# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-26-259094
**Filing Date:** 2026-6
**Character Count:** 362449
**Document Hash:** af84b9d15f9d6e364a07800146ab240b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-259094.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001193125-26-259094

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 261068170

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

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

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

**Name of Series:** Invesco Premier Portfolio

**LEI of Series:** 54930008H3X1FEUL6Y34

**EDGAR Series Identifier:** S000000173

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Prime

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

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

- **WAM:** 40 days

- **WAL:** 75 days

- **Total Value of Portfolio Securities:** $10426143216.21

- **Amortized Cost of Portfolio Securities:** $10426636594.36

- **Cash:** $69641.81

- **Total Other Assets:** $43334887.48

- **Total Liabilities:** $44823736.76

- **Net Assets of Series:** $10425217386.89

- **Number of Shares Outstanding (Series):** 10424747317.5000

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $3032391342.13            | $5613028249.38             | 29.3400%                  | 54.3000%                   |
| 2026-05-04 | $3274443216.56            | $5620332360.31             | 31.6400%                  | 54.3100%                   |
| 2026-05-05 | $3670109361.91            | $5635999835.98             | 35.1000%                  | 53.9100%                   |
| 2026-05-06 | $3308234222.06            | $5459840496.87             | 31.9500%                  | 52.7300%                   |
| 2026-05-07 | $2952878998.74            | $5418483823.53             | 28.4800%                  | 52.2500%                   |
| 2026-05-08 | $2927519083.96            | $5341182280.09             | 28.2200%                  | 51.4900%                   |
| 2026-05-11 | $3035005125.93            | $5443788752.13             | 29.2200%                  | 52.4100%                   |
| 2026-05-12 | $2938297800.48            | $5487412663.44             | 27.8600%                  | 52.0200%                   |
| 2026-05-13 | $3026075735.90            | $5423080653.03             | 28.6900%                  | 51.4100%                   |
| 2026-05-14 | $2633538920.57            | $5270602560.23             | 25.3300%                  | 50.7000%                   |
| 2026-05-15 | $2930717868.22            | $5277822092.98             | 28.1900%                  | 50.7700%                   |
| 2026-05-18 | $3350323085.82            | $5242266786.62             | 32.1400%                  | 50.3000%                   |
| 2026-05-19 | $3397323915.47            | $5309134844.89             | 32.5700%                  | 50.8900%                   |
| 2026-05-20 | $3294457523.61            | $5326130591.66             | 31.5600%                  | 51.0300%                   |
| 2026-05-21 | $2993836944.72            | $5289589122.35             | 28.7000%                  | 50.7100%                   |
| 2026-05-22 | $3133009161.22            | $5288666325.69             | 30.0000%                  | 50.6400%                   |
| 2026-05-26 | $3248586533.15            | $5169504123.89             | 31.0600%                  | 49.4300%                   |
| 2026-05-27 | $3231518824.85            | $5213173857.34             | 30.9000%                  | 49.8500%                   |
| 2026-05-28 | $2937782655.72            | $5224427461.74             | 28.0700%                  | 49.9300%                   |
| 2026-05-29 | $2943355930.81            | $5330023500.61             | 28.1200%                  | 50.9200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.8800%             |
| 2026-05-04 | 3.8700%             |
| 2026-05-05 | 3.8700%             |
| 2026-05-06 | 3.8700%             |
| 2026-05-07 | 3.8700%             |
| 2026-05-08 | 3.8600%             |
| 2026-05-11 | 3.8600%             |
| 2026-05-12 | 3.8600%             |
| 2026-05-13 | 3.8600%             |
| 2026-05-14 | 3.8600%             |
| 2026-05-15 | 3.8600%             |
| 2026-05-18 | 3.8500%             |
| 2026-05-19 | 3.8500%             |
| 2026-05-20 | 3.8400%             |
| 2026-05-21 | 3.8300%             |
| 2026-05-22 | 3.8300%             |
| 2026-05-26 | 3.8200%             |
| 2026-05-27 | 3.8300%             |
| 2026-05-28 | 3.8400%             |
| 2026-05-29 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0001                      |
|  |  |
| 2026-05-08 | 1.0001                      |
|  |  |
| 2026-05-11 | 1.0001                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0001                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $290258775.48

- **Number of Shares Outstanding:** 290245588.8410

- **Expense Reimbursement/Waiver:** 17250.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1077621.38               | $4272700.70             |
| 2026-05-04 | $3057333.73               | $1851460.07             |
| 2026-05-05 | $8937705.05               | $414944.83              |
| 2026-05-06 | $455047.26                | $2519259.09             |
| 2026-05-07 | $183633.71                | $1633702.62             |
| 2026-05-08 | $513062.35                | $286628.98              |
| 2026-05-11 | $228361.24                | $1515446.80             |
| 2026-05-12 | $2013470.39               | $4177987.47             |
| 2026-05-13 | $2002400.34               | $1050795.13             |
| 2026-05-14 | $1372502.85               | $2082812.26             |
| 2026-05-15 | $531393.52                | $214692.10              |
| 2026-05-18 | $2033028.21               | $2551912.67             |
| 2026-05-19 | $1515606.49               | $485475.18              |
| 2026-05-20 | $88928.61                 | $199252.74              |
| 2026-05-21 | $653424.50                | $1370698.79             |
| 2026-05-22 | $2304471.29               | $534602.40              |
| 2026-05-26 | $2289220.14               | $174894.61              |
| 2026-05-27 | $597224.22                | $3079952.61             |
| 2026-05-28 | $1135177.46               | $785037.85              |
| 2026-05-29 | $589524.49                | $1125663.11             |

**Total Gross Subscriptions (Month):** $31579137.23

**Total Gross Redemptions (Month):** $30327920.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%           |
| 2026-05-04 | 3.6900%           |
| 2026-05-05 | 3.6900%           |
| 2026-05-06 | 3.6900%           |
| 2026-05-07 | 3.6900%           |
| 2026-05-08 | 3.6800%           |
| 2026-05-11 | 3.6800%           |
| 2026-05-12 | 3.6800%           |
| 2026-05-13 | 3.6800%           |
| 2026-05-14 | 3.6800%           |
| 2026-05-15 | 3.6800%           |
| 2026-05-18 | 3.6700%           |
| 2026-05-19 | 3.6700%           |
| 2026-05-20 | 3.6600%           |
| 2026-05-21 | 3.6500%           |
| 2026-05-22 | 3.6500%           |
| 2026-05-26 | 3.6400%           |
| 2026-05-27 | 3.6500%           |
| 2026-05-28 | 3.6600%           |
| 2026-05-29 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 81.6800%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $10134276837.49

- **Number of Shares Outstanding:** 10133819985.7560

- **Expense Reimbursement/Waiver:** 599568.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $81298847.33              | $58697550.94            |
| 2026-05-04 | $44569196.58              | $36059978.84            |
| 2026-05-05 | $35339675.30              | $31912795.28            |
| 2026-05-06 | $37505136.75              | $35418970.76            |
| 2026-05-07 | $53376446.13              | $43708507.78            |
| 2026-05-08 | $43910807.70              | $37052666.04            |
| 2026-05-11 | $51938105.33              | $37958466.15            |
| 2026-05-12 | $59743378.58              | $51005655.15            |
| 2026-05-13 | $39458684.65              | $42428765.53            |
| 2026-05-14 | $50061665.79              | $49913486.10            |
| 2026-05-15 | $40215917.15              | $41089901.70            |
| 2026-05-18 | $58304747.92              | $36275917.79            |
| 2026-05-19 | $48284421.38              | $45177654.37            |
| 2026-05-20 | $53293587.46              | $46418809.01            |
| 2026-05-21 | $37041345.84              | $42517945.46            |
| 2026-05-22 | $54186054.40              | $42271549.86            |
| 2026-05-26 | $43330124.88              | $35657907.98            |
| 2026-05-27 | $55791162.74              | $59445872.87            |
| 2026-05-28 | $51216406.80              | $44644666.61            |
| 2026-05-29 | $42840933.28              | $35463762.25            |

**Total Gross Subscriptions (Month):** $981706645.99

**Total Gross Redemptions (Month):** $853120830.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%           |
| 2026-05-04 | 3.6900%           |
| 2026-05-05 | 3.6900%           |
| 2026-05-06 | 3.6900%           |
| 2026-05-07 | 3.6900%           |
| 2026-05-08 | 3.6800%           |
| 2026-05-11 | 3.6800%           |
| 2026-05-12 | 3.6800%           |
| 2026-05-13 | 3.6800%           |
| 2026-05-14 | 3.6800%           |
| 2026-05-15 | 3.6800%           |
| 2026-05-18 | 3.6700%           |
| 2026-05-19 | 3.6700%           |
| 2026-05-20 | 3.6600%           |
| 2026-05-21 | 3.6500%           |
| 2026-05-22 | 3.6500%           |
| 2026-05-26 | 3.6400%           |
| 2026-05-27 | 3.6500%           |
| 2026-05-28 | 3.6600%           |
| 2026-05-29 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 51.3400%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $46280.06

- **Number of Shares Outstanding:** 46277.9500

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $119.75                   | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $119.75

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.1600%           |
| 2026-05-04 | 3.1500%           |
| 2026-05-05 | 3.1500%           |
| 2026-05-06 | 3.1500%           |
| 2026-05-07 | 3.1400%           |
| 2026-05-08 | 3.1400%           |
| 2026-05-11 | 3.1400%           |
| 2026-05-12 | 3.1400%           |
| 2026-05-13 | 3.1400%           |
| 2026-05-14 | 3.1400%           |
| 2026-05-15 | 3.1300%           |
| 2026-05-18 | 3.1300%           |
| 2026-05-19 | 3.1200%           |
| 2026-05-20 | 3.1200%           |
| 2026-05-21 | 3.1100%           |
| 2026-05-22 | 3.1100%           |
| 2026-05-26 | 3.1000%           |
| 2026-05-27 | 3.1100%           |
| 2026-05-28 | 3.1100%           |
| 2026-05-29 | 3.1200%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 26.1500%         | 0.0000%              |
| Retail investor |  | 73.8500%         | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $28363.13

- **Number of Shares Outstanding:** 28361.8400

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $79.14                    | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $79.14

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.4000%           |
| 2026-05-04 | 3.4000%           |
| 2026-05-05 | 3.3900%           |
| 2026-05-06 | 3.3900%           |
| 2026-05-07 | 3.3900%           |
| 2026-05-08 | 3.3900%           |
| 2026-05-11 | 3.3800%           |
| 2026-05-12 | 3.3800%           |
| 2026-05-13 | 3.3800%           |
| 2026-05-14 | 3.3800%           |
| 2026-05-15 | 3.3800%           |
| 2026-05-18 | 3.3800%           |
| 2026-05-19 | 3.3700%           |
| 2026-05-20 | 3.3600%           |
| 2026-05-21 | 3.3600%           |
| 2026-05-22 | 3.3500%           |
| 2026-05-26 | 3.3500%           |
| 2026-05-27 | 3.3500%           |
| 2026-05-28 | 3.3600%           |
| 2026-05-29 | 3.3700%           |

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

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $11829.11

- **Number of Shares Outstanding:** 11828.5700

- **Expense Reimbursement/Waiver:** 1.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $27.55                    | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $27.55

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 2.8400%           |
| 2026-05-04 | 2.8400%           |
| 2026-05-05 | 2.8300%           |
| 2026-05-06 | 2.8300%           |
| 2026-05-07 | 2.8300%           |
| 2026-05-08 | 2.8300%           |
| 2026-05-11 | 2.8200%           |
| 2026-05-12 | 2.8200%           |
| 2026-05-13 | 2.8200%           |
| 2026-05-14 | 2.8200%           |
| 2026-05-15 | 2.8200%           |
| 2026-05-18 | 2.8100%           |
| 2026-05-19 | 2.8100%           |
| 2026-05-20 | 2.8000%           |
| 2026-05-21 | 2.8000%           |
| 2026-05-22 | 2.7900%           |
| 2026-05-26 | 2.7800%           |
| 2026-05-27 | 2.7900%           |
| 2026-05-28 | 2.8000%           |
| 2026-05-29 | 2.8100%           |

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

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $595301.62

- **Number of Shares Outstanding:** 595274.5400

- **Expense Reimbursement/Waiver:** 35.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1726.50                  | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $1726.50

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5400%           |
| 2026-05-04 | 3.5300%           |
| 2026-05-05 | 3.5300%           |
| 2026-05-06 | 3.5300%           |
| 2026-05-07 | 3.5300%           |
| 2026-05-08 | 3.5200%           |
| 2026-05-11 | 3.5200%           |
| 2026-05-12 | 3.5200%           |
| 2026-05-13 | 3.5200%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4900%           |
| 2026-05-28 | 3.5000%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 97.9100%         | 97.9100%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020N3NR3, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $29221347.00
- **C.18.a - Value (excl. sponsor support):** $29221347.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: ASB Bank Ltd.

- **C.1 - Title:** ASB Bank Ltd. 3.970000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0020NACU2, C.4 - ISIN: US0020NACU25, C.3 - LEI: 549300IBZWZL1KTPF918
- **C.18 - Value (incl. sponsor support):** $75016110.00
- **C.18.a - Value (excl. sponsor support):** $75016110.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Altoona-Blair County Development Corp.

- **C.1 - Title:** Altoona-Blair County Development Corp.; Series 2015, VRD Bonds (LOC-PNC Bank, N.A.) 3.720000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 021752AA8, C.4 - ISIN: US021752AA87, C.3 - LEI: 549300UTMGMP6XD0ZY27
- **C.18 - Value (incl. sponsor support):** $17850000.00
- **C.18.a - Value (excl. sponsor support):** $17850000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2035-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 4: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M3F25, C.4 - ISIN: US0347M3F257, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $149938905.00
- **C.18.a - Value (excl. sponsor support):** $149938905.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **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: Anglesea Funding LLC

- **C.1 - Title:** Anglesea Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0347M3F33, C.3 - LEI: 549300JC7SH8MD7E2Z33
- **C.18 - Value (incl. sponsor support):** $99949070.00
- **C.18.a - Value (excl. sponsor support):** $99949070.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 6: Atlantic Asset Securitization LLC

- **C.1 - Title:** Atlantic Asset Securitization LLC (CEP-Credit Agricole Corporate & Investment Bank S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821UKD3, C.4 - ISIN: US04821UKD36, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49270155.00
- **C.18.a - Value (excl. sponsor support):** $49270155.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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
- **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 7: Bank of America, N.A.

- **C.1 - Title:** Bank of America, N.A. 4.200000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TPV8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $15008770.50
- **C.18.a - Value (excl. sponsor support):** $15008770.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.990000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CMX0, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $10006290.00
- **C.18.a - Value (excl. sponsor support):** $10006290.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PLP9, C.4 - ISIN: US06054PLP98, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $49043580.00
- **C.18.a - Value (excl. sponsor support):** $49043580.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-11-23
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PM29, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $24496750.00
- **C.18.a - Value (excl. sponsor support):** $24496750.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-12-02
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PQ17, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $48492045.00
- **C.18.a - Value (excl. sponsor support):** $48492045.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2027-03-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PQF6, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $24205997.50
- **C.18.a - Value (excl. sponsor support):** $24205997.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Bank of America, N.A. 3.820000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RDS8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $24956907.75
- **C.18.a - Value (excl. sponsor support):** $24956907.75
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Bank of America, N.A. 3.980000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RFH0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $74968029.00
- **C.18.a - Value (excl. sponsor support):** $74968029.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06366HHK6, C.4 - ISIN: US06366HHK68, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $49570105.00
- **C.18.a - Value (excl. sponsor support):** $49570105.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.010000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06367L3X3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $49990885.00
- **C.18.a - Value (excl. sponsor support):** $49990885.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QL64, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $28996378.95
- **C.18.a - Value (excl. sponsor support):** $28996378.95
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-11-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Bank of New Zealand

- **C.1 - Title:** Bank of New Zealand
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06406QPS2, C.3 - LEI: N7LGVZM7X4UQ66T7LT74
- **C.18 - Value (incl. sponsor support):** $24262160.00
- **C.18.a - Value (excl. sponsor support):** $24262160.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EG79, C.4 - ISIN: US06741EG796, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49797075.00
- **C.18.a - Value (excl. sponsor support):** $49797075.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHJ2, C.4 - ISIN: US06741EHJ29, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49561805.00
- **C.18.a - Value (excl. sponsor support):** $49561805.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EHK9, C.4 - ISIN: US06741EHK91, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $39644856.00
- **C.18.a - Value (excl. sponsor support):** $39644856.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EJB7, C.4 - ISIN: US06741EJB74, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $49427760.00
- **C.18.a - Value (excl. sponsor support):** $49427760.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741EPG9, C.4 - ISIN: US06741EPG97, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $48553260.00
- **C.18.a - Value (excl. sponsor support):** $48553260.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 3.990000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEQ0, C.4 - ISIN: US06745GEQ01, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $50025735.00
- **C.18.a - Value (excl. sponsor support):** $50025735.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: CDP Financial Inc.

- **C.1 - Title:** CDP Financial Inc. 3.940000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12509QDF7, C.3 - LEI: 549300OXMGVYFCBFV096
- **C.18 - Value (incl. sponsor support):** $180009270.00
- **C.18.a - Value (excl. sponsor support):** $180009270.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: California (State of) Public Finance Authority

- **C.1 - Title:** California (State of) Public Finance Authority (Adventist Health System West): Series 2024C, VRD RB (LOC-PNC Bank, N.A.) 3.700000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DTQ5, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $24990690.00
- **C.18.a - Value (excl. sponsor support):** $24990690.00
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.200000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DUF7, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $25025817.50
- **C.18.a - Value (excl. sponsor support):** $25025817.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2027-04-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Chesham Finance Ltd. / Chesham Finance LLC

- **C.1 - Title:** Chesham Finance Ltd. / Chesham Finance LLC - Series 3 (CEP - Societe Genereal S.A.) 3.870000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537KAD5, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99999700.00
- **C.18.a - Value (excl. sponsor support):** $99999700.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBU0, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $75008122.50
- **C.18.a - Value (excl. sponsor support):** $75008122.50
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.920000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCS4, C.4 - ISIN: US1730QPCS44, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $100000510.00
- **C.18.a - Value (excl. sponsor support):** $100000510.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Collateralized Commercial Paper V Co., LLC

- **C.1 - Title:** Collateralized Commercial Paper V Co., LLC (CEP-JPMorgan Securities LLC) 4.060000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RT74, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $49987860.00
- **C.18.a - Value (excl. sponsor support):** $49987860.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **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
- **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 33: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series B (CEP-Goldman Sachs International) 4.050000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20634PEY8, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $35001543.50
- **C.18.a - Value (excl. sponsor support):** $35001543.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **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 34: Concord Minutemen Capital Co., LLC

- **C.1 - Title:** Concord Minutemen Capital Co., LLC Series A (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2063C1FR6, C.4 - ISIN: US2063C1FR67, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $49857865.00
- **C.18.a - Value (excl. sponsor support):** $49857865.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Credit Industriel et Commercial

- **C.1 - Title:** Credit Industriel et Commercial 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WN51, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $100000820.00
- **C.18.a - Value (excl. sponsor support):** $100000820.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Industriel et Commercial

- **C.1 - Title:** Credit Industriel et Commercial 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536WPE0, C.3 - LEI: N4JDFKKH2FTD8RKFXO39
- **C.18 - Value (incl. sponsor support):** $99998630.00
- **C.18.a - Value (excl. sponsor support):** $99998630.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: DNB Bank ASA

- **C.1 - Title:** DNB Bank ASA
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K1G79, C.4 - ISIN: US2332K1G791, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $39842856.00
- **C.18.a - Value (excl. sponsor support):** $39842856.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WHC4, C.4 - ISIN: US23343WHC47, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $148815630.00
- **C.18.a - Value (excl. sponsor support):** $148815630.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: DZ Bank AG

- **C.1 - Title:** DZ Bank AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23343WKS5, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $49197915.00
- **C.18.a - Value (excl. sponsor support):** $49197915.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-10-26
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Exxon Mobil Corp.

