $46000.00          | $44867.01          | Corporate Debt Securities          |
| SOCIETE GENERALE               FR 5.5%041329           | 2029-04-13      | 5.5000%  | 0.0000% | $300000.00         | $311819.00         | Corporate Debt Securities          |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28        | 2028-06-15      | 4.6000%  | 0.0000% | $1349000.00        | $1366569.98        | Corporate Debt Securities          |
| STARBUCKS CORP                 SR GLBL NT 4%28         | 2028-11-15      | 4.0000%  | 0.0000% | $8000.00           | $8043.05           | Corporate Debt Securities          |
| SUMITOMO MITSUI FIN GRP INC    GLBL FLT NT 27          | 2027-01-14      | 4.5507%  | 0.0000% | $240000.00         | $242924.17         | Corporate Debt Securities          |
| T MOBILE USA INC               SR GLBL NT3.5%31        | 2031-04-15      | 3.5000%  | 0.0000% | $605000.00         | $580254.83         | Corporate Debt Securities          |
| TEMASEK FINL LTD               FR 2.25%040651          | 2051-04-06      | 2.2500%  | 0.0000% | $311000.00         | $186568.90         | Corporate Debt Securities          |
| TORONTO DOMINION BK ONT        FR 1.25%091026          | 2026-09-10      | 1.2500%  | 0.0000% | $18000.00          | $17779.13          | Corporate Debt Securities          |
| TRANSCONTINENTAL GAS PIPE LINE SR DEB 7.25%26          | 2026-12-01      | 7.2500%  | 0.0000% | $3082000.00        | $3210139.29        | Corporate Debt Securities          |
| UNITED MEXICAN STATES          GLBL NT 5.4%28          | 2028-02-09      | 5.4000%  | 0.0000% | $2705000.00        | $2753149.00        | Corporate Debt Securities          |
| VB-S1 ISSUER LLC 2026-1        D      20560315 5.19300 | 2056-03-15      | 5.1930%  | 0.0000% | $350000.00         | $344491.35         | Asset-Backed Securities            |
| WELLS FARGO & CO               FR 2.393%060228         | 2028-06-02      | 2.3930%  | 0.0000% | $5000.00           | $4916.85           | Corporate Debt Securities          |
| WESTPAC BKG CORP               SR GLBL FL NT 30        | 2030-07-01      | 4.5003%  | 0.0000% | $1626000.00        | $1641902.28        | Corporate Debt Securities          |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL REGS 34         | 2034-03-22      | 5.6000%  | 0.0000% | $200000.00         | $198860.00         | Corporate Debt Securities          |

### Security 353: 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: BYJ1XMLR6
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| PCHLT_05-1    | 2035-01-25      | 6.2680%  | 0.0000% | $1998824.00        | $475.11            | Asset-Backed Securities                           |
| RCKT_24-CES6  | 2044-09-26      | 3.7612%  | 0.0000% | $217000000.00      | $12723468.43       | Private Label Collateralized Mortgage Obligations |
| BNK_20-B28    | 2030-10-15      | 1.5000%  | 0.0000% | $13855000.00       | $945437.49         | Private Label Collateralized Mortgage Obligations |
| CBASSC_10-    | 2039-06-07      | 9.5500%  | 0.0000% | $7500000.00        | $701401.64         | Asset-Backed Securities                           |
| DUKEF_05-HG3A | 2049-08-02      | 5.3654%  | 0.0000% | $11943199.00       | $157719.97         | Asset-Backed Securities                           |
| EATON_15-1A   | 2030-01-20      | 11.8992% | 0.0000% | $1200000.00        | $65588.89          | Asset-Backed Securities                           |
| FIGRE_24-HE1  | 2054-03-25      | 6.7490%  | 0.0000% | $1500000.00        | $924246.20         | Private Label Collateralized Mortgage Obligations |
| KKR_15        | 2028-10-18      | 0.0000%  | 0.0000% | $200000.00         | $31625.00          | Asset-Backed Securities                           |
| MALT_05-3     | 2035-04-25      | 6.5000%  | 0.0000% | $11750000.00       | $331412.87         | Private Label Collateralized Mortgage Obligations |
| OBX_26-NQM3   | 2066-01-25      | 6.6743%  | 0.0000% | $4624000.00        | $4197103.15        | Private Label Collateralized Mortgage Obligations |
| OWNIT_05-3    | 2036-06-25      | 4.4680%  | 0.0000% | $27010000.00       | $4310409.56        | Asset-Backed Securities                           |
| PFMLT_20-F1   | 2036-01-25      | 2.0000%  | 0.0000% | $17703000.00       | $5894288.27        | Private Label Collateralized Mortgage Obligations |
| RCKT_26-CES2  | 2056-02-25      | 0.0000%  | 0.0000% | $549007360.00      | $51247566.77       | Private Label Collateralized Mortgage Obligations |
| SMSTR_05-HG1A | 2045-12-08      | 5.3810%  | 0.0000% | $5000000.00        | $27789.40          | Asset-Backed Securities                           |
| WFHET_04-2    | 2034-10-25      | 8.2930%  | 0.0000% | $5000000.00        | $424773.68         | Asset-Backed Securities                           |
| HLM_17-11     | 2030-05-06      | 11.7774% | 0.0000% | $1999990.00        | $141599.56         | Asset-Backed Securities                           |
| HLM_26-27     | 2039-04-15      | 0.0000%  | 0.0000% | $675000.00         | $675095.18         | Asset-Backed Securities                           |