- **C.1 - Title:** Exxon Mobil Corp.
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30229BF36, C.3 - LEI: J3WHBG0MTS7O8ZVMDC91
- **C.18 - Value (incl. sponsor support):** $349824370.00
- **C.18.a - Value (excl. sponsor support):** $349824370.00
- **C.19 - Percentage of Net Assets:** 3.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 41: Goldman Sachs International

- **C.1 - Title:** Goldman Sachs International
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38150UJG7, C.4 - ISIN: US38150UJG76, C.3 - LEI: W22LROWP2IHZNBB6K528
- **C.18 - Value (incl. sponsor support):** $24707175.00
- **C.18.a - Value (excl. sponsor support):** $24707175.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia) 3.970000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014GSZ0, C.4 - ISIN: US39014GSZ09, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $60010080.00
- **C.18.a - Value (excl. sponsor support):** $60010080.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **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 43: Great Bear Funding LLC

- **C.1 - Title:** Great Bear Funding LLC (CEP - Bank of Nova Scotia)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014JF39, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99949070.00
- **C.18.a - Value (excl. sponsor support):** $99949070.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **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 44: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJN6, C.4 - ISIN: US40054PJN69, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $150059085.00
- **C.18.a - Value (excl. sponsor support):** $150059085.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 3.950000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PJU0, C.4 - ISIN: US40054PJU03, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $50020585.00
- **C.18.a - Value (excl. sponsor support):** $50020585.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Goldman Sachs Bank USA

- **C.1 - Title:** Goldman Sachs Bank USA 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 40054PLM5, C.4 - ISIN: US40054PLM58, C.3 - LEI: KD3XUN7C6T14HNAYLU02
- **C.18 - Value (incl. sponsor support):** $49980830.00
- **C.18.a - Value (excl. sponsor support):** $49980830.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: ING Bank NV

- **C.1 - Title:** ING Bank NV
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687UMJ4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $36180490.70
- **C.18.a - Value (excl. sponsor support):** $36180490.70
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: ING Bank NV

- **C.1 - Title:** ING Bank NV 3.930000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45687W2J2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $50010780.00
- **C.18.a - Value (excl. sponsor support):** $50010780.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Keep Memory Alive

- **C.1 - Title:** Keep Memory Alive; Series 2013, VRD Bonds (LOC-PNC Bank, N.A.) 3.740000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $13160000.00
- **C.18.a - Value (excl. sponsor support):** $13160000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 50: Korea Development Bank

- **C.1 - Title:** Korea Development Bank 3.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BX22, C.4 - ISIN: US50066BX224, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49994975.00
- **C.18.a - Value (excl. sponsor support):** $49994975.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-07
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Korea Development Bank

- **C.1 - Title:** Korea Development Bank 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 50066BX63, C.3 - LEI: 549300ML2LNRZUCS7149
- **C.18 - Value (incl. sponsor support):** $49993425.00
- **C.18.a - Value (excl. sponsor support):** $49993425.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Lion Bay Funding  LLC

- **C.1 - Title:** Lion Bay Funding LLC (Multi-CEP's)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619YGL5, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $49727580.00
- **C.18.a - Value (excl. sponsor support):** $49727580.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 53: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943HMJ7, C.4 - ISIN: US53943HMJ76, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $48897330.00
- **C.18.a - Value (excl. sponsor support):** $48897330.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SFF9, C.4 - ISIN: US53943SFF92, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $53391936.10
- **C.18.a - Value (excl. sponsor support):** $53391936.10
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SKK2, C.4 - ISIN: US53943SKK23, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49231240.00
- **C.18.a - Value (excl. sponsor support):** $49231240.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53943SL54, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $49137040.00
- **C.18.a - Value (excl. sponsor support):** $49137040.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: LMA Americas LLC

- **C.1 - Title:** LMA Americas LLC (CEP-Credit Agricole Corporate & Investment Bank S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944RG69, C.4 - ISIN: US53944RG691, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $50596627.28
- **C.18.a - Value (excl. sponsor support):** $50596627.28
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Lloyds Bank PLC

- **C.1 - Title:** Lloyds Bank PLC 3.940000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944TBV5, C.3 - LEI: H7FNTJ4851HG0EXQ1Z70
- **C.18 - Value (incl. sponsor support):** $100029200.00
- **C.18.a - Value (excl. sponsor support):** $100029200.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 3.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683FFQ2, C.3 - LEI: K5HU16E3LMSVCCJJJ255
- **C.18 - Value (incl. sponsor support):** $100003740.00
- **C.18.a - Value (excl. sponsor support):** $100003740.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: National Westminister Bank PLC

- **C.1 - Title:** National Westminister Bank PLC
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63854FF30, C.3 - LEI: 213800IBT39XQ9C4CP71
- **C.18 - Value (incl. sponsor support):** $149923035.00
- **C.18.a - Value (excl. sponsor support):** $149923035.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 61: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada) 3.960000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984VMT4, C.4 - ISIN: US67984VMT43, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $50015918.50
- **C.18.a - Value (excl. sponsor support):** $50015918.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-14
- **C.13 - Final Legal Maturity Date:** 2026-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67984XKY1, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $39672200.00
- **C.18.a - Value (excl. sponsor support):** $39672200.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Old Line Funding LLC

- **C.1 - Title:** Old Line Funding LLC (CEP-Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67985EHM2, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49742250.00
- **C.18.a - Value (excl. sponsor support):** $49742250.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **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 64: Oversea-Chinese Banking Corp. Ltd.

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd. 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NPW9, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $54894383.73
- **C.18.a - Value (excl. sponsor support):** $54894383.73
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Oversea-Chinese Banking Corp. Ltd.

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034BF54, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $99928880.00
- **C.18.a - Value (excl. sponsor support):** $99928880.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: Oversea-Chinese Banking Corp. Ltd.

- **C.1 - Title:** Oversea-Chinese Banking Corp. Ltd. 3.910000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CTK4, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $50002835.00
- **C.18.a - Value (excl. sponsor support):** $50002835.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Paradelle Funding LLC (CEP-The Toronto-Dominion Bank)

- **C.1 - Title:** Paradelle Funding LLC (CEP-The Toronto-Dominion Bank) 3.910000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q4U8, C.4 - ISIN: US69901Q4U87, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $49997510.00
- **C.18.a - Value (excl. sponsor support):** $49997510.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Paradelle Funding LLC (CEP-The Toronto-Dominion Bank)

- **C.1 - Title:** Paradelle Funding LLC (CEP-The Toronto-Dominion Bank) 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q5B9, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $25010557.50
- **C.18.a - Value (excl. sponsor support):** $25010557.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-04-27
- **C.13 - Final Legal Maturity Date:** 2027-04-27
- **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 69: Paradelle Funding LLC (CEP-The Toronto-Dominion Bank)

- **C.1 - Title:** Paradelle Funding LLC (CEP-The Toronto-Dominion Bank) 4.030000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q5E3, C.3 - LEI: 254900FFH2POKGD10532
- **C.18 - Value (incl. sponsor support):** $100073900.00
- **C.18.a - Value (excl. sponsor support):** $100073900.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-05-04
- **C.13 - Final Legal Maturity Date:** 2027-05-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 3.980000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RCW1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25006675.00
- **C.18.a - Value (excl. sponsor support):** $25006675.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RDR1, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25003792.25
- **C.18.a - Value (excl. sponsor support):** $25003792.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-26
- **C.13 - Final Legal Maturity Date:** 2026-10-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018REK5, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $25016875.25
- **C.18.a - Value (excl. sponsor support):** $25016875.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.320000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RER0, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $50016550.00
- **C.18.a - Value (excl. sponsor support):** $50016550.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Park Avenue Collateralized Notes Co., LLC

- **C.1 - Title:** Park Avenue Collateralized Notes Co., LLC (CEP-JPMorgan Securities LLC) 4.040000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 70018RFT5, C.3 - LEI: 549300QFFTZ0K7V16U14
- **C.18 - Value (incl. sponsor support):** $50010250.00
- **C.18.a - Value (excl. sponsor support):** $50010250.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Podium Funding Trust

- **C.1 - Title:** Podium Funding Trust (CEP-Bank of Montreal) 3.900000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BFJ4, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $35004865.00
- **C.18.a - Value (excl. sponsor support):** $35004865.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Ridgefield Funding Co. LLC

- **C.1 - Title:** Ridgefield Funding Co. LLC (CEP-BNP Paribas S.A.)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582KL58, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $12057683.60
- **C.18.a - Value (excl. sponsor support):** $12057683.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J2H9, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $24990662.50
- **C.18.a - Value (excl. sponsor support):** $24990662.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.190000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015J3H8, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $15015888.00
- **C.18.a - Value (excl. sponsor support):** $15015888.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85324UGA5, C.4 - ISIN: US85324UGA51, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $24888277.50
- **C.18.a - Value (excl. sponsor support):** $24888277.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.830000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VUL2, C.4 - ISIN: US85325VUL25, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $100019050.00
- **C.18.a - Value (excl. sponsor support):** $100019050.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.920000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWK2, C.4 - ISIN: US85325VWK24, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $150016230.00
- **C.18.a - Value (excl. sponsor support):** $150016230.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 3.940000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 85325VWM8, C.4 - ISIN: US85325VWM89, C.3 - LEI: RILFO74KP1CM8P6PCT96
- **C.18 - Value (incl. sponsor support):** $50009985.00
- **C.18.a - Value (excl. sponsor support):** $50009985.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Sumitomo Mitsui Trust Bank, Ltd.

- **C.1 - Title:** Sumitomo Mitsui Trust Bank, Ltd.
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564XHD9, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $99193570.00
- **C.18.a - Value (excl. sponsor support):** $99193570.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Thunder Bay Funding LLC

- **C.1 - Title:** Thunder Bay Funding LLC ( CEP - Royal Bank of Canada)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88603HFV5, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $49584200.00
- **C.18.a - Value (excl. sponsor support):** $49584200.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-08-14
- **C.12 - Maturity Date (WAL):** 2026-08-14
- **C.13 - Final Legal Maturity Date:** 2026-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.070000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M2Y1, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $49999905.00
- **C.18.a - Value (excl. sponsor support):** $49999905.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2027-04-22
- **C.12 - Maturity Date (WAL):** 2027-04-22
- **C.13 - Final Legal Maturity Date:** 2027-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M3E4, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $24987405.00
- **C.18.a - Value (excl. sponsor support):** $24987405.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Toronto-Dominion Bank (The)

- **C.1 - Title:** Toronto-Dominion Bank (The) 4.130000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115M5N2, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $50034410.00
- **C.18.a - Value (excl. sponsor support):** $50034410.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2027-03-19
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: UBS AG

- **C.1 - Title:** UBS AG 3.950000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JA48, C.4 - ISIN: US90276JA487, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $90002478.60
- **C.18.a - Value (excl. sponsor support):** $90002478.60
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG 4.036000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYU4, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50002845.50
- **C.18.a - Value (excl. sponsor support):** $50002845.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: UBS AG

- **C.1 - Title:** UBS AG 3.980000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYY6, C.4 - ISIN: US90276JYY62, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $50004435.50
- **C.18.a - Value (excl. sponsor support):** $50004435.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-05
- **C.13 - Final Legal Maturity Date:** 2026-10-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: UBS AG

- **C.1 - Title:** UBS AG 4.049000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZB5, C.4 - ISIN: US90276JZB50, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $30002745.00
- **C.18.a - Value (excl. sponsor support):** $30002745.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG 4.073000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JZX7, C.4 - ISIN: US90276JZX70, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $60001206.00
- **C.18.a - Value (excl. sponsor support):** $60001206.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2027-02-08
- **C.13 - Final Legal Maturity Date:** 2027-02-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: UBS AG

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XMM2, C.4 - ISIN: US90351XMM29, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $24445102.50
- **C.18.a - Value (excl. sponsor support):** $24445102.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-12-21
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: UBS AG

- **C.1 - Title:** UBS AG
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351XQR7, C.4 - ISIN: US90351XQR79, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $48329605.00
- **C.18.a - Value (excl. sponsor support):** $48329605.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: University of Texas System Board of Regents

- **C.1 - Title:** University of Texas System Board of Regents; Subseries 2016 G-2, VRD RB 3.700000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 91514AEY7, C.4 - ISIN: US91514AEY73, C.3 - LEI: TEHUYFNKZR6XVWLGEU86
- **C.18 - Value (incl. sponsor support):** $27550000.00
- **C.18.a - Value (excl. sponsor support):** $27550000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2045-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: Versailles Commercial Paper LLC

- **C.1 - Title:** Versailles Commercial Paper LLC (CEP-Natixis SA)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512MFS3, C.4 - ISIN: US92512MFS35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $49853640.00
- **C.18.a - Value (excl. sponsor support):** $49853640.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 3.840000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AH35, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $24968340.00
- **C.18.a - Value (excl. sponsor support):** $24968340.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2027-03-04
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: Westpac Banking Corp.

- **C.1 - Title:** Westpac Banking Corp. 4.000000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 96130AH92, C.3 - LEI: EN5TNI6CI43VEPAMHL14
- **C.18 - Value (incl. sponsor support):** $49951220.00
- **C.18.a - Value (excl. sponsor support):** $49951220.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2027-03-16
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: Ziegler Realty LLC

- **C.1 - Title:** Ziegler Realty LLC; Series 2007, VRD (LOC-Wells Fargo Bank, N.A.) 3.730000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98952NAA9, C.4 - ISIN: US98952NAA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3500000.00
- **C.18.a - Value (excl. sponsor support):** $3500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2033-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: Zephyr Financiere Inc.

- **C.1 - Title:** Zephyr Financiere Inc. (CEP-CDPQ)
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 98981HKL2, C.4 - ISIN: US98981HKL23, C.3 - LEI: 894500TFC5HRYOQE8A90
- **C.18 - Value (incl. sponsor support):** $49230800.00
- **C.18.a - Value (excl. sponsor support):** $49230800.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-10-20
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SS488, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7SS488
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $613000.00         | $422452.01         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 113007-111547 | 2047-11-15      | 3.8627%  | 0.0000% | $4650000.00        | $4624156.01        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 051419-051449 | 2049-05-14      | 3.5080%  | 0.0000% | $5465000.00        | $5366638.99        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 081321-081341 | 2041-08-13      | 3.2826%  | 0.0000% | $6754000.00        | $6627805.07        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 012822-012852 | 2052-01-28      | 3.2835%  | 0.0000% | $25639000.00       | $25107476.79       | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 072222-072262 | 2062-07-22      | 3.2838%  | 0.0000% | $1246000.00        | $1225249.38        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 031124-031164 | 2064-03-11      | 3.7890%  | 0.0000% | $10416000.00       | $10230813.20       | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 121825-121865 | 2065-12-18      | 3.9377%  | 0.0000% | $26193000.00       | $26215346.94       | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     FR 0.5%121746    | 2046-12-17      | 2.4870%  | 0.0000% | $2453000.00        | $2463495.83        | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 110317-110337 | 2037-11-03      | 3.4756%  | 0.0000% | $2328000.00        | $2287237.01        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-11-15      | 3.9640%  | 0.0000% | $1575000.00        | $1248032.45        | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          SR GLBL EQTY 31  | 2031-01-16      | 0.1250%  | 0.0000% | $10957000.00       | $10804785.05       | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 041122-041162 | 2062-04-11      | 3.2848%  | 0.0000% | $55507000.00       | $54310037.43       | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD26 | 2026-11-05      | 0.0000%  | 0.0000% | $11000.00          | $14838.84          | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 122322-122362 | 2062-12-23      | 3.7365%  | 0.0000% | $918000.00         | $905787.29         | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD28 | 2028-01-03      | 0.0000%  | 0.0000% | $1000.00           | $1970.77           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL CMDTY LKD27 | 2027-05-10      | 0.0000%  | 0.0000% | $98000.00          | $122917.38         | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD26 | 2026-08-05      | 0.0000%  | 0.0000% | $2000.00           | $2915.68           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL EQTY LKD 26 | 2026-09-24      | 0.0000%  | 0.0000% | $13595000.00       | $31459700.08       | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD29 | 2029-03-05      | 0.0000%  | 0.0000% | $3000.00           | $4251.88           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD27 | 2027-09-01      | 0.0000%  | 0.0000% | $1000.00           | $1217.33           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD28 | 2028-08-31      | 0.0000%  | 0.0000% | $1000.00           | $1250.71           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD27 | 2027-09-24      | 0.0000%  | 0.0000% | $2000.00           | $2498.15           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     AUTOCLL GLBL 30  | 2030-09-04      | 0.0000%  | 0.0000% | $1000.00           | $1221.67           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     AUTOCLL GLBL 30  | 2030-07-26      | 7.2500%  | 0.0000% | $1000.00           | $979.27            | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD27 | 2027-06-09      | 0.0000%  | 0.0000% | $4000.00           | $4201.30           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD28 | 2028-08-24      | 0.0000%  | 0.0000% | $3000.00           | $3835.07           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD28 | 2028-08-24      | 0.0000%  | 0.0000% | $3000.00           | $3565.47           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     AUTOCLL GLBL 31  | 2031-10-01      | 17.2500% | 0.0000% | $3000.00           | $2920.56           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     AUTOCLL GLBL 28  | 2028-10-20      | 0.0000%  | 0.0000% | $6000.00           | $4689.85           | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD29 | 2029-10-25      | 9.8000%  | 0.0000% | $2000.00           | $1958.53           | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.5%50 | 2050-03-15      | 4.5000%  | 0.0000% | $350000.00         | $277459.00         | Corporate Debt Securities |

### Security 102: Societe Generale

- **C.1 - Title:** Societe Generale 3.800000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV7SSUR7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV7SSUR7
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS BANK PLC              FR 4.4%061627   | 2027-06-16      | 4.4000%  | 0.0000% | $20461000.00       | $21272869.75       | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF REGS 31 | 2031-05-09      | 5.0850%  | 0.0000% | $11937000.00       | $12053803.54       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL NT 28   | 2028-11-03      | 7.3900%  | 0.0000% | $8017000.00        | $8366118.08        | Corporate Debt Securities |
| INTESA SANPAOLO S P A          FR 4.95%060142  | 2042-06-01      | 4.9500%  | 0.0000% | $23838000.00       | $21101516.79       | Corporate Debt Securities |
| SUMITOMO MITSUI TR BK LTD      FR 5.5%030928   | 2028-03-09      | 5.5000%  | 0.0000% | $20577000.00       | $21206290.39       | Corporate Debt Securities |

### Security 103: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $608.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1007.00           | $634.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1458.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $210.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1010.00           | $739.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $599.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $663.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $776.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $659.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $49832.00          | $26423.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $875.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $50665.00          | $30746.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $747.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $792.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-25      | 3.0000%  | 0.0000% | $35977.00          | $28995.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 4.1184%  | 0.0000% | $10585.00          | $660.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 2.9345%  | 0.0000% | $15000.00          | $9744.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 4.8621%  | 0.0000% | $117716.00         | $85844.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.5000%  | 0.0000% | $3157574.00        | $2998935.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-08-15      | 3.5000%  | 0.0000% | $7215.00           | $3168.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $1000.00           | $715.37            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-25      | 3.0590%  | 0.0000% | $2000.00           | $1794.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-11-15      | 4.2084%  | 0.0000% | $184628.00         | $40993.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-07-25      | 3.5000%  | 0.0000% | $1117.00           | $1059.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 4.8621%  | 0.0000% | $76960.00          | $58479.01          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $2463.00           | $1683.27           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.1121%  | 0.0000% | $1000.00           | $460.60            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-02-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $186.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $781.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1005.00           | $982.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $932.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $718.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $833.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.5000%  | 0.0000% | $1000.00           | $1076.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1092.00           | $1090.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $946.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-05-01      | 5.0000%  | 0.0000% | $5583.00           | $5510.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1001.00           | $282.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1001.00           | $170.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $567.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $354.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2001.00           | $1736.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $759.51            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 5.5000%  | 0.0000% | $78853.00          | $79449.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $955.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $761.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $317.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $495.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $1751.00           | $841.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1017.00           | $573.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $572.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1115.00           | $692.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1010.00           | $619.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $1026246.00        | $723219.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $796.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $977.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $2008.00           | $1641.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $522.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.5000%  | 0.0000% | $1001.00           | $450.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1353.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $2001.00           | $1366.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $624.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $783.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $508.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $782.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $739.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $759.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $722.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $105550.00         | $84234.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $2020.00           | $1583.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $854.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $1002.00           | $981.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $2001.00           | $2001.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $997.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-04-01      | 6.0000%  | 0.0000% | $1786.00           | $1894.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-06-01      | 5.5000%  | 0.0000% | $1066.00           | $27.26             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 6.5000%  | 0.0000% | $1036.00           | $103.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1002.00           | $69.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $320.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $541.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $677.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 3.0000%  | 0.0000% | $1001.00           | $614.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $532.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2056-03-01      | 5.0000%  | 0.0000% | $1024.00           | $994.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2013.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $980.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $870.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1986.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 5.0000%  | 0.0000% | $26175.00          | $25898.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $2599261.00        | $2586291.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $51046.00          | $50739.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $488741.00         | $486672.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-03-01      | 5.5000%  | 0.0000% | $1001.00           | $1009.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $113150.00         | $114236.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-01-01      | 5.0000%  | 0.0000% | $1050.00           | $1008.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.0000%  | 0.0000% | $16426.00          | $16211.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-04-01      | 4.5000%  | 0.0000% | $1008.00           | $965.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2056-05-01      | 5.5000%  | 0.0000% | $310199.00         | $312830.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-06-15      | 4.7500%  | 0.0000% | $3971.00           | $124.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1000.00           | $91.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1000.00           | $111.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $1002.00           | $112.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-11-20      | 4.0000%  | 0.0000% | $2029.00           | $175.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $1086.00           | $93.94             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1265.00           | $856.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7908.00           | $5466.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $2006.00           | $1386.68           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2024.00           | $940.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $12088.00          | $7340.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $3008.00           | $1823.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $515.61            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $736.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $726.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 5.0000%  | 0.0000% | $13034.00          | $8052.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $229255.00         | $40511.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-07-20      | 5.0000%  | 0.0000% | $25443.00          | $8911.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $36544.00          | $32547.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $734.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1000.00           | $802.33            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1000.00           | $1075.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $745.13            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $43473.00          | $41990.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2020.00           | $1973.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $798176.00         | $460462.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1010.00           | $1059.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1053.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1001.00           | $788.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1000.00           | $887.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1008.00           | $906.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $293643.00         | $223513.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $123454.00         | $112323.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2080.00           | $1673.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1024.00           | $949.64            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $557403.00         | $463789.88         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $209290.00         | $199130.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1028.00           | $944.03            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $169182.00         | $164792.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $974.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-03-20      | 5.0000%  | 0.0000% | $753405.00         | $744182.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $4173968.00        | $2256041.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $378096.00         | $157190.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2056-02-20      | 6.5000%  | 0.0000% | $9051.00           | $9525.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $740396.00         | $48860.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.1751%  | 0.0000% | $21239389.00       | $14347791.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.9451%  | 0.0000% | $302109.00         | $260632.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.6251%  | 0.0000% | $2588168.00        | $1520631.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.7500%  | 0.0000% | $1397183.00        | $541574.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 4.6051%  | 0.0000% | $38626.00          | $35336.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $1047.00           | $703.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 4.7751%  | 0.0000% | $3566024.00        | $2233136.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 4.6251%  | 0.0000% | $452090.00         | $158637.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7251%  | 0.0000% | $1000.00           | $534.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.6251%  | 0.0000% | $1000.00           | $753.14            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.2251%  | 0.0000% | $26615.00          | $14602.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.7351%  | 0.0000% | $27499.00          | $14612.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.9751%  | 0.0000% | $21001298.00       | $11500721.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 4.7751%  | 0.0000% | $531194.00         | $457154.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-02-20      | 4.4251%  | 0.0000% | $17778.00          | $16697.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-20      | 4.6251%  | 0.0000% | $70092.00          | $68501.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $95800.00          | $92845.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-03-20      | 5.0151%  | 0.0000% | $40000.00          | $37098.37          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $1718500.00        | $1744059.29        | U.S. Treasuries (including strips)        |

### Security 104: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.010000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9JNQ65, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV9JNQ65
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54    | 2054-12-15      | 7.0500%  | 0.0000% | $2121000.00        | $2270777.95        | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $2251000.00        | $2323472.20        | Corporate Debt Securities |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 34       | 2034-09-13      | 5.8750%  | 0.0000% | $1649000.00        | $1646910.35        | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30       | 2030-08-15      | 2.8750%  | 0.0000% | $1530000.00        | $1402483.00        | Corporate Debt Securities |
| BELL CDA                       JR SB GLBL -B 55    | 2055-09-15      | 7.0000%  | 0.0000% | $2320000.00        | $2427807.82        | Corporate Debt Securities |
| BRITISH TELECOMMUNICATIONS PLC SUB GLBL 144A 81    | 2081-11-23      | 4.8750%  | 0.0000% | $1734000.00        | $1676435.53        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $5966000.00        | $4086345.41        | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $1538000.00        | $1652008.09        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 3%30     | 2030-10-15      | 3.0000%  | 0.0000% | $1278000.00        | $1154962.68        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 28       | 2028-07-15      | 2.4500%  | 0.0000% | $2921000.00        | $2793555.15        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $2313000.00        | $2027007.19        | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $1765000.00        | $1888777.49        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL     | 2099-12-31      | 6.7500%  | 0.0000% | $424000.00         | $430171.32         | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -HH NT    | 2099-12-31      | 6.6250%  | 0.0000% | $709000.00         | $721475.84         | Corporate Debt Securities |
| CITIGROUP INC                  PERP -JJ NT 6.5%    | 2099-12-31      | 6.5000%  | 0.0000% | $1750000.00        | $1763978.61        | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR GLBL PIK 31      | 2031-06-01      | 11.0000% | 0.0000% | $1345000.00        | $1314221.92        | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 32       | 2032-03-15      | 5.2500%  | 0.0000% | $1681000.00        | $1668462.54        | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP JR GLBL -B     | 2099-12-31      | 6.6250%  | 0.0000% | $2000000.00        | $2061697.78        | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL 56       | 2056-02-15      | 6.5000%  | 0.0000% | $1736000.00        | $1781288.38        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 30       | 2030-04-15      | 5.8750%  | 0.0000% | $1880000.00        | $1926211.44        | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 32       | 2032-04-15      | 6.1250%  | 0.0000% | $1600000.00        | $1669929.78        | Corporate Debt Securities |
| FLUTTER TREAS DAC              SR SEC GLBL 31      | 2031-06-04      | 5.8750%  | 0.0000% | $990000.00         | $986060.35         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27       | 2027-05-28      | 4.9500%  | 0.0000% | $1595000.00        | $1598664.51        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 7.35%30       | 2030-03-06      | 7.3500%  | 0.0000% | $1159000.00        | $1252480.11        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT6.8%28    | 2028-05-12      | 6.8000%  | 0.0000% | $1358000.00        | $1403480.93        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 33       | 2033-04-06      | 5.7530%  | 0.0000% | $2387000.00        | $2397907.86        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 34       | 2034-09-15      | 5.6250%  | 0.0000% | $1496000.00        | $1507014.30        | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37       | 2037-11-01      | 5.7500%  | 0.0000% | $2105000.00        | $2079976.23        | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 5%45          | 2045-05-13      | 5.0000%  | 0.0000% | $2400000.00        | $1631189.33        | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30     | 2030-10-15      | 5.5000%  | 0.0000% | $1294000.00        | $1301650.42        | Corporate Debt Securities |
| INSIGHT ENTERPRISES INC        SR GLBL 144A 32     | 2032-05-15      | 6.6250%  | 0.0000% | $316000.00         | $320031.02         | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          EXT JR SB GLBL87    | 2087-03-07      | 7.8000%  | 0.0000% | $341000.00         | $386401.88         | Corporate Debt Securities |
| BATH & BODY WORKS INC          SR DEB 6.95%33      | 2033-03-01      | 6.9500%  | 0.0000% | $600000.00         | $604979.33         | Corporate Debt Securities |
| LINCOLN NATL CORP IND          PERP SUB GLBL -C    | 2099-12-31      | 9.2500%  | 0.0000% | $1569000.00        | $1693674.48        | Corporate Debt Securities |
| MULTI-COLOR CORP               SR SEC GLBL 33      | 2033-05-11      | 8.5000%  | 0.0000% | $16.00             | $13.93             | Corporate Debt Securities |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $2249000.00        | $1861622.24        | Corporate Debt Securities |
| NISOURCE INC                   JR SB GLBL NT 55    | 2055-03-31      | 6.3750%  | 0.0000% | $1136000.00        | $1168816.67        | Corporate Debt Securities |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $893000.00         | $950711.37         | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL 144A 29     | 2029-04-16      | 4.6250%  | 0.0000% | $1300000.00        | $1181978.60        | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT6.5%32    | 2032-05-15      | 6.5000%  | 0.0000% | $1825000.00        | $1864653.19        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 33     | 2033-07-01      | 6.2500%  | 0.0000% | $1723000.00        | $1793909.11        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $1847000.00        | $1888202.98        | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 32     | 2032-08-15      | 6.6250%  | 0.0000% | $1908000.00        | $1982505.28        | Corporate Debt Securities |
| TAYLOR MORRISON CMNTYS INC     SR GLBL 144A 32     | 2032-11-15      | 5.7500%  | 0.0000% | $2000000.00        | $2012452.22        | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 4.5%42       | 2042-09-15      | 4.5000%  | 0.0000% | $1663000.00        | $1267804.68        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29       | 2029-03-15      | 3.6250%  | 0.0000% | $3615000.00        | $3504928.27        | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 31       | 2031-03-15      | 3.8750%  | 0.0000% | $1833000.00        | $1736978.80        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $5165000.00        | $3851798.75        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $2466000.00        | $2464645.75        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 29     | 2029-05-01      | 4.3750%  | 0.0000% | $1346000.00        | $1324400.44        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 36       | 2036-01-31      | 5.3500%  | 0.0000% | $2000000.00        | $1991167.22        | Corporate Debt Securities |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $1824000.00        | $1473469.51        | Corporate Debt Securities |
| WELLS FARGO & CO               EXT JR SB GLBL86    | 2086-12-01      | 5.9500%  | 0.0000% | $2169000.00        | $2266183.25        | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $1384000.00        | $1523288.07        | Corporate Debt Securities |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $673000.00         | $678478.97         | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30      | 2030-06-23      | 13.8750% | 0.0000% | $7394845.00        | $8362072.24        | Corporate Debt Securities |
| AIMCO CLO 2015-A               SUB NT 20280118 FLT | 2028-01-18      | 0.0000%  | 0.0000% | $686200.00         | $314104.62         | Asset-Backed Securities   |
| WE SODA INVTS HLDG PLC         SR SEC GLBL 28      | 2028-10-06      | 9.5000%  | 0.0000% | $477000.00         | $483118.05         | Corporate Debt Securities |
| ACU PETROLEO LUXEMBOURG S A R  SR SEC GLBL 35      | 2035-07-13      | 7.5000%  | 0.0000% | $1294000.00        | $1147345.10        | Corporate Debt Securities |
| J&F LUXEMBOURG FIN SARL        SR GLBL REGS 33     | 2033-04-23      | 8.0000%  | 0.0000% | $1200000.00        | $1191960.00        | Corporate Debt Securities |
| UNIGEL LUXEMBOURG SA           GLBL PIK REGS 27    | 2027-12-31      | 13.5000% | 0.0000% | $11475.00          | $483.38            | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $234000.00         | $255894.79         | Corporate Debt Securities |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44       | 2044-12-31      | 15.0000% | 0.0000% | $16.00             | $1.15              | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL REGS 29     | 2029-09-18      | 4.2500%  | 0.0000% | $1997000.00        | $1890024.59        | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL REGS 31     | 2031-02-25      | 3.2500%  | 0.0000% | $2500000.00        | $2211665.28        | Corporate Debt Securities |
| SASOL FING USA LLC             SR REGS NT 33       | 2033-04-10      | 8.7500%  | 0.0000% | $1400000.00        | $1503837.61        | Corporate Debt Securities |

### Security 105: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.120000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9KD1R6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV9KD1R6
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| QUEST TRUST 2004-X2            M-3    20340625 FLT     | 2034-06-25      | 6.9238%  | 0.0000% | $4000000.00        | $1762933.15        | Asset-Backed Securities                           |
| AMERIQUEST MTG SECS 2004-R11   M-7    20341225 FLT     | 2034-12-25      | 4.2250%  | 0.0000% | $6500000.00        | $2017392.62        | Asset-Backed Securities                           |
| BALLYROCK CLO 2021-15 LTD      SUB    20340417 FLT     | 2034-04-17      | 0.0000%  | 0.0000% | $2394000.00        | $961191.00         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-C E      20330215 6.59000 | 2033-02-15      | 6.5900%  | 0.0000% | $1000000.00        | $996710.78         | Asset-Backed Securities                           |
| CPS AUTO RECEIVABLES TR 2025-D E      20330516 7.69000 | 2033-05-16      | 7.6900%  | 0.0000% | $5000000.00        | $5104832.78        | Asset-Backed Securities                           |
| JP MORGAN MTG TR 2007-A4       2-A-3  20370625 FLT     | 2037-06-25      | 4.6166%  | 0.0000% | $7720000.00        | $385751.68         | Private Label Collateralized Mortgage Obligations |
| LNR CDO 2007-5                 E      20490426 FLT     | 2049-04-26      | 4.6788%  | 0.0000% | $13323900.00       | $2110317.89        | Other Instrument                                  |
| ML MTG INV NIM 2005-OWN3       N1     20360625 4.50000 | 2036-06-25      | 4.5000%  | 0.0000% | $4194303.00        | $2304.01           | Asset-Backed Securities                           |
| ML FF MTG LN TR 2007-3         M-1-2  20370625 FLT     | 2037-06-25      | 4.0738%  | 0.0000% | $2768768.00        | $1223689.47        | Asset-Backed Securities                           |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT     | 2048-04-17      | 3.9623%  | 0.0000% | $7000000.00        | $2801272.41        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C25      E      20481019 FLT     | 2048-10-19      | 4.3698%  | 0.0000% | $7089056.00        | $6492998.93        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COMM MTG SEC 2019-MILE B      20360715 FLT     | 2036-07-15      | 5.5070%  | 0.0000% | $5000000.00        | $4760758.05        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-INV2               B-5    20560425 FLT     | 2056-04-25      | 6.3054%  | 0.0000% | $1343000.00        | $1019616.01        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-INV2               B-6    20560425 FLT     | 2056-04-25      | 6.3054%  | 0.0000% | $2303364.00        | $1592182.44        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-R1              XS     20630125 FLT     | 2063-01-25      | 0.0000%  | 0.0000% | $221317000.00      | $6293683.34        | Private Label Collateralized Mortgage Obligations |
| OBX 2026-NQM3 TRUST            B-1A   20660125 FLT     | 2066-01-25      | 5.9630%  | 0.0000% | $5196380.00        | $5169836.31        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TR 2021-INV1          A-X-S  20510725 FLT     | 2051-07-25      | 0.1900%  | 0.0000% | $414682880.00      | $2947073.52        | Private Label Collateralized Mortgage Obligations |
| PRET 2026-NPL1 LLC             A-1    20560125 FLT     | 2056-01-25      | 5.1796%  | 0.0000% | $101000.00         | $95370.55          | Asset-Backed Securities                           |
| PMT LN TR 2026-J1              B-4    20570125 FLT     | 2057-01-25      | 6.1439%  | 0.0000% | $1841000.00        | $1444223.87        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2026-1    B-4    20560225 FLT     | 2056-02-25      | 5.7146%  | 0.0000% | $1324000.00        | $1050307.36        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG TR 2021-2    B-6    20510525 FLT     | 2051-05-25      | 2.3466%  | 0.0000% | $1024006.00        | $422916.24         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2024-INV2          B-5    20540925 FLT     | 2054-09-25      | 7.0412%  | 0.0000% | $2345000.00        | $2020170.08        | Private Label Collateralized Mortgage Obligations |
| RENAISSANCE HEQ 2007-2         N 144A 20370625 0.00000 | 2037-06-25      | 8.3530%  | 0.0000% | $2474770.00        | $6904.50           | Asset-Backed Securities                           |
| RENAISSANCE HEQ 2007-3         AV-2   20370925 FLT     | 2037-09-25      | 4.6988%  | 0.0000% | $3000000.00        | $338282.59         | Asset-Backed Securities                           |
| SG COML MTG SECS TR 2016-C5    C      20481013 FLT     | 2048-10-13      | 4.7485%  | 0.0000% | $1165000.00        | $1079086.24        | Private Label Collateralized Mortgage Obligations |
| SECURITY NATL MTG 2004-1       AF-3   20320625 FLT     | 2032-06-25      | 6.4200%  | 0.0000% | $19000000.00       | $1717436.77        | Asset-Backed Securities                           |
| STATIC RESI CDO 2006-A         E      20381012 FLT     | 2038-10-12      | 4.7076%  | 0.0000% | $12999999.00       | $150201.09         | Other Instrument                                  |
| TRINITAS CLO 2019-11 LTD       SUB    20320715 FLT     | 2032-07-15      | 0.0000%  | 0.0000% | $3999990.00        | $1032557.42        | Asset-Backed Securities                           |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.930000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9LFEP0, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV9LFEP0
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AMC GLOBAL MEDIA INC           SR GLBL NT 29           | 2029-02-15      | 4.2500%  | 0.0000% | $181000.00         | $162503.21         | Corporate Debt Securities |
| AP CORE HOLDINGS II LLC        SR SEC 144A NT31        | 2031-05-15      | 11.0000% | 0.0000% | $350000.00         | $368124.56         | Corporate Debt Securities |
| AIR CDA INC                    1LIEN GLBL 26           | 2026-08-15      | 3.8750%  | 0.0000% | $199000.00         | $200809.79         | Corporate Debt Securities |
| SUMISHO AIR LEASE CORP         PERP JR SB GLBL         | 2099-12-31      | 4.1250%  | 0.0000% | $230000.00         | $228300.11         | Corporate Debt Securities |
| ALPEK SA DE CV                 SR GLBL 144A 31         | 2031-02-25      | 3.2500%  | 0.0000% | $400000.00         | $353866.44         | Corporate Debt Securities |
| ALUMINA PTY LTD                SR GLBL 144A 32         | 2032-09-15      | 6.3750%  | 0.0000% | $1500000.00        | $1558626.25        | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62        | 2062-02-15      | 3.8750%  | 0.0000% | $185000.00         | $184845.42         | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -A 54        | 2054-12-15      | 7.0500%  | 0.0000% | $251000.00         | $268724.78         | Corporate Debt Securities |
| ARCOS DORADOS B V              SR GLBL 144A 32         | 2032-01-29      | 6.3750%  | 0.0000% | $200000.00         | $211250.00         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 30           | 2030-08-15      | 2.8750%  | 0.0000% | $895000.00         | $820406.72         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 31           | 2031-09-15      | 3.1250%  | 0.0000% | $478000.00         | $435603.13         | Corporate Debt Securities |
| BALL CORP                      SR GLBL NT 6%29         | 2029-06-15      | 6.0000%  | 0.0000% | $348000.00         | $361953.64         | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI ALT TIER I PERP         | 2099-12-31      | 7.1250%  | 0.0000% | $1000000.00        | $1010796.25        | Corporate Debt Securities |
| BANCO SANTANDER SA             ALT TIER I PERP         | 2099-12-31      | 9.6250%  | 0.0000% | $800000.00         | $938791.11         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          1LIEN GLBL 28           | 2028-09-30      | 11.0000% | 0.0000% | $2963000.00        | $3141010.46        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.9%44        | 2044-08-15      | 4.9000%  | 0.0000% | $120000.00         | $79253.47          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45        | 2045-01-15      | 4.6000%  | 0.0000% | $1461000.00        | $930923.23         | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT3.7%28        | 2028-06-01      | 3.7000%  | 0.0000% | $113000.00         | $111232.05         | Corporate Debt Securities |
| COMMUNITY HEALTH SYS INC NEW   1LIEN GLBL 31           | 2031-02-15      | 4.7500%  | 0.0000% | $2000.00           | $1864.78           | Corporate Debt Securities |
| CMS ENERGY CORP                JR SB GLBL NT 55        | 2055-06-01      | 6.5000%  | 0.0000% | $855000.00         | $906110.95         | Corporate Debt Securities |
| CVS HEALTH CORP                JR SB GLBL -A 55        | 2055-03-10      | 7.0000%  | 0.0000% | $1570000.00        | $1658565.44        | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 27           | 2027-12-15      | 4.2500%  | 0.0000% | $6000.00           | $6100.21           | Corporate Debt Securities |
| CENTENE CORP DEL               SR GLBL NT 3%30         | 2030-10-15      | 3.0000%  | 0.0000% | $364000.00         | $328956.51         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -A 55        | 2055-02-15      | 7.0000%  | 0.0000% | $209000.00         | $220917.64         | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -D 56        | 2056-04-01      | 5.9500%  | 0.0000% | $37000.00          | $37324.72          | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN NT 5.75%48        | 2048-04-01      | 5.7500%  | 0.0000% | $432000.00         | $364588.08         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 49        | 2049-07-01      | 5.1250%  | 0.0000% | $657000.00         | $515652.65         | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    1LIEN GLBL NT 61        | 2061-12-01      | 4.4000%  | 0.0000% | $1016000.00        | $669773.16         | Corporate Debt Securities |
| CITIGROUP INC                  ALT TIER I PERP         | 2099-12-31      | 4.1500%  | 0.0000% | $99000.00          | $98666.76          | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z NT7.375%        | 2099-12-31      | 7.3750%  | 0.0000% | $660000.00         | $681494.92         | Corporate Debt Securities |
| CITIGROUP INC                  PERP GLBL -HH NT        | 2099-12-31      | 6.6250%  | 0.0000% | $275000.00         | $279839.01         | Corporate Debt Securities |
| COREWEAVE INC                  SR 144A NT 31           | 2031-10-01      | 9.7500%  | 0.0000% | $670000.00         | $696751.43         | Corporate Debt Securities |
| COTY INC                       1LIEN GLBL 29           | 2029-01-15      | 4.7500%  | 0.0000% | $700000.00         | $691404.39         | Corporate Debt Securities |
| COX ASSET MEXICO SA DE CV      1LIEN 144A NT 36        | 2036-05-08      | 7.7500%  | 0.0000% | $800000.00         | $821616.67         | Corporate Debt Securities |
| CROWDSTRIKE HLDGS INC          SR GLBL NT 3%29         | 2029-02-15      | 3.0000%  | 0.0000% | $87000.00          | $83607.58          | Corporate Debt Securities |
| DPL LLC                        SR GLBL NT 29           | 2029-04-15      | 4.3500%  | 0.0000% | $100000.00         | $97032.67          | Corporate Debt Securities |
| DLLAD LLC 2024-1               A-3    20290720 5.30000 | 2029-07-20      | 5.3000%  | 0.0000% | $51670.00          | $52359.79          | Asset-Backed Securities   |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT32        | 2032-06-01      | 9.2500%  | 0.0000% | $450000.00         | $460162.75         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR SEC 144A NT29        | 2029-08-01      | 9.5000%  | 0.0000% | $499000.00         | $532477.36         | Corporate Debt Securities |
| DONNELLEY R R & SONS CO        SR GLBL PIK 31          | 2031-06-01      | 11.0000% | 0.0000% | $1027000.00        | $1003498.82        | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30          | 2030-11-30      | 6.7500%  | 0.0000% | $830.00            | $876.33            | Corporate Debt Securities |
| EDISON INTL                    SR GLBL NT 29           | 2029-06-15      | 5.4500%  | 0.0000% | $616000.00         | $634755.83         | Corporate Debt Securities |
| EDISON INTL                    SR NT 4.8%31            | 2031-03-15      | 4.8000%  | 0.0000% | $290000.00         | $285725.40         | Corporate Debt Securities |
| EMERA US FIN LLC               JR SB GLBL -A 56        | 2056-10-01      | 6.6500%  | 0.0000% | $105000.00         | $107315.43         | Corporate Debt Securities |
| EMERA US FIN LLC               JR SB GLBL -B 56        | 2056-10-01      | 6.8500%  | 0.0000% | $347000.00         | $354834.68         | Corporate Debt Securities |
| ENBRIDGE INC                   LW TIER II GLBL         | 2077-01-15      | 6.0000%  | 0.0000% | $200000.00         | $204984.67         | Corporate Debt Securities |
| ENERGY TRANSFER L P            PERP SUB GLBL -G        | 2079-12-31      | 7.1250%  | 0.0000% | $15000.00          | $15510.16          | Corporate Debt Securities |
| EVERSOURCE ENERGY              JR SB A NT6.1%56        | 2056-08-15      | 6.1000%  | 0.0000% | $75000.00          | $75599.87          | Corporate Debt Securities |
| FMG RESOURCES AUGUST 2006 PTY  SR 144A NT 31           | 2031-04-01      | 4.3750%  | 0.0000% | $894000.00         | $860929.70         | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 27           | 2027-01-15      | 2.6250%  | 0.0000% | $46000.00          | $45576.84          | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 27           | 2027-07-15      | 3.2500%  | 0.0000% | $200000.00         | $196937.44         | Corporate Debt Securities |
| FLUTTER TREAS DAC              SR SEC GLBL 29          | 2029-04-29      | 6.3750%  | 0.0000% | $879000.00         | $898444.95         | Corporate Debt Securities |
| FLUTTER TREAS DAC              SR SEC GLBL 31          | 2031-06-04      | 5.8750%  | 0.0000% | $300000.00         | $298806.17         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL DEB 28          | 2028-02-15      | 6.6250%  | 0.0000% | $5000.00           | $5195.64           | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46           | 2046-12-08      | 5.2910%  | 0.0000% | $544000.00         | $465006.98         | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 32           | 2032-02-12      | 3.2500%  | 0.0000% | $1273000.00        | $1139372.84        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 31           | 2031-06-17      | 3.6250%  | 0.0000% | $1093000.00        | $1020482.18        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT2.9%29        | 2029-02-10      | 2.9000%  | 0.0000% | $630000.00         | $599722.55         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27           | 2027-05-28      | 4.9500%  | 0.0000% | $1000000.00        | $1002297.50        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27            | 2027-03-05      | 5.8000%  | 0.0000% | $611000.00         | $623295.36         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29           | 2029-11-07      | 5.8750%  | 0.0000% | $992000.00         | $1009667.80        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      3.815%27                | 2027-11-02      | 3.8150%  | 0.0000% | $300000.00         | $296274.38         | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 29           | 2029-05-03      | 5.1130%  | 0.0000% | $750000.00         | $749252.04         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     5.3%29                  | 2029-01-15      | 5.3000%  | 0.0000% | $345000.00         | $353610.43         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 4%31         | 2031-01-15      | 4.0000%  | 0.0000% | $100000.00         | $95982.89          | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32           | 2032-01-15      | 3.2500%  | 0.0000% | $971000.00         | $881781.82         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 33           | 2033-12-01      | 6.7500%  | 0.0000% | $152000.00         | $166282.68         | Corporate Debt Securities |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 37           | 2037-11-01      | 5.7500%  | 0.0000% | $689000.00         | $680809.32         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       PERP SUB -A NT          | 2099-12-31      | 5.7500%  | 0.0000% | $5000.00           | $4999.02           | Corporate Debt Securities |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29         | 2029-10-01      | 7.2500%  | 0.0000% | $400000.00         | $413088.22         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SUB 144A DEB 56         | 2056-03-01      | 7.2500%  | 0.0000% | $475000.00         | $479561.06         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL         | 2099-12-31      | 6.8500%  | 0.0000% | $1936000.00        | $2034949.50        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP GLBL NT            | 2099-12-31      | 4.1250%  | 0.0000% | $1000.00           | $996.84            | Corporate Debt Securities |
| GOLDMAN SACHS CAP I            JR SB GLBL DB 34        | 2034-02-15      | 6.3450%  | 0.0000% | $1000.00           | $1068.91           | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR NT 8.5%32            | 2032-03-11      | 8.5000%  | 0.0000% | $300000.00         | $332387.00         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 46           | 2046-01-31      | 6.1250%  | 0.0000% | $502000.00         | $398049.12         | Corporate Debt Securities |
| GRUPO TELEVISA S A B           SR GLBL NT 49           | 2049-05-24      | 5.2500%  | 0.0000% | $600000.00         | $402725.50         | Corporate Debt Securities |
| HNI CORP                       SR SEC GLBL 29          | 2029-01-18      | 5.1250%  | 0.0000% | $276000.00         | $274280.33         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 30         | 2030-02-15      | 4.2500%  | 0.0000% | $472000.00         | $462672.23         | Corporate Debt Securities |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29         | 2029-06-01      | 6.5000%  | 0.0000% | $43000.00          | $45465.14          | Corporate Debt Securities |
| HEXCEL CORP NEW                CR SEN SR GLBL31        | 2031-05-15      | 4.9000%  | 0.0000% | $75000.00          | $75047.79          | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP         | 2099-12-31      | 3.8750%  | 0.0000% | $614000.00         | $602388.83         | Corporate Debt Securities |
| J&F LUXEMBOURG FIN SARL        SR 144A NT8.5%32        | 2032-12-01      | 8.5000%  | 0.0000% | $600000.00         | $602740.33         | Corporate Debt Securities |
| JCP LENDING CLO LTD 2024-2     E      20370121 FLT     | 2037-01-21      | 11.5852% | 0.0000% | $1152092.00        | $1108128.94        | Asset-Backed Securities   |
| KB HOME                        SR GLBL NT 30           | 2030-07-15      | 7.2500%  | 0.0000% | $18000.00          | $18839.63          | Corporate Debt Securities |
| KINETIK HLDGS LP               SR GLBL 144A 30         | 2030-06-15      | 5.8750%  | 0.0000% | $485000.00         | $500570.39         | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 27         | 2027-02-01      | 4.2500%  | 0.0000% | $540000.00         | $543596.70         | Corporate Debt Securities |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 29         | 2029-06-15      | 4.7500%  | 0.0000% | $50000.00          | $49981.94          | Corporate Debt Securities |
| LAND O LAKES INC               PERP JR SB 144A         | 2079-12-31      | 7.2500%  | 0.0000% | $1000.00           | $924.90            | Corporate Debt Securities |
| SEKISUI HOUSE US INC           SR NT 6%43              | 2043-01-15      | 6.0000%  | 0.0000% | $500000.00         | $468026.67         | Corporate Debt Securities |
| SEKISUI HOUSE US INC           SR GLBL NT 61           | 2061-08-06      | 3.9660%  | 0.0000% | $500000.00         | $335219.42         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31        | 2031-03-26      | 6.5000%  | 0.0000% | $200000.00         | $211273.00         | Corporate Debt Securities |
| MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT5.2%28        | 2028-03-27      | 5.2000%  | 0.0000% | $100000.00         | $101257.56         | Corporate Debt Securities |
| MATADOR RES CO                 SR GLBL 144A 32         | 2032-04-15      | 6.5000%  | 0.0000% | $1060000.00        | $1082455.51        | Corporate Debt Securities |
| MERIDIAN ARC HOLDCO LLC        SR SEC 144A 31          | 2031-04-30      | 6.2500%  | 0.0000% | $33678000.00       | $34032844.51       | Corporate Debt Securities |
| MS HEQ LN TR 2005-2            M-6    20350525 FLT     | 2035-05-25      | 4.7638%  | 0.0000% | $306849.00         | $266379.09         | Asset-Backed Securities   |
| MULTI-COLOR CORP               SR SEC GLBL 33          | 2033-05-11      | 8.5000%  | 0.0000% | $64.00             | $55.72             | Corporate Debt Securities |
| MYLAN N V                      SR GLBL NT 46           | 2046-06-15      | 5.2500%  | 0.0000% | $1024000.00        | $882817.71         | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        1LIEN GLBL 26           | 2026-09-30      | 6.5000%  | 0.0000% | $2000.00           | $406.25            | Corporate Debt Securities |
| NUSTAR LOGISTICS L P           SR GLBL NT 30           | 2030-10-01      | 6.3750%  | 0.0000% | $241000.00         | $252799.56         | Corporate Debt Securities |
| OCP S A                        SR GLBL 144A 34         | 2034-05-02      | 6.7500%  | 0.0000% | $460000.00         | $482964.35         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.1%47        | 2047-02-15      | 4.1000%  | 0.0000% | $400000.00         | $310669.78         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39        | 2039-08-15      | 4.3000%  | 0.0000% | $100000.00         | $86908.22          | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 39           | 2039-06-15      | 7.9500%  | 0.0000% | $108000.00         | $132953.04         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 31           | 2031-01-01      | 6.1250%  | 0.0000% | $302000.00         | $323116.01         | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 34          | 2034-09-30      | 6.0000%  | 0.0000% | $995000.00         | $967232.87         | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 36          | 2036-07-18      | 7.2000%  | 0.0000% | $400000.00         | $410480.00         | Corporate Debt Securities |
| OPTICS BIDCO S P A             SR SEC GLBL 38          | 2038-06-04      | 7.7210%  | 0.0000% | $600000.00         | $626425.58         | Corporate Debt Securities |
| OSISKO DEVELOPMENT CORP        SR COCO 31              | 2031-06-15      | 4.1250%  | 0.0000% | $431000.00         | $472955.16         | Corporate Debt Securities |
| OUTFRONT MEDIA CAP / OUTFRONT  SR SEC GLBL 31          | 2031-02-15      | 7.3750%  | 0.0000% | $254000.00         | $265683.51         | Corporate Debt Securities |
| OWENS BROCKWAY                 SR GLBL 144A 32         | 2032-06-01      | 7.3750%  | 0.0000% | $2000.00           | $1991.95           | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 28         | 2028-01-15      | 5.1250%  | 0.0000% | $2000.00           | $2030.63           | Corporate Debt Securities |
| QORVO INC                      SR GLBL 144A 31         | 2031-04-01      | 3.3750%  | 0.0000% | $153000.00         | $140730.55         | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         1LIEN 144A NT 32        | 2032-07-15      | 8.5000%  | 0.0000% | $101000.00         | $104915.66         | Corporate Debt Securities |
| REGAL REXNORD CORPORATION      CR SEN SR GLBL28        | 2028-04-15      | 6.0500%  | 0.0000% | $234000.00         | $240880.64         | Corporate Debt Securities |
| RB GLOBAL HOLDINGS INC         SR SEC GLBL 28          | 2028-03-15      | 6.7500%  | 0.0000% | $496000.00         | $510178.16         | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30         | 2030-05-01      | 3.8750%  | 0.0000% | $439000.00         | $414378.20         | Corporate Debt Securities |
| SBL HOLDINGS LLC               PERP GLBL A 144A        | 2099-12-31      | 9.5080%  | 0.0000% | $1000.00           | $961.28            | Corporate Debt Securities |
| SLM CORP                       SR GLBL NT6.5%30        | 2030-01-31      | 6.5000%  | 0.0000% | $1003000.00        | $1037168.31        | Corporate Debt Securities |
| SASOL FING USA LLC             SR GLBL NT 26           | 2026-09-18      | 4.3750%  | 0.0000% | $300000.00         | $301871.54         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL NT 26           | 2026-06-01      | 2.7500%  | 0.0000% | $351000.00         | $355723.48         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 30         | 2030-08-15      | 5.6250%  | 0.0000% | $360000.00         | $366310.80         | Corporate Debt Securities |
| BLOCK INC                      SR GLBL 144A 33         | 2033-08-15      | 6.0000%  | 0.0000% | $979000.00         | $996772.11         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 31         | 2031-03-15      | 5.6250%  | 0.0000% | $735000.00         | $744946.39         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 34         | 2034-03-15      | 5.8750%  | 0.0000% | $463000.00         | $465563.35         | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 29         | 2029-10-01      | 4.5000%  | 0.0000% | $10000.00          | $9799.00           | Corporate Debt Securities |
| SUNOCO LP/SUNOCO FIN CORP      SR GLBL 144A 30         | 2030-05-01      | 4.6250%  | 0.0000% | $1941000.00        | $1892896.63        | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT 28           | 2028-03-15      | 5.8750%  | 0.0000% | $200000.00         | $202669.28         | Corporate Debt Securities |
| SUNOCO LP / SUNOCO FIN CORP    SR GLBL NT4.5%30        | 2030-04-30      | 4.5000%  | 0.0000% | $116000.00         | $112969.50         | Corporate Debt Securities |
| TALOS PRODTN INC               2LIEN GLBL 29           | 2029-02-01      | 9.0000%  | 0.0000% | $2000.00           | $2148.54           | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 27           | 2027-05-17      | 5.8500%  | 0.0000% | $1106000.00        | $1118365.08        | Corporate Debt Securities |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 26           | 2026-10-01      | 3.1500%  | 0.0000% | $200000.00         | $199967.00         | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB7.3%38        | 2038-07-01      | 7.3000%  | 0.0000% | $747000.00         | $800209.64         | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 6.75%39          | 2039-06-15      | 6.7500%  | 0.0000% | $105000.00         | $107175.60         | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR DEB 5.875%40         | 2040-11-15      | 5.8750%  | 0.0000% | $15000.00          | $13492.27          | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41        | 2041-09-01      | 5.5000%  | 0.0000% | $1168000.00        | $1019330.47        | Corporate Debt Securities |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39          | 2039-09-30      | 4.8750%  | 0.0000% | $487700.00         | $431755.73         | Corporate Debt Securities |
| TRANSALTA CORP                 SR NT 6.5%40            | 2040-03-15      | 6.5000%  | 0.0000% | $596000.00         | $593402.10         | Corporate Debt Securities |
| TRANSCANADA TRUST              LW TIER II              | 2079-09-15      | 5.5000%  | 0.0000% | $99000.00          | $99572.77          | Corporate Debt Securities |
| TWILIO INC                     SR GLBL NT 29           | 2029-03-15      | 3.6250%  | 0.0000% | $6000.00           | $5817.31           | Corporate Debt Securities |
| UNIVISION COMMUNICATIONS INC   1LIEN GLBL 30           | 2030-06-30      | 7.3750%  | 0.0000% | $793000.00         | $811313.78         | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30        | 2030-01-15      | 6.2500%  | 0.0000% | $24000.00          | $25233.45          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33        | 2033-05-15      | 5.5000%  | 0.0000% | $59000.00          | $52611.41          | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR DEB 5.25%44          | 2044-04-01      | 5.2500%  | 0.0000% | $252000.00         | $170144.94         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31         | 2031-10-15      | 7.7500%  | 0.0000% | $42000.00          | $44417.61          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       1LIEN GLBL 28           | 2028-10-15      | 4.3000%  | 0.0000% | $200000.00         | $198619.11         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 2.15%26         | 2026-06-01      | 2.1500%  | 0.0000% | $726000.00         | $733325.74         | Corporate Debt Securities |
| VORNADO RLTY L P               GLBL NT 3.4%31          | 2031-06-01      | 3.4000%  | 0.0000% | $200000.00         | $185756.22         | Corporate Debt Securities |
| WELLS FARGO & CO               JR SB -B DEB 29         | 2029-11-15      | 7.9500%  | 0.0000% | $1000.00           | $1100.64           | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL         | 2099-12-31      | 7.6250%  | 0.0000% | $4000.00           | $4270.33           | Corporate Debt Securities |
| WELLS FARGO & CO               PERP SUB GLBL FF        | 2099-12-31      | 6.8500%  | 0.0000% | $12000.00          | $12608.29          | Corporate Debt Securities |
| WOLFSPEED INC                  SR SEC GLBL 30          | 2030-06-23      | 13.8750% | 0.0000% | $2952368.00        | $3338530.35        | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26        | 2026-10-31      | 0.0000%  | 0.0000% | $87000.00          | $86347.50          | Corporate Debt Securities |
| YUM BRANDS INC                 SR GLBL NT 31           | 2031-03-15      | 3.6250%  | 0.0000% | $496000.00         | $465298.29         | Corporate Debt Securities |
| JAGUAR LAND ROVER PLC          SR GLBL REGS 28         | 2028-01-15      | 5.8750%  | 0.0000% | $300000.00         | $305975.42         | Corporate Debt Securities |
| J&F LUXEMBOURG FIN SARL        SR GLBL REGS 33         | 2033-04-23      | 8.0000%  | 0.0000% | $1000000.00        | $993300.00         | Corporate Debt Securities |
| REDE D OR FIN S A R L          SR GLBL REGS 36         | 2036-04-28      | 6.5500%  | 0.0000% | $400000.00         | $391256.11         | Corporate Debt Securities |
| UNIGEL LUXEMBOURG SA           GLBL PIK REGS 27        | 2027-12-31      | 13.5000% | 0.0000% | $833.00            | $35.09             | Corporate Debt Securities |
| MV24 CAP B V                   SR SEC GLBL 34          | 2034-06-01      | 6.7480%  | 0.0000% | $773000.00         | $538631.13         | Corporate Debt Securities |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42          | 2042-07-31      | 8.9470%  | 0.0000% | $809000.00         | $884696.09         | Corporate Debt Securities |
| UNIGEL NETH HLDG CORP B V      REGS NT 15%44           | 2044-12-31      | 15.0000% | 0.0000% | $28.00             | $2.02              | Corporate Debt Securities |
| CIBANCO S A INSTITUCION DE BAN SR GLBL REGS 31         | 2031-07-22      | 4.3750%  | 0.0000% | $800000.00         | $738755.22         | Corporate Debt Securities |
| COX ASSET MEXICO SA DE CV      1LIEN REGS NT 32        | 2032-01-08      | 7.1250%  | 0.0000% | $200000.00         | $203331.25         | Corporate Debt Securities |
| COX ASSET MEXICO SA DE CV      1LIEN REGS NT 36        | 2036-05-08      | 7.7500%  | 0.0000% | $300000.00         | $308106.25         | Corporate Debt Securities |
| ANTERO RESOURCES CORP          SR GLBL REGS 30         | 2030-03-01      | 5.3750%  | 0.0000% | $84000.00          | $85677.39          | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR SEC REGS NT29        | 2029-04-01      | 3.8750%  | 0.0000% | $577000.00         | $564694.35         | Corporate Debt Securities |
| RESORTS WORLD LAS VEGAS LLC    SR GLBL REGS 29         | 2029-04-16      | 4.6250%  | 0.0000% | $1000000.00        | $909214.31         | Corporate Debt Securities |
| SMITHFIELD FOODS INC           SR GLBL REGS 29         | 2029-04-01      | 5.2000%  | 0.0000% | $49000.00          | $49676.58          | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL REGS 27         | 2027-07-31      | 5.0000%  | 0.0000% | $389000.00         | $395374.85         | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR SEC GLBL 26          | 2026-12-30      | 5.0500%  | 0.0000% | $178000.00         | $182211.73         | Corporate Debt Securities |
| XPO INC                        SR SEC GLBL 28          | 2028-06-01      | 6.2500%  | 0.0000% | $300000.00         | $313314.83         | Corporate Debt Securities |

### Security 107: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9QGVZ2, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV9QGVZ2
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ADOBE INC                      SR GLBL NT 27           | 2027-02-01      | 2.1500%  | 0.0000% | $7236000.00        | $7195024.14        | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 26           | 2026-09-24      | 4.2120%  | 0.0000% | $140000.00         | $141179.50         | Corporate Debt Securities                         |
| ADVANCED MICRO DEVICES INC     SR GLBL NT 28           | 2028-03-24      | 4.3190%  | 0.0000% | $784000.00         | $791916.98         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 27           | 2027-03-04      | 2.5500%  | 0.0000% | $7130000.00        | $7090077.94        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 33           | 2033-08-03      | 4.4200%  | 0.0000% | $7261000.00        | $7171415.40        | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 28           | 2028-02-16      | 5.0980%  | 0.0000% | $200000.00         | $204003.19         | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 30           | 2030-04-25      | 5.5320%  | 0.0000% | $698000.00         | $719075.88         | Corporate Debt Securities                         |
| Asian Development Bank                                 | 2035-03-22      | 4.3750%  | 0.0000% | $380000.00         | $382322.70         | Other Instrument                                  |
| BANK OF AMER CORP              FXD/FLT SR NT 48        | 2048-01-20      | 4.4430%  | 0.0000% | $8631000.00        | $7466857.19        | Corporate Debt Securities                         |
| BANK OF AMER CORP              SR GLBL NT 28           | 2028-12-20      | 3.4190%  | 0.0000% | $2149000.00        | $2146981.19        | Corporate Debt Securities                         |
| BANK OF AMER CORP              FR 3.974%020730         | 2030-02-07      | 3.9740%  | 0.0000% | $6299000.00        | $6271306.80        | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.706%020134         | 2034-02-01      | 4.7060%  | 0.0000% | $7060000.00        | $7084111.47        | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF 144A 29         | 2029-05-09      | 4.7920%  | 0.0000% | $200000.00         | $200710.44         | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 4.893%33        | 2033-09-11      | 4.8930%  | 0.0000% | $7606000.00        | $7679941.73        | Corporate Debt Securities                         |
| CISCO SYS INC                  SR GLBL NT4.8%27        | 2027-02-26      | 4.8000%  | 0.0000% | $6911000.00        | $7033117.37        | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    SR GLBL 144A 27         | 2027-01-15      | 4.8750%  | 0.0000% | $311000.00         | $316552.91         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 33           | 2033-11-17      | 6.2700%  | 0.0000% | $237000.00         | $253651.62         | Corporate Debt Securities                         |
| CITIGRP COML MTG 2019-GC41     A-5    20560811 2.86870 | 2056-08-11      | 2.8687%  | 0.0000% | $1305222.00        | $1231990.18        | Private Label Collateralized Mortgage Obligations |
| COCA COLA CO                   SR GLBL NT1.5%28        | 2028-03-05      | 1.5000%  | 0.0000% | $7941000.00        | $7627648.14        | Corporate Debt Securities                         |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT     | 2069-11-25      | 5.5850%  | 0.0000% | $2559737.00        | $1772716.40        | Private Label Collateralized Mortgage Obligations |
| CROSS 2023-H1 MTG TR           M-1    20680325 FLT     | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1901614.62        | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2026-NQM1         A-1    20610225 FLT     | 2061-02-25      | 4.6990%  | 0.0000% | $1942749.00        | $1853811.73        | Private Label Collateralized Mortgage Obligations |
| DLLAD LLC 2024-1               A-3    20290720 5.30000 | 2029-07-20      | 5.3000%  | 0.0000% | $497185.00         | $503822.42         | Asset-Backed Securities                           |
| DOMINION ENERGY INC            JR SB GLBL -B 54        | 2054-06-01      | 7.0000%  | 0.0000% | $1122000.00        | $1233438.29        | Corporate Debt Securities                         |
| DOW CHEMICAL CO                SR GLBL NT 36           | 2036-03-15      | 5.6500%  | 0.0000% | $626000.00         | $632055.85         | Corporate Debt Securities                         |
| EXXON MOBIL CORP               SR GLBL NT 26           | 2026-08-16      | 2.2750%  | 0.0000% | $280000.00         | $280730.53         | Corporate Debt Securities                         |
| META PLATFORMS INC             SR GLBL NT6.3%56        | 2056-05-15      | 6.3000%  | 0.0000% | $149000.00         | $150769.38         | Corporate Debt Securities                         |
| FORTES CR OPP CLO LTD 2015-6R2 A-1TR2 20361010 FLT     | 2036-10-10      | 5.3785%  | 0.0000% | $2762351.00        | $2779396.89        | Asset-Backed Securities                           |
| GM FINL REVOL RECEV TR 2025-1  A      20371211 4.64000 | 2037-12-11      | 4.6400%  | 0.0000% | $2699000.00        | $2715212.89        | Asset-Backed Securities                           |
| GEORGIA PWR CO                 SR GLBL 2025B 31        | 2031-03-15      | 4.8500%  | 0.0000% | $32000.00          | $32590.06          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR FLT NT 30            | 2030-04-20      | 4.6349%  | 0.0000% | $7000000.00        | $7051065.00        | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT 27           | 2027-05-11      | 3.1500%  | 0.0000% | $3684000.00        | $3654399.06        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29           | 2029-06-01      | 2.0690%  | 0.0000% | $7310000.00        | $7039164.91        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SUB GLBL NT 33          | 2033-09-14      | 5.7170%  | 0.0000% | $6802000.00        | $7111561.85        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28           | 2028-07-22      | 4.9790%  | 0.0000% | $40000.00          | $40956.19          | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 47           | 2047-05-03      | 4.0500%  | 0.0000% | $16000.00          | $12519.92          | Corporate Debt Securities                         |
| MARS INC                       SR GLBL 144A 35         | 2035-03-01      | 5.2000%  | 0.0000% | $2152000.00        | $2189016.79        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.5%46        | 2046-03-15      | 5.5000%  | 0.0000% | $4395000.00        | $4388387.97        | Corporate Debt Securities                         |
| MERCK & CO INC                 SR GLBL NT5.2%36        | 2036-05-22      | 5.2000%  | 0.0000% | $21000.00          | $21241.31          | Corporate Debt Securities                         |
| METLIFE INC                    EXT JR SB GLBL68        | 2068-04-08      | 9.2500%  | 0.0000% | $385000.00         | $454571.10         | Corporate Debt Securities                         |
| MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 47           | 2047-04-21      | 5.8680%  | 0.0000% | $4033000.00        | $4108997.85        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.342%101833         | 2033-10-18      | 6.3420%  | 0.0000% | $6379000.00        | $6864204.81        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.25%042134          | 2034-04-21      | 5.2500%  | 0.0000% | $4374000.00        | $4442810.31        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.424%072134         | 2034-07-21      | 5.4240%  | 0.0000% | $11000.00          | $11410.03          | Corporate Debt Securities                         |
| OBX TR 2024-NQM17              A-2    20641125 FLT     | 2064-11-25      | 5.8630%  | 0.0000% | $1000000.00        | $636441.17         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2023-NQM4               M-1    20630325 FLT     | 2063-03-25      | 6.9869%  | 0.0000% | $1705000.00        | $1708418.25        | Private Label Collateralized Mortgage Obligations |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.2%36        | 2036-05-01      | 5.2000%  | 0.0000% | $970000.00         | $957147.50         | Corporate Debt Securities                         |
| PFIZER INVT ENTERPRISES        SR GLBL NT 28           | 2028-05-19      | 4.4500%  | 0.0000% | $110000.00         | $110429.67         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29           | 2029-11-17      | 5.6250%  | 0.0000% | $2000.00           | $2071.19           | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.15%020134          | 2034-02-01      | 5.1500%  | 0.0000% | $777000.00         | $806363.26         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 36              | 2036-02-01      | 5.6250%  | 0.0000% | $81000.00          | $82474.00          | Corporate Debt Securities                         |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT     | 2057-07-25      | 3.8089%  | 0.0000% | $679050.00         | $626993.66         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2020-2       M2     20600425 FLT     | 2060-04-25      | 3.7500%  | 0.0000% | $954938.00         | $780962.30         | Private Label Collateralized Mortgage Obligations |
| TOYOTA MTR CR CORP             FR 4.6%031133           | 2033-03-11      | 4.6000%  | 0.0000% | $6949000.00        | $6903491.77        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.96%012337          | 2037-01-23      | 4.9600%  | 0.0000% | $1944000.00        | $1930139.28        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.577%052029         | 2029-05-20      | 4.5770%  | 0.0000% | $6953000.00        | $6953307.67        | Corporate Debt Securities                         |
| WELLS FARGO CO MTG TR 2017-C39 B      20500916 FLT     | 2050-09-16      | 4.0250%  | 0.0000% | $1870000.00        | $1772398.26        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG TR 2017-C41 A-4    20501117 3.47200 | 2050-11-17      | 3.4720%  | 0.0000% | $1678104.00        | $1655856.44        | Private Label Collateralized Mortgage Obligations |
| NEXA RES S A                   SR REGS NT 34           | 2034-04-09      | 6.7500%  | 0.0000% | $271000.00         | $287700.38         | Corporate Debt Securities                         |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL REGS 47        | 2047-05-15      | 4.2700%  | 0.0000% | $39000.00          | $31454.69          | Corporate Debt Securities                         |

### Security 108: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.670000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VHCT9, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV9VHCT9
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       SR GLBL NT4.3%30        | 2030-02-15      | 4.3000%  | 0.0000% | $128000.00         | $128315.16         | Corporate Debt Securities                         |
| A&D MTG TR 2025-NQM1           A-1    20700325 FLT     | 2070-03-25      | 5.4300%  | 0.0000% | $505000.00         | $431847.05         | Private Label Collateralized Mortgage Obligations |
| AMERICAN AIRLINES PASS 2026-1A A      20400510 5.25000 | 2040-05-10      | 5.2500%  | 0.0000% | $368000.00         | $366622.58         | Asset-Backed Securities                           |
| ANGEL OAK MTG TRUST 2025-5     A-1    20700425 FLT     | 2070-04-25      | 5.5730%  | 0.0000% | $1000000.00        | $763195.83         | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE 2025-2      A-1    20700225 FLT     | 2070-02-25      | 5.6370%  | 0.0000% | $60775.00          | $50106.17          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE TR 2025-1   A-1    20700125 FLT     | 2070-01-25      | 5.6910%  | 0.0000% | $51000.00          | $38466.68          | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2025-6        A-1    20700425 FLT     | 2070-04-25      | 5.5150%  | 0.0000% | $1042757.00        | $854947.23         | Private Label Collateralized Mortgage Obligations |
| ANTARES CLO LTD 2018-1R        C-R    20380420 FLT     | 2038-04-20      | 5.6752%  | 0.0000% | $250015.00         | $247199.37         | Asset-Backed Securities                           |
| BBCMS MTG TR 2018-C2           D      20511215 3.00000 | 2051-12-15      | 3.0000%  | 0.0000% | $500000.00         | $412935.17         | Private Label Collateralized Mortgage Obligations |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33        | 2033-02-28      | 4.9000%  | 0.0000% | $164000.00         | $166828.36         | Corporate Debt Securities                         |
| BFLD COM MTG TR 2025-660F      A      20421117 FLT     | 2042-11-17      | 5.1271%  | 0.0000% | $115000.00         | $115516.79         | Private Label Collateralized Mortgage Obligations |
| BCRED PC STATIC LLC 2026-1     A      20360422 FLT     | 2036-04-22      | 4.9108%  | 0.0000% | $63238977.00       | $63556973.69       | Asset-Backed Securities                           |
| BENCHMARK MTG TR 2018-B5       A-4    20510717 4.20760 | 2051-07-17      | 4.2076%  | 0.0000% | $600000.00         | $594850.55         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B24      C      20540317 FLT     | 2054-03-17      | 3.2934%  | 0.0000% | $350000.00         | $272881.19         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B26      A-5    20540617 FLT     | 2054-06-17      | 2.6130%  | 0.0000% | $60000.00          | $53869.76          | Private Label Collateralized Mortgage Obligations |
| BLUE OWL CR INCOME CORP        SR GLBL NT6.6%29        | 2029-09-15      | 6.6000%  | 0.0000% | $2000.00           | $2040.33           | Corporate Debt Securities                         |
| BRAVO RES FDG TR 2023-NQM1     A-1    20630125 FLT     | 2063-01-25      | 5.7570%  | 0.0000% | $100000.00         | $56676.75          | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT     | 2063-09-25      | 6.6020%  | 0.0000% | $665345.00         | $368036.40         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7             B      20440715 FLT     | 2044-07-15      | 5.6271%  | 0.0000% | $100007.00         | $100257.15         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2025-VLT7             C      20440715 FLT     | 2044-07-15      | 5.9771%  | 0.0000% | $50000.00          | $50131.82          | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              A1     20620525 FLT     | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $652471.88         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-I2                 A-1    20671225 FLT     | 2067-12-25      | 6.6390%  | 0.0000% | $1000000.00        | $551486.46         | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-NQM1                 A-3    20650525 FLT     | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $214646.85         | Private Label Collateralized Mortgage Obligations |
| CVS HEALTH CORP                4.78%38                 | 2038-03-25      | 4.7800%  | 0.0000% | $65000.00          | $61121.31          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31           | 2031-09-15      | 2.1250%  | 0.0000% | $300000.00         | $263048.42         | Corporate Debt Securities                         |
| CHASE HOME LENDING 2024-RPL3   A-1-A  20640925 FLT     | 2064-09-25      | 3.2500%  | 0.0000% | $1061753.00        | $806389.16         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2024-R1                 A1     20640625 FLT     | 2064-06-25      | 4.7500%  | 0.0000% | $1000000.00        | $669337.28         | Private Label Collateralized Mortgage Obligations |
| `CITIGROUP MTG LN TR 2021-INV2 B-5    20510525 FLT     | 2051-05-25      | 2.9847%  | 0.0000% | $740050.00         | $258893.57         | Private Label Collateralized Mortgage Obligations |
| CITIZENS FINL GROUP INC        SR GLBL NT 32           | 2032-07-23      | 5.7180%  | 0.0000% | $2000.00           | $2092.19           | Corporate Debt Securities                         |
| COLT MTR LOAN TR 2024-1        A-3    20690225 FLT     | 2069-02-25      | 6.1390%  | 0.0000% | $1680000.00        | $841957.59         | Private Label Collateralized Mortgage Obligations |
| CONNECTCUT AVE SEC TR 2025-R03 2M-1   20450327 FLT     | 2045-03-27      | 5.2121%  | 0.0000% | $50000.00          | $16500.47          | Private Label Collateralized Mortgage Obligations |
| DOMINION ENERGY INC            JR SB GLBL -B 54        | 2054-06-01      | 7.0000%  | 0.0000% | $519000.00         | $570547.66         | Corporate Debt Securities                         |
| EFMT 2023-1 2023-1             A-2    20680225 FLT     | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $803651.53         | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-3    20680225 FLT     | 2068-02-25      | 6.5440%  | 0.0000% | $1206000.00        | $655745.48         | Private Label Collateralized Mortgage Obligations |
| EFMT 2025-INV1                 M-1    20700325 FLT     | 2070-03-25      | 6.4890%  | 0.0000% | $650000.00         | $656059.95         | Private Label Collateralized Mortgage Obligations |
| EQUINIX INC                    SR GLBL NT3.9%32        | 2032-04-15      | 3.9000%  | 0.0000% | $300000.00         | $285461.00         | Corporate Debt Securities                         |
| EXPORT IMPORT BANK KOREA       GLBL NT 2.5%41          | 2041-06-29      | 2.5000%  | 0.0000% | $200000.00         | $147301.33         | Other Instrument                                  |
| EXPORT IMPORT BANK KOREA       GLBL NT 2.5%41          | 2041-06-29      | 2.5000%  | 0.0000% | $200000.00         | $147301.33         | Other Instrument                                  |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37        | 2037-01-25      | 6.2000%  | 0.0000% | $400000.00         | $430330.22         | Corporate Debt Securities                         |
| GS MTG SECS TR 2018-GS10       A-5    20510712 FLT     | 2051-07-12      | 4.1550%  | 0.0000% | $650000.00         | $644960.33         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-GS10       B      20510712 FLT     | 2051-07-12      | 4.3907%  | 0.0000% | $401000.00         | $388014.03         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS6        A-3    20500512 3.43300 | 2050-05-12      | 3.4330%  | 0.0000% | $555052.00         | $550076.02         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2018-GS9        B      20510310 FLT     | 2051-03-10      | 4.3210%  | 0.0000% | $500000.00         | $466880.39         | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACKED SEC 2022-GR1     A-X-1  20520625 FLT     | 2052-06-25      | 0.0783%  | 0.0000% | $184121000.00      | $676048.83         | Private Label Collateralized Mortgage Obligations |
| GM FINANCIAL CONSUMER 2024-1   A-4    20290618 4.86000 | 2029-06-18      | 4.8600%  | 0.0000% | $1127000.00        | $1137447.29        | Asset-Backed Securities                           |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT     | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $276619.08         | Private Label Collateralized Mortgage Obligations |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT     | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $89784.78          | Private Label Collateralized Mortgage Obligations |
| GILEAD SCIENCES INC            SR GLBL NT4.4%29        | 2029-05-20      | 4.4000%  | 0.0000% | $21000.00          | $21007.56          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 56           | 2056-01-28      | 5.7340%  | 0.0000% | $3000.00           | $3018.22           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SUB NT 6.45%36          | 2036-05-01      | 6.4500%  | 0.0000% | $302000.00         | $323507.43         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 27           | 2027-03-15      | 3.1250%  | 0.0000% | $642000.00         | $640506.46         | Corporate Debt Securities                         |
| HOMES TR 2025-NQM1             A-1    20700125 FLT     | 2070-01-25      | 5.5540%  | 0.0000% | $987000.00         | $774575.08         | Private Label Collateralized Mortgage Obligations |
| INTEL CORP                     SR GLBL NT5.3%36        | 2036-05-15      | 5.3000%  | 0.0000% | $2000.00           | $2001.82           | Corporate Debt Securities                         |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT     | 2047-04-25      | 7.4488%  | 0.0000% | $416805.00         | $158795.55         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2019-BROOK A      20290917 FLT     | 2029-09-17      | 5.2425%  | 0.0000% | $2300000.00        | $872682.01         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT     | 2050-06-25      | 3.5000%  | 0.0000% | $11700526.00       | $78674.19          | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-INV1    A-11-X 20520325 FLT     | 2052-03-25      | 0.4579%  | 0.0000% | $15186371.00       | $398075.97         | Private Label Collateralized Mortgage Obligations |
| JABIL INC                      SR GLBL NT 3%31         | 2031-01-15      | 3.0000%  | 0.0000% | $51000.00          | $47446.66          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 30           | 2030-05-06      | 3.7020%  | 0.0000% | $39000.00          | $38102.81          | Corporate Debt Securities                         |
| JP MORGAN MTG TR 2025-VIS1     A-3    20550825 FLT     | 2055-08-25      | 5.9470%  | 0.0000% | $300000.00         | $262510.29         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CHASE & CO            PERP JR SB GLBL         | 2099-12-31      | 6.8750%  | 0.0000% | $3000.00           | $3166.58           | Corporate Debt Securities                         |
| ELI LILLY & CO                 SR NT 5.6%56            | 2056-05-20      | 5.6000%  | 0.0000% | $1937000.00        | $1941280.77        | Corporate Debt Securities                         |
| MELLO MORT CAP ACC 2022-INV1   A-11-X 20520325 FLT     | 2052-03-25      | 0.5879%  | 0.0000% | $7110000.00        | $359.70            | Private Label Collateralized Mortgage Obligations |
| METLIFE INC                    EXT JR SB GLBL68        | 2068-04-08      | 9.2500%  | 0.0000% | $832000.00         | $982345.87         | Corporate Debt Securities                         |
| MILL CITY MTG LN TR 2017-3     B1     20610125 FLT     | 2061-01-25      | 3.2500%  | 0.0000% | $113000.00         | $97373.06          | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-1     M3     20581125 FLT     | 2058-11-25      | 3.2500%  | 0.0000% | $120000.00         | $116640.33         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   B      20500617 4.07500 | 2050-06-17      | 4.0750%  | 0.0000% | $300000.00         | $292262.23         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-L1   D      20511017 3.00000 | 2051-10-17      | 3.0000%  | 0.0000% | $750000.00         | $624017.50         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-H4   D      20511215 3.00000 | 2051-12-15      | 3.0000%  | 0.0000% | $300000.00         | $246676.00         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY                 FR 6.296%101828         | 2028-10-18      | 6.2960%  | 0.0000% | $37000.00          | $38202.15          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930         | 2030-07-19      | 5.0420%  | 0.0000% | $29000.00          | $29772.77          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.708%031232         | 2032-03-12      | 4.7080%  | 0.0000% | $127000.00         | $127012.59         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.238%010930         | 2030-01-09      | 4.2380%  | 0.0000% | $30000.00          | $30109.99          | Corporate Debt Securities                         |
| MORGAN STAN CAP I  2016-UBS9   A-S    20490317 3.90300 | 2049-03-17      | 3.9030%  | 0.0000% | $1000000.00        | $793737.83         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN RES MTG LN TR 23-1 A-1-IO 20530225 FLT     | 2053-02-25      | 0.0132%  | 0.0000% | $323770744.00      | $10773.22          | Private Label Collateralized Mortgage Obligations |
| MS RSDL MRTG LN TR 2024-NQM1   A-1    20681225 FLT     | 2068-12-25      | 6.1520%  | 0.0000% | $191000.00         | $86565.06          | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY RES MTG 2025-NQM1 A-2    20691125 FLT     | 2069-11-25      | 5.9410%  | 0.0000% | $704000.00         | $531699.03         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM4    A-1    20650725 FLT     | 2065-07-25      | 5.3500%  | 0.0000% | $300000.00         | $244488.33         | Private Label Collateralized Mortgage Obligations |
| NOVARTIS CAPITAL CORP          SR GLBL NT5.2%45        | 2045-11-05      | 5.2000%  | 0.0000% | $3449000.00        | $3331515.56        | Corporate Debt Securities                         |
| OBX 2024-NQM2 TRUST            A-1    20631225 FLT     | 2063-12-25      | 5.8780%  | 0.0000% | $1400000.00        | $699145.57         | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TRUST 2024-CP1       A-1    20680225 FLT     | 2068-02-25      | 3.7500%  | 0.0000% | $1000000.00        | $725974.51         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT     | 2064-06-25      | 5.8750%  | 0.0000% | $250000.00         | $136441.42         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-2    20640625 FLT     | 2064-06-25      | 6.1280%  | 0.0000% | $1250000.00        | $682328.51         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM2               A-3    20641125 FLT     | 2064-11-25      | 5.9520%  | 0.0000% | $1300000.00        | $865321.87         | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-28L C      20381105 FLT     | 2038-11-05      | 5.4416%  | 0.0000% | $100000.00         | $100470.44         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM5               A-1FCX 20660125 FLT     | 2066-01-25      | 0.1860%  | 0.0000% | $52632000.00       | $135963.37         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2026-NQM5               A-1LCF 20660125 FLT     | 2066-01-25      | 5.3900%  | 0.0000% | $878000.00         | $879984.47         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM17              A-1    20641125 FLT     | 2064-11-25      | 5.6100%  | 0.0000% | $750000.00         | $477543.00         | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         A-1    20590525 FLT     | 2059-05-25      | 6.4310%  | 0.0000% | $810000.00         | $461861.57         | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2023-AFC3          A-3    20580925 FLT     | 2058-09-25      | 7.0880%  | 0.0000% | $1000000.00        | $462377.67         | Private Label Collateralized Mortgage Obligations |
| RCKT MTG TR 2025-CES7          A-1A   20550725 FLT     | 2055-07-25      | 5.3770%  | 0.0000% | $150162.00         | $110906.40         | Asset-Backed Securities                           |
| RESIDENTIAL MTG LN TR 2019-3   M-1    20590925 FLT     | 2059-09-25      | 3.2570%  | 0.0000% | $1000000.00        | $270160.92         | Private Label Collateralized Mortgage Obligations |
| ROSS STORES INC                SR GLBL NT4.8%30        | 2030-04-15      | 4.8000%  | 0.0000% | $400000.00         | $404058.67         | Corporate Debt Securities                         |
| SEQUOIA MTG TR 2019-CH3        A-13   20491025 FLT     | 2049-10-25      | 4.0000%  | 0.0000% | $421405.00         | $72348.52          | Private Label Collateralized Mortgage Obligations |
| TAPESTRY INC                   SR GLBL NT5.5%35        | 2035-03-11      | 5.5000%  | 0.0000% | $26000.00          | $26454.65          | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 49           | 2049-03-01      | 5.5200%  | 0.0000% | $430000.00         | $400103.53         | Corporate Debt Securities                         |
| TOWD PT MTG TR 2018-2          B1     20580325 FLT     | 2058-03-25      | 3.6369%  | 0.0000% | $1000000.00        | $874589.68         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-6          M2     20580325 FLT     | 2058-03-25      | 3.7500%  | 0.0000% | $400000.00         | $340948.27         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2020-2       M2     20600425 FLT     | 2060-04-25      | 3.7500%  | 0.0000% | $141884.00         | $116034.82         | Private Label Collateralized Mortgage Obligations |
| TOYOTA AUTO RECEIVABLES 2024-A A-4    20290416 4.77000 | 2029-04-16      | 4.7700%  | 0.0000% | $37000.00          | $37344.40          | Asset-Backed Securities                           |
| VERUS SECTR 2022-2             A-1    20670225 FLT     | 2067-02-25      | 4.2600%  | 0.0000% | $1200000.00        | $816382.52         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         A-3    20690225 FLT     | 2069-02-25      | 6.5010%  | 0.0000% | $1400000.00        | $557591.76         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-INV2         A-3    20680825 FLT     | 2068-08-25      | 7.0790%  | 0.0000% | $1200000.00        | $588052.94         | Private Label Collateralized Mortgage Obligations |
| VOYA FINANCIAL INC             SR GLBL NT 5%34         | 2034-09-20      | 5.0000%  | 0.0000% | $137000.00         | $135988.03         | Corporate Debt Securities                         |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT     | 2049-04-25      | 4.0000%  | 0.0000% | $30495000.00       | $346081.25         | Private Label Collateralized Mortgage Obligations |
| GLENCORE FINANCE CANADA LTD    SR GLBL 144A 37         | 2037-11-15      | 6.9000%  | 0.0000% | $340000.00         | $378067.53         | Corporate Debt Securities                         |

### Security 109: RBC Capital Markets LLC

- **C.1 - Title:** RBC Capital Markets LLC 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMGK3, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: BIV9VMGK3
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| ALBERTSONS COMPANIES INC /     SR GLBL 144A 32               | 2032-03-31      | 5.6250%  | 0.0000% | $110000.00         | $109344.54         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28               | 2028-01-30      | 5.0000%  | 0.0000% | $1810000.00        | $1554894.58        | Corporate Debt Securities |
| CSCDA CMNTY IMPT AUTH CALIF ES BDS                      2021 | 2056-10-01      | 4.0000%  | 0.0000% | $1350000.00        | $1063171.50        | Other Instrument          |
| CENTENE CORP DEL               SR GLBL NT 29                 | 2029-12-15      | 4.6250%  | 0.0000% | $93000.00          | $92493.10          | Corporate Debt Securities |
| DISH DBS CORPORATION           SR GLBL NT 26                 | 2026-07-01      | 7.7500%  | 0.0000% | $4290000.00        | $4416002.07        | Corporate Debt Securities |
| FMC CORP                       SR GLBL NT4.5%49              | 2049-10-01      | 4.5000%  | 0.0000% | $1828000.00        | $1160670.32        | Corporate Debt Securities |
| GOEASY LTD                     SR 144A NT 29                 | 2029-07-01      | 7.6250%  | 0.0000% | $159000.00         | $154318.60         | Corporate Debt Securities |
| GRAY MEDIA INC                 SR GLBL 144A 31               | 2031-11-15      | 5.3750%  | 0.0000% | $615000.00         | $440543.12         | Corporate Debt Securities |
| IRON MTN INC DEL               SR GLBL 144A 32               | 2032-07-15      | 5.6250%  | 0.0000% | $1929000.00        | $1951525.90        | Corporate Debt Securities |
| KRONOS ACQUISITION HLDGS INC   SR SEC 144A NT31              | 2031-06-30      | 8.2500%  | 0.0000% | $9786000.00        | $7429001.12        | Corporate Debt Securities |
| LENDBUZZ SEC TR 2026-1         A-2    20300715 4.68000       | 2030-07-15      | 4.6800%  | 0.0000% | $4507000.00        | $4102914.73        | Asset-Backed Securities   |
| MOZART DEBT MERGER SUB INC     SR SEC 144A NT29              | 2029-04-01      | 3.8750%  | 0.0000% | $2798000.00        | $2738327.21        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT 30                 | 2030-09-01      | 6.6250%  | 0.0000% | $364000.00         | $393816.86         | Corporate Debt Securities |
| ONE CALL CORP                  2LIEN GLBL PIK32              | 2032-05-01      | 8.5000%  | 0.0000% | $2593000.00        | $2615429.74        | Corporate Debt Securities |
| PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28                 | 2028-10-01      | 5.8750%  | 0.0000% | $80000.00          | $80790.82          | Corporate Debt Securities |
| PHINIA INC                     SR SEC GLBL 29                | 2029-04-15      | 6.7500%  | 0.0000% | $8000.00           | $8270.24           | Corporate Debt Securities |
| PRESTIGE BRANDS IN             SR GLBL 144A 28               | 2028-01-15      | 5.1250%  | 0.0000% | $76000.00          | $77164.05          | Corporate Debt Securities |
| ROYAL BK CDA                   FR 7.5%093033                 | 2033-09-30      | 0.0000%  | 0.0000% | $4000.00           | $2930.73           | Corporate Debt Securities |
| SM ENERGY COMPANY              SR GLBL 144A 32               | 2032-08-01      | 7.0000%  | 0.0000% | $50000.00          | $52397.72          | Corporate Debt Securities |
| SERVICE CORP INTL              SR GLBL NT 29                 | 2029-06-01      | 5.1250%  | 0.0000% | $63000.00          | $64508.24          | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33               | 2033-02-15      | 9.7500%  | 0.0000% | $30000.00          | $34220.00          | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL 34                 | 2034-07-31      | 6.1250%  | 0.0000% | $1953000.00        | $1975253.89        | Corporate Debt Securities |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%              | 2099-12-31      | 9.0000%  | 0.0000% | $2453000.00        | $2462394.99        | Corporate Debt Securities |

### Security 110: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VMNP4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV9VMNP4
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TRANSMISSION CO LLC        SR -S NT 5.25%36              | 2036-06-01      | 5.2500%  | 0.0000% | $1941000.00        | $1952152.66        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 102699-102639              | 2039-10-26      | 3.8282%  | 0.0000% | $1000.00           | $998.51            | Corporate Debt Securities |
| FEDEX FGHT HLDG CO INC         SR 144A NT 33                 | 2033-03-15      | 4.9500%  | 0.0000% | $2425000.00        | $2413614.63        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 113007-111547              | 2047-11-15      | 3.8627%  | 0.0000% | $485000.00         | $482304.44         | Corporate Debt Securities |
| JPMORGAN CHASE BK N A          VR 052821-052851              | 2051-05-28      | 3.2965%  | 0.0000% | $2580000.00        | $2515296.47        | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 072517-072537              | 2037-07-25      | 3.4782%  | 0.0000% | $2328000.00        | $2288714.92        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48                 | 2048-02-22      | 4.2600%  | 0.0000% | $495000.00         | $415729.87         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30                 | 2030-07-22      | 4.9950%  | 0.0000% | $334000.00         | $342777.94         | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     VR 092922-092962              | 2062-09-29      | 3.7369%  | 0.0000% | $2478000.00        | $2445937.98        | Corporate Debt Securities |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD28              | 2028-06-14      | 0.0000%  | 0.0000% | $24000.00          | $30082.85          | Corporate Debt Securities |
| PUBLIC FIN AUTH WIS REV        SR BDS                   2023 | 2052-12-01      | 7.5000%  | 0.0000% | $25000.00          | $27060.33          | Other Instrument          |
| VERIZON COMMUNICATIONS INC     JR SB NT 6.2%56               | 2056-05-14      | 6.2000%  | 0.0000% | $39036000.00       | $39586147.36       | Corporate Debt Securities |

### Security 111: TD Securities (USA) LLC

- **C.1 - Title:** 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: BIV9VMUR2, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9VMUR2
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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         |
|:---|:---|:---|:---|:---|:---|:---|
| CALIFORNIA ST                  GO BDS                        | 2040-11-01      | 7.6000%  | 0.0000% | $1160000.00        | $1395005.69        | Other Instrument |
| CALIFORNIA ST UNIV REV         SYSTEMWIDE TAXABLE BDS   2021 | 2035-11-01      | 2.3740%  | 0.0000% | $21725000.00       | $17861783.26       | Other Instrument |
| PENNSYLVANIA ECONOMIC DEV FING AMT BDS                  2022 | 2062-12-31      | 5.7500%  | 0.0000% | $1630000.00        | $1747667.44        | Other Instrument |

### Security 112: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VTN38, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9VTN38
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                  |
|:---|:---|:---|:---|:---|:---|:---|
| AT&T INC                       GLBL NT 5.7%54                | 2054-11-01      | 5.7000%  | 0.0000% | $30664000.00       | $28966849.81       | Corporate Debt Securities |
| BANCO SANTANDER SA             SNR PREF GLBL 28              | 2028-08-08      | 5.5880%  | 0.0000% | $5800000.00        | $6020282.07        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR NT 5.4%42                  | 2042-01-06      | 5.4000%  | 0.0000% | $1250000.00        | $1267550.00        | Corporate Debt Securities |
| SAN DIEGO CALIF UNI SCH DIST   TAXABLE ELECTION 2012 GO 2021 | 2042-07-01      | 2.9070%  | 0.0000% | $20750000.00       | $14805776.06       | Other Instrument          |
| UNION PAC CORP                 SR GLBL NT 53                 | 2053-05-15      | 4.9500%  | 0.0000% | $1599000.00        | $1439651.65        | Corporate Debt Securities |

### Security 113: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 3.770000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VTNE4, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV9VTNE4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 2.8800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ABBVIE INC                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $68609.00          | $14999985.67       | Equities   |
| AIRBNB INC                     COM CL A     | 2099-12-31      | 0.0000%  | 0.0000% | $61047.00          | $8210821.50        | Equities   |
| ALPHABET INC                   CAP STK CL C | 2099-12-31      | 0.0000%  | 0.0000% | $38840.00          | $14996900.80       | Equities   |
| AMAZON COM INC                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $54744.00          | $14999856.00       | Equities   |
| APPLE INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $47998.00          | $14999854.98       | Equities   |
| APPLIED MATLS INC              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $33357.00          | $14999975.76       | Equities   |
| BROADCOM INC                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $35163.00          | $14999832.54       | Equities   |
| DEVON ENERGY CORP NEW          COM          | 2099-12-31      | 0.0000%  | 0.0000% | $340050.00         | $14999605.50       | Equities   |
| EXLSERVICE HLDGS INC           COM          | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $29.11             | Equities   |
| FIRST HORIZON CORPORATION      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $589593.00         | $14279942.46       | Equities   |
| HUBSPOT INC                    COM          | 2099-12-31      | 0.0000%  | 0.0000% | $19600.00          | $3896480.00        | Equities   |
| JPMORGAN CHASE & CO            COM          | 2099-12-31      | 0.0000%  | 0.0000% | $50551.00          | $14999998.23       | Equities   |
| ELI LILLY & CO                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $13312.00          | $14999961.60       | Equities   |
| MICROSOFT CORP                 COM          | 2099-12-31      | 0.0000%  | 0.0000% | $35120.00          | $14995888.80       | Equities   |
| MICRON TECHNOLOGY INC          COM          | 2099-12-31      | 0.0000%  | 0.0000% | $16242.00          | $14999811.84       | Equities   |
| PG&E CORP                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $16.29             | Equities   |
| PALANTIR TECHNOLOGIES INC      CL A         | 2099-12-31      | 0.0000%  | 0.0000% | $104646.00         | $14999957.64       | Equities   |
| PENUMBRA INC                   COM          | 2099-12-31      | 0.0000%  | 0.0000% | $47029.00          | $14999899.55       | Equities   |
| PFIZER INC                     COM          | 2099-12-31      | 0.0000%  | 0.0000% | $467999.00         | $12233493.86       | Equities   |
| QORVO INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $61300.00          | $6523546.00        | Equities   |
| SIMMONS FIRST NATL CORP        CL A $1 PAR  | 2099-12-31      | 0.0000%  | 0.0000% | $49999.00          | $1073978.52        | Equities   |
| TESLA INC                      COM          | 2099-12-31      | 0.0000%  | 0.0000% | $33928.00          | $14999568.80       | Equities   |
| WEBSTER FINL CORP              COM          | 2099-12-31      | 0.0000%  | 0.0000% | $206460.00         | $14999319.00       | Equities   |
| LINDE PLC                      SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $29881.00          | $14999664.38       | Equities   |
| ROIVANT SCIENCES LTD           SHS          | 2099-12-31      | 0.0000%  | 0.0000% | $461582.00         | $13792070.16       | Equities   |
| SEAGATE TECHNOLOGY HLDNGS PLC  ORD SHS      | 2099-12-31      | 0.0000%  | 0.0000% | $17031.00          | $14999542.32       | Equities   |

### Security 114: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWS2, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWS2
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2040-05-15      | 4.3750%  | 0.0000% | $2253050.00        | $2175084.11        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-08-15      | 3.8750%  | 0.0000% | $36206000.00       | $33307259.03       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2044-02-15      | 3.6250%  | 0.0000% | $8586625.00        | $7333142.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2050-02-15      | 2.0000%  | 0.0000% | $587750.00         | $342822.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $1012275.00        | $679554.66         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2042-11-15      | 4.0000%  | 0.0000% | $1181475.00        | $1064685.89        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-02-15      | 4.2500%  | 0.0000% | $32649050.00       | $29326700.35       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-15      | 2.2500%  | 0.0000% | $191875.00         | $187387.42         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-06-30      | 1.2500%  | 0.0000% | $36206650.00       | $34418006.28       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.7500%  | 0.0000% | $1120850.00        | $1120484.70        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-31      | 3.6250%  | 0.0000% | $798000.00         | $794416.57         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-05-31      | 4.0000%  | 0.0000% | $34572575.00       | $35127195.85       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-08-31      | 3.6250%  | 0.0000% | $35689100.00       | $35324517.61       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-09-30      | 3.6250%  | 0.0000% | $38353800.00       | $37837119.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-12-15      | 3.5000%  | 0.0000% | $4472975.00        | $4486614.82        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-12-31      | 3.6250%  | 0.0000% | $31250000.00       | $31067674.38       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-15      | 3.5000%  | 0.0000% | $35125.00          | $34988.63          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-03-31      | 3.8750%  | 0.0000% | $374200.00         | $372346.06         | U.S. Treasuries (including strips) |

### Security 115: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 3.620000%
- **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: BIV9VYWT0, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV9VYWT0
- **C.18 - Value (incl. sponsor support):** $744976813.00
- **C.18.a - Value (excl. sponsor support):** $744976813.00
- **C.19 - Percentage of Net Assets:** 7.1500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $145700173.15      | $97621740.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $7602924.19        | $5280716.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $30331320.83       | $2171495.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 2.5000%  | 0.0000% | $256186431.24      | $49107588.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $6970110.90        | $2860400.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $558732609.75      | $50908705.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $19478752.28       | $1779890.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $154542832.44      | $96545088.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $60490820.58       | $42139580.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $126390969.58      | $93148295.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $23246971.65       | $16927550.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $93122062.51       | $73387135.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $93122097.16       | $65823010.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $59759545.20       | $58362169.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $186244203.25      | $112623597.83      | Agency Mortgage-Backed Securities |

### Security 116: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9VYWZ6, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV9VYWZ6
- **C.18 - Value (incl. sponsor support):** $96309476.00
- **C.18.a - Value (excl. sponsor support):** $96309476.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $318305.92         | $678193.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $1759400.15        | $3782294.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 6.1250%  | 0.0000% | $93196.51          | $100507.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $13657.31          | $10486.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $53852.53          | $46234.08          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $1858232.31        | $1307582.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $5426436.26        | $4045333.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $18.64             | $12.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $544484.07         | $407394.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $6.21              | $4.41              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $12.43             | $11.61             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $20044.80          | $14157.07          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $4349.46           | $2710.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $10023094.93       | $5846256.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $4364757.88        | $2057269.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $541793.62         | $340696.07         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $63210.08          | $40626.20          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1696.29           | $1147.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $4038790.69        | $2302161.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $707265.72         | $474797.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $36013.53          | $24836.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $30657.48          | $18491.36          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $12.43             | $10.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $3199077.69        | $2541613.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1514165.15        | $1331564.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $20858.77          | $19803.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $61774.76          | $55488.60          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $186312.23         | $177824.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $816561.45         | $771652.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $225637.57         | $202696.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $3150.25           | $3029.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $248658.64         | $237867.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $48670.46          | $48088.52          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $8941309.62        | $8625288.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $620214.38         | $605730.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-11-15      | 4.6250%  | 0.0000% | $932.03            | $881.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $3416817.88        | $4583762.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $12.43             | $16.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $874055.10         | $856554.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $6.21              | $8.03              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 1.8750%  | 0.0000% | $24847.84          | $25001.99          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $9618.52           | $11993.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $8807886.82        | $11490763.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $18.64             | $18.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $1308168.51        | $1285709.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $6.21              | $6.02              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $6.21              | $7.57              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $6.21              | $5.40              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $65142.49          | $61926.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $393147.71         | $374917.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $6.21              | $6.17              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $18.64             | $17.54             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $3028479.43        | $3308911.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $89791.50          | $89178.23          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $897604.32         | $1038132.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $6530.40           | $6393.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $3106757.29        | $3106905.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $85665.73          | $86886.17          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $6.21              | $6.63              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $186.41            | $187.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $567088.84         | $573118.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $24.85             | $26.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $304027.27         | $299564.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $229862.76         | $236155.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $253884.21         | $259696.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $1873411.93        | $1899517.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $1115369.36        | $1213308.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $104467.82         | $104915.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $956502.22         | $935613.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $6934.28           | $6997.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $502474.50         | $502445.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $6063893.15        | $6249318.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $49.71             | $50.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $3404117.46        | $3372618.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $7471813.42        | $7557529.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $114875.46         | $115306.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $1429108.35        | $1466690.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-31      | 3.8750%  | 0.0000% | $6060102.91        | $5998307.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 3.6250%  | 0.0000% | $8978.53           | $8825.77           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.3750%  | 0.0000% | $4788494.72        | $4827743.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-28      | 3.7500%  | 0.0000% | $6.21              | $6.08              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-03-31      | 4.2500%  | 0.0000% | $186405.44         | $187480.64         | U.S. Treasuries (including strips) |

### Security 117: TD Securities (USA) LLC

- **C.1 - Title:** 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: BIV9VZ6Z2, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV9VZ6Z2
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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         |
|:---|:---|:---|:---|:---|:---|:---|
| METROPOLITAN GOVT NASHVILLE &  GEN OBLIG REF BDS        2026 | 2034-01-01      | 5.0000%  | 0.0000% | $38970000.00       | $44730242.30       | Other Instrument |
| METROPOLITAN GOVT NASHVILLE &  TOURISM TAX REV BDS      2010 | 2043-07-01      | 7.4310%  | 0.0000% | $15635000.00       | $18037468.89       | Other Instrument |
| NEW YORK N Y                   GEN OBLIG BDS            FISC | 2033-08-01      | 5.0000%  | 0.0000% | $46080000.00       | $51939276.80       | Other Instrument |
| SALT RIV PROJ AGRIC IMPT & PWR PROJ BDS                 2025 | 2055-01-01      | 5.2500%  | 0.0000% | $19545000.00       | $21134855.45       | Other Instrument |
| WASHINGTON ST                  VAR PURP GEN OBLIG REF B R-20 | 2032-08-01      | 5.0000%  | 0.0000% | $42575000.00       | $47911918.17       | Other Instrument |

### Security 118: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 3.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VZ7J7, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV9VZ7J7
- **C.18 - Value (incl. sponsor support):** $105000000.00
- **C.18.a - Value (excl. sponsor support):** $105000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ALLIANCE RESOURCE PARTNERS L P UT LTD PART | 2099-12-31      | 0.0000%  | 0.0000% | $5.00              | $126.60            | Equities   |
| ANALOG DEVICES INC             COM         | 2099-12-31      | 0.0000%  | 0.0000% | $12529.00          | $5249776.29        | Equities   |
| ANDERSEN GROUP INC             CL A        | 2099-12-31      | 0.0000%  | 0.0000% | $137038.00         | $5249925.78        | Equities   |
| CARDINAL HEALTH INC            COM         | 2099-12-31      | 0.0000%  | 0.0000% | $26269.00          | $5249859.65        | Equities   |
| CELESTICA INC                  COM         | 2099-12-31      | 0.0000%  | 0.0000% | $14956.00          | $5249855.12        | Equities   |
| COSTCO WHOLESALE CORPORATION   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $5275.00           | $5249680.00        | Equities   |
| HOME DEPOT INC                 COM         | 2099-12-31      | 0.0000%  | 0.0000% | $16344.00          | $5249856.24        | Equities   |
| ILLINOIS TOOL WKS INC          COM         | 2099-12-31      | 0.0000%  | 0.0000% | $7138.00           | $1781930.32        | Equities   |
| INDEPENDENT BK CORP MICH       COM NEW     | 2099-12-31      | 0.0000%  | 0.0000% | $1.00              | $34.14             | Equities   |
| INTERNATIONAL BUSINESS MACHS   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $19869.00          | $5249787.18        | Equities   |
| JOHNSON & JOHNSON              COM         | 2099-12-31      | 0.0000%  | 0.0000% | $22746.00          | $5249776.80        | Equities   |
| ELI LILLY & CO                 COM         | 2099-12-31      | 0.0000%  | 0.0000% | $4659.00           | $5249761.20        | Equities   |
| LUMENTUM HLDGS INC             COM         | 2099-12-31      | 0.0000%  | 0.0000% | $1335.00           | $1148927.70        | Equities   |
| MERCK & CO INC                 COM         | 2099-12-31      | 0.0000%  | 0.0000% | $43790.00          | $5249983.10        | Equities   |
| MONDELEZ INTL INC              CL A        | 2099-12-31      | 0.0000%  | 0.0000% | $64.00             | $3992.96           | Equities   |
| NEXTERA ENERGY INC             COM         | 2099-12-31      | 0.0000%  | 0.0000% | $60171.00          | $5249919.75        | Equities   |
| PENUMBRA INC                   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $16460.00          | $5249917.00        | Equities   |
| QUALCOMM INC                   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $21579.00          | $5249954.91        | Equities   |
| REGENERON PHARMACEUTICALS      COM         | 2099-12-31      | 0.0000%  | 0.0000% | $8447.00           | $5249979.44        | Equities   |
| SERVICENOW INC                 COM         | 2099-12-31      | 0.0000%  | 0.0000% | $48284.00          | $5249919.32        | Equities   |
| SHERWIN WILLIAMS CO            COM         | 2099-12-31      | 0.0000%  | 0.0000% | $17204.00          | $5249628.56        | Equities   |
| SPROTT INC                     COM NEW     | 2099-12-31      | 0.0000%  | 0.0000% | $14694.00          | $1880391.18        | Equities   |
| SYNOPSYS INC                   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $10922.00          | $5249550.08        | Equities   |
| TAMBORAN RES CORP              COM         | 2099-12-31      | 0.0000%  | 0.0000% | $12754.00          | $437972.36         | Equities   |
| THERMO FISHER SCIENTIFIC INC   COM         | 2099-12-31      | 0.0000%  | 0.0000% | $10775.00          | $5249795.50        | Equities   |
| 3M CO                          COM         | 2099-12-31      | 0.0000%  | 0.0000% | $34347.00          | $5249938.95        | Equities   |
| VERTEX PHARMACEUTICALS INC     COM         | 2099-12-31      | 0.0000%  | 0.0000% | $11719.00          | $5249760.43        | Equities   |

### Security 119: Mizuho Securities (USA) LLC

- **C.1 - Title:** Mizuho 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: BIV9VZ7M0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BIV9VZ7M0
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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   |
|:---|:---|:---|:---|:---|:---|:---|
| ANI PHARMACEUTICALS INC        COM            | 2099-12-31      | 0.0000%  | 0.0000% | $46984.00          | $3810872.24        | Equities   |
| ALPHABET INC                   CAP STK CL A   | 2099-12-31      | 0.0000%  | 0.0000% | $10893.00          | $4249686.09        | Equities   |
| ASSURANT INC                   COM            | 2099-12-31      | 0.0000%  | 0.0000% | $3137.00           | $776093.80         | Equities   |
| BANK OF AMER CORP              COM            | 2099-12-31      | 0.0000%  | 0.0000% | $83710.00          | $4249956.70        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL B NEW       | 2099-12-31      | 0.0000%  | 0.0000% | $8902.00           | $4249992.84        | Equities   |
| BITMINE IMMERSION TECHS INC    COM NEW        | 2099-12-31      | 0.0000%  | 0.0000% | $155900.00         | $3001075.00        | Equities   |
| BROADCOM INC                   COM            | 2099-12-31      | 0.0000%  | 0.0000% | $9962.00           | $4249589.96        | Equities   |
| BROOKFIELD CORP                CL A LTD VT SH | 2099-12-31      | 0.0000%  | 0.0000% | $92230.00          | $4249958.40        | Equities   |
| PELTHOS THERAPEUTICS INC       COM SHS        | 2099-12-31      | 0.0000%  | 0.0000% | $25314.00          | $653101.20         | Equities   |
| CIRCLE INTERNET GROUP INC      COM CL A       | 2099-12-31      | 0.0000%  | 0.0000% | $2094.00           | $226654.56         | Equities   |
| DATADOG INC                    CL A COM       | 2099-12-31      | 0.0000%  | 0.0000% | $18868.00          | $4249828.32        | Equities   |
| DEXCOM INC                     COM            | 2099-12-31      | 0.0000%  | 0.0000% | $58750.00          | $4249975.00        | Equities   |
| EDISON INTL                    COM            | 2099-12-31      | 0.0000%  | 0.0000% | $12366.00          | $869082.48         | Equities   |
| ENCOMPASS HEALTH CORP          COM            | 2099-12-31      | 0.0000%  | 0.0000% | $40337.00          | $4249906.32        | Equities   |
| FORD MTR CO                    COM            | 2099-12-31      | 0.0000%  | 0.0000% | $60864.00          | $1013385.60        | Equities   |
| GENERAL DYNAMICS CORP          COM            | 2099-12-31      | 0.0000%  | 0.0000% | $4584.00           | $1599632.64        | Equities   |
| KRATOS DEFENSE & SEC SOLUTIONS COM NEW        | 2099-12-31      | 0.0000%  | 0.0000% | $65194.00          | $4249996.86        | Equities   |
| MAIN STR CAP CORP              COM            | 2099-12-31      | 0.0000%  | 0.0000% | $3100.00           | $158999.00         | Equities   |
| MICROSOFT CORP                 COM            | 2099-12-31      | 0.0000%  | 0.0000% | $9953.00           | $4249831.47        | Equities   |
| PPL CORP                       COM            | 2099-12-31      | 0.0000%  | 0.0000% | $120294.00         | $4249987.02        | Equities   |
| PERFORMANCE FOOD GROUP CO      COM            | 2099-12-31      | 0.0000%  | 0.0000% | $13000.00          | $1263730.00        | Equities   |
| QUALCOMM INC                   COM            | 2099-12-31      | 0.0000%  | 0.0000% | $11081.00          | $2695896.49        | Equities   |
| REALTY INCOME CORP             COM            | 2099-12-31      | 0.0000%  | 0.0000% | $63080.00          | $3891405.20        | Equities   |
| REGENCY CTRS CORP              COM            | 2099-12-31      | 0.0000%  | 0.0000% | $54126.00          | $4249973.52        | Equities   |
| STRYKER CORPORATION            COM            | 2099-12-31      | 0.0000%  | 0.0000% | $5304.00           | $1631669.52        | Equities   |
| SYNCHRONY FINANCIAL            COM            | 2099-12-31      | 0.0000%  | 0.0000% | $12256.00          | $875936.32         | Equities   |
| SYSCO CORP                     COM            | 2099-12-31      | 0.0000%  | 0.0000% | $55979.00          | $4249925.68        | Equities   |
| TJX COS INC NEW                COM            | 2099-12-31      | 0.0000%  | 0.0000% | $23343.00          | $3615597.27        | Equities   |
| VERA THERAPEUTICS INC          CL A           | 2099-12-31      | 0.0000%  | 0.0000% | $104745.00         | $3756155.70        | Equities   |
| VIRIDIAN THERAPEUTICS INC      COM            | 2099-12-31      | 0.0000%  | 0.0000% | $7400.00           | $129130.00         | Equities   |
| ARCHIMEDES TECH SPAC PARTNERS  ORD SHS        | 2099-12-31      | 0.0000%  | 0.0000% | $65400.00          | $732480.00         | Equities   |
| EATON CORP PLC                 SHS            | 2099-12-31      | 0.0000%  | 0.0000% | $86.00             | $34566.84          | Equities   |
| INVESCO LTD                    SHS            | 2099-12-31      | 0.0000%  | 0.0000% | $27934.00          | $783828.04         | Equities   |
| LYONDELLBASELL INDUSTRIES NV   SHS - A -      | 2099-12-31      | 0.0000%  | 0.0000% | $36317.00          | $2482266.95        | Equities   |

### Security 120: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.170000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VZFS8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV9VZFS8
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 2.6400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-09-04
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AFRICAN DEV BK MTN SB NTS BE   SR GLBL -1249 28        | 2028-06-12      | 3.8750%  | 0.0000% | $49775000.00       | $50483581.69       | Corporate Debt Securities                         |
| BBCMS MTG TR 2018-TALL         F      20370316 FLT     | 2037-03-16      | 7.0600%  | 0.0000% | $15934000.00       | $12400309.79       | Private Label Collateralized Mortgage Obligations |
| BNP PARIBAS                    FR 4.625%031327         | 2027-03-13      | 4.6250%  | 0.0000% | $8849000.00        | $8942125.89        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.45%080129          | 2029-08-01      | 5.4500%  | 0.0000% | $3590000.00        | $3748907.36        | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           AUTOCLL SR 28           | 2028-12-29      | 0.0000%  | 0.0000% | $5000.00           | $4612.93           | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX COCO 26        | 2026-08-04      | 0.0000%  | 0.0000% | $1000.00           | $1157.61           | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL EQTY               | 2027-07-01      | 0.0000%  | 0.0000% | $50000.00          | $61976.35          | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL EQTY               | 2027-10-21      | 0.0000%  | 0.0000% | $150000.00         | $194225.55         | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX A LKD29        | 2029-01-02      | 0.0000%  | 0.0000% | $25000.00          | $25409.40          | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX A LKD28        | 2028-02-03      | 0.0000%  | 0.0000% | $50000.00          | $51276.75          | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX A LKD27        | 2027-09-02      | 0.0000%  | 0.0000% | $80000.00          | $81580.96          | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX COCO 26        | 2026-11-03      | 0.0000%  | 0.0000% | $125000.00         | $273483.75         | Corporate Debt Securities                         |
| BARCLAYS BANK PLC              GLBL IDX COCO 28        | 2028-03-03      | 0.0000%  | 0.0000% | $950000.00         | $1711625.45        | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL INDX 26         | 2026-06-03      | 0.0000%  | 0.0000% | $11000.00          | $24482.82          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL INDX 27         | 2027-03-02      | 0.0000%  | 0.0000% | $262000.00         | $323252.72         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      SR GLBL INDX 28         | 2028-04-05      | 0.0000%  | 0.0000% | $105000.00         | $147053.76         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM SR GLBL INDX 26         | 2026-09-01      | 0.0000%  | 0.0000% | $150000.00         | $172734.30         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM FR 0%100126             | 2026-10-01      | 0.0000%  | 0.0000% | $100000.00         | $123745.20         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM FR 0%080426             | 2026-08-04      | 0.0000%  | 0.0000% | $125000.00         | $149107.75         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM AUTOCLL SR 29           | 2029-09-27      | 0.0000%  | 0.0000% | $800000.00         | $792714.40         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM AUTOCLL SR 29           | 2029-09-27      | 0.0000%  | 0.0000% | $100000.00         | $99635.70          | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BANK OF COMM AUTOCLL SR 29           | 2029-09-27      | 0.0000%  | 0.0000% | $500000.00         | $488474.00         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN AUTOCLL SR 27           | 2027-03-29      | 10.5000% | 0.0000% | $5000.00           | $5131.16           | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-02-04      | 0.0000%  | 0.0000% | $50000.00          | $54226.45          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28         | 2028-02-04      | 0.0000%  | 0.0000% | $35000.00          | $37666.75          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 29         | 2029-02-05      | 0.0000%  | 0.0000% | $29000.00          | $30756.27          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 26         | 2026-07-06      | 0.0000%  | 0.0000% | $52000.00          | $120005.50         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-08-05      | 0.0000%  | 0.0000% | $84000.00          | $133957.66         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-03-02      | 0.0000%  | 0.0000% | $25000.00          | $35095.85          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-05-04      | 0.0000%  | 0.0000% | $25000.00          | $35616.10          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28         | 2028-11-03      | 0.0000%  | 0.0000% | $80000.00          | $106226.48         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN AUTOCLL SR 26           | 2026-06-03      | 0.0000%  | 0.0000% | $150000.00         | $197456.55         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN AUTOCLL SR 28           | 2028-12-29      | 11.5000% | 0.0000% | $50000.00          | $50340.04          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN FR 0%020328             | 2028-02-03      | 0.0000%  | 0.0000% | $25000.00          | $28002.00          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 26         | 2026-08-04      | 0.0000%  | 0.0000% | $100000.00         | $115313.90         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-03-04      | 0.0000%  | 0.0000% | $46000.00          | $52124.53          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 26         | 2026-06-04      | 0.0000%  | 0.0000% | $50000.00          | $58349.05          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28         | 2028-08-02      | 0.0000%  | 0.0000% | $159000.00         | $246483.55         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 26         | 2026-09-03      | 0.0000%  | 0.0000% | $55000.00          | $63095.50          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-03-04      | 0.0000%  | 0.0000% | $100000.00         | $110115.10         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL EQTY 27         | 2027-05-20      | 0.0000%  | 0.0000% | $40000.00          | $42530.40          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-05-05      | 0.0000%  | 0.0000% | $35000.00          | $37129.12          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 29         | 2029-03-02      | 0.0000%  | 0.0000% | $134000.00         | $141737.96         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL EQTY 26         | 2026-06-29      | 0.0000%  | 0.0000% | $100000.00         | $114079.10         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-05-04      | 0.0000%  | 0.0000% | $41000.00          | $44446.13          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 27         | 2027-08-04      | 0.0000%  | 0.0000% | $12000.00          | $12429.22          | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL EQTY 26         | 2026-09-23      | 0.0000%  | 0.0000% | $100000.00         | $115084.10         | Corporate Debt Securities                         |
| CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL EQTY 27         | 2027-08-19      | 0.0000%  | 0.0000% | $20000.00          | $19813.32          | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 6.251%011035         | 2035-01-10      | 6.2510%  | 0.0000% | $4576000.00        | $4866190.73        | Corporate Debt Securities                         |
| UBS AG LONDON BRANCH           SR GLBL INDX 28         | 2028-07-05      | 0.0000%  | 0.0000% | $140000.00         | $304447.36         | Corporate Debt Securities                         |
| EURO BK RECON & DEV EURO MTN   FR 4.25%052931          | 2031-05-29      | 4.2500%  | 0.0000% | $43550000.00       | $43550000.00       | Corporate Debt Securities                         |
| EURO BK RECON & DEV EURO MTN   VR 012225-072230        | 2030-07-22      | 4.0559%  | 0.0000% | $26753000.00       | $26895181.67       | Corporate Debt Securities                         |
| EXTENDED AMER TR 2026-ESH2     F      20430217 FLT     | 2043-02-17      | 7.3771%  | 0.0000% | $9270000.00        | $8791592.68        | Private Label Collateralized Mortgage Obligations |
| GS FIN CORP                    GLBL IDX F LKD27        | 2027-11-03      | 0.0000%  | 0.0000% | $20000.00          | $36239.38          | Corporate Debt Securities                         |
| GS FIN CORP                    SR GLBL INDX 28         | 2028-07-06      | 0.0000%  | 0.0000% | $150000.00         | $277346.85         | Corporate Debt Securities                         |
| GS FIN CORP                    SR GLBL INDX 28         | 2028-12-04      | 0.0000%  | 0.0000% | $50000.00          | $75900.00          | Corporate Debt Securities                         |
| JPMORGAN CHASE FINL CO LLC     GLBL IDX A LKD26        | 2026-12-31      | 0.0000%  | 0.0000% | $40000.00          | $45447.12          | Corporate Debt Securities                         |
| MORGAN STANLEY CAP I 2014-150E D      20320913 FLT     | 2032-09-13      | 4.2950%  | 0.0000% | $1078000.00        | $909067.24         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY FIN LLC         SR GLBL INDX 27         | 2027-02-04      | 0.0000%  | 0.0000% | $270000.00         | $297176.31         | Corporate Debt Securities                         |
| MORGAN STANLEY FIN LLC         AUTOCLL SR 28           | 2028-06-02      | 0.0000%  | 0.0000% | $3000.00           | $3236.11           | Corporate Debt Securities                         |
| MORGAN STANLEY FIN LLC         AUTOCLL SR 28           | 2028-06-23      | 0.0000%  | 0.0000% | $100000.00         | $102070.00         | Corporate Debt Securities                         |
| NYT MTG TR 2019-NYT            A      20351217 FLT     | 2035-12-17      | 5.1250%  | 0.0000% | $3764912.00        | $3715942.00        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG LN TR 2026-NQM5   B-3    20660425 0.00000 | 2066-04-25      | 6.5880%  | 0.0000% | $11778279.00       | $10881010.57       | Private Label Collateralized Mortgage Obligations |
| ONTARIO PROV CDA               GLBL BD 4.85%36         | 2036-05-29      | 4.8500%  | 0.0000% | $15331000.00       | $15517118.34       | Corporate Debt Securities                         |
| U.S. INTERNATIONAL DEV FIN COR AMZ-27807943IG27        | 2027-02-27      | 4.4400%  | 0.0000% | $2065000.00        | $192721.28         | Corporate Debt Securities                         |
| PRPM 2026-NQM1 TRUST           A-1    20710225 FLT     | 2071-02-25      | 5.1340%  | 0.0000% | $3000000.00        | $2870807.57        | Private Label Collateralized Mortgage Obligations |
| ROYAL BK CDA                   SR GLBL INDX 27         | 2027-04-06      | 0.0000%  | 0.0000% | $240000.00         | $334407.60         | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012122-012127        | 2027-01-21      | 4.3445%  | 0.0000% | $1075000.00        | $1082955.11        | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL INDX 27         | 2027-05-03      | 0.0000%  | 0.0000% | $30000.00          | $47928.93          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL INDX 27         | 2027-01-05      | 0.0000%  | 0.0000% | $394000.00         | $480924.28         | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL INDX 26         | 2026-07-06      | 0.0000%  | 0.0000% | $20000.00          | $25355.80          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL INDX 26         | 2026-09-03      | 0.0000%  | 0.0000% | $18000.00          | $20939.96          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL INDX 26         | 2026-12-01      | 0.0000%  | 0.0000% | $52000.00          | $57817.08          | Corporate Debt Securities                         |
| ROYAL BK CDA                   AUTOCLL SR 28           | 2028-06-30      | 0.0000%  | 0.0000% | $25000.00          | $26325.17          | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 0%020427             | 2027-02-04      | 0.0000%  | 0.0000% | $101000.00         | $111051.82         | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 0%080427             | 2027-08-04      | 0.0000%  | 0.0000% | $40000.00          | $42196.80          | Corporate Debt Securities                         |
| ROYAL BK CDA                   SR GLBL EQTY 28         | 2028-07-20      | 0.0000%  | 0.0000% | $250000.00         | $376607.25         | Corporate Debt Securities                         |
| ROYAL BK CDA                   AUTOCLL SR 28           | 2028-05-19      | 22.0000% | 0.0000% | $3000.00           | $3002.30           | Corporate Debt Securities                         |
| SHR TR 2024-LXRY               E      20411015 FLT     | 2041-10-15      | 8.0771%  | 0.0000% | $15606237.00       | $15729824.21       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-6          A-1    20560525 FLT     | 2056-05-25      | 5.5000%  | 0.0000% | $4200000.00        | $4191061.47        | Private Label Collateralized Mortgage Obligations |
| U.S. INTERNATIONAL DEV FIN COR 9000031488 ZRO27        | 2027-07-17      | 0.0000%  | 0.0000% | $1930000.00        | $1877069.75        | Corporate Debt Securities                         |
| WELLS FARGO & CO               EXT JR SB GLBL86        | 2086-12-01      | 5.9500%  | 0.0000% | $5213000.00        | $5446571.36        | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29         | 2029-11-15      | 7.9500%  | 0.0000% | $5435000.00        | $5981987.46        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.375%110243         | 2043-11-02      | 5.3750%  | 0.0000% | $465000.00         | $439699.93         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL INDX 27         | 2027-08-31      | 0.0000%  | 0.0000% | $310000.00         | $313591.04         | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL INDX 27         | 2027-09-30      | 0.0000%  | 0.0000% | $5000.00           | $5066.69           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.196%061727         | 2027-06-17      | 3.1960%  | 0.0000% | $19040000.00       | $19300124.48       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 3.35%030233          | 2033-03-02      | 3.3500%  | 0.0000% | $194000.00         | $180050.59         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 6.303%102329         | 2029-10-23      | 6.3030%  | 0.0000% | $3234000.00        | $3376823.14        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.211%120335         | 2035-12-03      | 5.2110%  | 0.0000% | $1480000.00        | $1518074.48        | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%012428           | 2028-01-24      | 4.9000%  | 0.0000% | $1881000.00        | $1919379.72        | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 052026-052029        | 2029-05-20      | 4.3578%  | 0.0000% | $11000000.00       | $11008088.20       | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.844%052032         | 2032-05-20      | 4.8440%  | 0.0000% | $17591000.00       | $17574482.05       | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL T STP 38        | 2038-04-30      | 4.0000%  | 0.0000% | $1000.00           | $944.88            | Corporate Debt Securities                         |
| WELLS FARGO & CO               SR GLBL T STP 35        | 2035-06-17      | 2.5000%  | 0.0000% | $5000.00           | $4067.42           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.25%012231          | 2031-01-22      | 4.2500%  | 0.0000% | $3000.00           | $2955.85           | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.9%021736           | 2036-02-17      | 4.9000%  | 0.0000% | $16000.00          | $15731.73          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.5%052929           | 2029-05-29      | 4.5000%  | 0.0000% | $265000.00         | $264072.50         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.25%052936          | 2036-05-29      | 5.2500%  | 0.0000% | $130000.00         | $130044.20         | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL         | 2099-12-31      | 7.6250%  | 0.0000% | $10000.00          | $10675.84          | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP GG NT6.125%        | 2099-12-31      | 6.1250%  | 0.0000% | $63000.00          | $64164.23          | Corporate Debt Securities                         |
| JP MRGAN CHASE COM TR 2019-MFP E      20360715 FLT     | 2036-07-15      | 5.8350%  | 0.0000% | $3000000.00        | $1339644.23        | Private Label Collateralized Mortgage Obligations |

### Security 121: Skandinaviska Enskilda Banken AB

- **C.1 - Title:** Skandinaviska Enskilda Banken AB 3.600000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9VZG24, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86, C.5 - Other ID: BIV9VZG24
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 122: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VZGK4, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9VZGK4
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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                |
|:---|:---|:---|:---|:---|:---|:---|
| ABL 2024-RTL1                  A2     20290925 FLT      | 2029-09-25      | 7.4570%  | 0.0000% | $1772000.00        | $1776282.14        | Asset-Backed Securities |
| AAMES MTG TR 2005-4            M8     20351025 FLT      | 2035-10-25      | 5.6788%  | 0.0000% | $1000000.00        | $483.23            | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2005-3    M-8    20350925 FLT      | 2035-09-25      | 5.6488%  | 0.0000% | $1000000.00        | $480.73            | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2007-1    M-8    20370225 FLT      | 2037-02-25      | 4.9988%  | 0.0000% | $500000.00         | $213.28            | Asset-Backed Securities |
| ACHM TR 2025-HE3               E      20551225 FLT      | 2055-12-25      | 7.4810%  | 0.0000% | $1000000.00        | $997096.55         | Asset-Backed Securities |
| AMCR ABS TR 2026-A             C      20330518 9.84000  | 2033-05-18      | 9.8400%  | 0.0000% | $2000000.00        | $2068539.33        | Asset-Backed Securities |
| BANKERS HELCAE GRP SECR 2020-A C      20310917 5.17000  | 2031-09-17      | 5.1700%  | 0.0000% | $1700000.00        | $1120904.81        | Asset-Backed Securities |
| BATTALION CLO LTD 2021-22      E      20350122 FLT      | 2035-01-22      | 10.8868% | 0.0000% | $1150000.00        | $954343.69         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 1999-2   MF-1   20291025 FLT      | 2029-10-25      | 8.2200%  | 0.0000% | $2500000.00        | $203797.28         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR2 M-6    20340625 FLT      | 2034-06-25      | 5.1821%  | 0.0000% | $3775000.00        | $391537.99         | Asset-Backed Securities |
| BHG SECURITIZATION TRT 2021-A  C      20331117 3.69000  | 2033-11-17      | 3.6900%  | 0.0000% | $1400000.00        | $1376463.20        | Asset-Backed Securities |
| COOF SECURITIZATION TR 2015-1  PTC    20401025 FLT      | 2040-10-25      | 2.2649%  | 0.0000% | $365958632.00      | $841731.94         | Asset-Backed Securities |
| COOF SECURITIZ TR II  2016-1   A-1    20420425 FLT      | 2042-04-25      | 2.6689%  | 0.0000% | $475065713.00      | $1754264.27        | Asset-Backed Securities |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT      | 2040-06-15      | 3.1345%  | 0.0000% | $100000000.00      | $257745.45         | Asset-Backed Securities |
| CWABS INC 2005-6               M-7    20350525 FLT      | 2035-05-25      | 5.4238%  | 0.0000% | $2325000.00        | $1920874.23        | Asset-Backed Securities |
| CPC ASSET SEC IV LLC 2025-1    C      20310715 7.39000  | 2031-07-15      | 7.3900%  | 0.0000% | $710000.00         | $715102.69         | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      E-R    20370720 FLT      | 2037-07-20      | 11.2052% | 0.0000% | $1000000.00        | $984999.00         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2004-CB3   B-3    20340325 FLT      | 2034-03-25      | 3.2024%  | 0.0000% | $4912000.00        | $292004.47         | Asset-Backed Securities |
| CSFB HEQ PTC 2005-4            M-2    20360125 FLT      | 2036-01-25      | 6.0906%  | 0.0000% | $3320000.00        | $112111.77         | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-2R2   E-R2   20371015 FLT      | 2037-10-15      | 10.1731% | 0.0000% | $1000000.00        | $974363.79         | Asset-Backed Securities |
| FHF ISSUER TR 2025-2           B      20310715 0.00000  | 2031-07-15      | 6.1900%  | 0.0000% | $902000.00         | $908615.47         | Asset-Backed Securities |
| FHF ISSUER TR 2025-2           D      20310715 0.00000  | 2031-07-15      | 7.9100%  | 0.0000% | $508000.00         | $511122.22         | Asset-Backed Securities |
| FHF ISSUER TRUST 2026-1        A-1    20270517 4.63100  | 2027-05-17      | 4.6310%  | 0.0000% | $2234000.00        | $2243071.84        | Asset-Backed Securities |
| FIGRE TRUST 2023-HE3           CE     20531125 FLT      | 2053-11-25      | 5.1454%  | 0.0000% | $800000.00         | $694671.77         | Asset-Backed Securities |
| FIGRE TR 2026-HF3              B      20560327 FLT      | 2056-03-27      | 5.4121%  | 0.0000% | $1378000.00        | $1324720.33        | Asset-Backed Securities |
| FIGRE TR 2026-HF3              C      20560327 FLT      | 2056-03-27      | 5.6121%  | 0.0000% | $1844000.00        | $1772729.60        | Asset-Backed Securities |
| FIGRE TRUST 2026-HE4           E      20560525 FLT      | 2056-05-25      | 7.2660%  | 0.0000% | $2000000.00        | $2036292.67        | Asset-Backed Securities |
| FIGRE TRUST 2025-PF2           B      20551025 FLT      | 2055-10-25      | 5.1170%  | 0.0000% | $1750000.00        | $1465753.83        | Asset-Backed Securities |
| FIGRE TRUST 2025-PF2           C      20551025 FLT      | 2055-10-25      | 5.2180%  | 0.0000% | $1800000.00        | $1507412.39        | Asset-Backed Securities |
| FINANCE AMERICA MTG 2004-2     M-2    20340825 FLT      | 2034-08-25      | 4.5988%  | 0.0000% | $5925000.00        | $52582.82          | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     D      20280315 3.64000  | 2028-03-15      | 3.6400%  | 0.0000% | $195000.00         | $191882.45         | Asset-Backed Securities |
| GLS AUTO REC ISS TR 2026-1     E      20330315 7.32000  | 2033-03-15      | 6.5100%  | 0.0000% | $1500000.00        | $1494592.00        | Asset-Backed Securities |
| GREENSKY HOME IMPRT TR 2025-1  A-2    20600325 5.12000  | 2060-03-25      | 5.1200%  | 0.0000% | $500000.00         | $74060.37          | Asset-Backed Securities |
| HILTON GRAND VAC TRUST 2024-1B D      20390915 8.85000  | 2039-09-15      | 8.8500%  | 0.0000% | $3840000.00        | $1138182.92        | Asset-Backed Securities |
| HINNT LLC 2025-B               E      20450515 9.41000  | 2045-05-15      | 9.4100%  | 0.0000% | $2130000.00        | $1685160.93        | Asset-Backed Securities |
| HOME EQUITY MTG TR 2006-6      2A-1   20370325 FLT      | 2037-03-25      | 3.8988%  | 0.0000% | $1222902.00        | $5414.12           | Asset-Backed Securities |
| HOME EQUITY MTG TR 2006-6      2A-3   20370325 FLT      | 2037-03-25      | 4.1988%  | 0.0000% | $18000000.00       | $134400.40         | Asset-Backed Securities |
| JEFFERSON MILL CLO LTD 2015-R  E-R    20311020 FLT      | 2031-10-20      | 10.3868% | 0.0000% | $1263000.00        | $1116709.75        | Asset-Backed Securities |
| LCM XXIII LTD 2016-23          D      20291022 FLT      | 2029-10-22      | 10.9868% | 0.0000% | $1500000.00        | $766852.30         | Asset-Backed Securities |
| LENDBUZZ SEC  TR 2025-2        D      20320415 6.18000  | 2032-04-15      | 6.1800%  | 0.0000% | $500000.00         | $493409.67         | Asset-Backed Securities |
| LOBEL AUTOMOBILE REC TR 2025-1 E      20310915 8.14000  | 2031-09-15      | 8.1400%  | 0.0000% | $730000.00         | $738148.67         | Asset-Backed Securities |
| ML MTG INVESTORS 2003 OPT1     M-2    20340725 FLT      | 2034-07-25      | 5.8738%  | 0.0000% | $31250000.00       | $396709.55         | Asset-Backed Securities |
| ML MTG INVESTORS 2002-AFC1     BF-1   20320925 FLT      | 2032-09-25      | 4.4085%  | 0.0000% | $3130000.00        | $426693.71         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE9    M-6    20341125 FLT      | 2034-11-25      | 5.5738%  | 0.0000% | $4000000.00        | $700997.42         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2003-NC8    B-1    20330925 FLT      | 2033-09-25      | 9.0988%  | 0.0000% | $5000000.00        | $359870.14         | Asset-Backed Securities |
| MPOWER EDUCATION TR 2024-A     C      20410722 11.25000 | 2041-07-22      | 11.2500% | 0.0000% | $1000000.00        | $1032662.50        | Asset-Backed Securities |
| NAVIENT STUDENT LN TR 2014-1   A-3    20310625 FLT      | 2031-06-25      | 4.2366%  | 0.0000% | $560000.00         | $116654.97         | Asset-Backed Securities |
| NAVIENT EDU LN TR 2026-A       C      20560915 5.44000  | 2056-09-15      | 5.4400%  | 0.0000% | $1070000.00        | $1062934.55        | Asset-Backed Securities |
| NELNET STUDENT LOAN 2023-PL1   A-1B   20531125 7.15000  | 2053-11-25      | 7.1500%  | 0.0000% | $120000.00         | $39509.22          | Asset-Backed Securities |
| PAGAYA AI DEBT 2026-1          A-2    20330915 4.73900  | 2033-09-15      | 4.7390%  | 0.0000% | $1200000.00        | $1200745.13        | Asset-Backed Securities |
| PAGAYA AI DEBT GRT TR 2025-1   B      20320715 5.62800  | 2032-07-15      | 5.6280%  | 0.0000% | $1000000.00        | $783701.45         | Asset-Backed Securities |
| PAGAYA AI DEBT GR TR 2025-7    A1     20261116 4.26700  | 2026-11-16      | 4.2670%  | 0.0000% | $2600000.00        | $445117.93         | Asset-Backed Securities |
| PAGAYA AI TECHNOLOGY 2023-1    G      20401026 3.60000  | 2040-10-26      | 3.6000%  | 0.0000% | $2331000.00        | $2056631.98        | Asset-Backed Securities |
| PAGAYA AI DEBT GRANTOR 2025-8  A1     20261215 4.32200  | 2026-12-15      | 4.3220%  | 0.0000% | $2220000.00        | $977732.00         | Asset-Backed Securities |
| POINT SECURITIZATION TR 2025-1 A-2    20550625 FLT      | 2055-06-25      | 7.5000%  | 0.0000% | $2500000.00        | $2509578.33        | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      F      20410418 3.65000  | 2041-04-18      | 3.6500%  | 0.0000% | $2489000.00        | $2317385.66        | Asset-Backed Securities |
| RFS ASSET SEC II LLC 2024-1    D      20310715 12.32400 | 2031-07-15      | 12.3240% | 0.0000% | $2250000.00        | $2291028.00        | Asset-Backed Securities |
| REPUBLIC FINAN ISSUANCE 2024-B A      20371120 5.42000  | 2037-11-20      | 5.4200%  | 0.0000% | $198000.00         | $199416.29         | Asset-Backed Securities |
| SILVER PT CLO  LTD 2023-3R     E-R    20390118 FLT      | 2039-01-18      | 10.0752% | 0.0000% | $1196000.00        | $1175912.98        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-3         M-4    20350625 FLT      | 2035-06-25      | 4.6888%  | 0.0000% | $3240000.00        | $1758258.78        | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2001-BC6 M2     20311025 FLT      | 2031-10-25      | 5.7238%  | 0.0000% | $9061000.00        | $218739.20         | Asset-Backed Securities |
| TERWIN MTG TR 2006-7           I-M-1  20370725 FLT      | 2037-07-25      | 4.1338%  | 0.0000% | $4389176.00        | $1845416.15        | Asset-Backed Securities |
| U.S.BANK NATIONAL 2026-1       F      20461225 10.19200 | 2046-12-25      | 10.1920% | 0.0000% | $1000000.00        | $917876.60         | Asset-Backed Securities |
| VENTURE CLO LTD 2024-50        E      20371020 FLT      | 2037-10-20      | 11.9152% | 0.0000% | $2000000.00        | $1970956.33        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-4 B-2    20700525 FLT      | 2070-05-25      | 7.4544%  | 0.0000% | $2440000.00        | $2424737.43        | Asset-Backed Securities |
| VISTA PT SEC TR 2026-CES1      A-2    20560225 FLT      | 2056-02-25      | 5.2260%  | 0.0000% | $831000.00         | $819921.66         | Asset-Backed Securities |
| VISTA PT SEC TR 2026-CES1      A-3    20560225 FLT      | 2056-02-25      | 5.3760%  | 0.0000% | $865000.00         | $852212.13         | Asset-Backed Securities |

### Security 123: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: BIV9VZHD9, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV9VZHD9
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **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                                          |
|:---|:---|:---|:---|:---|:---|:---|
| ANGELOAK MTG TR 2021-3         M-1    20660525 FLT     | 2066-05-25      | 2.4790%  | 0.0000% | $8432000.00        | $6496140.22        | Private Label Collateralized Mortgage Obligations |
| BBCMS MORTGAGE TRUST 2023-5C23 B      20561215 FLT     | 2056-12-15      | 7.4547%  | 0.0000% | $5200000.00        | $5418743.79        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG SEC TR 2024-BHP C      20390815 FLT     | 2039-08-15      | 7.2271%  | 0.0000% | $5500000.00        | $5481381.89        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT     | 2036-08-15      | 4.3915%  | 0.0000% | $5000000.00        | $4758540.00        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TR 2024-5C4       E      20570517 4.25000 | 2057-05-17      | 4.2500%  | 0.0000% | $5000000.00        | $4440747.78        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-AFC1           A-1    20560325 FLT     | 2056-03-25      | 0.8300%  | 0.0000% | $17357125.00       | $5128681.20        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LOAN TR 2021-4   A-1    20661025 FLT     | 2066-10-25      | 1.3970%  | 0.0000% | $9121000.00        | $4491340.74        | Private Label Collateralized Mortgage Obligations |
| COLT 2021-HX1 MTG LN TR        A-2    20661025 FLT     | 2066-10-25      | 1.3480%  | 0.0000% | $10560000.00       | $4940101.04        | Private Label Collateralized Mortgage Obligations |
| EFMT 2026-NQM5                 A-1F   20710625 FLT     | 2071-06-25      | 4.9435%  | 0.0000% | $4711000.00        | $4712411.60        | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MTG 2021-2 TR    A-1    20660625 FLT     | 2066-06-25      | 0.9310%  | 0.0000% | $6065384.00        | $2232793.60        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-NQM1       M-1    20600925 FLT     | 2060-09-25      | 3.2930%  | 0.0000% | $4200000.00        | $4007951.73        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2024-PJ3    B-3    20540825 FLT     | 2054-08-25      | 5.7200%  | 0.0000% | $4095000.00        | $3811759.33        | Private Label Collateralized Mortgage Obligations |
| GS MTG BK SEC TR 2026-PJ5      A-X-1  20560925 FLT     | 2056-09-25      | 0.4405%  | 0.0000% | $267389000.00      | $3690105.34        | Private Label Collateralized Mortgage Obligations |
| GS MTG BK SEC TR 2026-PJ5      A-X-3  20560925 FLT     | 2056-09-25      | 0.5000%  | 0.0000% | $242152000.00      | $4659285.59        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR 2026-PJ3  A-X-3  20560825 FLT     | 2056-08-25      | 0.5000%  | 0.0000% | $236274000.00      | $4677382.89        | Private Label Collateralized Mortgage Obligations |
| GS MTG BACKED SEC TR 2026-PJ4  A-X-3  20560925 FLT     | 2056-09-25      | 0.5000%  | 0.0000% | $217672000.00      | $4453203.83        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-12       A-X-1  20520225 FLT     | 2052-02-25      | 0.4833%  | 0.0000% | $236420000.00      | $4503039.00        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2025-NQM4    A-1    20660325 4.95400 | 2066-03-25      | 4.9540%  | 0.0000% | $5650000.00        | $5010899.41        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-NQM3    A-1    20561125 FLT     | 2056-11-25      | 1.1561%  | 0.0000% | $14785000.00       | $4662384.71        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-INV1            A-F-X  20560225 FLT     | 2056-02-25      | 1.0379%  | 0.0000% | $49739648.00       | $1904427.26        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7            A-1F   20660425 FLT     | 2066-04-25      | 4.8121%  | 0.0000% | $3730000.00        | $3724722.03        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2026-NQM7            A-3    20660425 FLT     | 2066-04-25      | 5.6430%  | 0.0000% | $4289000.00        | $4286001.64        | Private Label Collateralized Mortgage Obligations |
| PMT LOAN TRUST 2026-INV4       A-36X  20570325 FLT     | 2057-03-25      | 1.9379%  | 0.0000% | $100000000.00      | $5557039.62        | Private Label Collateralized Mortgage Obligations |
| PMT LN TR 2026-INV1            A-36X  20570125 FLT     | 2057-01-25      | 1.5879%  | 0.0000% | $50000000.00       | $5248084.24        | Private Label Collateralized Mortgage Obligations |
| RADIAN MTG CAPITAL TR 2024-J2  A-X    20550325 FLT     | 2055-03-25      | 1.1545%  | 0.0000% | $387163000.00      | $3716804.29        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2026-2  A-CH4  20560325 FLT     | 2056-03-25      | 1.5000%  | 0.0000% | $4500000.00        | $3792509.60        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2026-2  A-CH67 20560325 FLT     | 2056-03-25      | 0.6700%  | 0.0000% | $5000000.00        | $4105223.51        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-1          A-CH4  20560225 FLT     | 2056-02-25      | 1.5000%  | 0.0000% | $6900000.00        | $5884893.47        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2026-5          A-CH4  20560525 FLT     | 2056-05-25      | 1.5000%  | 0.0000% | $7000000.00        | $6398738.92        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-2     A-1    20650525 FLT     | 2065-05-25      | 0.9430%  | 0.0000% | $40530000.00       | $3944317.07        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-3     M-1    20560625 FLT     | 2056-06-25      | 2.4910%  | 0.0000% | $7586000.00        | $5928636.85        | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2021-4     M-1    20560825 FLT     | 2056-08-25      | 2.3220%  | 0.0000% | $5495000.00        | $4327334.48        | Private Label Collateralized Mortgage Obligations |
| THP MTG TR 2023-THL            B      20341214 FLT     | 2034-12-14      | 7.6687%  | 0.0000% | $5520000.00        | $5580314.70        | Private Label Collateralized Mortgage Obligations |
| VERSUS SECRTZN TR 2021-4       A-2    20660725 FLT     | 2066-07-25      | 1.2470%  | 0.0000% | $10848000.00       | $4234004.42        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2021-3         M-1    20660625 FLT     | 2066-06-25      | 2.3970%  | 0.0000% | $8540000.00        | $6540054.41        | Private Label Collateralized Mortgage Obligations |

### Security 124: Svenska Handelsbanken AB

- **C.1 - Title:** Svenska Handelsbanken AB 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9VZL44, C.3 - LEI: NHBDILHZTYCNBV5UYZ31, C.5 - Other ID: BIV9VZL44
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 125: DZ Bank AG

- **C.1 - Title:** DZ Bank AG 3.610000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9VZLX0, C.3 - LEI: 529900HNOAA1KXQJUQ27, C.5 - Other ID: BIV9VZLX0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 126: Australia & New Zealand Banking Group, Ltd.

- **C.1 - Title:** Australia & New Zealand Banking Group, Ltd. 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9W16F0, C.3 - LEI: JHE42UYNWWTJB8YTTU19, C.5 - Other ID: BIV9W16F0
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.4000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 127: Banco Santander

- **C.1 - Title:** Banco Santander 3.610000%
- **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: BIV9W1H50, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV9W1H50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $421.20            | $386.44            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-09-25      | 4.7621%  | 0.0000% | $31354.00          | $30684.77          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-02-01      | 5.0000%  | 0.0000% | $182073.60         | $177938.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $7446502.60        | $6877185.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $9697536.00        | $8857562.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-07-01      | 5.5000%  | 0.0000% | $6402608.00        | $6184240.60        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.0000%  | 0.0000% | $23108584.00       | $22586268.47       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $1080.80           | $1074.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-01-01      | 6.5000%  | 0.0000% | $7978626.60        | $7571828.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-09-01      | 6.0000%  | 0.0000% | $935758.40         | $911504.72         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-10-01      | 6.0000%  | 0.0000% | $11204528.00       | $11133584.35       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-05-01      | 6.0000%  | 0.0000% | $215887.40         | $224120.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2036-12-01      | 6.0350%  | 0.0000% | $778904.40         | $14076.00          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-06-01      | 3.0000%  | 0.0000% | $200.00            | $39.01             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-06-01      | 4.5000%  | 0.0000% | $202.60            | $0.84              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-02-01      | 3.5000%  | 0.0000% | $80800.00          | $9753.19           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-02-01      | 3.0000%  | 0.0000% | $201.80            | $33.19             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $62800.00          | $29592.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $1422.36           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $200.00            | $143.40            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $200.00            | $138.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $200.00            | $149.42            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $2625.60           | $1777.49           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.5000%  | 0.0000% | $1530620.00        | $626550.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.0000%  | 0.0000% | $204.80            | $158.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-05-01      | 5.5000%  | 0.0000% | $200.00            | $108.13            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.5000%  | 0.0000% | $200.00            | $100.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-10-01      | 6.0000%  | 0.0000% | $168810.00         | $71927.83          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.5000%  | 0.0000% | $201.60            | $88.71             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-11-01      | 6.0000%  | 0.0000% | $199600.00         | $100873.82         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.5000%  | 0.0000% | $207647.60         | $114555.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-12-01      | 5.5000%  | 0.0000% | $200.00            | $139.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-02-01      | 5.5000%  | 0.0000% | $177120.00         | $117363.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 7.5000%  | 0.0000% | $9200.00           | $6116.93           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $200.00            | $179.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 5.5000%  | 0.0000% | $200.00            | $190.59            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-12-01      | 6.5000%  | 0.0000% | $201.60            | $175.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-01-01      | 5.0000%  | 0.0000% | $200.00            | $190.19            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-05-01      | 5.0000%  | 0.0000% | $628800.00         | $628660.77         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-09-01      | 4.5000%  | 0.0000% | $200.00            | $2.26              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-11-01      | 6.0000%  | 0.0000% | $200.00            | $3.90              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-06-01      | 3.5000%  | 0.0000% | $200.00            | $15.32             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-10-01      | 3.5000%  | 0.0000% | $200.00            | $6.65              | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $204.80            | $14.99             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $200.00            | $154.70            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.5000%  | 0.0000% | $200.00            | $91.80             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.5000%  | 0.0000% | $200.80            | $112.87            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $440764.20         | $455022.94         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $200.00            | $178.96            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.5000%  | 0.0000% | $200.00            | $150.90            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.5000%  | 0.0000% | $201.60            | $96.36             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.5000%  | 0.0000% | $200.00            | $185.43            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 4.5000%  | 0.0000% | $200.00            | $173.23            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 7.0000%  | 0.0000% | $200.20            | $216.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $200.00            | $162.25            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 4.0000%  | 0.0000% | $200.40            | $182.62            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.5000%  | 0.0000% | $200.00            | $177.94            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 7.0000%  | 0.0000% | $200.20            | $151.30            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.0000%  | 0.0000% | $204.80            | $192.23            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $200.00            | $178.98            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $4465888.00        | $3967922.64        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $200.00            | $165.71            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $200.60            | $182.69            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $200.00            | $139.71            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $200.00            | $145.68            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $200.00            | $171.26            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $200.00            | $138.74            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $200.00            | $207.66            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.5000%  | 0.0000% | $200.20            | $87.15             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $200.20            | $125.89            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $200.00            | $171.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 4.0000%  | 0.0000% | $200.20            | $181.87            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.0000%  | 0.0000% | $200.00            | $195.44            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.0000%  | 0.0000% | $5903500.80        | $5414059.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $201.20            | $170.99            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $204.80            | $172.44            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $200.00            | $193.42            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.5000%  | 0.0000% | $200.00            | $146.59            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $200.20            | $208.76            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $322714.80         | $332809.61         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 7.0000%  | 0.0000% | $200.00            | $170.96            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $201.00            | $154.99            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $200.00            | $204.60            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.5000%  | 0.0000% | $200.60            | $119.66            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.0000%  | 0.0000% | $200.00            | $148.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $13230.20          | $13416.86          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 4.0000%  | 0.0000% | $53455.40          | $49605.29          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 7.0000%  | 0.0000% | $323000.00         | $234612.28         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $289668.00         | $302020.86         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.0000%  | 0.0000% | $200.20            | $185.31            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.0000%  | 0.0000% | $2301232.00        | $2374546.35        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 4.5000%  | 0.0000% | $200.20            | $190.36            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.0000%  | 0.0000% | $200.60            | $154.89            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $561.80            | $107.48            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $222777.60         | $156315.92         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.0000%  | 0.0000% | $200.20            | $204.30            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 5.5000%  | 0.0000% | $1045715.20        | $930087.01         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 7.5000%  | 0.0000% | $200.00            | $178.76            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.5000%  | 0.0000% | $200.00            | $141.22            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $200.20            | $168.60            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-10-01      | 6.0000%  | 0.0000% | $3930173.40        | $3634718.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $219093.20         | $232084.28         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 6.5000%  | 0.0000% | $263505.00         | $278271.99         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-09-01      | 7.5000%  | 0.0000% | $200.00            | $217.51            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $200.00            | $201.90            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $201.40            | $203.22            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 6.5000%  | 0.0000% | $200.00            | $139.28            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-11-01      | 5.5000%  | 0.0000% | $3169704.00        | $3155494.76        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.0000%  | 0.0000% | $200.00            | $179.77            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $200.00            | $168.86            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.0000%  | 0.0000% | $200.00            | $176.15            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.0000%  | 0.0000% | $1139696.00        | $957503.38         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $200.00            | $192.49            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.0000%  | 0.0000% | $200.00            | $183.50            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $200.00            | $186.55            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 2.5000%  | 0.0000% | $200.00            | $156.73            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-08-01      | 6.0000%  | 0.0000% | $200.00            | $163.19            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 5.5000%  | 0.0000% | $3373956.00        | $2953485.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 2.5000%  | 0.0000% | $200.00            | $161.91            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 3.5000%  | 0.0000% | $200.00            | $177.11            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 5.5000%  | 0.0000% | $200.00            | $191.93            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-01-01      | 5.5000%  | 0.0000% | $980827.20         | $988549.41         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 2.5000%  | 0.0000% | $200.00            | $166.98            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 2.5000%  | 0.0000% | $200.00            | $166.69            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $2044153.60        | $2060564.49        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2056-05-01      | 6.0000%  | 0.0000% | $6379929.60        | $6550399.19        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 3.0000%  | 0.0000% | $204.80            | $180.03            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $204.80            | $192.97            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-12-01      | 6.0000%  | 0.0000% | $677914.80         | $697519.91         | Agency Mortgage-Backed Securities   |
| U.S. TREASURY BOND                       | 2056-05-15      | 5.0000%  | 0.0000% | $20.00             | $20.11             | U.S. Treasuries (including strips)  |

### Security 128: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9W2PD2, C.3 - LEI: 549300H8L46OOZOFHU82, C.5 - Other ID: BIV9W2PD2
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 129: Cooperatieve Rabobank U.A.

- **C.1 - Title:** Cooperatieve Rabobank U.A. 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9W2Q58, C.3 - LEI: DG3RU1DBUFHT4ZF9WN62, C.5 - Other ID: BIV9W2Q58
- **C.18 - Value (incl. sponsor support):** $172000000.00
- **C.18.a - Value (excl. sponsor support):** $172000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, 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 130: Mizuho Bank, Ltd.

- **C.1 - Title:** Mizuho Bank, Ltd. 3.620000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: BIV9W2SG2, C.3 - LEI: 51KMXRLB0RIEGI0WJN58, C.5 - Other ID: BIV9W2SG2
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

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

**Date:** 2026-06-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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