### Security 354: 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: BYJ1YRUT0
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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.: 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| FIELDSTONE MORTGAGE INVESTMENT CORP FMIC_06-2                    | 2036-07-25      | 5.4430%  | 0.0000% | $2297856.00        | $2107.53           | Asset-Backed Securities                           |
| GSMBS_18-RPL1                                                    | 2057-10-25      | 3.1546%  | 0.0000% | $2724000.00        | $2419574.56        | Private Label Collateralized Mortgage Obligations |
| ALESCO_9                                                         | 2036-06-23      | 5.2191%  | 0.0000% | $1125000.00        | $848031.88         | Asset-Backed Securities                           |
| TBRNA_7                                                          | 2037-02-05      | 4.7248%  | 0.0000% | $5740000.00        | $54530.05          | Asset-Backed Securities                           |
| BSBA_23-2                                                        | 2046-10-25      | 2.6393%  | 0.0000% | $14920704.00       | $454735.93         | Asset-Backed Securities                           |
| BANK OF AMERICA FUNDING CORPORATION BAFC_06-NIM2                 | 2046-11-25      | 7.2500%  | 0.0000% | $6995968.00        | $2049.57           | Private Label Collateralized Mortgage Obligations |
| BLUEM_16-3                                                       | 2030-11-15      | 0.0000%  | 0.0000% | $6250000.00        | $1903631.25        | Asset-Backed Securities                           |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_04-1                     | 2031-02-25      | 7.7139%  | 0.0000% | $4994480.00        | $13631.57          | Private Label Collateralized Mortgage Obligations |
| COMMODORE CDO I LTD COMMO_05-3A                                  | 2040-03-06      | 7.4800%  | 0.0000% | $27500000.00       | $1615130.00        | Asset-Backed Securities                           |
| DRSLF_16-43A                                                     | 2029-07-20      | 0.0000%  | 0.0000% | $6620000.00        | $1880457.34        | Asset-Backed Securities                           |
| DRYDEN SENIOR LOAN FUND DRSLF_21-95A                             | 2034-08-20      | 0.0000%  | 0.0000% | $8750000.00        | $2012500.00        | Asset-Backed Securities                           |
| DRYDEN SENIOR LOAN FUND DRSLF_22-98A                             | 2035-04-20      | 0.0000%  | 0.0000% | $3000000.00        | $930000.00         | Asset-Backed Securities                           |
| DUKEF_5                                                          | 2033-08-07      | 7.8500%  | 0.0000% | $15000000.00       | $1243631.67        | Asset-Backed Securities                           |
| ECP_15-7A                                                        | 2030-04-22      | 12.2792% | 0.0000% | $1635000.00        | $1686958.01        | Asset-Backed Securities                           |
| HLA_17-1                                                         | 2029-06-25      | 0.0000%  | 0.0000% | $28665000.00       | $3223522.58        | Asset-Backed Securities                           |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_14-C2 | 2047-07-15      | 4.7711%  | 0.0000% | $4000000.00        | $1310121.03        | Private Label Collateralized Mortgage Obligations |
| MCAS_25-01                                                       | 2055-05-25      | 8.8619%  | 0.0000% | $2500000.00        | $2601024.96        | Agency Collateralized Mortgage Obligation         |
| WOODS_17                                                         | 2031-04-22      | 0.0000%  | 0.0000% | $12799900.00       | $383997.00         | Asset-Backed Securities                           |
| RCKT_25-CES7                                                     | 2055-07-25      | 8.0610%  | 0.0000% | $3124000.00        | $3013474.44        | Private Label Collateralized Mortgage Obligations |
| SARM_05-4                                                        | 2035-03-25      | 0.0100%  | 0.0000% | $117410967.00      | $100.60            | Private Label Collateralized Mortgage Obligations |
| SWALLC_26-1                                                      | 2026-04-01      | 5.9010%  | 0.0000% | $6430000.00        | $6426035.91        | Asset-Backed Securities                           |
| VCAT_26-NPL2                                                     | 2056-02-25      | 0.0000%  | 0.0000% | $37188000.00       | $36927975.29       | Private Label Collateralized Mortgage Obligations |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES3                    | 2055-11-25      | 5.2970%  | 0.0000% | $2536000.00        | $2346779.96        | Private Label Collateralized Mortgage Obligations |

## N-MFP: Signatures

**Registrant:** Master Investment Portfolio

**Date:** 2026-04-07

**By:** /s/ Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer